cn = lpl.ConnectBitFinex()
elif service == "eTrade":
symbol = stock
cn = lpl.ConnectEtrade(c, stocks, debug, verbose, marketDataType, sandBox,
offLine)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize algorithm, barcharts objects
stocks = stocks.split(",")
for stock in stocks:
ba[stock] = lpl.Barchart()
tr[stock] = lpl.Trends(d, lg[stock], cn, ba[stock], offLine, stock)
lm[stock] = lpl.Limits(d, lg[stock], cn, ba[stock], offLine, stock)
a[stock] = lpl.Algorithm(d, lg[stock], cn, ba[stock], tr[stock], lm[stock],
offLine, stock)
pr[stock] = lpl.Price(a[stock], cn, usePricesFromFile, offLine,
a[stock].getMarketBeginTime())
print(str(ba))
print(str(a))
lg1 = lg[stocks[0]]
a1 = a[stocks[0]]
tr1 = tr[stocks[0]]
lm1 = lm[stocks[0]]
pr1 = pr[stocks[0]]
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize files
# exit (1) # profileData[stock] = loadProfileData(clOptions.profileTradeDataPath) # else: # # Use default list # profileData[stock] = d profileData[stock] = pf.readProfile(clOptions.profileTradeDataPath) #profileData[stock] = loadProfileData(clOptions.profileTradeDataPath) ba[stock] = lpl.Barchart() tr[stock] = lpl.Trends(profileData[stock], lg[stock], cn, ba[stock], offLine, stock) lm[stock] = lpl.Limits(profileData[stock], lg[stock], cn, ba[stock], pf, stock) pr[stock] = lpl.Price(cn, offLine) pa[stock] = lpl.Pattern(profileData[stock], ba[stock], lg[stock]) dc = lpl.Dailychart() dy = lpl.Dynamic(timeBar, dcPath, dc) a[stock] = lpl.Algorithm(profileData[stock], lg[stock], cn, ba[stock], tr[stock], lm[stock], pa[stock], pr[stock], dy, offLine, stock) ut = lpl.Util() th = lpl.Thred(ut, offLine, cwd, wcwd) lg1 = lg[stocks[0]] a1 = a[stocks[0]] tr1 = tr[stocks[0]] lm1 = lm[stocks[0]] pr1 = pr[stocks[0]] pa1 = pa[stocks[0]] #~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ # Set end time if str(cn.getDateMonthDayYear()) in halfDays: lastMinuteOfLiveTrading = int(halfDayEndTime)
cn.connectPublic()
elif service == "bitfinex":
cn = lpl.ConnectBitFinex()
elif service == "eTrade":
symbol = stock
cn = lpl.ConnectEtrade(c, stock, debug, verbose, marketDataType, sandBox,
offLine)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize algorithm, barcharts objects
bc = lpl.Barchart()
tr = lpl.Trends(d, lg, cn, bc, offLine)
lm = lpl.Limits(d, lg, cn, bc, offLine)
pa = lpl.Pattern()
a = lpl.Algorithm(d, lg, cn, bc, tr, lm, pa, offLine, stock)
pr = lpl.Price(a, cn, usePricesFromFile, offLine, a.getMarketBeginTime())
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize files
lg.info("Using " + pricesPath + " as prices file")
with open(debugPath, "a+", encoding="utf-8") as debugFile:
debugFile.write(
lg.infoStamp(a.getLiveProfileValues(d,
clOptions.profileTradeDataPath)))
debugFile.write(lg.header(tm.now(), stock))
lg.info("Using " + debugPath + " as debug file")
cn = lpl.ConnectBitFinex()
elif service == "eTrade":
symbol = stock
stockArr.append(stock)
cn = lpl.ConnectEtrade(c, stockArr, debug, verbose, marketDataType,
sandBox, slave)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize algorithm, barcharts objects
bc = lpl.Barchart()
tr = lpl.Trends(d, lg, cn, bc, slave)
lm = lpl.Limits(d, lg, cn, bc, slave, symbol)
pa = lpl.Pattern(d, bc)
pr = lpl.Price(cn, slave)
a = lpl.Algorithm(d, lg, cn, bc, tr, lm, pa, pr, slave, stock)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Initialize files
lg.info("Using " + pricesPath + " as prices file")
with open(debugPath, "a+", encoding="utf-8") as debugFile:
debugFile.write(
lg.infoStamp(a.getLiveProfileValues(d,
clOptions.profileTradeDataPath)))
debugFile.write(lg.header(tm.now(), stock))
lg.info("Using " + debugPath + " as debug file")
with open(logPath, "a+", encoding="utf-8") as logFile: