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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,242 @@ | ||
| { | ||
| "cells": [ | ||
| { | ||
| "cell_type": "code", | ||
| "execution_count": 2, | ||
| "source": [ | ||
| "import sys\n", | ||
| "from PyQt5.QtWidgets import QApplication, QMainWindow, QHBoxLayout, QVBoxLayout, QWidget\n", | ||
| "\n", | ||
| "from QTVisual.PlotsHolder import PGFigureLayoutWrap\n", | ||
| "from QTVisual.Plot import PlotPanel\n", | ||
| "#from QTVisual.utils import plotloader\n", | ||
| "\n", | ||
| "def getOHLC_pickle(pklpath):\n", | ||
| " import pickle\n", | ||
| " with open(pklpath,'rb') as f:\n", | ||
| " data = pickle.load(f)\n", | ||
| " return data\n", | ||
| "def getOHLC_raw(to_pickle=False):\n", | ||
| " from DataManipulation.DataHandler import mergeMonths, DemaMinDayMultinom\n", | ||
| " import pandas as pd\n", | ||
| " from torch.utils.data import ConcatDataset\n", | ||
| " #data = mergePeriod(1,4,beg=\"DAT_ASCII_EURUSD_M1_2021\",dir=\"./eurusd2021/\",dump=False)\n", | ||
| " data2021 = mergeMonths(start=1, end=9,beg=\"DAT_ASCII_EURUSD_M1_2021\",dir = './Data/eurusd2021/', dump=False)\n", | ||
| "\n", | ||
| " dir = \"./Data/\"\n", | ||
| " beg = \"DAT_ASCII_EURUSD_M1_\"\n", | ||
| "\n", | ||
| " years = range(2010,2021)\n", | ||
| " dataY = []\n", | ||
| " for y in years:\n", | ||
| " dataY.append(pd.read_csv(dir+beg+str(y)+'.csv',sep=';',names = ['Open','High','Low','Close','Volume']))\n", | ||
| " dataY.append(data2021)\n", | ||
| " data = pd.concat(dataY)\n", | ||
| " data.index.name = \"Date\"\n", | ||
| " data.index = pd.to_datetime(data.index)\n", | ||
| " if to_pickle:\n", | ||
| " import pickle\n", | ||
| " with open('OHLC.pkl','wb') as f:\n", | ||
| " pickle.dump(data,f,protocol=pickle.HIGHEST_PROTOCOL)\n", | ||
| " return data\n", | ||
| "\n", | ||
| "\n", | ||
| "\n", | ||
| "class MainWindow(QMainWindow):\n", | ||
| "\n", | ||
| " def __init__(self, picklepath = None, dfs = None):\n", | ||
| " super(MainWindow, self).__init__()\n", | ||
| "\n", | ||
| " self.setWindowTitle(\"My App\")\n", | ||
| " self.layout = QHBoxLayout()\n", | ||
| " \n", | ||
| " self.leftbar = QVBoxLayout()\n", | ||
| " \n", | ||
| " if picklepath is None:\n", | ||
| " self.plotpanels,self.data = Test2Plots()\n", | ||
| " elif dfs is None:\n", | ||
| " self.dfs = getOHLC_pickle(picklepath)\n", | ||
| " self.data = self.dfs[0]\n", | ||
| " self.plotpanels = [PlotPanel(df) for df in self.dfs]\n", | ||
| " else:\n", | ||
| " self.dfs = dfs\n", | ||
| " self.data = self.dfs[0]\n", | ||
| " self.plotpanels = [PlotPanel(df) for df in self.dfs]\n", | ||
| " #print(self.data.tail(100))\n", | ||
| " self.rightmain = PGFigureLayoutWrap(self.plotpanels, len(self.data))\n", | ||
| " self.layout.addLayout(self.leftbar)\n", | ||
| " self.layout.addLayout(self.rightmain)\n", | ||
| "\n", | ||
| " widget = QWidget()\n", | ||
| " widget.setLayout(self.layout)\n", | ||
| " self.setCentralWidget(widget)\n", | ||
| "def Test1Plots():\n", | ||
