checkin after svn update
--HG-- branch : sandbox
This commit is contained in:
40
mpl/namedtuple.py
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40
mpl/namedtuple.py
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@@ -0,0 +1,40 @@
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# http://code.activestate.com/recipes/500261/
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from operator import itemgetter
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import sys
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def __from_iterable__(cls,arg):
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return cls.__new__(cls,*arg)
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def NamedTuple(typename, field_names):
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if isinstance(field_names, str):
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field_names = field_names.split()
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nargs = len(field_names)
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def __new__(cls, *args, **kwds):
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if (len(args) == 1) and (getattr(args[0], '__iter__', False)):
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args = tuple(name for name in args[0])
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if kwds:
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try:
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args += tuple(kwds[name] for name in field_names[len(args):])
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except KeyError, name:
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raise TypeError('%s missing required argument: %s' % (typename, name))
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if len(args) != nargs:
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raise TypeError('%s takes exactly %d arguments (%d given)' % (typename, nargs, len(args)))
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return tuple.__new__(cls, args)
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repr_template = '%s(%s)' % (typename, ', '.join('%s=%%r' % name for name in field_names))
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m = dict(vars(tuple)) # pre-lookup superclass methods (for faster lookup)
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m.update(__doc__= '%s(%s)' % (typename, ', '.join(field_names)),
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__slots__ = (), # no per-instance dict (so instances are same size as tuples)
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__new__ = __new__,
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__repr__ = lambda self, _format=repr_template.__mod__: _format(self),
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__module__ = sys._getframe(1).f_globals['__name__'],
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__field_names__ = tuple(field_names),
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__from_iterable__=classmethod(__from_iterable__),
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)
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m.update((name, property(itemgetter(index))) for index, name in enumerate(field_names))
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return type(typename, (tuple,), m)
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@@ -362,12 +362,12 @@ class Main:
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# create plot
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# create plot
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fig = plt.figure()
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fig = plt.figure()
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self.ax1 = fig.add_subplot(311) # ticks
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self.ax1 = fig.add_subplot(211) # ticks
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self.ax2 = fig.add_subplot(312) # slope of line segement
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# self.ax2 = fig.add_subplot(312) # slope of line segement
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self.ax3 = fig.add_subplot(313) # moving average (10min)
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self.ax3 = fig.add_subplot(212) # moving average (10min)
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self.ax1.set_ylabel("ticks")
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self.ax1.set_ylabel("ticks")
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self.ax2.set_ylabel("slope")
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# self.ax2.set_ylabel("slope")
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self.ax3.set_ylabel("gearing")
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self.ax3.set_ylabel("gearing")
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major_fmt = mdates.DateFormatter('%H:%M:%S')
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major_fmt = mdates.DateFormatter('%H:%M:%S')
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@@ -378,12 +378,14 @@ class Main:
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self.ax1.format_ydata = lambda x: '%1.2f' % x
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self.ax1.format_ydata = lambda x: '%1.2f' % x
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self.ax1.grid(True)
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self.ax1.grid(True)
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"""
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self.ax2.xaxis.set_major_formatter(major_fmt)
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self.ax2.xaxis.set_major_formatter(major_fmt)
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self.ax2.xaxis.set_major_locator(mdates.MinuteLocator(byminute = range(0, 60, 10)))
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self.ax2.xaxis.set_major_locator(mdates.MinuteLocator(byminute = range(0, 60, 10)))
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self.ax2.xaxis.set_minor_locator(mdates.MinuteLocator())
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self.ax2.xaxis.set_minor_locator(mdates.MinuteLocator())
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self.ax2.format_xdata = major_fmt
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self.ax2.format_xdata = major_fmt
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self.ax2.format_ydata = lambda x: '%1.2f' % x
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self.ax2.format_ydata = lambda x: '%1.2f' % x
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self.ax2.grid(True)
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self.ax2.grid(True)
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"""
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self.ax3.xaxis.set_major_formatter(major_fmt)
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self.ax3.xaxis.set_major_formatter(major_fmt)
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self.ax3.xaxis.set_major_locator(mdates.MinuteLocator(byminute = range(0, 60, 10)))
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self.ax3.xaxis.set_major_locator(mdates.MinuteLocator(byminute = range(0, 60, 10)))
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@@ -398,7 +400,7 @@ class Main:
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# create artists
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# create artists
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LOG.debug("Loading ticks...")
