fix

dabo/functions/calc_ema.sh

@@ -49,14 +49,14 @@ function calc_ema {
   local f_last_value=${v_csv_array_associative[${f_column}_${f_position}]}
   [ -z "$f_target_column" ] && return 4
 
-  local v
+  local f_v
 
   # reset old ema var
   unset f_ema
 
   # find last EMA
   local f_last_ema_position=$((f_position-1))
-  local f_last_ema=${v_csv_array_associative[${f_target_column}_${f_last_ema_pos}]}
+  local f_last_ema=${v_csv_array_associative[${f_target_column}_${f_last_ema_position}]}
 
   # check if last EMA is given
   if [ -n "$f_last_ema" ]
@@ -66,15 +66,17 @@ function calc_ema {
   else
     ## calc SMA if previous EMA is not given (only needed on first EMA calc)
     # get last $f_period values
+    g_echo_note "calc SMA - previous EMA is not given"
     local f_last_period_values_from=$((f_position-$f_period+1))
     local f_last_period_values
-    for ((v=$f_last_period_values_from; v<=${f_position}; v++))
+    for ((f_v=$f_last_period_values_from; f_v<=${f_position}; f_v++))
     do
       if [ -z ${f_last_period_values} ] 
       then
-        f_last_period_values=${v_csv_array_associative[${f_column}_${v}]}
+        f_last_period_values=${v_csv_array_associative[${f_column}_${f_v}]}
       else
-        f_last_period_values="$f_last_period_values+${v_csv_array_associative[${f_column}_${v}]}"
+        g_calc "${f_last_period_values}+${v_csv_array_associative[${f_column}_${f_v}]}"
+        f_last_period_values=$g_calc_result
       fi
     done
     # calc SMA (EMA=SMA in this special first case)
@@ -82,6 +84,14 @@ function calc_ema {
   fi
 
   # write back EMA
+  if [[ $g_calc_result =~ ^- ]]
+  then
+    if ! [[ $f_period = 9 ]] 
+    then
+      g_echo_warn "${FUNCNAME} $@: EMA can not be negative ($g_calc_result)"
+      return 1
+    fi
+  fi
   v_csv_array_associative[${f_target_column}_${f_position}]=$g_calc_result
   f_ema=$g_calc_result
 

dabo/functions/get_ohlcv-candle.sh

@@ -22,7 +22,7 @@ function get_ohlcv-candles {
 
   g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
 
-  local f_histfile f_symbol f_timeframe f_1h_histfile
+  local f_histfile f_symbol f_timeframe f_1h_histfile f_1d_histfile
   local f_timeframes="1w 1d 4h 1h 15m 5m"
   [ -n $1 ] && f_timeframes=$1
 
@@ -40,12 +40,16 @@ function get_ohlcv-candles {
       then
         f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
         [ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_4h "$f_1h_histfile" "$f_histfile"
-        #f_add_missing_ohlcv_intervals "$f_histfile" 4h
+        f_add_missing_ohlcv_intervals "$f_histfile" 4h
       elif [ "$f_timeframe" = "1d" ]
       then
         f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
         [ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_1d "$f_1h_histfile" "$f_histfile"
-        #f_add_missing_ohlcv_intervals "$f_histfile" 1d
+        f_add_missing_ohlcv_intervals "$f_histfile" 1d
+      elif [ "$f_timeframe" = "1w" ]
+      then
+        f_1d_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1d.csv"
+        [ -s "$f_1d_histfile" ] && convert_ohlcv_1d_to_1w "$f_1d_histfile" "$f_histfile"
       else
         get_ohlcv-candle "${f_eco_asset}" ${f_timeframe} "${f_histfile}" "ECONOMY-${f_eco_asset}"
       fi
@@ -379,8 +383,8 @@ function convert_ohlcv_1h_to_1d {
   f_latestdate=$(TZ="$f_target_timezone" date -d "$f_latestdate $f_mytimezone" "+%Y-%m-%d")
   f_nextdate=$(date -d "$f_latestdate +1day" "+%Y-%m-%d")
   
-  echo $f_latestdate
+  #echo $f_latestdate
-  echo $f_nextdate
+  #echo $f_nextdate
 
   # mytimezone, respecting summer/winter time
   f_mytimezone=$(date -d "$_latestdate" +%Z) 
@@ -451,6 +455,60 @@ function convert_ohlcv_1h_to_1d {
 
