diff --git a/market_trade/notebooks/Make unified candlesticks data import.ipynb b/market_trade/notebooks/Make unified candlesticks data import.ipynb new file mode 100644 index 0000000..1f05f61 --- /dev/null +++ b/market_trade/notebooks/Make unified candlesticks data import.ipynb @@ -0,0 +1,236 @@ +{ + "cells": [ + { + "cell_type": "markdown", + "id": "72ef68e9", + "metadata": {}, + "source": [ + "Let's try to get filepath of any candlesticks file." + ] + }, + { + "cell_type": "code", + "execution_count": 2, + "id": "a58c80ee", + "metadata": { + "scrolled": true + }, + "outputs": [ + { + "data": { + "text/plain": [ + "PosixPath('/home/parf/projects/marketTrade/data/candlesticks/NZDUSD_5S_2020.09.01_2020.09.30.csv')" + ] + }, + "execution_count": 2, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "import market_trade.constants\n", + "\n", + "candlesticks_filepaths = [filepath for filepath in market_trade.constants.CANDLESTICK_DATASETS_PATH.iterdir()]\n", + "candlesticks_filepath = candlesticks_filepaths[0]\n", + "candlesticks_filepath" + ] + }, + { + "cell_type": "markdown", + "id": "a2d71d52", + "metadata": {}, + "source": [ + "Let's import that file to pandas" + ] + }, + { + "cell_type": "code", + "execution_count": 18, + "id": "1be511b6", + "metadata": {}, + "outputs": [ + { + "data": { + "text/html": [ + "
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openhighlowclosevol
00.673310.673620.673310.6736126.24
10.673610.673620.673610.673624.25
20.673620.673620.673620.673620.00
30.673650.673650.673630.673635.50
40.673640.673640.673630.6736410.44
\n", + "
" + ], + "text/plain": [ + " open high low close vol\n", + "0 0.67331 0.67362 0.67331 0.67361 26.24\n", + "1 0.67361 0.67362 0.67361 0.67362 4.25\n", + "2 0.67362 0.67362 0.67362 0.67362 0.00\n", + "3 0.67365 0.67365 0.67363 0.67363 5.50\n", + "4 0.67364 0.67364 0.67363 0.67364 10.44" + ] + }, + "execution_count": 18, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "import pandas as pd\n", + "\n", + "# we set two rows as multiheader, and parse dates in index\n", + "candlesticks_df = pd.read_csv(candlesticks_filepath,index_col=0, header=[0,1], parse_dates=True)\n", + "candlesticks_df['date'] = candlesticks_df.index \n", + "candlesticks_df.reset_index(inplace=True, drop=True)\n", + "ask_candlesticks_df = candlesticks_df['ask']\n", + "ask_candlesticks_df.head()" + ] + }, + { + "cell_type": "markdown", + "id": "146c9548", + "metadata": {}, + "source": [ + "Everything imported beatifully." + ] + }, + { + "cell_type": "code", + "execution_count": 17, + "id": "d7b086be", + "metadata": {}, + "outputs": [ + { + "ename": "KeyError", + "evalue": "'low'", + "output_type": "error", + "traceback": [ + "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m", + "\u001b[0;31mKeyError\u001b[0m Traceback (most recent call last)", + "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/core/indexes/base.py:3621\u001b[0m, in \u001b[0;36mIndex.get_loc\u001b[0;34m(self, key, method, tolerance)\u001b[0m\n\u001b[1;32m 3620\u001b[0m \u001b[38;5;28;01mtry\u001b[39;00m:\n\u001b[0;32m-> 3621\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_engine\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mget_loc\u001b[49m\u001b[43m(\u001b[49m\u001b[43mcasted_key\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 3622\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mKeyError\u001b[39;00m \u001b[38;5;28;01mas\u001b[39;00m err:\n", + "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/_libs/index.pyx:136\u001b[0m, in \u001b[0;36mpandas._libs.index.IndexEngine.get_loc\u001b[0;34m()\u001b[0m\n", + "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/_libs/index.pyx:163\u001b[0m, in \u001b[0;36mpandas._libs.index.IndexEngine.get_loc\u001b[0;34m()\u001b[0m\n", + "File \u001b[0;32mpandas/_libs/hashtable_class_helper.pxi:5198\u001b[0m, in \u001b[0;36mpandas._libs.hashtable.PyObjectHashTable.get_item\u001b[0;34m()\u001b[0m\n", + "File \u001b[0;32mpandas/_libs/hashtable_class_helper.pxi:5206\u001b[0m, in \u001b[0;36mpandas._libs.hashtable.PyObjectHashTable.get_item\u001b[0;34m()\u001b[0m\n", + "\u001b[0;31mKeyError\u001b[0m: 'low'", + "\nThe above exception was the direct cause of the following exception:\n", + "\u001b[0;31mKeyError\u001b[0m Traceback (most recent call last)", + "Input \u001b[0;32mIn [17]\u001b[0m, in \u001b[0;36m\u001b[0;34m()\u001b[0m\n\u001b[1;32m 8\u001b[0m \u001b[38;5;66;03m# df_candle[:3000],ind_params,True,False,True\u001b[39;00m\n\u001b[1;32m 9\u001b[0m \u001b[38;5;66;03m# window 5..100 (5) | valueType: 'open', 'low' | 'kdev' : 1..4 (0.1)\u001b[39;00m\n\u001b[1;32m 10\u001b[0m indEl1 \u001b[38;5;241m=\u001b[39m {\n\u001b[1;32m 11\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdf\u001b[39m\u001b[38;5;124m'\u001b[39m: ask_candlesticks_df[:\u001b[38;5;241m3000\u001b[39m],\n\u001b[1;32m 12\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mparams\u001b[39m\u001b[38;5;124m'\u001b[39m: ind_params,\n\u001b[0;32m (...)\u001b[0m\n\u001b[1;32m 15\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdrawFig\u001b[39m\u001b[38;5;124m'\u001b[39m: \u001b[38;5;28;01mTrue\u001b[39;00m\n\u001b[1;32m 16\u001b[0m }\n\u001b[0;32m---> 17\u001b[0m a \u001b[38;5;241m=\u001b[39m \u001b[43mmarket_trade\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43msignals\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mSignal1\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mSignalBollingerBands1\u001b[49m\u001b[43m(\u001b[49m\u001b[43m{\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mBB\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m:\u001b[49m\u001b[43m \u001b[49m\u001b[43mindEl1\u001b[49m\u001b[43m}\u001b[49m\u001b[43m)\u001b[49m\n", + "File \u001b[0;32m~/projects/marketTrade/market_trade/signals/Signal1.py:40\u001b[0m, in \u001b[0;36mSignalBollingerBands1.__init__\u001b[0;34m(self, IndDict, mode)\u001b[0m\n\u001b[1;32m 38\u001b[0m \u001b[38;5;28msuper\u001b[39m()\u001b[38;5;241m.\u001b[39m\u001b[38;5;21m__init__\u001b[39m(name\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124m1.1\u001b[39m\u001b[38;5;124m'\u001b[39m,mode\u001b[38;5;241m=\u001b[39mmode,target\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mnextBar\u001b[39m\u001b[38;5;124m'\u001b[39m,valeType\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mprice\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[1;32m 39\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mIndDict\u001b[38;5;241m=\u001b[39mIndDict\n\u001b[0;32m---> 40\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mBB\u001b[38;5;241m=\u001b[39m\u001b[43mmarket_trade\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mcore\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mInd_bollingerBands\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mBB\u001b[49m\u001b[43m(\u001b[49m\n\u001b[1;32m 41\u001b[0m \u001b[43m \u001b[49m\u001b[43mIndDict\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mBB\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mdf\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m 42\u001b[0m \u001b[43m \u001b[49m\u001b[43mIndDict\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mBB\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mparams\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m 43\u001b[0m \u001b[43m \u001b[49m\u001b[43mIndDict\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mBB\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mneedFig\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m 44\u001b[0m \u001b[43m \u001b[49m\u001b[43mIndDict\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mBB\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mshowOnlyIndex\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m,\u001b[49m\n\u001b[1;32m 45\u001b[0m \u001b[43m 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\u001b[0;36mBB.getAns\u001b[0;34m(self)\u001b[0m\n\u001b[1;32m 43\u001b[0m ans\u001b[38;5;241m=\u001b[39m{}\n\u001b[1;32m 45\u001b[0m opMA\u001b[38;5;241m=\u001b[39m{\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdataType\u001b[39m\u001b[38;5;124m'\u001b[39m:\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mohcl\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 46\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124maction\u001b[39m\u001b[38;5;124m'\u001b[39m:\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mfindMean\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 47\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mactionOptions\u001b[39m\u001b[38;5;124m'\u001b[39m:{\n\u001b[0;32m (...)\u001b[0m\n\u001b[1;32m 51\u001b[0m }\n\u001b[1;32m 52\u001b[0m }\n\u001b[0;32m---> 53\u001b[0m ans[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mBB\u001b[39m\u001b[38;5;124m'\u001b[39m]\u001b[38;5;241m=\u001b[39m\u001b[43mmarket_trade\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mcore\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mCoreTraidMath\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mCoreMath\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mbase_df\u001b[49m\u001b[43m,\u001b[49m\u001b[43mopMA\u001b[49m\u001b[43m)\u001b[49m\u001b[38;5;241m.\u001b[39mans\n\u001b[1;32m 54\u001b[0m opSTD\u001b[38;5;241m=\u001b[39m{\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdataType\u001b[39m\u001b[38;5;124m'\u001b[39m:\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mohcl\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 55\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124maction\u001b[39m\u001b[38;5;124m'\u001b[39m:\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mfindSTD\u001b[39m\u001b[38;5;124m'\u001b[39m,\n\u001b[1;32m 56\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mactionOptions\u001b[39m\u001b[38;5;124m'\u001b[39m:{\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mvalueType\u001b[39m\u001b[38;5;124m'\u001b[39m:\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39moptions[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mvalueType\u001b[39m\u001b[38;5;124m'\u001b[39m],\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mwindow\u001b[39m\u001b[38;5;124m'\u001b[39m:\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39moptions[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mwindow\u001b[39m\u001b[38;5;124m'\u001b[39m]}\n\u001b[1;32m 57\u001b[0m }\n\u001b[1;32m 58\u001b[0m ans[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mSTD\u001b[39m\u001b[38;5;124m'\u001b[39m]\u001b[38;5;241m=\u001b[39mmarket_trade\u001b[38;5;241m.\u001b[39mcore\u001b[38;5;241m.\u001b[39mCoreTraidMath\u001b[38;5;241m.\u001b[39mCoreMath(\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mbase_df,opSTD)\u001b[38;5;241m.\u001b[39mans\n", + "File \u001b[0;32m~/projects/marketTrade/market_trade/core/CoreTraidMath.py:32\u001b[0m, in \u001b[0;36mCoreMath.__init__\u001b[0;34m(self, base_df, params)\u001b[0m\n\u001b[1;32m 30\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mparams\u001b[38;5;241m=\u001b[39mparams\n\u001b[1;32m 31\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mparams[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdataType\u001b[39m\u001b[38;5;124m'\u001b[39m]\u001b[38;5;241m==\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mohcl\u001b[39m\u001b[38;5;124m'\u001b[39m:\n\u001b[0;32m---> 32\u001b[0m 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\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mcolumns\u001b[38;5;241m.\u001b[39mget_loc(key)\n\u001b[1;32m 3506\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m is_integer(indexer):\n", + "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/core/frame.py:3555\u001b[0m, in \u001b[0;36mDataFrame._getitem_multilevel\u001b[0;34m(self, key)\u001b[0m\n\u001b[1;32m 3553\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21m_getitem_multilevel\u001b[39m(\u001b[38;5;28mself\u001b[39m, key):\n\u001b[1;32m 3554\u001b[0m \u001b[38;5;66;03m# self.columns is a MultiIndex\u001b[39;00m\n\u001b[0;32m-> 3555\u001b[0m loc \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mcolumns\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mget_loc\u001b[49m\u001b[43m(\u001b[49m\u001b[43mkey\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 3556\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28misinstance\u001b[39m(loc, (\u001b[38;5;28mslice\u001b[39m, np\u001b[38;5;241m.\u001b[39mndarray)):\n\u001b[1;32m 3557\u001b[0m new_columns \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mcolumns[loc]\n", + "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/core/indexes/multi.py:2869\u001b[0m, in \u001b[0;36mMultiIndex.get_loc\u001b[0;34m(self, key, method)\u001b[0m\n\u001b[1;32m 2866\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m mask\n\u001b[1;32m 2868\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m \u001b[38;5;28misinstance\u001b[39m(key, \u001b[38;5;28mtuple\u001b[39m):\n\u001b[0;32m-> 2869\u001b[0m loc \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_get_level_indexer\u001b[49m\u001b[43m(\u001b[49m\u001b[43mkey\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mlevel\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;241;43m0\u001b[39;49m\u001b[43m)\u001b[49m\n\u001b[1;32m 2870\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m _maybe_to_slice(loc)\n\u001b[1;32m 2872\u001b[0m keylen \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mlen\u001b[39m(key)\n", + "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/core/indexes/multi.py:3222\u001b[0m, in \u001b[0;36mMultiIndex._get_level_indexer\u001b[0;34m(self, key, level, indexer)\u001b[0m\n\u001b[1;32m 3218\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mslice\u001b[39m(i, j, step)\n\u001b[1;32m 3220\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m-> 3222\u001b[0m idx \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_get_loc_single_level_index\u001b[49m\u001b[43m(\u001b[49m\u001b[43mlevel_index\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mkey\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 3224\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m level \u001b[38;5;241m>\u001b[39m \u001b[38;5;241m0\u001b[39m \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_lexsort_depth \u001b[38;5;241m==\u001b[39m \u001b[38;5;241m0\u001b[39m:\n\u001b[1;32m 3225\u001b[0m \u001b[38;5;66;03m# Desired level is not sorted\u001b[39;00m\n\u001b[1;32m 3226\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28misinstance\u001b[39m(idx, \u001b[38;5;28mslice\u001b[39m):\n\u001b[1;32m 3227\u001b[0m \u001b[38;5;66;03m# test_get_loc_partial_timestamp_multiindex\u001b[39;00m\n", + "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/core/indexes/multi.py:2802\u001b[0m, in \u001b[0;36mMultiIndex._get_loc_single_level_index\u001b[0;34m(self, level_index, key)\u001b[0m\n\u001b[1;32m 2800\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m\n\u001b[1;32m 2801\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[0;32m-> 2802\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mlevel_index\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mget_loc\u001b[49m\u001b[43m(\u001b[49m\u001b[43mkey\u001b[49m\u001b[43m)\u001b[49m\n", + "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/core/indexes/base.py:3623\u001b[0m, in \u001b[0;36mIndex.get_loc\u001b[0;34m(self, key, method, tolerance)\u001b[0m\n\u001b[1;32m 3621\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_engine\u001b[38;5;241m.\u001b[39mget_loc(casted_key)\n\u001b[1;32m 3622\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mKeyError\u001b[39;00m \u001b[38;5;28;01mas\u001b[39;00m err:\n\u001b[0;32m-> 3623\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mKeyError\u001b[39;00m(key) \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01merr\u001b[39;00m\n\u001b[1;32m 3624\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mTypeError\u001b[39;00m:\n\u001b[1;32m 3625\u001b[0m \u001b[38;5;66;03m# If we have a listlike key, _check_indexing_error will raise\u001b[39;00m\n\u001b[1;32m 3626\u001b[0m \u001b[38;5;66;03m# InvalidIndexError. Otherwise we fall through and re-raise\u001b[39;00m\n\u001b[1;32m 3627\u001b[0m \u001b[38;5;66;03m# the TypeError.\u001b[39;00m\n\u001b[1;32m 3628\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_check_indexing_error(key)\n", + "\u001b[0;31mKeyError\u001b[0m: 'low'" + ] + } + ], + "source": [ + "\"\"\"\n", + "extract from test signal file\n", + "\"\"\"\n", + "import market_trade.signals.Signal1\n", + "\n", + "\n", + "ind_params = {'MeanType': 'SMA', 'window': 5, 'valueType': 'low', 'kDev': 2}\n", + "# df_candle[:3000],ind_params,True,False,True\n", + "# window 5..100 (5) | valueType: 'open', 'low' | 'kdev' : 1..4 (0.1)\n", + "indEl1 = {\n", + " 'df': ask_candlesticks_df[:3000],\n", + " 'params': ind_params,\n", + " 'needFig': False,\n", + " 'showOnlyIndex': False,\n", + " 'drawFig': True\n", + "}\n", + "a = market_trade.signals.Signal1.SignalBollingerBands1({'BB': indEl1})\n" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Kernel for market_trade development", + "language": "python", + "name": "markettrade_kernel" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.10.4" + } + }, + "nbformat": 4, + "nbformat_minor": 5 +} diff --git a/market_trade/notebooks/autogen/Make unified candlesticks data import.py b/market_trade/notebooks/autogen/Make unified candlesticks data import.py new file mode 100644 index 0000000..1d40725 --- /dev/null +++ b/market_trade/notebooks/autogen/Make unified candlesticks data import.py @@ -0,0 +1,53 @@ +#!/usr/bin/env python +# coding: utf-8 + +# Let's try to get filepath of any candlesticks file. + +# In[2]: + + +import market_trade.constants + +candlesticks_filepaths = [filepath for filepath in market_trade.constants.CANDLESTICK_DATASETS_PATH.iterdir()] +candlesticks_filepath = candlesticks_filepaths[0] +candlesticks_filepath + + +# Let's import that file to pandas + +# In[18]: + + +import pandas as pd + +# we set two rows as multiheader, and parse dates in index +candlesticks_df = pd.read_csv(candlesticks_filepath,index_col=0, header=[0,1], parse_dates=True) +candlesticks_df['date'] = candlesticks_df.index +candlesticks_df.reset_index(inplace=True, drop=True) +ask_candlesticks_df = candlesticks_df['ask'] +ask_candlesticks_df.head() + + +# Everything imported beatifully. + +# In[17]: + + +""" +extract from test signal file +""" +import market_trade.signals.Signal1 + + +ind_params = {'MeanType': 'SMA', 'window': 5, 'valueType': 'low', 'kDev': 2} +# df_candle[:3000],ind_params,True,False,True +# window 5..100 (5) | valueType: 'open', 'low' | 'kdev' : 1..4 (0.1) +indEl1 = { + 'df': ask_candlesticks_df[:3000], + 'params': ind_params, + 'needFig': False, + 'showOnlyIndex': False, + 'drawFig': True +} +a = market_trade.signals.Signal1.SignalBollingerBands1({'BB': indEl1}) +