def get_stock_signal_data():
from matplotlib.colors import colorConverter
signal_data = pd.read_csv('./work/signal_IF000.csv',
index_col=0,
parse_dates=True)
price_data = pd.read_csv('./work/IF000.csv', index_col=0, parse_dates=True)
info = sugar.process_signal(signal_data, price_data)
entry_x = []
entry_y = info['entry_price'].tolist()
exit_x = []
exit_y = info['exit_price'].tolist()
colors = []
for t in info.index:
entry_x.append(price_data.index.searchsorted(t))
for t in info['exit_datetime'].values:
exit_x.append(price_data.index.searchsorted(t))
for i in range(len(info)):
tr = info.ix[i]
if tr['islong']:
c = 'r' if tr['exit_price'] > tr['entry_price'] else 'b'
else:
c = 'r' if tr['exit_price'] < tr['entry_price'] else 'b'
r, g, b = colorConverter.to_rgb(c)
colors.append((r, g, b, 1))
return price_data, entry_x, entry_y, exit_x, exit_y, colors
def get_stock_signal_data():
from matplotlib.colors import colorConverter
signal_data = pd.read_csv('./work/signal_IF000.csv', index_col=0, parse_dates=True)
price_data = pd.read_csv('./work/IF000.csv' , index_col=0, parse_dates=True)
info = sugar.process_signal(signal_data, price_data)
entry_x = []
entry_y = info['entry_price'].tolist()
exit_x = []
exit_y = info['exit_price'].tolist()
colors = []
for t in info.index:
entry_x.append(price_data.index.searchsorted(t))
for t in info['exit_datetime'].values:
exit_x.append(price_data.index.searchsorted(t))
for i in range(len(info)):
tr = info.ix[i]
if tr['islong']:
c = 'r' if tr['exit_price']>tr['entry_price'] else 'b'
else:
c = 'r' if tr['exit_price']<tr['entry_price'] else 'b'
r,g,b = colorConverter.to_rgb(c)
colors.append((r,g,b,1))
return price_data, entry_x, entry_y, exit_x, exit_y, colors