import pandas as pd import datetime import numpy as np import plotly as pl import plotly.graph_objs as go import matplotlib.pyplot as plt import math import scipy import random import statistics import datetime import matplotlib.dates as mdates import matplotlib.pyplot as plt import mplfinance as mpf import plotly #import plotly.plotly as py import plotly.graph_objs as go # these two lines allow your code to show up in a notebook from plotly.offline import init_notebook_mode, iplot from plotly.subplots import make_subplots init_notebook_mode() import CoreTraidMath import CoreDraw import Ind_bollingerBands import coreSignal class SignalB_B_1(coreSignal.coreSignal): def __init__(self, IndDict={}, mode='retro', ): super().__init__(name='1.1',mode=mode,target='nextBar',valeType='price') self.IndDict=IndDict self.BB=Ind_bollingerBands.BB( IndDict['BB']['df'], IndDict['BB']['params'], IndDict['BB']['needFig'], IndDict['BB']['showOnlyIndex'], IndDict['BB']['drawFig'] ) self.getAns() if mode=='retro': self.analiz=self.analiz() def getAns(self): if self.mode=='retro': df=self.BB.base_df#.set_index('date') #print (df) df_ind=pd.DataFrame.from_dict({ 'date': self.BB.ans['x'], 'BB': self.BB.ans['BB'], 'pSTD': self.BB.ans['pSTD'], 'mSTD': self.BB.ans['mSTD'], }) self.df_ind=df_ind #df_ind=df_ind.set_index('date') #print(df_ind) dictSig={} ans_sig=[] analizLst=[] difSize=len(df)-len(df_ind) for i in range(len(df_ind)): #print(df.iloc[i+dif]['date'],df_ind.iloc[i]['date']) if df.iloc[i+difSize]['close'] >df_ind.iloc[i]['pSTD']: ans_sig.append(1) elif df.iloc[i+difSize]['close'] =df.iloc[i+difSize+1]['low']: analizLst.append(-1) elif ans_sig[i]==-1 and df.iloc[i+difSize]['close']>df.iloc[i+difSize+1]['low']: analizLst.append(1) elif ans_sig[i]==-1 and df.iloc[i+difSize]['close']<=df.iloc[i+difSize+1]['high']: analizLst.append(-1) else: analizLst.append(0) self.analizLst=analizLst t=0 f=0 zeroNum=0 for i in self.analizLst: if i==1: t=t+1 if i==-1: f=f+1 if i==0: zeroNum=zeroNum+1 ans={} ans['chstota']=sum(self.analizLst)/len(self.analizLst) ans['zeroNum %']=zeroNum/len(self.analizLst) ans['t %']=t/len(self.analizLst) ans['f %']=f/len(self.analizLst) try: ans['toch']=t/(t+f) except: pass return ans