work on functionality to change parameters of charts and refactor some files out

1 files changed, 63 insertions, 0 deletions

diff --git a/ema.py b/ema.py
new file mode 100644
index 0000000..9b4a604
--- /dev/null
+++ b/ema.py
@@ -0,0 +1,63 @@
+def compute_buy_sell_signals_ema(period1, period2, prices): 
+    ema_5 = calc_emas(5, prices)
+    ema_13 = calc_emas(13, prices)
+
+
+def calc_first_sma(period, prices):
+    prices_sum = 0
+    for i in range(0, period):
+        prices_sum += prices[i] # 0, 1, 2, 3 ("popping" order)
+    # print('prices_sum:\t', prices_sum)
+
+    return prices_sum / period
+
+def calc_emas(period, prices):
+    weighted_multiplier = 2.0 / (period + 1.0)
+
+    # calculate the first ema
+    first_ema = calc_first_sma(period, prices)
+
+    # calculate the rest ema's using that first
+    emas = [first_ema] * period
+    for i in range(period + 1, len(prices)): # 4, 5, 6, ... , last
+        last_ema = emas[-1]
+        if prices[i] == None or prices[i] == 0:
+            print(i)
+        next_ema = prices[i] * weighted_multiplier + last_ema * (1 - weighted_multiplier)
+        emas.append(next_ema)
+    return emas
+
+def calculate_profit(buy_line, sell_line, prices, timestamps, offset=0, starting_money=10000):
+    if len(buy_line) != len(sell_line):
+        print("ERROR IN find_intersections: len of arrs not the same")
+        return []
+    is_bought = False
+    curr_money = 10000
+    shares_owned = 0
+    buy_info = [] # coming in, (time, cash, # current shares, # shares to buy)
+    sell_info = [] # (time, cash, # current shares, # shares to sell,)
+    for i in range(offset, len(buy_line)):
+        current_b1 = buy_line[i]
+        current_sl = sell_line[i]
+        # if the sign is positive, we want to hold, if it's negative, we want to sell
+        sign_signal = current_b1 - current_sl
+
+        if sign_signal > 0:
+            if not is_bought:
+                # buy the stock
+                shares_owned = curr_money / prices[i]
+                curr_money = 0
+                buy_info.append((timestamps[i], prices[i], i))
+            is_bought = True
+        if sign_signal < 0:
+            if is_bought:
+                # selling the stock
+                curr_money = prices[i] * shares_owned
+                shares_owned = 0
+                sell_info.append((timestamps[i], prices[i], i))
+            is_bought = False
+
+    # TODO: consider end interval
+    total_assets = prices[-1] * shares_owned + curr_money
+    percent_gain = (total_assets - starting_money) / starting_money
+    return (percent_gain, total_assets, starting_money, buy_info, sell_info)
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