def loop_one_prepare():
barlist = ['1min', '3mins', '15mins', '1hour', '1day']
## pre prepare ES for compares
startmode = 'initialize'
TicksUtile.prepare_tickfilesto5secBars(
today, 'ES',
startmode) ## merge the 5secddload with 5sec recents > 5sec boths
for dur in barlist:
durinseconds = secdict[dur]
basisdur = '5secs'
basisfile = DataDown + today + '.' + 'ES' + '.' + basisdur + '.both.csv'
TicksUtile.assemble_dur_bars(today, 'ES', dur, startmode, basisfile)
############## end ES prepare
for sym in symbol_list:
startmode = 'initialize'
TicksUtile.prepare_tickfilesto5secBars(
today, sym,
startmode) ## merge the 5secddload with 5sec recents > 5sec boths
for dur in barlist:
## print dur, sym
durinseconds = secdict[dur]
basisdur = '5secs'
basisfile = DataDown + today + '.' + sym + '.' + basisdur + '.both.csv'
TicksUtile.assemble_dur_bars(today, sym, dur, startmode, basisfile)
## indlist = ['StochK','Stoch_CROSS','StochD','pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower',\
## 'kmid','ema','mcross', 'mcd','diffESTXvES','RSI']
indlist = [
'mcross', 'mcd', 'RSI', 'StochK', 'Stoch_CROSS', 'StochD',
'kupper', 'klower', 'kmid', 'diffvES'
]
rpInd.create_states_files(sym, dur.replace(' ', ''), today,
threshold, indlist)
def create_weeklies():
sym = 'SPX'
basisdur = '1day'
TicksUtile.assemble_dur_bars(date,sym,'1day','initialize','5secs')
TicksUtile.assemble_bars_1min_basis(date,sym,'1Week','bartobar',basisdur)
indlist = ['mcross','pivot','R','R2','S','S2']
threshold = 0.0
rpInd.create_states_files(sym,'1Week',date,threshold,indlist)
rpInd.create_states_files(sym,'1day',date,threshold,indlist)
def make_states(smode,date,symbollist):
threshold = 0.0
if smode == 'fullist':
indlist = fullindlist
else:
indlist = partindlist
barlist = barlistRecent78
for sym in symbollist:
for dur in barlist :
rpInd.create_states_files(sym,dur,date,threshold,indlist)
def make_states(smode, date, symbollist):
threshold = 0.0
if smode == 'fullist':
indlist = fullindlist
else:
indlist = partindlist
barlist = barlistRecent78
for sym in symbollist:
for dur in barlist:
rpInd.create_states_files(sym, dur, date, threshold, indlist)
def make_states(smode,date,symbollist):
threshold = 0.0
if smode == 'fullist':
indlist = ['pivot', 'ATR','R', 'S', 'S2', 'R2','kupper', 'klower','kmid','ema','diffvES','RSI','StochK','Stoch_CROSS','StochD']
else:
indlist = ['mcross','mcd','kupper','StochK','Stoch_CROSS','StochD','RSI']
barlist = ['1min', '3mins', '5mins', '15mins']##,'78mins']
for sym in symbollist:
for dur in barlist :
rpInd.create_states_files(sym,dur,date,threshold,indlist)
def snapshot_sym(sym, today, durslist):
## print 'got her'
text = []
barlist = ['1min', '3mins', '5mins', '15mins', '1hour']
basisfile = DataDown + today + '.' + sym + '.' + '5secs' + '.both.csv'
TicksUtile.assemble_dur_bars(today, sym, '1hour', 'initial', basisfile)
posstate = rpInd.ShowRecentPositionState(sym)
text.append(posstate + sym)
threshold = 0.0
indlist = ['mcross', 'kupper']
## print posstate,sym,'recentstate age val | lastcrosstime| name USING THRESH ', threshold
textline = 'recentstate age val name USING THRESH ' + str(threshold)
text.append(textline)
for dur in barlist:
## print dur
threshold = 0.0
if dur == '1min':
threshold = 0.1
## print sym,dur
## make_dur_state(sym,dur,threshold,indlist)
basisdur = '5secs'
startmode = 'initialize'
basisfile = DataDown + today + '.' + sym + '.' + basisdur + '.both.csv'
TicksUtile.assemble_dur_bars(today, sym, dur, startmode, basisfile)
### this relys on the sig creator to assemble each time
rpInd.create_states_files(sym, dur, today, threshold, indlist)
indlist = ['mcross']
for ind in indlist:
mode = 'noboost'
state = rpInd.ShowRecentState(sym, dur, ind, mode)
stateAge = rpInd.ShowRecentAge(sym, dur, ind, mode)
val = rpInd.ShowRecentStateValue(sym, dur, ind, mode)
crxtime = rpInd.ShowRecentCRXTime(sym, dur, ind, mode)
price = rpInd.ShowRecentClPrice(sym, dur, ind, mode)
if ind == 'mcross':
textline = []
tlist = [
state, dur, stateAge, val, price, crxtime, threshold, sym,
ind
]
for t in tlist:
textline.append(str(t))
text.append(str(textline))
print state, dur, stateAge, val, price, crxtime, threshold, sym, ind
## Triggers = rpInd.Trigger_from_states(sym,dur,'kupper')
## lasttwo = rpu_rp.tail_array_to_array(Triggers,2)
## for l in lasttwo:
## print l[0],l[1],l[7],l[5],l[8],l[11],'kupperflips'
print recenttick(sym)
print '======================='
return text
def make_dur_state(sym, dur, threshold, indlist):
## print sym,dur, crxcode
rpInd.create_states_files(sym, dur, today, threshold, indlist)
for ind in indlist:
state = rpInd.ShowRecentState(sym, dur, ind)
stateAge = rpInd.ShowRecentAge(sym, dur, ind)
val = rpInd.ShowRecentStateValue(sym, dur, ind)
crxtime = rpInd.ShowRecentCRXTime(sym, dur, ind)
crxcode = rpInd.ShowRecentCRXCode(sym, dur, ind)
price = rpInd.ShowRecentClPrice(sym, dur, ind)
## print state, stateAge,val,ind, crxtime,price , sym, dur, threshold, crxcode
print crxcode, sym
def snapshot_sym(sym,today,durslist):
## print 'got her'
text = []
barlist = ['1min', '3mins', '5mins', '15mins', '1hour']
basisfile = DataDown +today+'.'+sym+'.'+'5secs'+'.both.csv'
TicksUtile.assemble_dur_bars(today,sym,'1hour','initial',basisfile)
posstate = rpInd.ShowRecentPositionState(sym)
text.append(posstate + sym )
threshold =0.0
indlist = ['mcross','kupper']
## print posstate,sym,'recentstate age val | lastcrosstime| name USING THRESH ', threshold
textline = 'recentstate age val name USING THRESH ' + str(threshold)
text.append(textline)
for dur in barlist :
## print dur
threshold = 0.0
if dur == '1min':
threshold = 0.1
## print sym,dur
## make_dur_state(sym,dur,threshold,indlist)
basisdur = '5secs'
startmode ='initialize'
basisfile = DataDown +today+'.'+sym+'.'+basisdur+'.both.csv'
TicksUtile.assemble_dur_bars(today,sym,dur,startmode,basisfile)
### this relys on the sig creator to assemble each time
rpInd.create_states_files(sym,dur,today,threshold,indlist)
indlist = ['mcross']
for ind in indlist:
mode = 'noboost'
state = rpInd.ShowRecentState(sym,dur,ind,mode)
stateAge = rpInd.ShowRecentAge(sym,dur,ind,mode)
val = rpInd.ShowRecentStateValue(sym,dur,ind,mode)
crxtime = rpInd.ShowRecentCRXTime(sym,dur,ind,mode)
price = rpInd.ShowRecentClPrice(sym,dur,ind,mode)
if ind == 'mcross':
textline = []
tlist = [state, dur, stateAge,val, price, crxtime, threshold, sym, ind]
for t in tlist:
textline.append(str(t))
text.append(str(textline))
print state, dur, stateAge,val, price, crxtime, threshold, sym, ind
## Triggers = rpInd.Trigger_from_states(sym,dur,'kupper')
## lasttwo = rpu_rp.tail_array_to_array(Triggers,2)
## for l in lasttwo:
## print l[0],l[1],l[7],l[5],l[8],l[11],'kupperflips'
print recenttick(sym)
print '======================='
return text
def make_states(smode, date):
threshold = 0.0
if smode == 'fullist':
indlist = [
'pivot', 'R', 'S', 'S2', 'R2', 'kupper', 'klower', 'kmid', 'ema',
'diffvES', 'RSI', 'StochK', 'Stoch_CROSS', 'StochD'
]
## print 'cose full'
else:
indlist = ['mcross', 'mcd', 'kupper']
barlist = ['1min', '3mins', '5mins', '15mins'] ##,'78mins']
for sym in symbol_list:
## print sym,'makestates'
for dur in barlist:
rpInd.create_states_files(sym, dur, date, threshold, indlist)
def make_states():
startmode = 'bothfile'
startmode = 'initialize'
for sym in symbol_list:
TicksUtile.prepare_tickfilesto5secBars(today,sym,startmode) ## merge the 5secddload with 5sec recents > 5sec boths
###### TicksUtile.prepare_fake_ddlfile(today,sym,'78mins',startmode)
barlist = ['1min', '3mins', '5mins', '15mins']##,'78mins']
for dur in barlist :
if dur == '1min':
basisdur = '5secs'
else:
basisdur = '1min'
durinseconds = secdict[dur]
basisfile = DataDown +today+'.'+sym+'.'+basisdur+'.both.csv'
TicksUtile.assemble_dur_bars(today,sym,dur,startmode,basisfile)
## indlist = ['pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower', 'kmid','ema','mcross', 'mcd'] indlist = ['mcross','mcd','diffESTXvES','RSI','STOCH','stochastic_CROSS']
indlist = ['mcross','mcd','RSI','StochK','Stoch_CROSS','StochD']
rpInd.create_states_files(sym,dur,today,threshold,indlist)
def make_states():
startmode = 'bothfile'
startmode = 'initialize'
for sym in symbol_list:
TicksUtile.prepare_tickfilesto5secBars(
today, sym,
startmode) ## merge the 5secddload with 5sec recents > 5sec boths
###### TicksUtile.prepare_fake_ddlfile(today,sym,'78mins',startmode)
barlist = ['1min', '3mins', '5mins', '15mins'] ##,'78mins']
for dur in barlist:
if dur == '1min':
basisdur = '5secs'
else:
basisdur = '1min'
durinseconds = secdict[dur]
basisfile = DataDown + today + '.' + sym + '.' + basisdur + '.both.csv'
TicksUtile.assemble_dur_bars(today, sym, dur, startmode, basisfile)
## indlist = ['pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower', 'kmid','ema','mcross', 'mcd'] indlist = ['mcross','mcd','diffESTXvES','RSI','STOCH','stochastic_CROSS']
indlist = [
'mcross', 'mcd', 'RSI', 'StochK', 'Stoch_CROSS', 'StochD'
]
rpInd.create_states_files(sym, dur, today, threshold, indlist)
def loop_one_prepare():
barlist = ['1min','3mins', '15mins', '1hour', '1day']
## pre prepare ES for compares
startmode = 'initialize'
TicksUtile.prepare_tickfilesto5secBars(today,'ES',startmode) ## merge the 5secddload with 5sec recents > 5sec boths
for dur in barlist :
durinseconds = secdict[dur]
basisdur = '5secs'
basisfile = DataDown +today+'.'+'ES'+'.'+basisdur+'.both.csv'
TicksUtile.assemble_dur_bars(today,'ES',dur,startmode,basisfile)
############## end ES prepare
for sym in symbol_list:
startmode = 'initialize'
TicksUtile.prepare_tickfilesto5secBars(today,sym,startmode) ## merge the 5secddload with 5sec recents > 5sec boths
for dur in barlist :
## print dur, sym
durinseconds = secdict[dur]
basisdur = '5secs'
basisfile = DataDown +today+'.'+sym+'.'+basisdur+'.both.csv'
TicksUtile.assemble_dur_bars(today,sym,dur,startmode,basisfile)
## indlist = ['StochK','Stoch_CROSS','StochD','pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower',\
## 'kmid','ema','mcross', 'mcd','diffESTXvES','RSI']
indlist = ['mcross','mcd','RSI','StochK','Stoch_CROSS','StochD','kupper', 'klower','kmid','diffvES']
rpInd.create_states_files(sym,dur.replace(' ',''),today,threshold,indlist)
def make_states(date,symbol_list,barlist,indlist):
threshold = 0.0
for sym in symbol_list:
for dur in barlist :
rpInd.create_states_files(sym,dur,date,threshold,indlist)
def rounderrp(x,tickvalue):
opptick = int(1/tickvalue)
return round(x*opptick)/opptick
############################
def recenttick(sym):
RecentTickFile = DataDown + today + '.' + sym + '.RTtickslastquote.csv'
tickvalue = float(tickvaluedict[sym])
if os.path.isfile(RecentTickFile) :
tickline = rpu_rp.tail_array_to_array(rpu_rp.CsvToLines(RecentTickFile),1)[0]
lasttick = rounderrp(float(tickline[5]),tickvalue)
else:
lasttick = 9999
return lasttick
#################
loopmax = 2
loop = 0
symbol_list = ['ES']
########################
threshold = 0.0
while loop < loopmax:
if loop == 0:
for sym in symbol_list:
barlist = ['1day']
print 'here'
for dur in barlist :
indlist = ['STOCH']
print sym, dur
rpInd.create_states_files(sym,dur.replace(' ',''),today,threshold,indlist)
loop +=1
####################
def recenttick(sym):
RecentTickFile = DataDown + today + '.' + sym + '.RTtickslastquote.csv'
tickvalue = float(tickvaluedict[sym])
if os.path.isfile(RecentTickFile):
tickline = rpu_rp.tail_array_to_array(
rpu_rp.CsvToLines(RecentTickFile), 1)[0]
lasttick = rounderrp(float(tickline[5]), tickvalue)
else:
lasttick = 9999
return lasttick
#################
loopmax = 2
loop = 0
symbol_list = ['ES']
########################
threshold = 0.0
while loop < loopmax:
if loop == 0:
for sym in symbol_list:
barlist = ['1day']
print 'here'
for dur in barlist:
indlist = ['STOCH']
print sym, dur
rpInd.create_states_files(sym, dur.replace(' ', ''), today,
threshold, indlist)
loop += 1
####################
barlist =[]
barlist = ['1 Week']
##########################################
date = rpu_rp.todaysdateunix()
date = '20150905'
datehyphen = rpu_rp.todaysdatehypens(date)
##########################
import RP_Snapshot
sym = 'SPX'
##RP_Snapshot.snapshot_sym(sym,date)
basisdur = '1day'
TicksUtile.assemble_dur_bars(date,sym,'1day','initialize','5secs')
TicksUtile.assemble_bars_1min_basis(date,sym,'1Week','bartobar',basisdur)
indlist = ['mcross','pivot','R','R2','S','S2']
threshold = 0.0
rpInd.create_states_files(sym,'1Week',date,threshold,indlist)
rpInd.create_states_files(sym,'1day',date,threshold,indlist)
'''
def fibbo_50retrace(low,high,sym,perc) : # could also use a time range for a range of bars / add this to states per duration
retraceval = (high-low)/(100/perc)
return retraceval
def check_lines(linesfile,curprice,tolerance):
for l in linesfile:
diff = curprice - l[0]
if diff < tolerance:
lines.append(l[0])
pass
pass
return lines
barlist = []
barlist = ['1 Week']
##########################################
date = rpu_rp.todaysdateunix()
date = '20150905'
datehyphen = rpu_rp.todaysdatehypens(date)
##########################
import RP_Snapshot
sym = 'SPX'
##RP_Snapshot.snapshot_sym(sym,date)
basisdur = '1day'
TicksUtile.assemble_dur_bars(date, sym, '1day', 'initialize', '5secs')
TicksUtile.assemble_bars_1min_basis(date, sym, '1Week', 'bartobar', basisdur)
indlist = ['mcross', 'pivot', 'R', 'R2', 'S', 'S2']
threshold = 0.0
rpInd.create_states_files(sym, '1Week', date, threshold, indlist)
rpInd.create_states_files(sym, '1day', date, threshold, indlist)
'''
def fibbo_50retrace(low,high,sym,perc) : # could also use a time range for a range of bars / add this to states per duration
retraceval = (high-low)/(100/perc)
return retraceval
def check_lines(linesfile,curprice,tolerance):
for l in linesfile:
diff = curprice - l[0]
if diff < tolerance:
lines.append(l[0])
pass
pass
return lines
###################
def assemble_bars(sym,barlist,mergemode,loopingflag):
startmode = 'initialize'
indlist = ['pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower', 'kmid','ema','mcross', 'mcd']
indlist = ['mcross', 'mcd']
TicksUtile.prepare_tickfilesto5secBars(today,sym,startmode) ## merge the 5secddload with 5sec recents > 5sec boths
for dur in barlist :
durinseconds = secdict[dur]
basisdur = '5secs'
basisfile = DataDown +today+'.'+sym+'.'+basisdur+'.both.csv'
TicksUtile.assemble_dur_bars(today,sym,dur,durinseconds,startmode,basisfile)
threshold = 0.0
rpInd.create_states_files(sym,dur.replace(' ',''),today,threshold,indlist)
add different modes including first run mode to this then wrap into tickutiles and run with diff flags here
if loop == 0 , run in firstpass mode
if initialize mode, the basis file is chosen in the module
print 'got to loop'
while loop < loopmax:
if loop == 0:
for sym in symbol_list:
startmode = 'initialize'
TicksUtile.prepare_tickfilesto5secBars(today,sym,startmode) ## merge the 5secddload with 5sec recents > 5sec boths
barlist = ['1min','3mins', '15mins', '1hour', '1day']
for dur in barlist :
durinseconds = secdict[dur]
basisdur = '5secs'
basisfile = DataDown +today+'.'+sym+'.'+basisdur+'.both.csv'
TicksUtile.assemble_dur_bars(today,sym,dur,durinseconds,startmode,basisfile)
threshold = 0.0
indlist = ['pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower', 'kmid','ema','mcross', 'mcd']
rpInd.create_states_files(sym,dur.replace(' ',''),today,threshold,indlist)
####################################
if float(float(loop)/10) == round((loop/10),1):
print 'cycle ', loop
now = datetime.strftime(datetime.now(),spaceYtime_format)
now_epoch = int(time.mktime(time.strptime(now, spaceYtime_format)))
now_dt = dt.datetime.strptime(now, spaceYtime_format)
###############
recentsigs =[]
startmode = 'bothfile'
startmode = 'initialize'
for sym in symbol_list:
TicksUtile.prepare_tickfilesto5secBars(today,sym,startmode) ## merge the 5secddload with 5sec recents > 5sec boths
####################################
barlist = ['1min', '3mins', '5mins', '15mins']
for dur in barlist :
if dur == '1min':
basisdur = '5secs'
pass
else:
basisdur = '1min'
durinseconds = secdict[dur]
basisfile = DataDown +today+'.'+sym+'.'+basisdur+'.both.csv'
TicksUtile.assemble_dur_bars(today,sym,dur,durinseconds,startmode,basisfile)
## DurBoth = rpu_rp.CsvToLines( DataDown+ today + '.'+sym+'.' + dur.replace(' ','') + '.both.csv')
threshold = 0.0
## indlist = ['pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower', 'kmid','ema','mcross', 'mcd']
## indlist = ['pivot', 'R', 'S', 'S2', 'R2','mcross']
## indlist = ['pivot', 'mcross','mcd']
indlist = ['mcross','mcd']
rpInd.create_states_files(sym,dur,today,threshold,indlist)
####################
state15 = rpInd.ShowRecentState(sym,'15mins','mcross','noboost')
stateAge15 = rpInd.ShowRecentAge(sym,'15mins','mcross','noboost')
## state5 = rpInd.ShowRecentState(sym,'5mins','mcross')
## stateAge5 = rpInd.ShowRecentAge(sym,'5mins','mcross')
barlist = ['1min', '3mins', '5mins', '15mins']
for dur in barlist :
threshold = 0.0
ALLTriggers=[]
lasttwo = []
if dur != '1min':
Triggers = rpInd.Trigger_from_states(sym,dur,'mcross')
lasttwo = rpu_rp.tail_array_to_array(Triggers,1)
for a in lasttwo:
ALLTriggers.append(a)
Triggers = rpInd.Trigger_from_states(sym,'15mins','mcd')
lasttwo = rpu_rp.tail_array_to_array(Triggers,1)
for a in lasttwo:
ALLTriggers.append(a)
