fix
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@ -49,14 +49,14 @@ function calc_ema {
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local f_last_value=${v_csv_array_associative[${f_column}_${f_position}]}
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[ -z "$f_target_column" ] && return 4
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local v
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local f_v
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# reset old ema var
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unset f_ema
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# find last EMA
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local f_last_ema_position=$((f_position-1))
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local f_last_ema=${v_csv_array_associative[${f_target_column}_${f_last_ema_pos}]}
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local f_last_ema=${v_csv_array_associative[${f_target_column}_${f_last_ema_position}]}
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# check if last EMA is given
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if [ -n "$f_last_ema" ]
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@ -66,15 +66,17 @@ function calc_ema {
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else
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## calc SMA if previous EMA is not given (only needed on first EMA calc)
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# get last $f_period values
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g_echo_note "calc SMA - previous EMA is not given"
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local f_last_period_values_from=$((f_position-$f_period+1))
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local f_last_period_values
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for ((v=$f_last_period_values_from; v<=${f_position}; v++))
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for ((f_v=$f_last_period_values_from; f_v<=${f_position}; f_v++))
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do
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if [ -z ${f_last_period_values} ]
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then
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f_last_period_values=${v_csv_array_associative[${f_column}_${v}]}
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f_last_period_values=${v_csv_array_associative[${f_column}_${f_v}]}
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else
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f_last_period_values="$f_last_period_values+${v_csv_array_associative[${f_column}_${v}]}"
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g_calc "${f_last_period_values}+${v_csv_array_associative[${f_column}_${f_v}]}"
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f_last_period_values=$g_calc_result
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fi
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done
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# calc SMA (EMA=SMA in this special first case)
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@ -82,6 +84,14 @@ function calc_ema {
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fi
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# write back EMA
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if [[ $g_calc_result =~ ^- ]]
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then
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if ! [[ $f_period = 9 ]]
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then
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g_echo_warn "${FUNCNAME} $@: EMA can not be negative ($g_calc_result)"
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return 1
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fi
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fi
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v_csv_array_associative[${f_target_column}_${f_position}]=$g_calc_result
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f_ema=$g_calc_result
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@ -22,7 +22,7 @@ function get_ohlcv-candles {
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g_echo_note "RUNNING FUNCTION ${FUNCNAME} $@"
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local f_histfile f_symbol f_timeframe f_1h_histfile
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local f_histfile f_symbol f_timeframe f_1h_histfile f_1d_histfile
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local f_timeframes="1w 1d 4h 1h 15m 5m"
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[ -n $1 ] && f_timeframes=$1
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@ -40,12 +40,16 @@ function get_ohlcv-candles {
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then
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f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
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[ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_4h "$f_1h_histfile" "$f_histfile"
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#f_add_missing_ohlcv_intervals "$f_histfile" 4h
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f_add_missing_ohlcv_intervals "$f_histfile" 4h
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elif [ "$f_timeframe" = "1d" ]
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then
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f_1h_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1h.csv"
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[ -s "$f_1h_histfile" ] && convert_ohlcv_1h_to_1d "$f_1h_histfile" "$f_histfile"
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#f_add_missing_ohlcv_intervals "$f_histfile" 1d
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f_add_missing_ohlcv_intervals "$f_histfile" 1d
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elif [ "$f_timeframe" = "1w" ]
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then
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f_1d_histfile="asset-histories/ECONOMY-${f_eco_asset}.history.1d.csv"
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[ -s "$f_1d_histfile" ] && convert_ohlcv_1d_to_1w "$f_1d_histfile" "$f_histfile"
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else
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get_ohlcv-candle "${f_eco_asset}" ${f_timeframe} "${f_histfile}" "ECONOMY-${f_eco_asset}"
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fi
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@ -379,8 +383,8 @@ function convert_ohlcv_1h_to_1d {
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f_latestdate=$(TZ="$f_target_timezone" date -d "$f_latestdate $f_mytimezone" "+%Y-%m-%d")
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f_nextdate=$(date -d "$f_latestdate +1day" "+%Y-%m-%d")
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echo $f_latestdate
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echo $f_nextdate
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#echo $f_latestdate
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#echo $f_nextdate
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# mytimezone, respecting summer/winter time
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f_mytimezone=$(date -d "$_latestdate" +%Z)
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@ -451,6 +455,60 @@ function convert_ohlcv_1h_to_1d {
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}
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function convert_ohlcv_1d_to_1w {
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local f_input_file=$1
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local f_output_file=$2
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local f_week_date f_day f_month f_year f_other f_line f_data
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local -A f_open_prices f_high_prices f_low_prices f_close_prices f_volume_prices
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# get lastest date to continue from here and create output file if not exists
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if [ -s "$f_output_file" ]
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then
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f_latestdate=$(tail -n1 "$f_output_file" | cut -d, -f1)
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else
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touch "$f_output_file"
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fi
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# if not exists use first date as latest date
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[ -z "$f_latestdate" ] && f_latestdate=$(date -d "$(head -n1 "$f_input_file" | cut -d, -f1)" +%Y-%m-%d)
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# go through lines
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for f_line in $(grep -A9999 -B9 "^$f_latestdate" "$f_input_file")
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do
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IFS=',' read -r f_date f_open f_high f_low f_close f_volume f_other <<< "$f_line"
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IFS='-' read -r f_year f_month f_day <<< "$f_date"
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# use week-number to sort day data in weeks
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f_week_number=$(date -d "$f_year-$f_month-$f_day" +%U)
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f_week_number=${f_week_number##0}
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f_week_year=$f_year$f_week_number
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# calculate week ohlcv and write to arrays sortet by f_week_year
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g_calc "${f_open_prices[$f_week_year]:-$f_open}"
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f_open_prices[$f_week_year]=$g_calc_result
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g_num_is_higher "$f_high" "${f_high_prices[$f_week_year]:-0}" && f_high_prices[$f_week_year]=$f_high
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[ -z "${f_low_prices[$f_week_year]}" ] && f_low_prices[$f_week_year]=$f_low
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g_num_is_lower "$f_low" "${f_low_prices[$f_week_year]:-0}" && f_low_prices[$f_week_year]=$f_low
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f_close_prices[$f_week_year]=$f_close
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g_calc "${f_volume_prices[$f_week_year]:-0}+$f_volume"
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f_volume_prices[$f_week_year]=$g_calc_result
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done
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# go through array(s) and write down missing week data
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for f_week_year in "${!f_open_prices[@]}"
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do
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f_week_date=$(date -d "${f_week_year:0:4}-01-01 +$((${f_week_year:4}-1)) week" +%F)
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# ignore if date alerady exists
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grep -q ^$f_week_date, "$f_output_file" && continue
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echo "$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]}"
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done | sort >>"$f_output_file"
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}
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function f_add_missing_ohlcv_intervals {
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@ -485,7 +543,7 @@ function f_add_missing_ohlcv_intervals {
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while IFS=',' read -r f_curr_date f_open f_high f_low f_close f_volume f_percent f_curr_vals
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do
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echo "$f_curr_date" 1>&2
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#echo "$f_curr_date" 1>&2
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# if prev date is not empty
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if [ -z "$f_prev_date" ]
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@ -495,7 +553,7 @@ function f_add_missing_ohlcv_intervals {
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continue
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fi
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echo "$f_curr_date x" 1>&2
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#echo "$f_curr_date x" 1>&2
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# only 10 interations to prevelt endless loop
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f_counter=0
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@ -504,7 +562,7 @@ function f_add_missing_ohlcv_intervals {
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do
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((f_counter++))
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echo "$f_curr_date xx $f_counter" 1>&2
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#echo "$f_curr_date xx $f_counter" 1>&2
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# get second timestamps
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f_prev_date_in_seconds=$(date -d"$f_prev_date" +%s)
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@ -58,7 +58,7 @@ function get_values {
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f_histfile="asset-histories/${f_asset}.history.${f_time}.csv"
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if ! [ -s "$f_histfile" ]
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then
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g_echo_warn "file $f_histfile empty or does not exist"
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[ "$f_time" = "1w" ] || g_echo_warn "file $f_histfile empty or does not exist"
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f_return=1
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continue
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fi
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