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