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last day range fix

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olli 2023-10-30 13:21:29 +01:00
parent a882640db9
commit b6e89aa09c
1 changed files with 12 additions and 45 deletions
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57
dabo/functions/get_range.sh
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@ -5,54 +5,21 @@ function get_range {
# get histfile # get histfile
local f_hist_file="$1" local f_hist_file="$1"
# find constant range in defined periods # Get range from a day 12h before (past day ist the usual range for calculationg Levels / Pivot Point)
local f_test_periods=300 local f_range_to_date=$(date "+%F %H:" --date="-12 hours")
local f_range_from_date=$(date "+%F %H:" --date="-36 hours")
local f_range_data=$(sed -n "/${f_range_from_date}/,/${f_range_to_date}/p" ${f_hist_file} | cut -d , -f2 | grep "^[0-9]")
# check for range change local f_orig_ifs=${IFS}
local f_current_price=$(tail -n1 "${f_hist_file}" | cut -d, -f2 | grep "^[0-9]" | head -n1) IFS=\n
local f_last_lowest_in_range=$(tail -n2 "${f_hist_file}" | head -n1 | cut -d, -f25) # get highest, lowest and closing price in range
local f_last_highest_in_range=$(tail -n2 "${f_hist_file}" | head -n1 | cut -d, -f26) local f_highest_in_range=$(echo ${f_range_data} | sort -n | tail -n1)
if [ -n "${f_last_lowest_in_range}" ] local f_lowest_in_range=$(echo ${f_range_data} | sort -n | head -n1)
then local f_closing_price_in_range=$(echo ${f_range_data} | tail -n1)
if [ -n "${f_last_highest_in_range}" ] IFS=${f_orig_ifs}
then
if [ $(echo "${f_current_price} > ${f_last_lowest_in_range}" | bc -l) -ne 0 ]
then
if [ $(echo "${f_current_price} < ${f_last_highest_in_range}" | bc -l) -ne 0 ]
then
local f_range_periods=$(tail -n2 "${f_hist_file}" | head -n1 | cut -d, -f24)
f_range_periods=$((f_range_periods+1))
fi
fi
fi
fi
# go reverse through periods and look for range
if [ -z "${f_range_periods}" ]
then
for f_test_period in $(seq 1 ${f_test_periods})
do
# get average from period to now
local f_rangeaverage=$(tail -n${f_test_period} "${f_hist_file}" | cut -d, -f2 | grep "^[0-9]" | awk '{ sum += $1; n++ } END { OFMT = "%2.8f"; if (n > 0) print sum / n; }')
# get old price from period
local f_period_price=$(tail -n${f_test_period} "${f_hist_file}" | cut -d, -f2 | grep "^[0-9]" | head -n1)
# get percentage diff from old price and last average
local f_period_price_diff=$(g_percentage-diff ${f_period_price} ${f_rangeaverage} | sed 's/^-//; s/\..*$//')
# if percentage change is larger then 2% to the average we have an new price range
local f_range_periods=${f_test_period}
if [ ${f_period_price_diff} -gt 2 ]
then
break
fi
done
fi
# get highest, lowest and current price in period
local f_highest_in_range=$(tail -n${f_range_periods} "${f_hist_file}" | cut -d, -f2 | grep "^[0-9]" | sort -n | tail -n1)
local f_lowest_in_range=$(tail -n${f_range_periods} "${f_hist_file}" | cut -d, -f2 | grep "^[0-9]" | sort -n | head -n1)
# calculate Pivot Point (PP) # calculate Pivot Point (PP)
local f_pivot_point=$(echo "scale=8; (${f_highest_in_range}+${f_lowest_in_range}+${f_current_price})/3" | bc | sed 's/^\./0./;') local f_pivot_point=$(echo "scale=8; (${f_highest_in_range}+${f_lowest_in_range}+${f_closing_price_in_range})/3" | bc | sed 's/^\./0./;')
# calculate support/resist and golden pocket # calculate support/resist and golden pocket
local f_support1=$(echo "scale=8; ${f_pivot_point}-((${f_highest_in_range}-${f_lowest_in_range})*0.382)" | bc | sed 's/^\./0./;' ) local f_support1=$(echo "scale=8; ${f_pivot_point}-((${f_highest_in_range}-${f_lowest_in_range})*0.382)" | bc | sed 's/^\./0./;' )