{
 "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": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>open</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>close</th>\n",
       "      <th>vol</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>0.67331</td>\n",
       "      <td>0.67362</td>\n",
       "      <td>0.67331</td>\n",
       "      <td>0.67361</td>\n",
       "      <td>26.24</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>0.67361</td>\n",
       "      <td>0.67362</td>\n",
       "      <td>0.67361</td>\n",
       "      <td>0.67362</td>\n",
       "      <td>4.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>0.67362</td>\n",
       "      <td>0.67362</td>\n",
       "      <td>0.67362</td>\n",
       "      <td>0.67362</td>\n",
       "      <td>0.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>0.67365</td>\n",
       "      <td>0.67365</td>\n",
       "      <td>0.67363</td>\n",
       "      <td>0.67363</td>\n",
       "      <td>5.50</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>0.67364</td>\n",
       "      <td>0.67364</td>\n",
       "      <td>0.67363</td>\n",
       "      <td>0.67364</td>\n",
       "      <td>10.44</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "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<cell line: 17>\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    \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;43mdrawFig\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\n\u001b[1;32m     46\u001b[0m \u001b[43m\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m     47\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mgetAns()\n\u001b[1;32m     48\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m mode\u001b[38;5;241m==\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mretro\u001b[39m\u001b[38;5;124m'\u001b[39m:\n",
      "File \u001b[0;32m~/projects/marketTrade/market_trade/core/Ind_bollingerBands.py:36\u001b[0m, in \u001b[0;36mBB.__init__\u001b[0;34m(self, base_df, options, needFig, showOnlyIndex, drawFig)\u001b[0m\n\u001b[1;32m     34\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mbase_df\u001b[38;5;241m=\u001b[39mbase_df\u001b[38;5;241m.\u001b[39mreset_index(drop\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mTrue\u001b[39;00m)\n\u001b[1;32m     35\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39moptions\u001b[38;5;241m=\u001b[39moptions\n\u001b[0;32m---> 36\u001b[0m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mans\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mgetAns\u001b[49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m     37\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m needFig:\n\u001b[1;32m     38\u001b[0m     \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mfig\u001b[38;5;241m=\u001b[39m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mpltShow(showOnlyIndex,drawFig)\n",
      "File \u001b[0;32m~/projects/marketTrade/market_trade/core/Ind_bollingerBands.py:53\u001b[0m, in \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     \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mcol\u001b[38;5;241m=\u001b[39m\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[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mparams\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mactionOptions\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;43mvalueType\u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m]\u001b[49m\u001b[43m]\u001b[49m\n\u001b[1;32m     33\u001b[0m \u001b[38;5;28;01melif\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;124mseries\u001b[39m\u001b[38;5;124m'\u001b[39m:\n\u001b[1;32m     34\u001b[0m     \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mcol\u001b[38;5;241m=\u001b[39m\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mbase_df\n",
      "File \u001b[0;32m~/.cache/pypoetry/virtualenvs/markettrade-P3YxNLxR-py3.10/lib/python3.10/site-packages/pandas/core/frame.py:3504\u001b[0m, in \u001b[0;36mDataFrame.__getitem__\u001b[0;34m(self, key)\u001b[0m\n\u001b[1;32m   3502\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m is_single_key:\n\u001b[1;32m   3503\u001b[0m     \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mcolumns\u001b[38;5;241m.\u001b[39mnlevels \u001b[38;5;241m>\u001b[39m \u001b[38;5;241m1\u001b[39m:\n\u001b[0;32m-> 3504\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_getitem_multilevel\u001b[49m\u001b[43m(\u001b[49m\u001b[43mkey\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m   3505\u001b[0m     indexer \u001b[38;5;241m=\u001b[39m \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"
   ]
  }
 ],
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