olli/dabo
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

percentage change year for specific values like CPI, added calc OHLCV, speed ptimization, fixes

Browse Source
This commit is contained in:
olli 2024-11-05 12:43:24 +01:00
parent 092bf62581
commit fa4fec677b
1 changed files with 66 additions and 14 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

80
dabo/functions/get_indicators.sh
View File

@ -26,7 +26,8 @@ function get_indicators_all {
local f_histfile f_symbol
find asset-histories -maxdepth 1 -name "ECONOMY-*.history.[0-5][5dhwm]*.csv" | sort | while read f_histfile
# ECONOMY and MARKETDATA
find asset-histories -maxdepth 1 -name "ECONOMY-*.history.[0-5][5dhwm]*.csv" -o -name "MARKETDATA_*.history.[0-5][5dhwm]*.csv" | sort | while read f_histfile
do
if [ -s "${f_histfile}.fetching" ] || [ -s "${f_histfile}.indicators-calculating" ]
then
@ -69,7 +70,7 @@ function get_indicators_all {
fi
done
done
shopt +s nullglob
shopt -u nullglob
}
@ -82,17 +83,27 @@ function get_indicators {
local f_fill_missing_ohlcv_intervals=$3
local f_line
# check if the job is already done
if [ $(wc -l <"${f_histfile}") -gt 801 ]
then
if ! tail +801 "${f_histfile}" | egrep -vq "^....-..-..*,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.\-]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.]+,[0-9\.\-]+,[0-9\.\-]+,[0-9\.\-]+,[a-z]*,[0-9\.\-]+,[0-9\.\-]+"
then
g_echo_note "${f_histfile} seems to be indicator-complete"
return 0
fi
fi
# history
local f_columns="date,open,high,low,close,volume,change,ath,ema12,ema26,ema50,ema100,ema200,ema400,ema800,rsi5,rsi14,rsi21,macd,macd_ema9_signal,macd_histogram,macd_histogram_signal,macd_histogram_max,macd_histogram_strength"
local f_emas="12 26 50 100 200 400 800"
local f_rsis="5 14 21"
local f_ema f_change f_changed f_line f_valid_data f_ath
local f_ema f_change f_changed f_line f_valid_data f_ath f_last_year
local f_columns_space="${f_columns//,/ }"
g_read_csv "${f_histfile}" "${f_last_intervals}" "$f_columns"
for ((i=0; i<=${#g_csv_array[@]}-1; i++))
do
if [ -z "${v_csv_array_associative[date_${i}]}" ]
if [ -z "${v_csv_array_associative[date_${i}]}" ] || [ -z "${v_csv_array_associative[open_${i}]}" ]
then
g_echo_note "No data $f_histfile:${v_csv_array_associative[date_${i}]}"
return 0
@ -105,16 +116,42 @@ function get_indicators {
### check for unfilled fields
f_change=""
# check olhc data
if [ -z "${v_csv_array_associative[high_${i}]}" ] && [ -z "${v_csv_array_associative[low_${i}]}" ] && [ -z "${v_csv_array_associative[close_${i}]}" ]
then
g_echo_note "fixing OHLC Data"
# open is close
v_csv_array_associative[close_${i}]=${v_csv_array_associative[open_${i}]}
# open is previous close
[ -n "${v_csv_array_associative[close_${p}]}" ] && v_csv_array_associative[open_${i}]="${v_csv_array_associative[close_${p}]}"
# calc high/low from open/close
if g_num_is_higher_equal ${v_csv_array_associative[open_${i}]} ${v_csv_array_associative[close_${i}]}
then
v_csv_array_associative[high_${i}]=${v_csv_array_associative[open_${i}]}
v_csv_array_associative[low_${i}]=${v_csv_array_associative[close_${i}]}
else
v_csv_array_associative[high_${i}]=${v_csv_array_associative[close_${i}]}
v_csv_array_associative[low_${i}]=${v_csv_array_associative[open_${i}]}
fi
f_change=1
fi
# check for missing percentage change
if [ -z "${v_csv_array_associative[change_${i}]}" ]
then
#if ! [ $p -lt 0 ]
#then
#echo "g_percentage-diff ${v_csv_array_associative[close_${p}]} ${v_csv_array_associative[close_${i}]}"
#g_percentage-diff ${v_csv_array_associative[close_${p}]} ${v_csv_array_associative[close_${i}]} && f_change=1
g_percentage-diff ${v_csv_array_associative[open_${i}]} ${v_csv_array_associative[close_${i}]} && f_change=1
v_csv_array_associative[change_${i}]=${g_percentage_diff_result}
#fi
# special for changes watched per year like CPI,...
if [[ $f_histfile = "asset-histories/MARKETDATA_US_CONSUMER_PRICE_INDEX_CPI.history.1d.csv" ]] || \
[[ $f_histfile = "asset-histories/MARKETDATA_US_UNEMPLOYMENT_RATE.history.1d.csv" ]]
then
if [ $i -ge 12 ]
then
f_last_year=$((i-12))
g_percentage-diff ${v_csv_array_associative[open_${f_last_year}]} ${v_csv_array_associative[close_${i}]}
v_csv_array_associative[year_change_${i}]=${g_percentage_diff_result}
fi
fi
g_percentage-diff ${v_csv_array_associative[open_${i}]} ${v_csv_array_associative[close_${i}]} && f_change=1
v_csv_array_associative[change_${i}]=${g_percentage_diff_result}
fi
# ath (all-time-high) of present data
@ -135,10 +172,20 @@ function get_indicators {
# check for missing EMAs
for f_ema_column in $f_emas
do
# check for enough values/lines to calculate EMA
[ $i -ge $f_ema_column ] || continue
# check for enough values/lines to calculate EMA if no previous EMA given
if [ -z "${v_csv_array_associative[ema${f_ema_column}_${p}]}" ]
then
if ! [ $i -ge $f_ema_column ]
then
#echo "not enough lines $i -ge $f_ema_column"
continue
fi
fi
# calculate EMA
[ -z "${v_csv_array_associative[ema${f_ema_column}_${i}]}" ] && calc_ema ${f_ema_column} close && f_change=1
if [ -z "${v_csv_array_associative[ema${f_ema_column}_${i}]}" ]
then
calc_ema ${f_ema_column} close && f_change=1
fi
done
# check for missing RSI
@ -164,6 +211,11 @@ function get_indicators {
# build line
for f_column in $f_columns
do
# special for changes watched per year like CPI,...
if [[ $f_column = change ]]
then
[ -n "${v_csv_array_associative[year_change_${i}]}" ] && v_csv_array_associative[change_${i}]=${v_csv_array_associative[year_change_${i}]}
fi
if [ -z "$f_line" ]
then
f_line="${v_csv_array_associative[${f_column}_${i}]}"