54 lines
1.2 KiB
Python
54 lines
1.2 KiB
Python
#!/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})
|
|
|