From 1e172971e3fa0aa8a228b97c9bc809b1c7c07ffd Mon Sep 17 00:00:00 2001 From: Andreas Date: Wed, 15 Jul 2009 20:56:27 +0000 Subject: [PATCH] comments added --HG-- branch : sandbox --- mpl/bup1.py | 10 +++++++--- 1 file changed, 7 insertions(+), 3 deletions(-) diff --git a/mpl/bup1.py b/mpl/bup1.py index 5635eab..dc62445 100644 --- a/mpl/bup1.py +++ b/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