func run_with(base string, length int, base_history *map[int]float64) {
notUsd := true
if *base_history == nil {
notUsd = false
}
base_price := 1.0
if notUsd {
base_price = 0.0
}
pivots := make([]float64, 0)
mmas := ma.New(1827)
var price, m2, wk float64
var pv bool
var nmbr int
sma := make(map[int]float64)
lsma := make(map[int]float64)
mma := make(map[int]float64)
lmma := make(map[int]float64)
for _, day := range keys {
if notUsd {
price = (*base_history)[day]
if price > 0.0 {
base_price = price
}
}
if base_price == 0.0 {
continue
}
price = stock_history[day] / base_price
if price <= 0.0 {
panic("WUT!???")
}
mmas.Add(price)
wk, m2, pv = mmas.Rapideco()
m2 /= wk // relative momentum
if pv {
pivots = append(pivots, wk)
}
for i := month; i <= quint; i++ {
nmbr = number[i]
sma[nmbr] = mmas.SMA(nmbr)
lsma[nmbr] = mmas.LSMA(nmbr)
mma[nmbr] = mmas.MMA(nmbr)
lmma[nmbr] = mmas.LMMA(nmbr)
}
}
sort.Float64s(pivots)
pivots = fat.Agglomerate(pivots, delta)
fmt.Printf("### %s / %s ###\n", stock, base)
fmt.Println("# Moving Averages:")
for i := month; i <= quint; i++ {
nmbr = number[i]
fmt.Printf("# %d Days:\n", nmbr)
fmt.Printf("$%.2f\t\t%v\tSMA(%d)\n", sma[nmbr]*base_price, sma[nmbr], nmbr)
fmt.Printf("$%.2f\t\t%v\tLSMA(%d)\n", lsma[nmbr]*base_price, lsma[nmbr], nmbr)
fmt.Printf("$%.2f\t\t%v\tMMA(%d)\n", mma[nmbr]*base_price, mma[nmbr], nmbr)
fmt.Printf("$%.2f\t\t%v\tLMMA(%d)\n", lmma[nmbr]*base_price, lmma[nmbr], nmbr)
}
fmt.Println("# Levels:")
rounded0 := ""
for _, pivot := range pivots {
rounded := fmt.Sprintf("%.2f", pivot*base_price)
if rounded != rounded0 {
rounded0 = rounded
fmt.Printf("$%s\t\t%v\n", rounded, pivot)
}
}
}
func run_with(base string, length int, base_history *map[int]float64) {
notUsd := true
if *base_history == nil {
notUsd = false
}
pivots := make([]float64, 0)
weight, score := 0.0, 0.0
kick, base_price := 1.0, 1.0
if notUsd {
base_price = 0.0
}
mmas := ma.New(1827)
var mltp, price, m2, wk float64
var pv bool
var nmbr int
for _, day := range keys {
if day >= start_day {
weight += mltps * kick
}
if notUsd {
price = (*base_history)[day]
if price > 0.0 {
base_price = price
}
}
if base_price == 0.0 {
continue
}
price = stock_history[day] / base_price
if price <= 0.0 {
panic("WUT!???")
}
mmas.Add(price)
wk, m2, pv = mmas.Rapideco()
m2 /= wk // relative momentum
if pv {
pivots = append(pivots, wk)
}
// Scaled Relative Momentum Squared, m2.
m2 = momentum * m2 * m2
for i := month; i <= quint; i++ {
mltp, nmbr = multiple[i], number[i]
if length < nmbr {
break
} // mma not warmed up
score += mltp * kick * z(price, mmas.SMA(nmbr), m2)
score += mltp * kick * z(price, mmas.LSMA(nmbr), m2)
score += mltp * kick * z(price, mmas.MMA(nmbr), m2)
score += mltp * kick * z(price, mmas.LMMA(nmbr), m2)
}
// We do the above to warm up the MMAs...
if day < start_day {
score = 0.0 // ...but points before start day don't count
continue
}
kick *= dk
}
mltp = multiple[level]
for _, pivot := range pivots {
weight += 2.0 * kick
score += mltp * kick * z(price, pivot, m2)
score += mltp * kick * z(wk, pivot, m2)
}
score /= weight
scores_mutex.Lock()
scores[base] = score
scores_mutex.Unlock()
if trace {
ln(base, math.Log(score))
}
threads.Minus()
}
func run(stock *Stock) {
var ohlc, hlc, cls float64
avg := ma.New(2000)
if base == nil {
stock.Jot(Sf("# %s", stock.Symbol))
} else {
stock.Jot(Sf("# %s / %s", stock.Symbol, base.Symbol))
}
stock.Jot(Sf("# %s", Jn(stock.Keys, SEP)))
n := 0
fields_length := len(stock.Keys)
for stock.Scan() {
day := stock.Day()
d, o, h, l, c, v := day.Date, day.Open, day.High, day.Low, day.Close, day.Volume
ohlc = (o + (2.0 * (h + l)) + (3.0 * c)) / 8.0
hlc = (h + l + c) / 3.0
cls = c // assume cls is c
if stock.Ohlc {
cls = ohlc
}
if stock.Hlc {
cls = hlc
}
avg.Add(cls)
col := make([]string, fields_length)
for i, key := range stock.Keys {
switch key {
case "D":
col[i] = d
case "n":
n++
col[i] = Sf("%v", n)
case "d": // DATE
col[i] = d[0:4] + DSEP + d[4:6] + DSEP + d[6:8]
case "o": // OPEN
col[i] = Sf("%v", o)
cls = o
case "h": // HIGH
col[i] = Sf("%v", h)
cls = h
case "l": // LOW
col[i] = Sf("%v", l)
cls = l
case "c": // CLOSE
col[i] = Sf("%v", c)
cls = c
case "v": // VOLUME
if v > 1000.0 {
col[i] = Sf("%.1f", v)
} else {
col[i] = Sf("%v", v)
}
case "hlc":
col[i] = Sf("%v", hlc)
cls = hlc
case "ohlc":
col[i] = Sf("%v", ohlc)
cls = ohlc
case "cf":
col[i] = Sf("%v", cls*v)
case "j":
col[i] = Sf("%d", day.Jd())
case "R":
rx, rv, rp := avg.Rapideco()
rt := "F"
if rp {
rt = "T"
}
col[i] = Sf("%s %.2f %v", rt, rx, rv)
default:
col[i] = Sf("%v", avg.Get(key))
}
}
stock.Jot(Jn(col, SEP))
}
}