## ADJUST THE TRIGGER TO USE JUT 5MIN IN SLOWER MKTS....
## 1 MIN CAN BE USED FOR THE FAST MKTS....OR TO EXIT A POSITION
## threshold = float(-0.20)
## maCrossNEARTriggers = rpInd.Trigger_MACross(DurBoth,sym,dur,threshold,'manearcross')
## rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', ALLTriggers)
############################
prevt = 0
numsigs = len(ALLTriggers)
signum =0
prevbart_dt = now_dt
prevbart_epoch = now_epoch
## 2015-08-24 17:35:05,0.0245,pos,0.0646,slopeup,kupper,USD.JPY,poscrxx,1min,118.43,118.36,118.36,5
for onesig in ALLTriggers:
bart = onesig[0]
action =onesig[7]
bart_dt = dt.datetime.strptime(bart, spaceYtime_format)
bart_epoch = int(time.mktime(time.strptime(bart, spaceYtime_format)))
barToNow = now_epoch - bart_epoch
## barToPrev = bart_epoch - prevbart_epoch
## prevbart_epoch = bart_epoch
## print bart_epoch, barToNow, barToPrev, bart
if barToNow < recentlimit :
tflag = 'nopass'
## print 'recent15 min state and age:', state15, stateAge15,sym
posstate = rpInd.ShowRecentPositionState(sym)
if action == 'negcrxx' and state15 == 'neg' and dur != '1min':
## print 'is a sell'
tflag = 'passedtest'
elif action == 'poscrxx' and state15 == 'pos' and dur != '1min':
## print 'is a buy'
tflag = 'passedtest'
pass
elif action == 'poscrxx' and posstate == 'SELL':
tflag = 'passedtest'
pass
elif action == 'negcrxx' and posstate == 'BUY':
tflag = 'passedtest'
pass
else:
## print action, ' signal failed on ... ',dur,sym
pass
if tflag == 'passedtest':
lasttick = recenttick(sym)
onesig.append(barToNow)
onesig.append('xx')
onesig.append(lasttick)
recentsigs.append(onesig)
dur = ''
if len(recentsigs) > 0:
sigcount =0
for sig in sorted(recentsigs):
sigtime = sig[0]
sym = sig[6]
sigtype = sig[5]
## barToPrev=sig[len(sig)-2]
## barToNow = sig[len(sig)-3]
priceinsignal = float(sig[len(sig)-1])
action =sig[7]
dur = sig[8]
livesigid = sym+action+dur.replace(' ','') + sigtype
showflag = look_for_REECNTdupe_sig(livesigid,sigtime) #'notsupress'
sigcount+=1
if showflag != 'supress':
indlist = ['mcross']#, 'R', 'S'] #'1hour',
stateinfo = ''
durstatelist = ['15mins', '1hour', '1day']
tside = 'BUY'
if 'negcrxx' in action:
tside = 'SELL'
if tside == 'SELL':
beep(soundarea+'sellStocks')
else:
beep(soundarea+'buyStocks')
beep(soundarea+sym)
print '==============='
RP_Snapshot.snapshot_sym(sym)
print '==============='
print sym, tside, sigtype, dur, sigtime, now, priceinsignal
######## rpInd.create_lines(sym,bid)
## print symNEWSdict[sym]
frsigline=[]
frsigline.append(sym)
frsigline.append(tside)
frsigline.append(priceinsignal)
frsigline.append(livesigid)
frsigline.append(sigtime)
frsigline.append(now)
rpu_rp.WriteArrayToCsvfileAppend(sigarea + today +'.recentsigs.csv', [frsigline])
rpu_rp.WriteArrayToCsvfileAppend(sigarea + today +'.recentsigsexec.csv', [frsigline])
loop +=1
####################
sleep(cycledelay)
print 'finished ',loopmax,' loops by Signal Creator...dead since..',now
#############
def create_report(Sigfile,sym,barsize):
print barsize,sym,'number bars studied=',numberBars,numsigs,'=numsigs'
print 'if i am 20 bars old in signal, start with trail stop depends on dur...shotrt dur = short age'
def runsigloop():
###############
recentsigs = []
startmode = 'bothfile'
startmode = 'initialize'
blist = ['5mins', '15mins'] #, '1hour']
for sym in symbol_list:
###### for dur in blist:
###### new_signaler(sym,dur)
check_for_lines(sym)
if sym == 'ES' and 'bla' == 'bla':
## show_bar8_range('04:00:00','7:00:00',sym,date) #asia
## show_bar8_range('09:35:00','12:25:00',sym,date) #europe
show_bar8_range('16:00:10', '18:25:00', sym, date) #usa
## print ' roundies and 10pt intervals' ## then the other lines
TicksUtile.prepare_tickfilesto5secBars(
today, sym,
startmode) ## merge the 5secddload with 5sec recents > 5sec boths