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LOG.debug("Loading ticks...")
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self.xs, self.ys, self.vs = tdl(datetime.datetime(2009, 7, 2))
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self.xs, self.ys, self.vs = tdl(datetime.datetime(2009, 7, 1))
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LOG.debug("Ticks loaded.")
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LOG.debug("Ticks loaded.")
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lows, highs = find_lows_highs(self.xs, self.ys)
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lows, highs = find_lows_highs(self.xs, self.ys)
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self.mas = self.ys[:]
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self.mas = self.ys[:]
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@@ -406,7 +408,7 @@ class Main:
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self.gs = [ 0 ] * len(self.xs)
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self.gs = [ 0 ] * len(self.xs)
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self.mmh = TimedLohi(5)
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self.mmh = TimedLohi(5)
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self.osw = SlidingWindow(5)
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self.osw = SlidingWindow(2)
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self.w0 = 0
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self.w0 = 0
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self.wd = 2000
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self.wd = 2000
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@@ -426,7 +428,7 @@ class Main:
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self.dl, = self.ax1.plot_date(xr, vr, 'g-')
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self.dl, = self.ax1.plot_date(xr, vr, 'g-')
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# slope subplot
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# slope subplot
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self.sl, = self.ax2.plot_date(xr, sr, '-')
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# self.sl, = self.ax2.plot_date(xr, sr, '-')
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# gearing subplot
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# gearing subplot
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self.gl, = self.ax3.plot_date(xr, gr, '-')
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self.gl, = self.ax3.plot_date(xr, gr, '-')
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@@ -468,7 +470,7 @@ class Main:
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# update tick line
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# update tick line
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self.tl.set_data(xr, yr)
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self.tl.set_data(xr, yr)
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# update segment slope
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# update segment slope
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self.sl.set_data(xr, sr)
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# self.sl.set_data(xr, sr)
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# update volume line
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# update volume line
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self.dl.set_data(xr, vr)
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self.dl.set_data(xr, vr)
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# gearing line
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# gearing line
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@@ -491,7 +493,7 @@ class Main:
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self.yhigh = y
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self.yhigh = y
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self.ylow = self.yhigh - bias
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self.ylow = self.yhigh - bias
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self.ax1.axis([xr[0], xr[-1], self.ylow, self.yhigh])
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self.ax1.axis([xr[0], xr[-1], self.ylow, self.yhigh])
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self.ax2.axis([xr[0], xr[-1], -5, +5])
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# self.ax2.axis([xr[0], xr[-1], -5, +5])
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self.ax3.axis([xr[0], xr[-1], -50, +50])
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self.ax3.axis([xr[0], xr[-1], -50, +50])
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def tick_window(self, w0, wd = 1000):
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def tick_window(self, w0, wd = 1000):
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604
mpl/sw-trend2.py
Normal file
604
mpl/sw-trend2.py
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@@ -0,0 +1,604 @@
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# Copyright (c) 2009 Andreas Balogh
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# See LICENSE for details.
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"""
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Online sliding window with trend analysis
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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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# system imports
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import datetime
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import os
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import re
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import logging
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import warnings
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import math
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import Tkinter as Tk
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import numpy as np
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import matplotlib as mpl
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mpl.use('TkAgg')
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from matplotlib.backends.backend_tkagg import FigureCanvasTkAgg
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import matplotlib.pyplot as plt
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import matplotlib.dates as mdates
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from matplotlib.dates import date2num
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# local imports
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from namedtuple import NamedTuple
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from globals import *
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# constants
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ONE_MINUTE = 60. / 86400.
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LOW, NONE, HIGH = range(-1, 2)
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Trend = NamedTuple('Trend', 'n x y')
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# globals
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LOG = logging.getLogger()
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logging.basicConfig(level=logging.DEBUG,
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format='%(asctime)s.%(msecs)03i %(levelname).4s %(process)d:%(thread)d %(message)s',
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datefmt='%H:%M:%S')
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MDF_REO = re.compile("(..):(..):(..)\.*(\d+)*")
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def tdl(tick_date):
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""" returns a list of tick tuples (cdt, last) for specified day """
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fiid = "846900"
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year = tick_date.strftime("%Y")
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yyyymmdd = tick_date.strftime("%Y%m%d")
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filename = "%s.csv" % (fiid)
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filepath = os.path.join(RTTRD_VAR, "consors-mdf\\data", year, yyyymmdd, filename)
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x = [ ]
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y = [ ]
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v = [ ]
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fh = open(filepath, "r")
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try:
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prev_last = ""
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for line in fh:
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flds = line.split(",")
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# determine file version
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if flds[2] == "LAST":
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last = float(flds[3])
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vol = float(flds[4])
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else:
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last = float(flds[4])
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vol = 0.0
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# skip ticks with same last price
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if prev_last == last:
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continue
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else:
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prev_last = last
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# parse time
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mobj = MDF_REO.match(flds[0])
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if mobj is None:
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raise ValueError("no match for [%s]" % (flds[0],))
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(hh, mm, ss, ms) = mobj.groups()
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if ms:
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c_time = datetime.time(int(hh), int(mm), int(ss), int(ms) * 1000)
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else:
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c_time = datetime.time(int(hh), int(mm), int(ss))
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cdt = datetime.datetime.combine(tick_date, c_time)
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x.append(date2num(cdt))
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y.append(last)
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v.append(vol)
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finally:
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fh.close()
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# throw away first line of file (close price from previous day)
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del x[0]
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del y[0]
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del v[0]
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return (x, y, v)
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def interpolate_line(xs, ys):
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"""Fit a straight line y = bx + a to a set of points (x, y) """
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# from two data points only!
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x1, x2 = xs
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y1, y2 = ys
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try:
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b = ( y2 - y1 ) / ( x2 - x1 )
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except ZeroDivisionError:
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print "interpolate_line: division by zero, ", x1, x2, y1, y2
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b = 0.0
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a = y1 - b * x1
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return (b, a)
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def num2sod(x):
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frac, integ = math.modf(x)
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return frac * 86400
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class Bunch:
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def __init__(self, **kwds):
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self.__dict__.update(kwds)
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class TimedLohi:
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"""Time series online low and high detector.
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Confirms low/high candidates after timeout.
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Time dependent.
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"""
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def __init__(self, bias, timeout = ONE_MINUTE):
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assert(bias > 0)
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self.bias = bias
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self.timeout = timeout
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self.low0 = None
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self.high0 = None
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self.prev_lohi = NONE
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self.lohis = [ ]
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self.lows = [ ]
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self.highs = [ ]
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def __call__(self, tick):
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|
"""Add extended tick to the max min parser.
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@param tick: The value of the current tick.
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|
@type tick: tuple(cdt, last)
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|
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|
@return: 1. Tick if new max min has been detected,
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|
2. None otherwise.
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|
"""
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n, cdt, last = tick
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|
res = None
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# automatic initialisation
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|
if self.low0 is None:
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|
self.low0 = tick
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|
self.lows.append((n, cdt, last - 1))
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|
if self.high0 is None:
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|
self.high0 = tick
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|
self.highs.append((n, cdt, last + 1))
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|
if last > self.high0[2]:
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|
self.high0 = tick
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|
if self.prev_lohi == NONE:
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|
if self.high0[2] > self.low0[2] + self.bias:
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|
res = self.high0
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|
self.low0 = self.high0
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|
self.lows.append(self.high0)
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|
self.lohis.append(self.high0)
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|
self.prev_lohi = HIGH
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|
if last < self.low0[2]:
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|
self.low0 = tick
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|
if self.prev_lohi == NONE:
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||||||
|
if self.low0[2] < self.high0[2] - self.bias:
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|
res = self.low0
|
||||||
|
self.high0 = self.low0
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|
self.lows.append(self.low0)
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|
self.lohis.append(self.low0)
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|
self.prev_lohi = LOW
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||||||
|
if self.high0[1] < cdt - self.timeout and \
|
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|
((self.prev_lohi == LOW and \
|
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|
self.high0[2] > self.lows[-1][2] + self.bias) or
|
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|
(self.prev_lohi == HIGH and \
|
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|
self.high0[2] > self.highs[-1][2])):
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|
res = self.high0
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|
self.low0 = self.high0
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|
self.highs.append(self.high0)
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|
self.lohis.append(self.high0)
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|
self.prev_lohi = HIGH
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||||||
|
if self.low0[1] < cdt - self.timeout and \
|
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|
((self.prev_lohi == LOW and \
|
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|
self.low0[2] < self.lows[-1][2]) or
|
||||||
|
(self.prev_lohi == HIGH and \
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||||||
|
self.low0[2] < self.highs[-1][2] - self.bias)):
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|
res = self.low0
|
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|
self.high0 = self.low0
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||||||
|
self.lows.append(self.low0)
|
||||||
|
self.lohis.append(self.low0)
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||||||
|
self.prev_lohi = LOW
|
||||||
|
if res:
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|
return (self.prev_lohi, res)
|
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|
else:
|
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|
return None
|
||||||
|
|
||||||
|
|
||||||
|
def find_lows_highs(xs, ys):
|
||||||
|
dacp = DelayedAcp(10)
|
||||||
|
for tick in zip(range(len(xs)), xs, ys):
|
||||||
|
dacp(tick)
|
||||||
|
return dacp.lows, dacp.highs
|
||||||
|
|
||||||
|
|
||||||
|
class DelayedAcp:
|
||||||
|
"""Time series max & min detector."""
|
||||||
|
def __init__(self, bias):
|
||||||
|
assert(bias > 0)
|
||||||
|
self.bias = bias
|
||||||
|
self.trend = None
|
||||||
|
self.mm0 = None
|
||||||
|
self.lohis = [ ]
|
||||||
|
self.lows = [ ]
|
||||||
|
self.highs = [ ]
|
||||||
|
|
||||||
|
def __call__(self, tick):
|
||||||
|
"""Add extended tick to the max min parser.
|
||||||
|
|
||||||
|
@param tick: The value of the current tick.
|
||||||
|
@type tick: tuple(n, cdt, last)
|
||||||
|
|
||||||
|
@return: 1. Tick if new max min has been detected,
|
||||||
|
2. None otherwise.
|
||||||
|
"""
|
||||||
|
n, cdt, last = tick
|
||||||
|
res = None
|
||||||
|
# automatic initialisation
|
||||||
|
if self.mm0 is None:
|
||||||
|
# initialise water mark
|
||||||
|
self.mm0 = tick
|
||||||
|
res = self.mm0
|
||||||
|
self.lows = [(n, cdt, last - 1)]
|
||||||
|
self.highs = [(n, cdt, last + 1)]
|
||||||
|
else:
|
||||||
|
# initialise trend until price has changed
|
||||||
|
if self.trend is None or self.trend == 0:
|
||||||
|
self.trend = cmp(last, self.mm0[2])
|
||||||
|
# check for max
|
||||||
|
if self.trend > 0:
|
||||||
|
if last > self.mm0[2]:
|
||||||
|
self.mm0 = tick
|
||||||
|
if last < self.mm0[2] - self.bias:
|
||||||
|
self.lohis.append(self.mm0)
|
||||||
|
self.highs.append(self.mm0)
|
||||||
|
res = self.mm0
|
||||||
|
# revert trend & water mark
|
||||||
|
self.mm0 = tick
|
||||||
|
self.trend = -1
|
||||||
|
# check for min
|
||||||
|
if self.trend < 0:
|
||||||
|
if last < self.mm0[2]:
|
||||||
|
self.mm0 = tick
|
||||||
|
if last > self.mm0[2] + self.bias:
|
||||||
|
self.lohis.append(self.mm0)
|
||||||
|
self.lows.append(self.mm0)
|
||||||
|
res = self.mm0
|
||||||
|
# revert trend & water mark
|
||||||
|
self.mm0 = tick
|
||||||
|
self.trend = +1
|
||||||
|
return (cmp(self.trend, 0), res)
|
||||||
|
|
||||||
|
|
||||||
|
class SlidingWindow:
|
||||||
|
"""Douglas-Peucker algorithm."""
|
||||||
|
def __init__(self, bias):
|
||||||
|
assert(bias > 0)
|
||||||
|
self.bias = bias
|
||||||
|
self.xs = [ ]
|
||||||
|
self.ys = [ ]
|
||||||
|
self.segx = [ ]
|
||||||
|
self.segy = [ ]
|
||||||
|
self.types = [ ]
|
||||||
|
self.bs = [ ]
|
||||||
|
|
||||||
|
def __call__(self, tick):
|
||||||
|
"""Add extended tick to the max min parser.
|
||||||
|
|
||||||
|
@param tick: The value of the current tick.
|
||||||
|
@type tick: tuple(n, cdt, last)
|
||||||
|
|
||||||
|
@return: 1. Tick if new max min has been detected,
|
||||||
|
2. None otherwise.
|
||||||
|
"""
|
||||||
|
n, cdt, last = tick
|
||||||
|
max_distance = self.bias
|
||||||
|
rc = None
|
||||||
|
self.xs.append(cdt)
|
||||||
|
self.ys.append(last)
|
||||||
|
x0, y0 = (self.xs[0], self.ys[0])
|
||||||
|
x1, y1 = (self.xs[-1], self.ys[-1])
|
||||||
|
if n == 0:
|
||||||
|
self.segx.append(x0)
|
||||||
|
self.segy.append(y0)
|
||||||
|
if len(self.xs) < 2:
|
||||||
|
return None
|
||||||
|
# check distance
|
||||||
|
coefs = interpolate_line((x0, x1), (y0, y1))
|
||||||
|
ip_ys = np.polyval(coefs, self.xs)
|
||||||
|
d_ys = np.absolute(self.ys - ip_ys)
|
||||||
|
d_max = np.amax(d_ys)
|
||||||
|
if d_max > max_distance:
|
||||||
|
n = np.argmax(d_ys)
|
||||||
|
x2, y2 = (self.xs[n], self.ys[n])
|
||||||
|
self.segx.append(x2)
|
||||||
|
self.segy.append(y2)
|
||||||
|
segment_added = True
|
||||||
|
# store slope of segment
|
||||||
|
b0, a0 = interpolate_line((x0, x2), (y0, y2))
|
||||||
|
self.bs.append(b0)
|
||||||
|
# remove ticks of previous segment
|
||||||
|
del self.xs[0:n]
|
||||||
|
del self.ys[0:n]
|
||||||
|
# slope of current segment
|
||||||
|
x0, y0 = (self.xs[0], self.ys[0])
|
||||||
|
b1, a1 = interpolate_line((x0, x1), (y0, y1))
|
||||||
|
lohi = self.get_type(b0, b1)
|
||||||
|
rc = (x2, y2, lohi)
|
||||||
|
return (self.segx + [x1], self.segy + [y1], rc)
|
||||||
|
|
||||||
|
def get_type(self, b0, b1):
|
||||||
|
""" calculate gearing
|
||||||
|
y: previous slope, x: current slope
|
||||||
|
<0 ~0 >0
|
||||||
|
<0 L L L
|
||||||
|
~0 H 0 L
|
||||||
|
>0 H H H
|
||||||
|
"""
|
||||||
|
if b0 < -SMALL and b1 < -SMALL and b0 > b1:
|
||||||
|
lohi = "d+"
|
||||||
|
elif b0 < -SMALL and b1 < SMALL and b0 < b1:
|
||||||
|
lohi = "d-"
|
||||||
|
elif b0 < -SMALL and b1 > SMALL:
|
||||||
|
lohi = "L"
|
||||||
|
elif abs(b0) < SMALL and b1 < -SMALL:
|
||||||
|
lohi = "d+"
|
||||||
|
elif abs(b0) < SMALL and abs(b1) < SMALL:
|
||||||
|
lohi = "0"
|
||||||
|
elif abs(b0) < SMALL and b1 > SMALL:
|
||||||
|
lohi = "u+"
|
||||||
|
elif b0 > SMALL and b1 < -SMALL:
|
||||||
|
lohi = "H"
|
||||||
|
elif b0 > SMALL and b1 > -SMALL and b0 > b1:
|
||||||
|
lohi = "u-"
|
||||||
|
elif b0 > SMALL and b1 > SMALL and b0 < b1:
|
||||||
|
lohi = "u+"
|
||||||
|
else:
|
||||||
|
lohi = "?"
