def Trigger_MACD(lines, sym, dur):
bs = strip1float(lines, 5, sym) ##raw close price
bshighs = strip1float(lines, 3, sym)
bslows = strip1float(lines, 4, sym)
timestamparray = strip1string(lines, 1)
symarray = strip1string(lines, 0)
sym = symarray[1]
durarray = []
for b in symarray:
durarray.append(dur)
sma26 = EMAmvavgToArray(bs, 26)
sma12 = EMAmvavgToArray(bs, 12)
sma50 = EMAmvavgToArray(bs, 50)
macddiff = difftwoarrays(sma12, sma26)
## macd is the mvavg9 on this diff
macdavg = EMAmvavgToArray(macddiff, 9)
macddiverg = difftwoarrays(macddiff, macdavg)
signmcd = show_sign(macddiverg, 'mcd')
crossesmcd = show_crossover(signmcd, 'mcd')
## slopemcd = show_slope(macddiverg,'mcd')
MDarray = makearrayJust2(timestamparray, symarray, durarray, bs,
macddiverg, crossesmcd, signmcd)
array_of_crosses = rpu_rp.grep_array_to_array(MDarray, 'cross')
return array_of_crosses
def process_ticks(lines,sym,dur):
bs = strip1float(lines,5,sym) ##raw close price
bshighs = strip1float(lines,3,sym)
bslows = strip1float(lines,4,sym)
timestamparray = strip1string(lines,1)
symarray = strip1string(lines,0)
sym = symarray[1]
durarray = []
for b in symarray:
durarray.append(dur)
### create pivots rs and ss ###
piv = pivotpoint(bs,bshighs,bslows)
## R1 = R1(piv,bshighs)
########################################
signbs = show_sign(bs,'price')
slopebs = show_slope(bs,'price')
##### MA Cross ##
macrossval = difftwoarrays(EMAmvavgToArray(bs,9),EMAmvavgToArray(bs,21))
signmcd = show_sign(macrossval,'mcd')
crossesmcd = show_crossover(signmcd,'mcd')
slopemcd = show_slope(macrossval,'mcd')
MDarray = makearrayJust2(timestamparray,symarray,durarray,bs,macrossval,crossesmcd,signmcd)
ma = rpu_rp.grep_array_to_array(MDarray,'cross')
rpu_rp.WriteArrayToCsvfile(sigarea + today +'.' +sym+ '.' + dur +'.sigs.csv', ma)
rpu_rp.WriteArrayToCsvfileAppend(sigarea +today + '.sigs.csv',[ ma[len(ma)-1]])
return ma
def ShowRecentCRXLine(sym,dur,label,mode):
recentline = []
statefile = statearea + sym + '.' + dur.replace(' ','') + '.' + label + '.state.'+ fflag +'csv'
array_of_crosses = rpu_rp.grep_array_to_array(rpu_rp.CsvToLines(statefile),'crxx')
for l in array_of_crosses:
recentline = l
return recentline
def Trigger_from_states(sym, dur, label):
statefile = statearea + sym + '.' + dur.replace(
' ', '') + '.' + label + '.state.csv'
mdarray = rpu_rp.CsvToLines(statefile)
array_of_crosses = rpu_rp.grep_array_to_array(mdarray, 'crxx')
## print array_of_crosses
return array_of_crosses
def process_ticks(lines, sym, dur):
bs = strip1float(lines, 5, sym) ##raw close price
bshighs = strip1float(lines, 3, sym)
bslows = strip1float(lines, 4, sym)
timestamparray = strip1string(lines, 1)
symarray = strip1string(lines, 0)
sym = symarray[1]
durarray = []
for b in symarray:
durarray.append(dur)
### create pivots rs and ss ###
piv = pivotpoint(bs, bshighs, bslows)
## R1 = R1(piv,bshighs)
########################################
signbs = show_sign(bs, 'price')
slopebs = show_slope(bs, 'price')
##### MA Cross ##
macrossval = difftwoarrays(EMAmvavgToArray(bs, 9), EMAmvavgToArray(bs, 21))
signmcd = show_sign(macrossval, 'mcd')
crossesmcd = show_crossover(signmcd, 'mcd')
slopemcd = show_slope(macrossval, 'mcd')
MDarray = makearrayJust2(timestamparray, symarray, durarray, bs,
macrossval, crossesmcd, signmcd)
ma = rpu_rp.grep_array_to_array(MDarray, 'cross')
rpu_rp.WriteArrayToCsvfile(
sigarea + today + '.' + sym + '.' + dur + '.sigs.csv', ma)
rpu_rp.WriteArrayToCsvfileAppend(sigarea + today + '.sigs.csv',
[ma[len(ma) - 1]])
return ma
def Trigger_MACD(lines,sym,dur):
bs = strip1float(lines,5,sym) ##raw close price
bshighs = strip1float(lines,3,sym)
bslows = strip1float(lines,4,sym)
timestamparray = strip1string(lines,1)
symarray = strip1string(lines,0)
sym = symarray[1]
durarray = []
for b in symarray:
durarray.append(dur)
sma26 = EMAmvavgToArray(bs,26)
sma12 = EMAmvavgToArray(bs,12)
sma50 = EMAmvavgToArray(bs,50)
macddiff = difftwoarrays(sma12,sma26)
## macd is the mvavg9 on this diff
macdavg = EMAmvavgToArray(macddiff,9)
macddiverg = difftwoarrays(macddiff,macdavg)
signmcd = show_sign(macddiverg,'mcd')
crossesmcd = show_crossover(signmcd,'mcd')
## slopemcd = show_slope(macddiverg,'mcd')
MDarray = makearrayJust2(timestamparray,symarray,durarray,bs,macddiverg,crossesmcd,signmcd)
array_of_crosses = rpu_rp.grep_array_to_array(MDarray,'cross')
return array_of_crosses
def ShowRecentCRXLine(sym, dur, label, mode):
recentline = []
statefile = statearea + sym + '.' + dur.replace(
' ', '') + '.' + label + '.state.' + fflag + 'csv'
array_of_crosses = rpu_rp.grep_array_to_array(rpu_rp.CsvToLines(statefile),
'crxx')
for l in array_of_crosses:
recentline = l
return recentline
def ShowRecentPositionState(sym):
recentstate = 'flat'
sfile = sigarea + today + '.positionstate.csv'
mdarray = rpu_rp.CsvToLines(sfile)
array_of_crosses = rpu_rp.grep_array_to_array(mdarray, '1')
for l in array_of_crosses:
if sym == l[0]:
recentstate = l[1]
return recentstate
def ShowRecentPositionState(sym):
recentstate = 'flat'
sfile = sigarea + today+ '.positionstate.csv'
mdarray = rpu_rp.CsvToLines(sfile)
array_of_crosses = rpu_rp.grep_array_to_array(mdarray,'1')
for l in array_of_crosses:
if sym== l[0]:
recentstate = l[1]
return recentstate
def process_ticks(lines,decimalboost):
################
bs = float(rpInd.strip1value(lines,5))* float(decimalboost) ##raw close price
bshighs = rpInd.strip1value(lines,3)
bslows = rpInd.strip1value(lines,4)
timestamparray = rpInd.strip1value(lines,1)
lenbs = len(bs)
tailstart = lenbs - 50
print tailstart,'tailstart'
########################
sma21 = rpInd.mvavgToArray(bs,21)
sma9 = rpInd.mvavgToArray(bs,9)
ema21 = rpInd.EMAmvavgToArray(bs,21)
ema9 = rpInd.EMAmvavgToArray(bs,9)
sma50 = rpInd.EMAmvavgToArray(bs,50)
sma12 = rpInd.EMAmvavgToArray(bs,12)
################ MACD ##########
macddiff = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,12),rpInd.EMAmvavgToArray(bs,26))## macd is the mvavg9 on this diff
macdavg = rpInd.EMAmvavgToArray(macddiff,9)
macddiverg = rpInd.difftwoarrays(macddiff,macdavg)
########## RSI #######
RSIgain = rpInd.RSIGainLoss(bs,'gain')
RSIloss = rpInd.RSIGainLoss(bs,'loss')
rsiavggain = rpInd.RSImvavgToArray(RSIgain,14)
rsiavgloss = rpInd.RSImvavgToArray(RSIloss,14)
RSratios = rpInd.ratiotwoarrays(rsiavggain,rsiavgloss) ## rsi = 100 - ( 100 / (1 + RS))
rsiArray =[]
for ratio in RSratios:
rsi = min(100,(100 - ( 100 / (1 + ratio))))
rsiArray.append(rsi)
#################
tenkan = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,9)
kijunSen = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,26)
diff = rpInd.difftwoarrays(tenkan,kijunSen)
#######################
MA9CROSS21 = rpInd.difftwoarrays(sma9,sma21)
######################
signbs = rpInd.show_sign(bs,'price')
slopebs = rpInd.show_slope(bs,'price')
signmcd = rpInd.show_sign(macddiverg,'mcd')
crossesmcd = rpInd.show_crossover(signmcd,'mcd')
slopemcd = rpInd.show_slope(macddiverg,'macddiverg')
CLVarr = rpInd.CLV_Value(bs,bslows,bshighs)## CLVarr = CLV_Value(Carray,Larray,Harray)
print len(bslows)
MDarray = rpInd.makearrayJust2(timestamparray,slopebs,signbs,bs,macddiverg,crossesmcd,slopemcd)
macdcrosses = rpInd.show_macd_low_lines(MDarray,'Slope','Slope',3,.001,4)#(arrayin,texttosell,texttobuy,pricefnum,macdtestval,macdfnum)
ma = rpu_rp.grep_array_to_array(macdcrosses,'up')
rpInd.format_lines(ma)
## CrossMAarray = rpInd.join_8arrays_to_1_array(timestamparray,slope,sign,bs,sma21,MA9CROSS21,CLVarr,kijunSen,'3strings')
## rpInd.show_test_lines(CrossMAarray,'negnegcross','posposcross',3,(1.0/decimalboost))
## CLVarray = rpInd.join_8arrays_to_1_array(timestamparray,slope,sign,bs,sma21,CLVarr,CLVarr,kijunSen,'3strings')
## rpInd.show_test_lines(CLVarray,'negnegcross','posposcross',3,(1.0/decimalboost))
print 'timestamparray,slope,sign,bs,sma21,CLVarr,CLVarr,kijunSen,'
def process_ticks(lines, decimalboost):
################
bs = rpInd.strip1float(lines, 5, decimalboost) ##raw close price
bshighs = rpInd.strip1float(lines, 3, decimalboost)
bslows = rpInd.strip1float(lines, 4, decimalboost)
timestamparray = rpInd.strip1string(lines, 1)
lenbs = len(bs)
tailstart = lenbs - 50
print tailstart, 'tailstart'
########################
## sma21 = rpInd.mvavgToArray(bs,21)
## sma9 = rpInd.mvavgToArray(bs,9)
## ema21 = rpInd.EMAmvavgToArray(bs,21)
## ema9 = rpInd.EMAmvavgToArray(bs,9)
## sma50 = rpInd.EMAmvavgToArray(bs,50)
## sma12 = rpInd.EMAmvavgToArray(bs,12)
## ################ MACD ##########
## macddiff = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,12),rpInd.EMAmvavgToArray(bs,26))## macd is the mvavg9 on this diff
## macdavg = rpInd.EMAmvavgToArray(macddiff,9)
## macddiverg = rpInd.difftwoarrays(macddiff,macdavg)
########## RSI #######
## RSIgain = rpInd.RSIGainLoss(bs,'gain')
## RSIloss = rpInd.RSIGainLoss(bs,'loss')
## rsiavggain = rpInd.RSImvavgToArray(RSIgain,14)
## rsiavgloss = rpInd.RSImvavgToArray(RSIloss,14)
## RSratios = rpInd.ratiotwoarrays(rsiavggain,rsiavgloss) ## rsi = 100 - ( 100 / (1 + RS))
## rsiArray =[]
## for ratio in RSratios:
## rsi = min(100,(100 - ( 100 / (1 + ratio))))
## rsiArray.append(rsi)
#################
## tenkan = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,9)
## kijunSen = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,26)
## diff = rpInd.difftwoarrays(tenkan,kijunSen)
#######################
## MA9CROSS21 = rpInd.difftwoarrays(sma9,sma21)
######################
signbs = rpInd.show_sign(bs, 'price')
slopebs = rpInd.show_slope(bs, 'price')
## signmcd = rpInd.show_sign(macddiverg,'mcd')
## crossesmcd = rpInd.show_crossover(signmcd,'mcd')
## slopemcd = rpInd.show_slope(macddiverg,'macddiverg')
##### MA Cross ##
macrossval = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs, 9),
rpInd.EMAmvavgToArray(bs, 21))
signmcd = rpInd.show_sign(macrossval, 'mcd')
crossesmcd = rpInd.show_crossover(signmcd, 'mcd')
slopemcd = rpInd.show_slope(macrossval, 'mcd')
print len(signmcd), len(macrossval), len(crossesmcd)
MDarray = rpInd.makearrayJust2(timestamparray, slopebs, signbs, bs,
macrossval, crossesmcd, signmcd)
## macdcrosses = rpInd.show_macd_low_lines(MDarray,'Slope','Slope',3,.001,4)#(arrayin,texttosell,texttobuy,pricefnum,macdtestval,macdfnum)
ma = rpu_rp.grep_array_to_array(MDarray, 'cross')
rpInd.format_lines(ma, 5) #tailamount
def show_spots(sym,date,curprice):
print symlinedict
filein = DataDown + today + '.' + sym + '.5mins.both.csv'
lines = rpu_rp.CsvToLines(filein)
## oneline = grep '16:05:00' filein
onelinearray = rpu_rp.grep_array_to_array(lines,'16:05:00')
print onelinearray
#####################3
pivot = rpInd.gatherline(sym,'pivot')
R1 = rpInd.gatherline(sym,'R1')
S1 = rpInd.gatherline(sym,'S1')
def show_one_bar(sym, dur, bartime, date):
stem = '.' + dur + '.both.csv'
datehyphen = rpu_rp.todaysdatehypens(date)
if dur == 'RTicks':
stem = '.RTticks.csv'
barfile = DataDown + date + '.' + sym + stem
bars = rpu_rp.CsvToLines(barfile)
lines = rpu_rp.grep_array_to_array(bars, datehyphen + bartime)
l = []
## for l in lines:
## print l
return l
def show_one_bar(sym,dur,bartime,date):
stem = '.'+dur +'.both.csv'
datehyphen = rpu_rp.todaysdatehypens(date)
if dur == 'RTicks':
stem = '.RTticks.csv'
barfile = DataDown + date + '.' + sym + stem
bars = rpu_rp.CsvToLines(barfile)
lines = rpu_rp.grep_array_to_array(bars,datehyphen +bartime)
l=[]
## for l in lines:
## print l
return l
def process_ticks(lines,decimalboost):
################
bs = rpInd.strip1float(lines,5,decimalboost) ##raw close price
bshighs = rpInd.strip1float(lines,3,decimalboost)
bslows = rpInd.strip1float(lines,4,decimalboost)
timestamparray = rpInd.strip1string(lines,1)
lenbs = len(bs)
tailstart = lenbs - 50
print tailstart,'tailstart'
########################
## sma21 = rpInd.mvavgToArray(bs,21)
## sma9 = rpInd.mvavgToArray(bs,9)
## ema21 = rpInd.EMAmvavgToArray(bs,21)
## ema9 = rpInd.EMAmvavgToArray(bs,9)
## sma50 = rpInd.EMAmvavgToArray(bs,50)
## sma12 = rpInd.EMAmvavgToArray(bs,12)
## ################ MACD ##########
## macddiff = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,12),rpInd.EMAmvavgToArray(bs,26))## macd is the mvavg9 on this diff
## macdavg = rpInd.EMAmvavgToArray(macddiff,9)
## macddiverg = rpInd.difftwoarrays(macddiff,macdavg)
########## RSI #######
## RSIgain = rpInd.RSIGainLoss(bs,'gain')
## RSIloss = rpInd.RSIGainLoss(bs,'loss')
## rsiavggain = rpInd.RSImvavgToArray(RSIgain,14)
## rsiavgloss = rpInd.RSImvavgToArray(RSIloss,14)
## RSratios = rpInd.ratiotwoarrays(rsiavggain,rsiavgloss) ## rsi = 100 - ( 100 / (1 + RS))
## rsiArray =[]
## for ratio in RSratios:
## rsi = min(100,(100 - ( 100 / (1 + ratio))))
## rsiArray.append(rsi)
#################
## tenkan = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,9)
## kijunSen = rpInd.TenkanSenmvavgToArray(bs,bshighs,bslows,26)
## diff = rpInd.difftwoarrays(tenkan,kijunSen)
#######################
## MA9CROSS21 = rpInd.difftwoarrays(sma9,sma21)
######################
signbs = rpInd.show_sign(bs,'price')
slopebs = rpInd.show_slope(bs,'price')
## signmcd = rpInd.show_sign(macddiverg,'mcd')
## crossesmcd = rpInd.show_crossover(signmcd,'mcd')
## slopemcd = rpInd.show_slope(macddiverg,'macddiverg')
##### MA Cross ##
macrossval = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,9),rpInd.EMAmvavgToArray(bs,21))
signmcd = rpInd.show_sign(macrossval,'mcd')
crossesmcd = rpInd.show_crossover(signmcd,'mcd')
slopemcd = rpInd.show_slope(macrossval,'mcd')
print len(signmcd),len(macrossval),len(crossesmcd)
MDarray = rpInd.makearrayJust2(timestamparray,slopebs,signbs,bs,macrossval,crossesmcd,signmcd)
## macdcrosses = rpInd.show_macd_low_lines(MDarray,'Slope','Slope',3,.001,4)#(arrayin,texttosell,texttobuy,pricefnum,macdtestval,macdfnum)
ma = rpu_rp.grep_array_to_array(MDarray,'cross')
rpInd.format_lines(ma,5) #tailamount
def process_ticks(lines,decimalboost,dur):
################
##read variables from the control panel file
cpfile = EXE + 'signalcreator.controlpanel.csv'
paramlines = rpu_rp.CsvToLines(cpfile)
varstrings = ['TimeLimitRecentSigs','SignalsToShow','DurationToShow']
var = {}
for varstring in varstrings:
for line in paramlines:
if len(line) > 0:
if line[0] == varstring:
var[varstring] = line[1]
bs = rpInd.strip1float(lines,5,decimalboost) ##raw close price
bshighs = rpInd.strip1float(lines,3,decimalboost)
bslows = rpInd.strip1float(lines,4,decimalboost)
timestamparray = rpInd.strip1string(lines,1)
symarray = rpInd.strip1string(lines,0)
sym = symarray[1]
durarray = []
for b in symarray:
durarray.append(dur)
### create pivots rs and ss ###
piv = rpInd.pivotpoint(bs,bshighs,bslows)
R1 = rpInd.R1(piv,bshighs)
########################################
signbs = rpInd.show_sign(bs,'price')
slopebs = rpInd.show_slope(bs,'price')
##### MA Cross ##
macrossval = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,9),rpInd.EMAmvavgToArray(bs,21))
signmcd = rpInd.show_sign(macrossval,'mcd')
crossesmcd = rpInd.show_crossover(signmcd,'mcd')
slopemcd = rpInd.show_slope(macrossval,'mcd')
MDarray = rpInd.makearrayJust2(timestamparray,symarray,durarray,bs,macrossval,crossesmcd,signmcd)
ma = rpu_rp.grep_array_to_array(MDarray,'cross')
rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', ma)
##############################
from datetime import datetime
prevt = 0
numsigs = len(ma)
signum =0
import datetime as dt
now = datetime.strftime(datetime.now(),time_format)
now_dt = dt.datetime.strptime(now, time_format)
prevbart_dt = now_dt
for l in ma:
sym = l[1] #.split()[0])
sigprice = float(l[3]) #.split()[0])
## print l
signum +=1
if len(l[0].split()) == 2:
currentbar = l[0].split()[1]
else:
currentbar = (l[0].split()[0])
currentbar_dt = dt.datetime.strptime(currentbar, time_format)
now_dt = dt.datetime.strptime(now, time_format)
barToNow = (now_dt - currentbar_dt).seconds
barToPrev = (currentbar_dt - prevbart_dt).seconds
alerttxt = l[1] + '|' + str(barToNow) + '|' + str(barToPrev)+ '|' +str(l)
prevbart_dt = currentbar_dt
recentlimit = int(var['TimeLimitRecentSigs'])
if barToNow < recentlimit and signum == numsigs:
rpu_rp.WriteArrayToCsvfile(sigarea +'sigs.csv',ma)
onesig = ma[len(ma)-1]
Snaptickfile = DataDown + today + '.' + sym + '.ticksnaps.csv'
rpu_rp.tail_to_txtfile(Snaptickfile,2,'lasttick')
a5 = rpu_rp.CsvToLines('lasttick')
a6= a5[0]
bid = a6[1]
ask = a6[3]
bsize = a6[2]
asize = a6[4]
side =onesig[5]
rside = 'BUY'
if side == 'negcrossmcd':
rside = 'SELL'
sym =onesig[1]
sigdur =onesig[2]
pricedrift = round((sigprice / float(decimalboost)) - float(ask),4)
timedrift = barToNow
## print barToPrev,'second lastsig..bid/ask',bid, ask,a6[2],'X',a6[4],
print timedrift, pricedrift, sym, rside,sigdur, sigprice,bid,ask,bsize,asize,barToPrev
print '=========='
def show_bar8(today, sym):
filein = DataDown + today + '.' + sym + '.5mins.both.csv'
lines = rpu_rp.CsvToLines(filein)
## oneline = grep '16:05:00' filein
onelinearray = rpu_rp.grep_array_to_array(lines, '16:05:00')
print onelinearray
## print 'found'
onesig.append(barToNow)
onesig.append(barToPrev)
onesig.append(lasttick)
recentsigs.append(onesig)
dur = ''
if len(recentsigs) > 0:
macrossstate = statefile = sigarea +statename +'.MACROSS.state.csv'
sigcount =0
## rpu_rp.WriteArrayToCsvfile(sigarea + today +'.recentsigs.csv', []) # flush the file to keep all sigs
for sig in sorted(recentsigs):
sym = sig[1]
allsigs = rpu_rp.CsvToLines(sigarea +sym+'.sigs.csv')
hsigs = rpu_rp.grep_array_to_array(allsigs,'1 hour')
hline = (rpu_rp.tail_array_to_array(hsigs,1))[0]
hstate = hline[5] +'1hour' + hline[0]
## print hstate
sigcount+=1
offset = 11
## print sig
sigtime = sig[0]
barToPrev=sig[len(sig)-2]
barToNow = sig[len(sig)-3]
bid = sig[len(sig)-1]
ask = bid
bsize =bid
asize = bid
action =sig[5]
tside = 'BUY'
def show_bar8(today,sym):
filein = DataDown + today + '.' + sym + '.5mins.both.csv'
lines = rpu_rp.CsvToLines(filein)
## oneline = grep '16:05:00' filein
onelinearray = rpu_rp.grep_array_to_array(lines,'16:05:00')
print onelinearray
def Trigger_from_states(sym,dur,label):
statefile = statearea + sym + '.' + dur.replace(' ','') + '.' + label + '.state.csv'
mdarray = rpu_rp.CsvToLines(statefile)
array_of_crosses = rpu_rp.grep_array_to_array(mdarray,'crxx')
## print array_of_crosses
return array_of_crosses
def process_ticks(lines,decimalboost,dur):
################
bs = rpInd.strip1float(lines,5,decimalboost) ##raw close price
bshighs = rpInd.strip1float(lines,3,decimalboost)
bslows = rpInd.strip1float(lines,4,decimalboost)
timestamparray = rpInd.strip1string(lines,1)
symarray = rpInd.strip1string(lines,0)
sym = symarray[1]
durarray = []
for b in symarray:
durarray.append(dur)
lenbs = len(bs)
tailstart = lenbs - 50
## print tailstart,'tailstart'
########################
## sma21 = rpInd.mvavgToArray(bs,21)
######################
### create pivots rs and ss ###
## def pivotpoint(a1,a2,a3):
## c=0
## arrayout =[]
## arrayout.append(a1[0])
## while c < len(a1):
## c+=1
## piv = a1[c-1] + a2[c-1] + a3[c-1]
## arrayout.append(piv)
## return arrayout
######################
## piv = pivotpoint(bs,bshighs,bslows)
## ######################
## def R1(a1,a2): ## S1 is the same but with lows
## c=0
## arrayout =[]
## arrayout.append(a1[0])
## while c < len(a1): #a1 is pivotpoint array
## c+=1
## S1 = (2*a1[c]) - a2[c-1]#prevhiarray
## arrayout.append(S1)
## return arrayout
######################
## R1 = R1(piv,bshighs)
#### ppoint = (prevbarHi + prevbarlo +prevclose)/3
########################################
signbs = rpInd.show_sign(bs,'price')
slopebs = rpInd.show_slope(bs,'price')
##### MA Cross ##
macrossval = rpInd.difftwoarrays(rpInd.EMAmvavgToArray(bs,9),rpInd.EMAmvavgToArray(bs,21))
signmcd = rpInd.show_sign(macrossval,'mcd')
crossesmcd = rpInd.show_crossover(signmcd,'mcd')
slopemcd = rpInd.show_slope(macrossval,'mcd')
MDarray = rpInd.makearrayJust2(timestamparray,symarray,durarray,bs,macrossval,crossesmcd,signmcd)
ma = rpu_rp.grep_array_to_array(MDarray,'cross')
rpu_rp.WriteArrayToCsvfileAppend(sym+'.sigs.csv', ma)
## recents = rpu_rp.grep_array_to_array(ma,'0')
##############################
from datetime import datetime
current_time = datetime.now()## timenow = float(current_time.isoformat().replace(':',''))
prevt = 0
numsigs = len(ma)
signum =0
timex = current_time.isoformat()
import datetime as dt
time_format = "%H:%M:%S"
now = datetime.strftime(current_time,time_format)
now_dt = dt.datetime.strptime(now, time_format)
prevbart_dt = now_dt
for l in ma:
signum +=1
if len(l[0].split()) == 2: ## time = l[0].split()[1].replace(':','')
currentbar = l[0].split()[1]
else:
currentbar = (l[0].split()[0])
htime_format = '%H'
currentbar_dt = dt.datetime.strptime(currentbar, time_format)
hour = dt.datetime.strftime(currentbar_dt, htime_format)
now_dt = dt.datetime.strptime(now, time_format)
barToNow = (now_dt - currentbar_dt).seconds
barToPrev = (currentbar_dt - prevbart_dt).seconds
alerttxt = l[1] + '|' + str(barToNow) + '|' + str(barToPrev)+ '|' +str(l)
prevbart_dt = currentbar_dt
## print signum,numsigs,barToNow
##['21:52:21', 'USD.JPY', '30 secs', 125.6075, 0.00011005009737630189, 'poscrossmcd', 'posposmcd'
if barToNow < 20 and signum == numsigs:
rpu_rp.WriteArrayToCsvfile('sigs.csv',ma)
## Mbox('Trade Alert', alerttxt, 1)
rpInd.format_lines(ma,1) #tailamount
if 'close' in str(f):
lasttick = f.split('=')[1]
## print 'found'
onesig.append(barToNow)
onesig.append(barToPrev)
onesig.append(lasttick)
recentsigs.append(onesig)
dur = ''
if len(recentsigs) > 0:
sigcount = 0
beep('buyStocks')
for sig in sorted(recentsigs):
sym = sig[1]
allsigs = rpu_rp.CsvToLines(sigarea + sym + '.sigs.csv')
hsigs = rpu_rp.grep_array_to_array(allsigs, '1 hour')
hline = (rpu_rp.tail_array_to_array(hsigs, 1))[0]
hstate = hline[5] + '1hour' + hline[0]
## print hstate
sigcount += 1
offset = 11
## print sig
sigtime = sig[0]
barToPrev = sig[len(sig) - 2]
barToNow = sig[len(sig) - 3]
bid = sig[len(sig) - 1]
ask = bid
bsize = bid
asize = bid
#######
action = sig[5]