 }
 
+function convert_ohlcv_1d_to_1w {
+  local f_input_file=$1
+  local f_output_file=$2
+
+  local f_week_date f_day f_month f_year f_other f_line f_data
+  local -A f_open_prices f_high_prices f_low_prices f_close_prices f_volume_prices
+  
+  # get lastest date to continue from here and create output file if not exists  
+  if [ -s "$f_output_file" ] 
+  then
+    f_latestdate=$(tail -n1 "$f_output_file" | cut -d, -f1)
+  else
+   touch "$f_output_file"
+  fi
+   # if not exists use first date as latest date
+  [ -z "$f_latestdate" ] && f_latestdate=$(date -d "$(head -n1 "$f_input_file" | cut -d, -f1)" +%Y-%m-%d)
+
+  # go through lines
+  for f_line in $(grep -A9999 -B9 "^$f_latestdate" "$f_input_file")
+  do
+    IFS=',' read -r f_date f_open f_high f_low f_close f_volume f_other <<< "$f_line"
+    IFS='-' read -r f_year f_month f_day <<< "$f_date"
+
+    # use week-number to sort day data in weeks
+    f_week_number=$(date -d "$f_year-$f_month-$f_day" +%U)
+    f_week_number=${f_week_number##0}
+    f_week_year=$f_year$f_week_number
+
+    # calculate week ohlcv and write to arrays sortet by f_week_year
+    g_calc "${f_open_prices[$f_week_year]:-$f_open}"
+    f_open_prices[$f_week_year]=$g_calc_result
+    
+    g_num_is_higher "$f_high" "${f_high_prices[$f_week_year]:-0}" && f_high_prices[$f_week_year]=$f_high
+    
+    [ -z "${f_low_prices[$f_week_year]}" ] && f_low_prices[$f_week_year]=$f_low
+    g_num_is_lower "$f_low" "${f_low_prices[$f_week_year]:-0}" && f_low_prices[$f_week_year]=$f_low
+
+    f_close_prices[$f_week_year]=$f_close
+    
+    g_calc "${f_volume_prices[$f_week_year]:-0}+$f_volume"
+    f_volume_prices[$f_week_year]=$g_calc_result
+  done
+  
+  # go through array(s) and write down missing week data
+  for f_week_year in "${!f_open_prices[@]}"
+  do
+    f_week_date=$(date -d "${f_week_year:0:4}-01-01 +$((${f_week_year:4}-1)) week" +%F)
+    # ignore if date alerady exists
+    grep -q ^$f_week_date, "$f_output_file" && continue
+    echo "$f_week_date,${f_open_prices[$f_week_year]},${f_high_prices[$f_week_year]},${f_low_prices[$f_week_year]},${f_close_prices[$f_week_year]},${f_volume_prices[$f_week_year]}"
+  done | sort >>"$f_output_file"
+}
+
+
 
 function f_add_missing_ohlcv_intervals {
 
@@ -485,7 +543,7 @@ function f_add_missing_ohlcv_intervals {
   while IFS=',' read -r f_curr_date f_open f_high f_low f_close f_volume f_percent f_curr_vals
   do
 
-    echo "$f_curr_date" 1>&2
+    #echo "$f_curr_date" 1>&2
 
     # if prev date is not empty
     if [ -z "$f_prev_date" ]
@@ -495,7 +553,7 @@ function f_add_missing_ohlcv_intervals {
       continue
     fi
 
-    echo "$f_curr_date x" 1>&2
+    #echo "$f_curr_date x" 1>&2
 
     # only 10 interations to prevelt endless loop
     f_counter=0
@@ -504,7 +562,7 @@ function f_add_missing_ohlcv_intervals {
     do
 
       ((f_counter++))
-      echo "$f_curr_date xx $f_counter" 1>&2
+      #echo "$f_curr_date xx $f_counter" 1>&2
 
       # get second timestamps
       f_prev_date_in_seconds=$(date -d"$f_prev_date" +%s)

dabo/functions/get_values.sh

@@ -58,7 +58,7 @@ function get_values {
       f_histfile="asset-histories/${f_asset}.history.${f_time}.csv"
       if ! [ -s "$f_histfile" ]
       then
-        g_echo_warn "file $f_histfile empty or does not exist"
+        [ "$f_time" = "1w" ] || g_echo_warn "file $f_histfile empty or does not exist"
         f_return=1
         continue
       fi