示例#1
0
def create_statesdaily():
    for sym in symbol_list:      
        for barsize in barlist :
            timeframe = bardict[barsize]
            durinseconds = secdict[barsize]
            barsizeNtimeframe = timeframe + barsize
            dur = barsize
            TicksUtile.assemble_dur_bars(today,sym,dur,durinseconds)  
            DurBoth = rpu_rp.CsvToLines( DataDown+ today + '.'+sym+'.' + dur.replace(' ','') + '.both.csv')
            indlist = ['pivot', 'R', 'S', 'S2', 'R2']
            for indicator in indlist:
##                print sym
                indarr = rpInd.GetPivots(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)
            indlist2 = ['kupper', 'klower', 'kmid']
            for indicator in indlist2:
    ##                print indicator
                indarr = rpInd.GetKupper(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)
    ##                keltner_channel_upper(highs,lows,closes,mult)
            indlist3 = ['ema']
            for indicator in indlist3:
    ##                print indicator
                indarr = rpInd.GetEMA(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)
    now_dt = dt.datetime.strptime(now, spaceYtime_format)   
    print 'cycle heartbeat...searching for sigs in last ',recentlimit
    recentsigs =[]
    for sym in symbol_list:      
        ####################################
        for barsize in barlist :
            timeframe = bardict[barsize]
            durinseconds = secdict[barsize]
            barsizeNtimeframe = timeframe + barsize
            dur = barsize       
##            TicksUtile.assemble_dur_bars(today,sym,dur,durinseconds)  
            DurBoth = rpu_rp.CsvToLines( DataDown+ today + '.'+sym+'.' + dur.replace(' ','') + '.both.csv')
            indlist = ['pivot', 'R']
            for indicator in indlist:
                print sym
                indarr = rpInd.GetPivots(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)
            indlist2 = ['kupper', 'klower', 'kmid']
            for indicator in indlist2:
##                print indicator
                indarr = rpInd.GetKupper(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)
##                keltner_channel_upper(highs,lows,closes,mult)
            indlist3 = ['ema']
            for indicator in indlist3:
##                print indicator
                indarr = rpInd.GetEMA(DurBoth,sym,indicator)