| " from DataManipulation.indicators import DEMA,MYEMA,D1\n", | ||
| " from time import time\n", | ||
| " t = time()\n", | ||
| " data = getOHLC_pickle(\"EURUSD_M_2010_2021.pkl\")\n", | ||
| " # 9min\n", | ||
| " demaperiod = [9]\n", | ||
| " # 100 min, 200 min, 5 h, 40 h, 80 h, 100 h, 300 h, 100 d, 200 d\n", | ||
| " # 1.6d, 3.3d, 4.16d, 12.5d, \n", | ||
| " emaperiod = [100,200,300,2400,4800, 100*60,300*60,2400*60,4800*60]\n", | ||
| " for p in demaperiod:\n", | ||
| " data['dema'+str(p)] = DEMA(data['Close'],p)\n", | ||
| " for p in emaperiod:\n", | ||
| " data['ema'+str(p)] = MYEMA(data['Close'],p)\n", | ||
| " D1demaperiod = [9]\n", | ||
| " D1emaperiod = [100,200,300,2400,4800]\n", | ||
| " for p in D1demaperiod:\n", | ||
| " data['D1dema'+str(p)] = D1(data['dema'+str(p)])\n", | ||
| " for p in D1emaperiod:\n", | ||
| " data['D1ema'+str(p)] = D1(data['ema'+str(p)])\n", | ||
| "\n", | ||
| " stdPeriod = [9,100,300,100*60]\n", | ||
| " stdInd = ['D1dema9']#,'D1ema100','D1ema300']\n", | ||
| " for p in stdPeriod:\n", | ||
| " for i in stdInd:\n", | ||
| " data[i+\"_std\"+str(p)] = data[i].rolling(p).std()\n", | ||
| " print(data.columns)\n", | ||
| " print(time()-t)\n", | ||
| " t = time()\n", | ||
| " plotpanels = [\n", | ||
| " PlotPanel(\n", | ||
| " data[['Close']+['dema'+str(p) for p in demaperiod]+['ema'+str(p) for p in emaperiod]],\n", | ||
| " ),\n", | ||
| " PlotPanel(\n", | ||
| " data[['D1dema'+str(p) for p in D1demaperiod]+['D1ema'+str(p) for p in D1emaperiod]]\n", | ||
| " ),\n", | ||
| " PlotPanel(\n", | ||
| " data[['D1dema9_std'+str(p) for p in stdPeriod]]\n", | ||
| " )\n", | ||
| " ]\n", | ||
| " return plotpanels,data\n", | ||
| "\n", | ||
| "def Test2Plots():\n", | ||
| " from DataManipulation.indicators import DEMA,MYEMA,D1\n", | ||
| " from time import time\n", | ||
| " t = time()\n", | ||
| " mdata = getOHLC_pickle(\"EURUSD_M_2010_2021.pkl\")\n", | ||
| " data = mdata.resample('1H').agg({'Open': 'first', \n", | ||
| " 'High': 'max', \n", | ||
| " 'Low': 'min', \n", | ||
| " 'Close': 'last'}).dropna()\n", | ||
| " # 9min\n", | ||
| " demaperiod = [9]\n", | ||
| " # 100 min, 200 min, 5 h, 40 h, 80 h, 100 h, 300 h, 100 d, 200 d\n", | ||
| " # 1.6d, 3.3d, 4.16d, 12.5d, \n", | ||
| " emaperiod = [100,200,300,2400,4800, 100*60,300*60,2400*60,4800*60]\n", | ||
| " for p in demaperiod:\n", | ||
| " data['dema'+str(p)] = DEMA(data['Close'],p)\n", | ||
| " for p in emaperiod:\n", | ||
| " data['ema'+str(p)] = MYEMA(data['Close'],p)\n", | ||
| " D1demaperiod = [9]\n", | ||
| " D1emaperiod = [100,200,300,2400,4800]\n", | ||
| " for p in D1demaperiod:\n", | ||
| " data['D1dema'+str(p)] = D1(data['dema'+str(p)])\n", | ||
| " for p in D1emaperiod:\n", | ||
| " data['D1ema'+str(p)] = D1(data['ema'+str(p)])\n", | ||
| "\n", | ||
| " stdPeriod = [9,100,300,100*60]\n", | ||
| " stdInd = ['D1dema9','dema9']#,'D1ema100','D1ema300']\n", | ||
| " for p in stdPeriod:\n", | ||
| " for i in stdInd:\n", | ||
| " data[i+\"_std\"+str(p)] = data[i].rolling(p).std()\n", | ||
