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`def gentrends(x, window=1/3.0, charts=True):
"""
Returns a Pandas dataframe with support and resistance lines.
:param x: One-dimensional data set
:param window: How long the trendlines should be. If window < 1, then it
will be taken as a percentage of the size of the data
:param charts: Boolean value saying whether to print chart to screen
"""
import numpy as np
import pandas.io.data as pd
x = np.array(x)
if window < 1:
window = int(window * len(x))
max1 = np.where(x == max(x))[0][0] # find the index of the abs max
min1 = np.where(x == min(x))[0][0] # find the index of the abs min
# First the max
if max1 + window > len(x):
max2 = max(x[0:(max1 - window)])
else:
max2 = max(x[(max1 + window):])
# Now the min
if min1 - window < 0:
min2 = min(x[(min1 + window):])
else:
min2 = min(x[0:(min1 - window)])
# Now find the indices of the secondary extrema
max2 = np.where(x == max2)[0][0] # find the index of the 2nd max
min2 = np.where(x == min2)[0][0] # find the index of the 2nd min
# Create & extend the lines
maxslope = (x[max1] - x[max2]) / (max1 - max2) # slope between max points
minslope = (x[min1] - x[min2]) / (min1 - min2) # slope between min points
a_max = x[max1] - (maxslope * max1) # y-intercept for max trendline
a_min = x[min1] - (minslope * min1) # y-intercept for min trendline
b_max = x[max1] + (maxslope * (len(x) - max1)) # extend to last data pt
b_min = x[min1] + (minslope * (len(x) - min1)) # extend to last data point
maxline = np.linspace(a_max, b_max, len(x)) # Y values between max's
minline = np.linspace(a_min, b_min, len(x)) # Y values between min's
# OUTPUT
trends = np.transpose(np.array((x, maxline, minline)))
trends = pd.DataFrame(trends, index=np.arange(0, len(x)),
columns=['Data', 'Max Line', 'Min Line'])
if charts is True:
from matplotlib.pyplot import plot, grid, show
plot(trends)
grid()
show()
return trends, maxslope, minslope
def segtrends(x, segments=2, charts=True):
"""
Turn minitrends to iterative process more easily adaptable to
implementation in simple trading systems; allows backtesting functionality.
:param x: One-dimensional data set
:param window: How long the trendlines should be. If window < 1, then it
will be taken as a percentage of the size of the data
:param charts: Boolean value saying whether to print chart to screen
"""
import numpy as np
y = np.array(x)
# Implement trendlines
segments = int(segments)
maxima = np.ones(segments)
minima = np.ones(segments)
segsize = int(len(y)/segments)
for i in range(1, segments+1):
ind2 = i*segsize
ind1 = ind2 - segsize
maxima[i-1] = max(y[ind1:ind2])
minima[i-1] = min(y[ind1:ind2])
# Find the indexes of these maxima in the data
x_maxima = np.ones(segments)
x_minima = np.ones(segments)
for i in range(0, segments):
x_maxima[i] = np.where(y == maxima[i])[0][0]
x_minima[i] = np.where(y == minima[i])[0][0]
if charts:
import matplotlib.pyplot as plt
plt.plot(y)
plt.grid(True)
for i in range(0, segments-1):
maxslope = (maxima[i+1] - maxima[i]) / (x_maxima[i+1] - x_maxima[i])
a_max = maxima[i] - (maxslope * x_maxima[i])
b_max = maxima[i] + (maxslope * (len(y) - x_maxima[i]))
maxline = np.linspace(a_max, b_max, len(y))
minslope = (minima[i+1] - minima[i]) / (x_minima[i+1] - x_minima[i])
a_min = minima[i] - (minslope * x_minima[i])
b_min = minima[i] + (minslope * (len(y) - x_minima[i]))
minline = np.linspace(a_min, b_min, len(y))
if charts:
plt.plot(maxline, 'g')
plt.plot(minline, 'r')
if charts:
plt.show()
# OUTPUT
return x_maxima, maxima, x_minima, minima
def minitrends(x, window=20, charts=True):
"""
Turn minitrends to iterative process more easily adaptable to
implementation in simple trading systems; allows backtesting functionality.
