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Python TicksUtile.assemble_dur_bars方法代码示例

本文整理汇总了Python中TicksUtile.assemble_dur_bars方法的典型用法代码示例。如果您正苦于以下问题:Python TicksUtile.assemble_dur_bars方法的具体用法?Python TicksUtile.assemble_dur_bars怎么用?Python TicksUtile.assemble_dur_bars使用的例子?那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在TicksUtile的用法示例。


在下文中一共展示了TicksUtile.assemble_dur_bars方法的15个代码示例,这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞,您的评价将有助于系统推荐出更棒的Python代码示例。

示例1: create_statesdaily

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
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)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:33,代码来源:RP_CreateSignalsxxx.py

示例2: make_bars_no_5sec

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
def make_bars_no_5sec(date,startmode,symbol_list,barlist):
    for sym in symbol_list:
        for dur in barlist :
            if dur == '1min':
                basisdur = '5secs'
            else:
                basisdur  = '1min'
            TicksUtile.assemble_dur_bars(date,sym,dur,startmode,basisdur)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:10,代码来源:RP_CreateSPX.py

示例3: create_weeklies

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
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)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:11,代码来源:CreateBarDbase.py

示例4: loop_one_prepare

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
def loop_one_prepare():
    basisdur = '5secs'
    barlist = ['1min','3mins', '15mins', '1hour', '1day']
    ## pre prepare ES for compares
    startmode = 'initialize'
##    sym='ES'
    TicksUtile.prepare_tickfilesto5secBars(today,'ES',startmode) ## merge the 5secddload with 5sec recents > 5sec boths         
    for dur in barlist :
##        sym = 'ES'
        TicksUtile.assemble_dur_bars(today,'ES',dur,startmode,basisdur)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:12,代码来源:RP_CreateSignals20150921.py

示例5: make_bars_no_5sec

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
def make_bars_no_5sec(startmode,durmode):
    for sym in symbol_list:
        if durmode == 'alldurs':
            barlist =  barlistAll
        elif durmode == '78':
            barlist = barlist78
        else:
            barlist = barlistRecent
        for dur in barlist :
            if dur == '1min':
                basisdur = '5secs'
            else:
                basisdur  = '1min'
            TicksUtile.assemble_dur_bars(today,sym,dur,startmode,basisdur)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:16,代码来源:RP_CreateavgINnds.py

示例6: make_bars_no_5sec

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
def make_bars_no_5sec(startmode,durmode):
    for sym in symbol_list:
        if durmode == 'alldurs':
            barlist =  ['1min','3mins', '15mins', '1hour', '1day']
            pass
        else:
            barlist = ['1min', '3mins', '5mins', '15mins']##,'78mins']
        for dur in barlist :
##            print dur
            if dur == '1min':
                basisdur = '5secs'
            else:
                basisdur  = '1min'
            TicksUtile.assemble_dur_bars(today,sym,dur,startmode,basisdur)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:16,代码来源:RP_CreateSignals20150921.py

示例7: snapshot_sym

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
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
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:51,代码来源:RP_Snapshotpre.py

示例8: make_states

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
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)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:20,代码来源:RP_CreateSignalsold+(3).py

示例9: loop_one_prepare

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
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)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:26,代码来源:RP_CreateSignalsold+(3).py

示例10:

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
    ###############
    recentsigs =[]
    symbol_list = ['ES']
    for sym in symbol_list:
##        print sym
        rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', []) # flush the file to keep all sigs
        TicksUtile.prepare_tickfilesto5secBars(today,sym) ## merge the 5secddload with 5sec recents > 5sec boths
        ####################################
        rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', [])

        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 = ['MACROSS', 'MCDiv', 'price']
            for indicator in indlist:  
                indarr = rpInd.GetStates(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)
            indlist = ['klower', 'kmid', 'kupper']
            for indicator in indlist:  
                indarr = rpInd.GetKupper(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)          
####################
            macdTriggers = rpInd.Trigger_MACD(DurBoth,sym,barsize)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:33,代码来源:RP_CreateSignalsWLines.py

示例11: create_slicendice

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
def create_slicendice():
    #analyze
prevcycledelay = 2
########################
print 'got to loop'
while loop < loopmax:
    if loop == 0:
        create_statesdaily()
    if (round((loop/10),-1) - loop) == 0:
        print 'cycle ', loop
    fileage = check_for_CP_change(cpfname)
    if fileage < 50:
        command = read_vars('Setting',cpfname) 
        cycledelay  = int(read_vars('CycleTime',cpfname))
        recentlimit = int(read_vars('TimeLimitRecentSigs',cpfname))
        print 'cycle delay changed to...',cycledelay
        # change to cycledelay later      
    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)   
##    print 'ccreate sigs searching for sigs in last ',recentlimit
    ###############
    recentsigs =[]
##    symbol_list = ['ES']
    for sym in symbol_list:
##        print sym
        rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', []) # flush the file to keep all sigs
        TicksUtile.prepare_tickfilesto5secBars(today,sym) ## merge the 5secddload with 5sec recents > 5sec boths
        ####################################
        rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', [])

        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 = ['MACROSS', 'MCDiv', 'price']
            for indicator in indlist:  
                indarr = rpInd.GetStates(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)
            indlist = ['klower', 'kmid', 'kupper']
            for indicator in indlist:  
                indarr = rpInd.GetKupper(DurBoth,sym,indicator)
                statename = sym+'.'+dur.replace(' ','')+'.'
                statefile = statearea +statename + indicator  + '.state.csv'
                rpu_rp.WriteArrayToCsvfile(statefile, indarr)          
####################
            macdTriggers = rpInd.Trigger_MACD(DurBoth,sym,barsize)
            maCrossTriggers = rpInd.Trigger_MACross(DurBoth,sym,barsize)
            for a in maCrossTriggers:
                macdTriggers.append(a)              
            state = 'seefile'
##            sigbart = ((lline[0])[0])
##            sigbart_epoch = int(time.mktime(time.strptime(sigbart, spaceYtime_format)))
##            barage = str(round((now_epoch - sigbart_epoch)/int(durinseconds),2))
            barage = 'need barage'
            rpu_rp.WriteArrayToCsvfileAppend(sigarea +sym+'.sigs.csv', macdTriggers)
############################         
            prevt = 0
            numsigs = len(macdTriggers)
            signum =0                      
            prevbart_dt = now_dt
            prevbart_epoch = now_epoch
            for l in macdTriggers:
                bart =  l[0]
                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   
                if barToNow < recentlimit:
                    onesig = l
                    sym =onesig[1]
                    lasttick = recenttick(sym)
                    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
        for sig in sorted(recentsigs):
            sigtime = sig[0]
            sym = sig[1]
            sigtype = sig[5]
            barToPrev=sig[len(sig)-2]
            barToNow = sig[len(sig)-3]
            bid = sig[len(sig)-1]
            action =sig[5]
            dur = sig[2]
            livesigid = sym+action+dur.replace(' ','')
            
            showflag = look_for_dupe_sig(livesigid)
                                 
            sigcount+=1
#.........这里部分代码省略.........
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:103,代码来源:RP_CreateSignals+test+lineseeker.py

示例12: float

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
    print 'slicedice'
    #analyze
prevcycledelay = 2
########################
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:
##        print sym
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:33,代码来源:RP_CreateSignals+-+Copy+(3).py

示例13: fibbo_50retrace

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
##############################
symbol_list = symdict.keys()
##symbol_list =['ES','EUR.USD']
barlistall = bardict.keys()  ##
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:
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:33,代码来源:RP_getWeeklies.py

示例14: make_bars_dayonly

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
def make_bars_dayonly(date,startmode,symbol_list,barlist):
    for sym in symbol_list:
        TicksUtile.assemble_dur_bars(date,sym,dur,startmode,basisdur)
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:5,代码来源:CreateSmain.py

示例15: assemble_bars

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import assemble_dur_bars [as 别名]
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:
#.........这里部分代码省略.........
开发者ID:reprior123,项目名称:TraderSoftwareRP,代码行数:103,代码来源:RP_CreateSignalsModule.py


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