| " \n", | ||
| " print(data.columns)\n", | ||
| " print(time()-t)\n", | ||
| " t = time()\n", | ||
| " plotpanels = [\n", | ||
| " PlotPanel(\n", | ||
| " data[['Close']+['dema'+str(p) for p in demaperiod]+['ema'+str(p) for p in emaperiod]],\n", | ||
| " ),\n", | ||
| " PlotPanel(\n", | ||
| " data[['D1dema'+str(p) for p in D1demaperiod]+['D1ema'+str(p) for p in D1emaperiod]]\n", | ||
| " ),\n", | ||
| " PlotPanel(\n", | ||
| " data[['D1dema9_std'+str(p) for p in stdPeriod]]\n", | ||
| " ),\n", | ||
| " PlotPanel(\n", | ||
| " data[['dema9_std'+str(p) for p in stdPeriod]]\n", | ||
| " )\n", | ||
| " ]\n", | ||
| " return plotpanels,data\n", | ||
| "\n", | ||
| "\n", | ||
| "app = QApplication(sys.argv)\n", | ||
| "\n", | ||
| "window = MainWindow()\n", | ||
| "window.show()\n", | ||
| "\n", | ||
| "app.exec() " | ||
| ], | ||
| "outputs": [ | ||
| { | ||
| "output_type": "stream", | ||
| "name": "stderr", | ||
| "text": [ | ||
| "QStandardPaths: XDG_RUNTIME_DIR not set, defaulting to '/tmp/runtime-sean'\n" | ||
| ] | ||
| }, | ||
| { | ||
| "output_type": "stream", | ||
| "name": "stdout", | ||
| "text": [ | ||
| "Index(['Open', 'High', 'Low', 'Close', 'dema9', 'ema100', 'ema200', 'ema300',\n", | ||
| " 'ema2400', 'ema4800', 'ema6000', 'ema18000', 'ema144000', 'ema288000',\n", | ||
| " 'D1dema9', 'D1ema100', 'D1ema200', 'D1ema300', 'D1ema2400', 'D1ema4800',\n", | ||
| " 'D1dema9_std9', 'dema9_std9', 'D1dema9_std100', 'dema9_std100',\n", | ||
| " 'D1dema9_std300', 'dema9_std300', 'D1dema9_std6000', 'dema9_std6000'],\n", | ||
| " dtype='object')\n", | ||
| "5.127691984176636\n" | ||
| ] | ||
| }, | ||
| { | ||
| "output_type": "stream", | ||
| "name": "stderr", | ||
| "text": [ | ||
| "/home/sean/miniconda3/envs/qttrade/lib/python3.9/site-packages/pyqtgraph/graphicsItems/PlotCurveItem.py:153: RuntimeWarning: All-NaN slice encountered\n", | ||
| " b = (np.nanmin(d), np.nanmax(d))\n", | ||
| "libGL error: No matching fbConfigs or visuals found\n", | ||
| "libGL error: failed to load driver: swrast\n" | ||
| ] | ||
| }, | ||
| { | ||
| "output_type": "execute_result", | ||
| "data": { | ||
| "text/plain": [ | ||
| "0" | ||
| ] | ||
| }, | ||
| "metadata": {}, | ||
| "execution_count": 2 | ||
| } | ||
| ], | ||
| "metadata": {} | ||
| } | ||
| ], | ||
| "metadata": { | ||
| "orig_nbformat": 4, | ||
| "language_info": { | ||
| "name": "python", | ||
| "version": "3.9.7", | ||
| "mimetype": "text/x-python", | ||
| "codemirror_mode": { | ||
| "name": "ipython", | ||
| "version": 3 | ||
| }, | ||
| "pygments_lexer": "ipython3", | ||
| "nbconvert_exporter": "python", | ||
| "file_extension": ".py" | ||
| }, | ||
| "kernelspec": { | ||
| "name": "python3", | ||
| "display_name": "Python 3.9.7 64-bit ('qttrade': conda)" | ||
| }, | ||
| "interpreter": { | ||
| "hash": "a67e17c8fc420817cbdbd0caa16d6c1c40b59f1d67d5d3254ca561366ced5b2e" | ||
| } | ||
| }, | ||
| "nbformat": 4, | ||
| "nbformat_minor": 2 | ||
| } |
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