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optimising rule based gearing

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branch : sandbox
This commit is contained in:
Andreas
2009-09-17 21:27:32 +00:00
parent 14ce799048
commit d4d45b00c7
1 changed files with 47 additions and 44 deletions
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91
mpl/sw-trend1.py
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@@ -281,7 +281,7 @@ class SlidingWindow:
""" """
n, cdt, last = tick n, cdt, last = tick
max_distance = self.bias max_distance = self.bias
segment_added = False rc = None
self.xs.append(cdt) self.xs.append(cdt)
self.ys.append(last) self.ys.append(last)
x0, y0 = (self.xs[0], self.ys[0]) x0, y0 = (self.xs[0], self.ys[0])
@@ -290,7 +290,7 @@ class SlidingWindow:
self.segx.append(x0) self.segx.append(x0)
self.segy.append(y0) self.segy.append(y0)
if len(self.xs) < 2: if len(self.xs) < 2:
return (self.segx, self.segy, segment_added) return None
# check distance # check distance
coefs = interpolate_line((x0, x1), (y0, y1)) coefs = interpolate_line((x0, x1), (y0, y1))
ip_ys = np.polyval(coefs, self.xs) ip_ys = np.polyval(coefs, self.xs)
@@ -311,10 +311,11 @@ class SlidingWindow:
# slope of current segment # slope of current segment
x0, y0 = (self.xs[0], self.ys[0]) x0, y0 = (self.xs[0], self.ys[0])
b1, a1 = interpolate_line((x0, x1), (y0, y1)) b1, a1 = interpolate_line((x0, x1), (y0, y1))
self.add_type(b0, b1) lohi = self.get_type(b0, b1)
return (self.segx + [x1], self.segy + [y1], segment_added) rc = (x2, y2, lohi)
return (self.segx + [x1], self.segy + [y1], rc)
def add_type(self, b0, b1): def get_type(self, b0, b1):
""" calculate gearing """ calculate gearing
y: previous slope, x: current slope y: previous slope, x: current slope
<0 ~0 >0 <0 ~0 >0
@@ -323,30 +324,26 @@ class SlidingWindow:
>0 H H H >0 H H H
""" """
if b0 < -SMALL and b1 < -SMALL and b0 > b1: if b0 < -SMALL and b1 < -SMALL and b0 > b1:
type = "H" lohi = "d+"
elif b0 < -SMALL and b1 < -SMALL and b0 < b1: elif b0 < -SMALL and b1 < SMALL and b0 < b1:
type = "L" lohi = "d-"
elif b0 < -SMALL and abs(b1) < SMALL:
type = "L"
elif b0 < -SMALL and b1 > SMALL: elif b0 < -SMALL and b1 > SMALL:
type = "L" lohi = "L"
elif abs(b0) < SMALL and b1 < -SMALL: elif abs(b0) < SMALL and b1 < -SMALL:
type = "H" lohi = "d+"
elif abs(b0) < SMALL and abs(b1) < SMALL: elif abs(b0) < SMALL and abs(b1) < SMALL:
type = "0" lohi = "0"
elif abs(b0) < SMALL and b1 > SMALL: elif abs(b0) < SMALL and b1 > SMALL:
type = "L" lohi = "u+"
elif b0 > SMALL and b1 < -SMALL: elif b0 > SMALL and b1 < -SMALL:
type = "H" lohi = "H"
elif b0 > SMALL and abs(b1) < SMALL: elif b0 > SMALL and b1 > -SMALL and b0 > b1:
type = "H" lohi = "u-"
elif b0 > SMALL and b1 > SMALL and b0 > b1:
type = "H"
elif b0 > SMALL and b1 > SMALL and b0 < b1: elif b0 > SMALL and b1 > SMALL and b0 < b1:
type = "L" lohi = "u+"
else: else:
type = "?" lohi = "?"
self.types.append(type) return lohi
SMALL = 1E-10 SMALL = 1E-10
@@ -401,7 +398,7 @@ class Main:
# create artists # create artists
LOG.debug("Loading ticks...") LOG.debug("Loading ticks...")
self.xs, self.ys, self.vs = tdl(datetime.datetime(2009, 7, 3)) self.xs, self.ys, self.vs = tdl(datetime.datetime(2009, 7, 2))
LOG.debug("Ticks loaded.") LOG.debug("Ticks loaded.")
lows, highs = find_lows_highs(self.xs, self.ys) lows, highs = find_lows_highs(self.xs, self.ys)
self.mas = self.ys[:] self.mas = self.ys[:]
@@ -511,27 +508,33 @@ class Main:
def mark_segments(self, n): def mark_segments(self, n):
x = self.xs x = self.xs
y = self.ys y = self.ys
segx, segy, seg_add = self.osw((n, x[n], y[n])) rc = self.osw((n, x[n], y[n]))
self.seg.set_data(segx, segy) if rc is not None:
if seg_add: segx, segy, lohi = rc
text = self.osw.types[-1] self.seg.set_data(segx, segy)
if text == "H": if lohi is not None:
fc = "green" text = lohi[2]
dy = +15 if text == "u+":
elif text == "L": fc = "blue"
fc = "red" dy = -15
dy = -15 elif text == "d+":
else: fc = "blue"
fc = "blue" dy = +15
dy = +15 elif text == "H":
self.ax1.annotate(text, fc = "green"
xy=(segx[-2], segy[-2]), dy = +15
xytext=(segx[-1], segy[-2]+dy), elif text == "L":
arrowprops=dict(facecolor=fc, fc = "red"
frac=0.3, dy = -15
shrink=0.1)) 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): def mark_low_high(self, n):
x = self.xs x = self.xs