|
||||||
|
return lohi
|
||||||
|
|
||||||
|
|
||||||
|
SMALL = 1E-10
|
||||||
|
|
||||||
|
|
||||||
|
class Main:
|
||||||
|
def __init__(self):
|
||||||
|
warnings.simplefilter("default", np.RankWarning)
|
||||||
|
self.advance_count = 10
|
||||||
|
self.ylow = None
|
||||||
|
self.yhigh = None
|
||||||
|
self.trend_starts = None
|
||||||
|
self.segs = [ ]
|
||||||
|
|
||||||
|
self.root = Tk.Tk()
|
||||||
|
self.root.wm_title("Embedding in TK")
|
||||||
|
|
||||||
|
# create plot
|
||||||
|
fig = plt.figure()
|
||||||
|
self.ax1 = fig.add_subplot(211) # ticks
|
||||||
|
self.ax2 = fig.add_subplot(212) # moving average (10min)
|
||||||
|
|
||||||
|
self.ax1.set_ylabel("ticks")
|
||||||
|
self.ax2.set_ylabel("gearing")
|
||||||
|
|
||||||
|
major_fmt = mdates.DateFormatter('%H:%M:%S')
|
||||||
|
self.ax1.xaxis.set_major_formatter(major_fmt)
|
||||||
|
self.ax1.xaxis.set_major_locator(mdates.MinuteLocator(byminute = range(0, 60, 10)))
|
||||||
|
self.ax1.xaxis.set_minor_locator(mdates.MinuteLocator())
|
||||||
|
self.ax1.format_xdata = major_fmt
|
||||||
|
self.ax1.format_ydata = lambda x: '%1.2f' % x
|
||||||
|
self.ax1.grid(True)
|
||||||
|
|
||||||
|
self.ax2.xaxis.set_major_formatter(major_fmt)
|
||||||
|
self.ax2.xaxis.set_major_locator(mdates.MinuteLocator(byminute = range(0, 60, 10)))
|
||||||
|
self.ax2.xaxis.set_minor_locator(mdates.MinuteLocator())
|
||||||
|
self.ax2.format_xdata = major_fmt
|
||||||
|
self.ax2.format_ydata = lambda x: '%1.2f' % x
|
||||||
|
self.ax2.grid(True)
|
||||||
|
|
||||||
|
# rotates and right aligns the x labels, and moves the bottom of the
|
||||||
|
# axes up to make room for them
|
||||||
|
fig.autofmt_xdate()
|
||||||
|
|
||||||
|
# create artists
|
||||||
|
LOG.debug("Loading ticks...")
|
||||||
|
self.xs, self.ys, self.vs = tdl(datetime.datetime(2009, 7, 1))
|
||||||
|
LOG.debug("Ticks loaded.")
|
||||||
|
lows, highs = find_lows_highs(self.xs, self.ys)
|
||||||
|
self.mas = self.ys[:]
|
||||||
|
|
||||||
|
self.mmh = TimedLohi(5)
|
||||||
|
self.osw = SlidingWindow(2)
|
||||||
|
|
||||||
|
self.w0 = 0
|
||||||
|
self.wd = 2000
|
||||||
|
self.w_crs = 0
|
||||||
|
xr, yr, mar = self.tick_window(self.w0, self.wd)
|
||||||
|
self.gr = [0.0] * self.wd
|
||||||
|
|
||||||
|
# add artists to top subplot
|
||||||
|
# tick line and segments
|
||||||
|
self.tl, = self.ax1.plot_date(xr, yr, '-')
|
||||||
|
self.seg, = self.ax1.plot_date((xr[0], xr[1]), (yr[0], yr[1]), 'k-')
|
||||||
|
# Acp markers
|
||||||
|
self.him, = self.ax1.plot_date([x for n, x, y in lows], [y for n, x, y in lows], 'go')
|
||||||
|
self.lom, = self.ax1.plot_date([x for n, x, y in highs], [y for n, x, y in highs], 'ro')
|
||||||
|
# trend lines
|
||||||
|
self.trd, = self.ax1.plot_date(xr[0:1], yr[0:1], 'k--')
|
||||||
|
self.trh, = self.ax1.plot_date(xr[0:1], yr[0:1], 'k-')
|
||||||
|
self.trl, = self.ax1.plot_date(xr[0:1], yr[0:1], 'k-')
|
||||||
|
|
||||||
|
# add artists to bottom subplot
|
||||||
|
