104 lines
2.5 KiB
Python
104 lines
2.5 KiB
Python
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import pandas as pd
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import datetime
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import numpy as np
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import plotly as pl
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import plotly.graph_objs as go
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import matplotlib.pyplot as plt
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import math
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import scipy
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import random
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import statistics
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import datetime
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import matplotlib.dates as mdates
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import matplotlib.pyplot as plt
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import mplfinance as mpf
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import plotly
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#import plotly.plotly as py
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import plotly.graph_objs as go
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# these two lines allow your code to show up in a notebook
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from plotly.offline import init_notebook_mode, iplot
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from plotly.subplots import make_subplots
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init_notebook_mode()
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import CoreTraidMath
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import CoreDraw
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class LRI:
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def __init__(self, base_df,options={}, needFig=False,showOnlyIndex=True,drawFig=False):
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self.base_df=base_df.reset_index(drop=True)
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self.options=options
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self.col=self.base_df[self.options['valueType']]
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self.ans=self.getAns()
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if needFig:
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self.fig=self.pltShow(showOnlyIndex,drawFig)
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def getAns(self):
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ans=None
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l=np.asarray(list(range(len(self.col))))
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k,b=np.polyfit(l,self.col,1)
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setattr(self,'k',k)
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setattr(self,'b',b)
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b1=b+self.options['k']*pow(1-k*k,0.5)
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b2=b-self.options['k']*pow(1-k*k,0.5)
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ans={
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'LRI':l*k+b,
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'LRI+':l*k+b1,
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'LRI-':l*k+b2,
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'x':self.base_df['date']
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}
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return ans
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def pltShow(self,showOnlyIndex,drawFig):
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ans=None
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req=[]
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row=1
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if not showOnlyIndex:
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#row=2
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req.append({
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'vtype':'OCHL',
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'df':self.base_df,
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'row':1,
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'col':1,
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'name':'OHCL'
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})
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req.append({
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'vtype':'Scatter',
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'df':pd.DataFrame(
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{'value':self.ans['LRI'],'date':self.ans['x']}) ,
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'row':row,
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'col':1,
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'name':'LRI'
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})
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req.append({
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'vtype':'Scatter',
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'df':pd.DataFrame(
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{'value':self.ans['LRI+'],'date':self.ans['x']}) ,
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'row':row,
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'col':1,
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'name':'LRI+'
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})
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req.append({
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'vtype':'Scatter',
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'df':pd.DataFrame(
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{'value':self.ans['LRI-'],'date':self.ans['x']}) ,
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'row':row,
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'col':1,
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'name':'LRI-'
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})
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self.figDict=req
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ans = CoreDraw.coreDraw(req,drawFig)
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return ans |