167 lines
3.6 KiB
Python
167 lines
3.6 KiB
Python
#!/usr/bin/env python
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# coding: utf-8
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# Let's try to get filepath of any candlesticks file.
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# In[1]:
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import market_trade.core.constants
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candlesticks_filepaths = [filepath for filepath in market_trade.core.constants.CANDLESTICK_DATASETS_PATH.iterdir()]
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candlesticks_filepath = candlesticks_filepaths[0]
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candlesticks_filepath
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# Let's import that file to pandas
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# In[2]:
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import pandas as pd
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# we set two rows as multiheader, and parse dates in index
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candlesticks_df = pd.read_csv(candlesticks_filepath,index_col=0, header=[0,1], parse_dates=True)
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candlesticks_df['date'] = candlesticks_df.index
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candlesticks_df.reset_index(inplace=True, drop=True)
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ask_candlesticks_df = candlesticks_df['ask'].copy()
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ask_candlesticks_df.head()
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# Everything imported beatifully, let's attach the date to it
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# In[3]:
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ask_candlesticks_df['date'] = candlesticks_df['date']
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ask_candlesticks_df.head()
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# Let's test it
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# In[4]:
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"""
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extract from test signal file
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"""
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import market_trade.signals.Signal1
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ind_params = {'MeanType': 'SMA', 'window': 5, 'valueType': 'low', 'kDev': 2}
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# df_candle[:3000],ind_params,True,False,True
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# window 5..100 (5) | valueType: 'open', 'low' | 'kdev' : 1..4 (0.1)
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indEl1 = {
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'df': ask_candlesticks_df,
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'params': ind_params,
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'needFig': False,
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'showOnlyIndex': False,
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'drawFig': True
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}
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a = market_trade.signals.Signal1.SignalBollingerBands1({'BB': indEl1})
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a.analiz
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# Let's test that i didn't broke the file. Let's import test file, and compare results.
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#
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# Importing
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# In[5]:
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test_candlesticks = pd.read_csv(market_trade.core.constants.TEST_CANDLESTICKS_PATH)
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test_candlesticks['date'] = test_candlesticks['timestamp']
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test_candlesticks.drop(['timestamp'], axis=1, inplace=True)
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test_candlesticks.head()
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# Comparing results
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# In[6]:
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"""
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expected results
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{'chstota': 0.3555926544240401,
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'zeroNum %': 0.5963272120200334,
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't %': 0.37963272120200336,
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'f %': 0.024040066777963272,
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'toch': 0.9404466501240695}
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"""
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import market_trade.signals.Signal1
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ind_params = {'MeanType': 'SMA', 'window': 5, 'valueType': 'low', 'kDev': 2}
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# df_candle[:3000],ind_params,True,False,True
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# window 5..100 (5) | valueType: 'open', 'low' | 'kdev' : 1..4 (0.1)
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indEl1 = {
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'df': test_candlesticks[:3000],
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'params': ind_params,
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'needFig': False,
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'showOnlyIndex': False,
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'drawFig': True
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}
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a = market_trade.signals.Signal1.SignalBollingerBands1({'BB': indEl1})
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a.analiz
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# Nice! And lets try full file
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# In[16]:
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ind_params = {'MeanType': 'SMA', 'window': 5, 'valueType': 'low', 'kDev': 2}
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# df_candle[:3000],ind_params,True,False,True
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# window 5..100 (5) | valueType: 'open', 'low' | 'kdev' : 1..4 (0.1)
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indEl1 = {
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'df': test_candlesticks[:10000],
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'params': ind_params,
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'needFig': False,
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'showOnlyIndex': False,
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'drawFig': True
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}
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a = market_trade.signals.Signal1.SignalBollingerBands1({'BB': indEl1})
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a.analiz
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# Let's test our file loading
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# In[8]:
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candlesticks_filepaths
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# Let's choose EURUSD candletsicks
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# In[11]:
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candlesticks_filepath = candlesticks_filepaths[5]
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candlesticks_df = pd.read_csv(candlesticks_filepath,index_col=0, header=[0,1], parse_dates=True)
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candlesticks_df['date'] = candlesticks_df.index
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candlesticks_df.reset_index(inplace=True, drop=True)
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ask_candlesticks_df = candlesticks_df['ask'].copy()
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ask_candlesticks_df['date'] = candlesticks_df['date']
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ask_candlesticks_df.head()
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# Let's test
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# In[15]:
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ind_params = {'MeanType': 'SMA', 'window': 5, 'valueType': 'low', 'kDev': 2}
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indEl1 = {
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'df': ask_candlesticks_df[:10000],
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'params': ind_params,
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'needFig': False,
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'showOnlyIndex': False,
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'drawFig': True
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}
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a = market_trade.signals.Signal1.SignalBollingerBands1({'BB': indEl1})
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a.analiz
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