####################################
###### TicksUtile.prepare_fake_ddlfile(today,sym,'78mins',startmode)
barlist = ['1min', '3mins', '5mins', '15mins'] ##,'78mins']
for dur in barlist:
if dur == '1min':
basisdur = '5secs'
else:
basisdur = '1min'
durinseconds = secdict[dur]
basisfile = DataDown + today + '.' + sym + '.' + basisdur + '.both.csv'
TicksUtile.assemble_dur_bars(today, sym, dur, startmode, basisfile)
## indlist = ['pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower', 'kmid','ema','mcross', 'mcd']
## indlist = ['mcross','mcd','diffESTXvES','RSI','STOCH','stochastic_CROSS']
indlist = [
'mcross', 'mcd', 'RSI', 'StochK', 'Stoch_CROSS', 'StochD'
]
rpInd.create_states_files(sym, dur, today, threshold, indlist)
####################
state15 = rpInd.ShowRecentState(sym, '15mins', 'mcross', 'noboost')
stateAge15 = rpInd.ShowRecentAge(sym, '15mins', 'mcross', 'noboost')
## state5 = rpInd.ShowRecentState(sym,'5mins','mcross')
## stateAge5 = rpInd.ShowRecentAge(sym,'5mins','mcross')
barlist = ['1min', '3mins', '5mins', '15mins']
for dur in barlist:
ALLTriggers = []
lasttwo = []
if dur != '1111min':
Triggers = rpInd.Trigger_from_states(sym, dur, 'mcross')
lasttwo = rpu_rp.tail_array_to_array(Triggers, 1)
for a in lasttwo:
ALLTriggers.append(a)
Triggers = rpInd.Trigger_from_states(sym, '15mins', 'mcd')
lasttwo = rpu_rp.tail_array_to_array(Triggers, 1)
for a in lasttwo:
ALLTriggers.append(a)
Triggers = rpInd.Trigger_from_statesValues(
sym, dur, 'StochD', 25,
85) #def Trigger_from_statesValues(sym,dur,label,30,70):
lasttwo = rpu_rp.tail_array_to_array(Triggers, 1)
for a in lasttwo:
ALLTriggers.append(a)
if dur != '1min':
## Triggers = rpInd.Trigger_from_statesValues(sym,dur,'RSI',20,80)
Triggers = rpInd.Trigger_from_states(sym, dur, 'RSI')
lasttwo = rpu_rp.tail_array_to_array(Triggers, 1)
for a in lasttwo:
ALLTriggers.append(
a
) ## ADJUST THE TRIGGER TO USE JUT 5MIN IN SLOWER MKTS....
## 1 MIN CAN BE USED FOR THE FAST MKTS....OR TO EXIT A POSITION
## threshold = float(-0.20)
## maCrossNEARTriggers = rpInd.Trigger_MACross(DurBoth,sym,dur,threshold,'manearcross')
## rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', ALLTriggers)
############################
## print ALLTriggers
prevt = 0
numsigs = len(ALLTriggers)
## print numsigs
signum = 0
prevbart_dt = now_dt
prevbart_epoch = now_epoch
## 2015-08-24 17:35:05,0.0245,pos,0.0646,slopeup,kupper,USD.JPY,poscrxx,1min,118.43,118.36,118.36,5
for onesig in ALLTriggers:
bart = onesig[0]
action = onesig[7]
indvalue = onesig[1]
ind = onesig[5]
bart_dt = dt.datetime.strptime(bart, spaceYtime_format)
bart_epoch = int(
time.mktime(time.strptime(bart, spaceYtime_format)))
barToNow = now_epoch - bart_epoch
lasttick = recenttick(sym)
onesig.append(barToNow)
onesig.append(indvalue)
onesig.append(lasttick)
if barToNow < recentlimit:
## print onesig
tflag = 'nopass'
## print 'recent15 min state and age:', state15, stateAge15,sym
posstate = rpInd.ShowRecentPositionState(sym)
if action == 'negcrxx' and state15 == 'neg' and dur != '1min':
## print 'is a sell'
tflag = 'passedtest'
elif action == 'poscrxx' and state15 == 'pos' and dur != '1min':
## print 'is a buy'
tflag = 'passedtest'
pass
elif action == 'poscrxx' and posstate == 'SELL':
tflag = 'passedtest'
pass
elif action == 'negcrxx' and posstate == 'BUY':
tflag = 'passedtest'
pass
elif ind == 'RSI':
## print onesig
tflag = 'passedtest'
pass
else:
## print action, ' signal failed on ... ',dur,sym
pass
if tflag == 'passedtest':
recentsigs.append(onesig)
return recentsigs
def runsigloop():
###############
recentsigs =[]
startmode = 'bothfile'
startmode = 'initialize'
blist = ['5mins', '15mins']#, '1hour']
for sym in symbol_list:
###### for dur in blist:
###### new_signaler(sym,dur)
check_for_lines(sym)
if sym == 'ES' and 'bla' == 'bla':
