Python TicksUtile.prepare_tickfilesto5secBars方法代码示例

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [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)

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [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)

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [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)

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [as 别名]
def make_bars_just_5sec(date,startmode,symbol_list):
    for sym in symbol_list:
        TicksUtile.prepare_tickfilesto5secBars(date,sym,startmode) ## merge the 5secddload with 5sec recents > 5sec boths

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [as 别名]
        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 'cycle heartbeat...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'

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [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.........

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [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.........

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [as 别名]
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
#.........这里部分代码省略.........

# 需要导入模块: import TicksUtile [as 别名]
# 或者: from TicksUtile import prepare_tickfilesto5secBars [as 别名]
        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)
#################################    
loopmax = 505
loop = 0
while loop < loopmax:
    TicksUtile.prepare_tickfilesto5secBars(date,sym,'initialize')
        # need to create 5secs and then each dur before proceding
    now = datetime.strftime(datetime.now(),spaceYtime_format)
    durlist = ['1min','3mins','5mins','15mins','1hour','1day']
    for dur in durlist:
        createOneMerge(dur,now,sym,date)
    dur = '5mins'
    run_oneloop(dur,now,sym,date)
    factor = 1
    limitlines = 5.0
    if sym == 'FDAX':
        limitlines = 15.0
    curprice = float(TicksUtile.recenttick(sym,'recent'))
    print '###### LINEFADES #### ',curprice ,sym
    spotfiles = ['Full.','WBDaily.','Roundies.','AutoPivot.']
    print 'range is ',limitlines, 'check for passes'