Python TicksUtile.create_bars_from_bars方法代码示例

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import create_bars_from_bars [as 别名]
def createOneMerge(dur,now,sym,date):
    now_epoch = int(time.mktime(time.strptime(now, spaceYtime_format)))
##    print '##### ', dur, sym,' ####### '
    durinseconds= secdict[dur]
    basisdur = '1min'
    if dur == '1min':
        basisdur ='5secs'
    basisfile = DataDown +date+'.'+sym+'.'+basisdur+'.both.csv' ### this bit not used yet until expand startmode
    basisbars = rpu_rp.CsvToLines(basisfile)
##    print'creating bars'   
    recentbars = TicksUtile.create_bars_from_bars(basisbars,date,sym,dur,durinseconds,'noHA')
##    print 'done creating bars'
    filerecent = DataDown +date+'.'+sym+'.'+dur.replace(' ','')+'.recent' +'.csv'
    rpu_rp.WriteArrayToCsvfile(filerecent,recentbars)
    ## now merge recent and both
    fileddload = filerecent.replace('recent','ddload')
    outfile = filerecent.replace('recent','both')
    cutoffmintime = int(int(durinseconds) - 5)
    if os.path.isfile(filerecent):
        TicksUtile.merge_bar_files(filerecent,fileddload,outfile,cutoffmintime)
    else:
        shutil.copyfile(fileddload,outfile)
##        print 'found no ddload file so did no merge'
        ##########
    basisfile = DataDown +date+'.'+sym+'.'+dur+'.both.csv' ### note the basis dur changed to just dur!!
    basisbars = rpu_rp.CsvToLines(basisfile)
    HAbars = TicksUtile.create_bars_from_bars(basisbars,date,sym,dur,durinseconds,'hamode')
##    print 'done creating HA bars'
    fileHABoth = DataDown +date+'.'+sym+'.'+dur.replace(' ','')+'.bothHA' +'.csv'
    rpu_rp.WriteArrayToCsvfile(fileHABoth,HAbars)

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import create_bars_from_bars [as 别名]
        
##        raw_input('ddd')
##        os.system('grep " 16:1" ' + f + ' | head -5 >> newtempf ')
##        os.system('grep " 16:2" ' + f + ' | head -5 >> newtempf ')
        bararrayin = rpu_rp.CsvToLines('allticks')
        laterticks = rpu_rp.CsvToLines('laterticks')
        for l in bararrayin:
            pass
##            print l
        print '====='
        filemode ='test'
        startmode = 'no merge'
        durinseconds = 300
        dur = '5 mins'
        today = 'bla'
        arrayout = TicksUtile.create_bars_from_bars(bararrayin,today,sym,dur,durinseconds,startmode,filemode)
    
##        os.system('grep pos  tempf | grep slopedn | tail -15 > newtempf ')
##        for item in sorted(arrayout):
##        print arrayout
        for item in arrayout:
##            print item
            if '16:05:' in str(item):
                low = float(item[4])
                high = item[3]
                date = item[1]
                sym = item[0]
##                print date,sym, high, low
        print 'xxxxx'

        # which happended first...violate the high or the low?

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import create_bars_from_bars [as 别名]
        controlflag = False   
        print 'got the order to exit program....!!! <<<'   
        loopmax = 1
    ###############
    loop +=1
    sleep(cycledelay)
##    print command,'com setting timedrift..pricedrift',now
    recentsigs =[]
    rpu_rp.WriteArrayToCsvfile(sigarea +today+'.sigs.csv', []) # flush the file to keep all sigs
    for sym in symbol_list:      
        rpu_rp.WriteArrayToCsvfile(sigarea +sym+'.sigs.csv', []) # flush the file to keep all sigs
        ## merge the 5secddload with 5sec recents > 5sec boths
        RTticksFile = DataDown +today+'.'+sym+ '.RTticks.csv'
        RTBarsin = rpu_rp.CsvToLines(RTticksFile)
        RTTickBarsReformatted = TicksUtile.format_RTTicks_to_5secBars(RTBarsin,sym)
        RTBars5Sec = TicksUtile.create_bars_from_bars(RTTickBarsReformatted,today,sym,'5 secs',1) ##RTticks > RTbars[5secRecentBars]
##        print '5sec bars done'
        filetomerge = DataDown +today+'.'+sym+'.'+'5 secs'+'.ddload.csv' #. .. only really need to do this once..test for recent file?
        TicksUtile.merge_bar_files(filetomerge)  #this creates the both file
##        print 'finish tick rewrite'
        ####################################
        for barsize in barlist :#[barlist[0]]:
            timeframe = bardict[barsize]
            durinseconds = secdict[barsize]
            barsizeNtimeframe = timeframe + barsize
            decimalboost = dboostdict[sym]
            dur = barsize
            
            TicksUtile.create_bars_from_bars(RTBars5Sec,today,sym,dur,durinseconds) ## writes recent
            ## merge  the dur ddload with  dur recents > dur boths
            filetomerge = DataDown +today+'.'+sym+'.'+dur+'.ddload.csv'