self.gl, = self.ax2.plot_date(xr, self.gr, '-')
|
||||||
|
|
||||||
|
self.set_axis(xr, yr)
|
||||||
|
|
||||||
|
# embed canvas in Tk
|
||||||
|
self.canvas = FigureCanvasTkAgg(fig, master=self.root)
|
||||||
|
self.canvas.draw()
|
||||||
|
self.canvas.get_tk_widget().pack(side=Tk.TOP, fill=Tk.BOTH, expand=Tk.TRUE)
|
||||||
|
|
||||||
|
# toolbar = NavigationToolbar2TkAgg( self.canvas, self.root )
|
||||||
|
# toolbar.update()
|
||||||
|
# self.canvas._tkself.canvas.pack(side=Tk.TOP, fill=Tk.BOTH, expand=1)
|
||||||
|
|
||||||
|
fr1 = Tk.Frame(master=self.root)
|
||||||
|
bu1 = Tk.Button(master=fr1, text='Quit', command=self.root.quit)
|
||||||
|
bu2 = Tk.Button(master=fr1, text='Stop', command=self.stop)
|
||||||
|
bu4 = Tk.Button(master=fr1, text='1x', command=self.times_one)
|
||||||
|
bu5 = Tk.Button(master=fr1, text='5x', command=self.times_five)
|
||||||
|
bu6 = Tk.Button(master=fr1, text='10x', command=self.times_ten)
|
||||||
|
bu1.pack(side=Tk.RIGHT, padx=5, pady=5)
|
||||||
|
bu6.pack(side=Tk.RIGHT, padx=5, pady=5)
|
||||||
|
bu5.pack(side=Tk.RIGHT, padx=5, pady=5)
|
||||||
|
bu4.pack(side=Tk.RIGHT, padx=5, pady=5)
|
||||||
|
bu2.pack(side=Tk.RIGHT, padx=5, pady=5)
|
||||||
|
fr1.pack(side=Tk.BOTTOM)
|
||||||
|
|
||||||
|
|
||||||
|
def animate(self):
|
||||||
|
self.w0 += self.advance_count
|
||||||
|
# prepare timeline window
|
||||||
|
while self.w_crs < self.w0 + self.wd:
|
||||||
|
self.ma(self.w_crs, 10)
|
||||||
|
self.fitter(self.w_crs)
|
||||||
|
self.w_crs += 1
|
||||||
|
xr, yr, mar = self.tick_window(self.w0, self.wd)
|
||||||
|
# update tick line
|
||||||
|
self.tl.set_data(xr, yr)
|
||||||
|
# gearing line
|
||||||
|
# self.gl.set_data(xr, gr)
|
||||||
|
# update axis
|
||||||
|
self.set_axis(xr, yr)
|
||||||
|
self.canvas.draw()
|
||||||
|
if self.w0 < len(self.xs) - self.wd - 1:
|
||||||
|
self.after_id = self.root.after(10, self.animate)
|
||||||
|
|
||||||
|
def set_axis(self, xr, yr, bias=50):
|
||||||
|
if self.ylow is None:
|
||||||
|
self.ylow = yr[0] - bias / 2
|
||||||
|
self.yhigh = yr[0] + bias / 2
|
||||||
|
for y in yr:
|
||||||
|
if y < self.ylow:
|
||||||
|
self.ylow = y
|
||||||
|
self.yhigh = self.ylow + bias
|
||||||
|
if y > self.yhigh:
|
||||||
|
self.yhigh = y
|
||||||
|
self.ylow = self.yhigh - bias
|
||||||
|
self.ax1.axis([xr[0], xr[-1], self.ylow, self.yhigh])
|
||||||
|
self.ax2.axis([xr[0], xr[-1], -50, +50])
|
||||||
|
|
||||||
|
def tick_window(self, w0, wd = 1000):
|
||||||
|
return (self.xs[w0:w0 + wd],
|
||||||
|
self.ys[w0:w0 + wd],
|
||||||
|
self.mas[w0:w0 + wd],
|
||||||
|
)
|
||||||
|
|
||||||
|
def ma(self, n0, min):
|
||||||
|
self.mas[n0] = np.average(self.ys[n0-min*60:n0])
|
||||||
|
|
||||||
|
def fitter(self, n0):
|
||||||
|
# find last low/high within t-1
|
||||||
|
# linear regression from t-5 to t-1
|
||||||
|
# linear regression within t-1
|
||||||
|
# visual inspection
|
||||||
|
|
||||||
|
# determine run-on low and highs
|
||||||
|
if self.trend_starts is None:
|
||||||
|
self.trend_starts = [Trend(n=n0, x=self.xs[n0], y=self.ys[n0])]
|
||||||
|
trend_start = self.trend_starts[-1]
|
||||||
|
# wait for 30 secs to stabilise
|
||||||
|
if trend_start.n + 30 > n0:
|
||||||
|
return
|
||||||
|
# fit trend
|
||||||
|
xr = self.xs[trend_start.n:n0]
|
||||||
|
yr = self.ys[trend_start.n:n0]
|
||||||
|
ps = np.polyfit(xr, yr, 1)
|
||||||
|
trend_xs = [xr[0], xr[-1]]
|
||||||
|
trend_ys = np.polyval(ps, trend_xs)
|
||||||
|
self.trd.set_data(trend_xs, trend_ys)
|
||||||
|
# fit counter trend
|
||||||
|
|
||||||
|
|
||||||
|
def mark_segments(self, n):
|
||||||
|
x = self.xs
|
||||||
|
y = self.ys
|
||||||
|
rc = self.osw((n, x[n], y[n]))
|
||||||
|
if rc is not None:
|
||||||
|
segx, segy, lohi = rc
|
||||||
|
self.seg.set_data(segx, segy)
|
||||||
|
if lohi is not None:
|
||||||
|
text = lohi[2]
|
||||||
|
if text == "u+":
|
||||||
|
fc = "blue"
|
||||||
|
dy = -15
|
||||||
|
elif text == "d+":
|
||||||
|
fc = "blue"
|
||||||
|
dy = +15
|
||||||
|
elif text == "H":
|
||||||
|
fc = "green"
|
||||||
|
dy = +15
|
||||||
|
elif text == "L":
|
||||||
|
fc = "red"
|
||||||
|
dy = -15
|
||||||
|
else:
|
||||||
|
fc = None
|
||||||
|
if fc:
|
||||||
|
self.ax1.annotate(text,
|
||||||
|
xy=(lohi[0], lohi[1]),
|
||||||
|
xytext=(segx[-1], segy[-2]+dy),
|
||||||
|
arrowprops=dict(facecolor=fc,
|
||||||
|
frac=0.3,
|
||||||
|
shrink=0.1))
|
||||||
|
|
||||||
|
def mark_low_high(self, n):
|
||||||
|
x = self.xs
|
||||||
|
y = self.ys
|
||||||
|
rc = self.mmh((n, x[n], y[n]))
|
||||||
|
if rc:
|
||||||
|
lohi, tick = rc
|
||||||
|
nlh, xlh, ylh = tick
|
||||||
|
if lohi < 0:
|
||||||
|
# low
|
||||||
|
self.ax1.annotate('low',
|
||||||
|
xy=(x[nlh], y[nlh]),
|
||||||
|
xytext=(x[n], y[nlh]),
|
||||||
|
arrowprops=dict(facecolor='red',
|
||||||
|
frac=0.3,
|
||||||
|
shrink=0.1))
|
||||||
|
elif lohi > 0:
|
||||||
|
# high
|
||||||
|
self.ax1.annotate('high',
|
||||||
|
xy=(x[nlh], y[nlh]),
|
||||||
|
xytext=(x[n], y[nlh]),
|
||||||
|
arrowprops=dict(facecolor='green',
|
||||||
|
frac=0.3,
|
||||||
|
shrink=0.1))
|
||||||
|
|
||||||
|
def stop(self):
|
||||||
|
if self.after_id:
|
||||||
|
self.root.after_cancel(self.after_id)
|
||||||
|
self.after_id = None
|
||||||
|
|
||||||
|
def resume(self):
|
||||||
|
if self.after_id is None:
|
||||||
|
self.after_id = self.root.after(10, self.animate)
|
||||||
|
|
||||||
|
def times_one(self):
|
||||||
|
self.advance_count = 1
|
||||||
|
self.resume()
|
||||||
|
|
||||||
|
def times_five(self):
|
||||||
|
self.advance_count = 5
|
||||||
|
self.resume()
|
||||||
|
|
||||||
|
def times_ten(self):
|
||||||
|
self.advance_count = 10
|
||||||
|
self.resume()
|
||||||
|
|
||||||
|
def run(self):
|
||||||
|
self.root.after(500, self.animate)
|
||||||
|
self.root.mainloop()
|
||||||
|
self.root.destroy()
|
||||||
|
|
||||||
|
|
||||||
|
if __name__ == "__main__":
|
||||||
|
app = Main()
|
||||||
|
app.run()
|
||||||
Reference in New Issue
Block a user