:param x: One-dimensional data set
:param window: How long the trendlines should be. If window < 1, then it
will be taken as a percentage of the size of the data
:param charts: Boolean value saying whether to print chart to screen
"""
import numpy as np
y = np.array(x)
if window < 1: # if window is given as fraction of data length
window = float(window)
window = int(window * len(y))
x = np.arange(0, len(y))
dy = y[window:] - y[:-window]
crit = dy[:-1] * dy[1:] < 0
# Find whether max's or min's
maxi = (y[x[crit]] - y[x[crit] + window] > 0) & \
(y[x[crit]] - y[x[crit] - window] > 0) * 1
mini = (y[x[crit]] - y[x[crit] + window] < 0) & \
(y[x[crit]] - y[x[crit] - window] < 0) * 1
maxi = maxi.astype(float)
mini = mini.astype(float)
maxi[maxi == 0] = np.nan
mini[mini == 0] = np.nan
xmax = x[crit] * maxi
xmax = xmax[~np.isnan(xmax)]
xmax = xmax.astype(int)
xmin = x[crit] * mini
xmin = xmin[~np.isnan(xmin)]
xmin = xmin.astype(int)
# See if better max or min in region
yMax = np.array([])
xMax = np.array([])
for i in xmax:
indx = np.where(xmax == i)[0][0] + 1
try:
Y = y[i:xmax[indx]]
yMax = np.append(yMax, Y.max())
xMax = np.append(xMax, np.where(y == yMax[-1])[0][0])
except:
pass
yMin = np.array([])
xMin = np.array([])
for i in xmin:
indx = np.where(xmin == i)[0][0] + 1
try:
Y = y[i:xmin[indx]]
yMin = np.append(yMin, Y.min())
xMin = np.append(xMin, np.where(y == yMin[-1])[0][0])
except:
pass
if y[-1] > yMax[-1]:
yMax = np.append(yMax, y[-1])
xMax = np.append(xMax, x[-1])
if y[0] not in yMax:
yMax = np.insert(yMax, 0, y[0])
xMax = np.insert(xMax, 0, x[0])
if y[-1] < yMin[-1]:
yMin = np.append(yMin, y[-1])
xMin = np.append(xMin, x[-1])
if y[0] not in yMin:
yMin = np.insert(yMin, 0, y[0])
xMin = np.insert(xMin, 0, x[0])
# Plot results if desired
if charts is True:
from matplotlib.pyplot import plot, show, grid
plot(x, y)
plot(xMax, yMax, '-o')
plot(xMin, yMin, '-o')
grid(True)
show()
# Return arrays of critical points
return xMax, yMax, xMin, yMin
def iterlines(x, window=30, charts=True):
"""
Turn minitrends to iterative process more easily adaptable to
implementation in simple trading systems; allows backtesting functionality.
:param x: One-dimensional data set
:param window: How long the trendlines should be. If window < 1, then it
will be taken as a percentage of the size of the data
:param charts: Boolean value saying whether to print chart to screen
"""
import numpy as np
x = np.array(x)
n = len(x)
if window < 1:
window = int(window * n)
sigs = np.zeros(n, dtype=float)
i = window
while i != n:
if x[i] > max(x[i-window:i]): sigs[i] = 1
elif x[i] < min(x[i-window:i]): sigs[i] = -1
i += 1
xmin = np.where(sigs == -1.0)[0]
xmax = np.where(sigs == 1.0)[0]
ymin = x[xmin]
ymax = x[xmax]
if charts is True:
from matplotlib.pyplot import plot, grid, show
plot(x)
plot(xmin, ymin, 'ro')
plot(xmax, ymax, 'go')
grid(True)
show()
return sigs`
The text was updated successfully, but these errors were encountered:
I can't understand how to start the conversion script ..
I know PHP but not Py
I need to convert this script:
https://github.com/dysonance/Trendy/blob/master/trendy.py
`def gentrends(x, window=1/3.0, charts=True):
"""
Returns a Pandas dataframe with support and resistance lines.
:param x: One-dimensional data set
:param window: How long the trendlines should be. If window < 1, then it
will be taken as a percentage of the size of the data
:param charts: Boolean value saying whether to print chart to screen
"""
def segtrends(x, segments=2, charts=True):
"""
Turn minitrends to iterative process more easily adaptable to
implementation in simple trading systems; allows backtesting functionality.
:param x: One-dimensional data set
:param window: How long the trendlines should be. If window < 1, then it
will be taken as a percentage of the size of the data
:param charts: Boolean value saying whether to print chart to screen
"""
def minitrends(x, window=20, charts=True):
"""
Turn minitrends to iterative process more easily adaptable to
implementation in simple trading systems; allows backtesting functionality.
:param x: One-dimensional data set
:param window: How long the trendlines should be. If window < 1, then it
will be taken as a percentage of the size of the data
:param charts: Boolean value saying whether to print chart to screen
"""
def iterlines(x, window=30, charts=True):
"""
Turn minitrends to iterative process more easily adaptable to
implementation in simple trading systems; allows backtesting functionality.
:param x: One-dimensional data set
:param window: How long the trendlines should be. If window < 1, then it
will be taken as a percentage of the size of the data
:param charts: Boolean value saying whether to print chart to screen
"""
The text was updated successfully, but these errors were encountered: