def getBidsAsks(self):
stockValues = {}
bids = {}
asks = {}
allStocks = self.getAllStocksArr()
# Load all the bids and asks values from the service (Etrade) into the dicts
for stocks in allStocks:
cn = lpl.ConnectEtrade(self.c, stocks, 1, 1, "intraday", False, 0)
stockVals = []
for ctr in range(self.numSpreadSamples):
stockValues = cn.setStockValues(0, 0, "")
# for item in stockValues.items():
# print ("item " + str(item))
# for v1, v2 in enumerate(item):
# print ("v1 " + str(v1))
# print ("v2 " + str(v2))
# if v2[0] == 0.0:
# break
stockVals.append(stockValues)
print("stockVals\n" + str(stockVals))
bidList = []
askList = []
for stock in stocks:
for ctr in range(len(stockVals)):
for k, v in stockVals[ctr].items():
if k == stock:
# if v[0] == 0.0 or v[1] == 0.0:
# print ("skipping stock bid: " + stock + " " + str(v[0]))
# print ("skipping stock ask: " + stock + " " + str(v[1]))
# continue
bidList.append(v[0])
askList.append(v[1])
bids[stock] = bidList
asks[stock] = askList
bidList = []
askList = []
print("bids\n" + str(bids))
print("asks\n" + str(asks))
return bids, asks
def getDailyTrends(self, stockData):
trends = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
dailyTrends = {}
tr = {}
allStocks = self.getAllStocksArr()
for stocks in allStocks:
cn = lpl.ConnectEtrade(self.c, stocks, 1, 1, "intraday", False, 1)
for stock in stocks:
tr[stock] = lpl.Trends(self.d, self.l, cn, 0, 0, stock)
stockValues = cn.setStockValues(0, 0, "")
print("stockData[stock] len\n" + str(len(stockData[stock])) +
" " + str(stock))
tr[stock].setTrendLimits(stockData[stock],
len(stockData[stock]), 0, 0)
trends[self.bearS] = tr[stock].isBearShortTrend()
trends[self.bearM] = tr[stock].isBearMidTrend()
trends[self.bearL] = tr[stock].isBearLongTrend()
trends[self.bearE] = tr[stock].isBearMegaTrend()
trends[self.bearU] = tr[stock].isBearSuperTrend()
trends[self.bullS] = tr[stock].isBullShortTrend()
trends[self.bullM] = tr[stock].isBullMidTrend()
trends[self.bullL] = tr[stock].isBullLongTrend()
trends[self.bullE] = tr[stock].isBullMegaTrend()
trends[self.bullU] = tr[stock].isBullSuperTrend()
print("trends " + str("trends\n" + str(trends)))
dailyTrends[stock] = trends
trends = [0, 0, 0, 0, 0, 0, 0, 0, 0, 0]
print("dailyTrends " + str(dailyTrends))
return dailyTrends
tr = {}
lm = {}
a = {}
pr = {}
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Setup connection to the exchange service
if service == "bitstamp":
cn = lpl.ConnectBitStamp(service, currency, alt)
cn.connectPublic()
elif service == "bitfinex":
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())
lg = lpl.Log(debug, verbose, logPath, slave)
#~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
# Setup connection to the exchange service
stockArr = []
if service == "bitstamp":
cn = lpl.ConnectBitStamp(service, currency, alt)
cn.connectPublic()
elif service == "bitfinex":
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")