## show_bar8_range('04:00:00','7:00:00',sym,date) #asia
## show_bar8_range('09:35:00','12:25:00',sym,date) #europe
show_bar8_range('16:00:10','18:25:00',sym,date) #usa
## print ' roundies and 10pt intervals' ## then the other lines
TicksUtile.prepare_tickfilesto5secBars(today,sym,startmode) ## merge the 5secddload with 5sec recents > 5sec boths
####################################
###### TicksUtile.prepare_fake_ddlfile(today,sym,'78mins',startmode)
barlist = ['1min', '3mins', '5mins', '15mins']##,'78mins']
for dur in barlist :
if dur == '1min':
basisdur = '5secs'
else:
basisdur = '1min'
durinseconds = secdict[dur]
basisfile = DataDown +today+'.'+sym+'.'+basisdur+'.both.csv'
TicksUtile.assemble_dur_bars(today,sym,dur,startmode,basisfile)
## indlist = ['pivot', 'R', 'S', 'S2', 'R2','kupper', 'klower', 'kmid','ema','mcross', 'mcd']
## indlist = ['mcross','mcd','diffESTXvES','RSI','STOCH','stochastic_CROSS']
indlist = ['mcross','mcd','RSI','StochK','Stoch_CROSS','StochD']
rpInd.create_states_files(sym,dur,today,threshold,indlist)
####################
state15 = rpInd.ShowRecentState(sym,'15mins','mcross','noboost')
stateAge15 = rpInd.ShowRecentAge(sym,'15mins','mcross','noboost')
## state5 = rpInd.ShowRecentState(sym,'5mins','mcross')
## stateAge5 = rpInd.ShowRecentAge(sym,'5mins','mcross')
barlist = ['1min', '3mins', '5mins', '15mins']
for dur in barlist :
ALLTriggers=[]
lasttwo = []
if dur != '1111min':
Triggers = rpInd.Trigger_from_states(sym,dur,'mcross')
lasttwo = rpu_rp.tail_array_to_array(Triggers,1)
for a in lasttwo:
ALLTriggers.append(a)
Triggers = rpInd.Trigger_from_states(sym,'15mins','mcd')
lasttwo = rpu_rp.tail_array_to_array(Triggers,1)
for a in lasttwo:
ALLTriggers.append(a)
Triggers = rpInd.Trigger_from_statesValues(sym,dur,'StochD',25,85) #def Trigger_from_statesValues(sym,dur,label,30,70):
lasttwo = rpu_rp.tail_array_to_array(Triggers,1)
for a in lasttwo:
ALLTriggers.append(a)
if dur != '1min':
## Triggers = rpInd.Trigger_from_statesValues(sym,dur,'RSI',20,80)
Triggers = rpInd.Trigger_from_states(sym,dur,'RSI')
lasttwo = rpu_rp.tail_array_to_array(Triggers,1)
for a in lasttwo:
ALLTriggers.append(a) ## ADJUST THE TRIGGER TO USE JUT 5MIN IN SLOWER MKTS....
## 1 MIN CAN BE USED FOR THE FAST MKTS....OR TO EXIT A POSITION
## threshold = float(-0.20)
## maCrossNEARTriggers = rpInd.Trigger_MACross(DurBoth,sym,dur,threshold,'manearcross')
## rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', ALLTriggers)
############################
## print ALLTriggers
prevt = 0
numsigs = len(ALLTriggers)
## print numsigs
signum =0
prevbart_dt = now_dt
prevbart_epoch = now_epoch
## 2015-08-24 17:35:05,0.0245,pos,0.0646,slopeup,kupper,USD.JPY,poscrxx,1min,118.43,118.36,118.36,5
for onesig in ALLTriggers:
bart = onesig[0]
action =onesig[7]
indvalue = onesig[1]
ind =onesig[5]
bart_dt = dt.datetime.strptime(bart, spaceYtime_format)
bart_epoch = int(time.mktime(time.strptime(bart, spaceYtime_format)))
barToNow = now_epoch - bart_epoch
lasttick = recenttick(sym)
onesig.append(barToNow)
onesig.append(indvalue)
onesig.append(lasttick)
if barToNow < recentlimit :
## print onesig
tflag = 'nopass'
## print 'recent15 min state and age:', state15, stateAge15,sym
posstate = rpInd.ShowRecentPositionState(sym)
if action == 'negcrxx' and state15 == 'neg' and dur != '1min':
## print 'is a sell'
tflag = 'passedtest'
elif action == 'poscrxx' and state15 == 'pos' and dur != '1min':
## print 'is a buy'
tflag = 'passedtest'
pass
elif action == 'poscrxx' and posstate == 'SELL':
tflag = 'passedtest'
pass
elif action == 'negcrxx' and posstate == 'BUY':
tflag = 'passedtest'
pass
elif ind == 'RSI':
## print onesig
tflag = 'passedtest'
pass
else:
## print action, ' signal failed on ... ',dur,sym
pass
if tflag == 'passedtest':
recentsigs.append(onesig)
return recentsigs
