import BreezyBarb.Futures.folder as crff from BreezyBarb.Utilities.folder import opj import BreezyBarb.Utilities.frames as cruf import BreezyBarb.Utilities.filters as crtf import BreezyBarb.Utilities.pkgstdy as crup import numpy as np # test = crff.cr_ft_hs_ar.retrieve('es') # # crff.cr_ft_hs.name # # testd = sorted(list(set(test['Date'].values))) x = opj(crff.cr_ft_hs.name, 'ES.npz') x = cruf.DataFrame.from_bin(x) # dummy data x = np.random.random(20) x[0:4] = np.nan m = 5 import BreezyBarb.Stocks.folder as crsf x = crsf.cr_pr_cl.retrieve('SPY') Input = x['Close'].values Periods = 50 UseLog = 0 BarCount = Input.shape[0] PeriodsInt = int(Periods) Lambda = 2/(Periods+1)
import BreezyBarb.Utilities.frames as cruf from BreezyBarb.Utilities.folder import DataDir, DataFolder, opj cr_rt = DataFolder('Q:\\Data_BB\\Futures\\') cr_un = DataFolder(opj(cr_rt.name, 'Universe')) cr_ft = DataFolder(opj(cr_un.name, 'Futures')) cr_sfx = DataFolder(opj(cr_un.name, 'SpotFX')) cr_info = DataDir(opj(cr_un.name, 'Info')) cr_dn = DataFolder('Q:\\CSI\\') cs_dn_dl = DataDir(opj(cr_dn.name, 'Daily')) cs_dn_hs = [opj(cr_dn.name, 'compugene_world-history1', 'compugene_world-history1'), opj(cr_dn.name, 'compugene_world-history2', 'compugene_world-history2'), # opj(cr_dn.name, 'compugene_world-history3', 'compugene_world-history3'), opj(cr_dn.name, 'compugene_world-history4', 'compugene_world-history4')] cs_dn_sym = [opj(cr_dn.name, 'compugene_world-history1', 'SYMBOLS.txt'), opj(cr_dn.name, 'compugene_world-history2', 'SYMBOLS.txt'), # opj(cr_dn.name, 'compugene_world-history3', 'SYMBOLS.txt'), opj(cr_dn.name, 'compugene_world-history4', 'SYMBOLS.txt')] cr_ft_hs = DataDir(opj(cr_ft.name, 'History')) cr_sfx_hs = DataDir(opj(cr_sfx.name, 'History')) cr_ft_hs_ar = DataDir(opj(cr_ft.name, 'HistoryArchive')) cr_sfx_hs_ar = DataDir(opj(cr_sfx.name, 'HistoryArchive')) cr_ft_hs_arc = DataDir(opj(cr_ft.name, 'HistoryArchiveCopy')) cr_sfx_hs_arc = DataDir(opj(cr_sfx.name, 'HistoryArchiveCopy'))
# cruf.DataFrame.to_bin(xd, xf) # except: # print(sys.exc_info()[0]) # # def rename(self, xo, xn): # untested # xf1 = self.path(xo) # xf2 = self.path(xn) # os.rename(xf1, xf2) # # def remove(self, xo): # untested # xf = self.path(xo) # if os.path.exists(xf): # os.remove(xf) cr_rt = DataFolder('Q:\\Data_BB\\Stocks\\') cr_un = DataDir(opj(cr_rt.name, 'Universe')) cr_pr = DataFolder(opj(cr_rt.name, 'Prices')) cr_pr_cl = DataDir(opj(cr_pr.name, 'Clean')) cr_pr_dv = DataDir(opj(cr_pr.name, 'Divs')) cr_pr_rw = DataDir(opj(cr_pr.name, 'Raw')) cr_clus = [ DataFolder(opj(cr_rt.name, 'Cluster_C')), DataFolder(opj(cr_rt.name, 'Cluster_E')), DataFolder(opj(cr_rt.name, 'Cluster_F')), DataFolder(opj(cr_rt.name, 'Cluster_H')), DataFolder(opj(cr_rt.name, 'Cluster_I')), DataFolder(opj(cr_rt.name, 'Cluster_T')), DataFolder(opj(cr_rt.name, 'Cluster_S')), DataFolder(opj(cr_rt.name, 'Cluster_M')) ]