comments added
--HG-- branch : sandbox
This commit is contained in:
10
mpl/bup1.py
10
mpl/bup1.py
@@ -1,8 +1,12 @@
|
||||
# Copyright (c) 2008 Andreas Balogh
|
||||
# Copyright (c) 2009 Andreas Balogh
|
||||
# See LICENSE for details.
|
||||
|
||||
'''
|
||||
online bottom up
|
||||
Online bottom-up
|
||||
|
||||
1. segment tick data with a sliding window alogrithm
|
||||
2. recognise low/high points by comparing slope information
|
||||
3. recognise trend by observing low/high point difference
|
||||
'''
|
||||
|
||||
# system imports
|
||||
@@ -250,7 +254,7 @@ class DelayedAcp:
|
||||
|
||||
|
||||
class TopDownLoHi:
|
||||
'''Time series high & low detector.'''
|
||||
'''Douglas-Peucker algorithm.'''
|
||||
def __init__(self, bias):
|
||||
assert(bias > 0)
|
||||
self.bias = bias
|
||||
|
||||
Reference in New Issue
Block a user