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A day before APOGEE.
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khantaalaman committed Mar 24, 2017
1 parent 95b9da5 commit 34d24c5
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328 changes: 287 additions & 41 deletions .idea/workspace.xml

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53 changes: 53 additions & 0 deletions D-Line_backtest.py
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import json
import csv

with open('quotes.json') as json_data:
data = json.load(json_data)
dates = []
for agroup in data:
for thedate in agroup.keys():
dates.append(thedate)
#get ordered dates
dates = sorted(dates, reverse=True)

with open('quotes-1.json') as json_data_stck:
data_stck = json.load(json_data_stck)

#for changing format of data. Yeah taking the longer route only for testing purposes.
di_stck = []
for adate in dates:
for againgroup in data_stck:
for againdate in againgroup.values():
if adate == againdate[0]:
ki = {}
ki["date"] = againdate[0]
ki["slow_k"] = againdate[1]
ki["slow_d"] = againdate[2]
di_stck.append(ki)

num_day = 1760

#the D-line analysis
print "Checking D-Line Analysis..."

if float(di_stck[0]["slow_d"]) < 20:
main_val = "less_than_20"
if 20 < float(di_stck[0]["slow_d"]) < 80:
main_val = "but_less_than_80"
if float(di_stck[0]["slow_d"]) > 80:
main_val = "less_than_none"

cross_check_list = []

for aval in range(num_day):
if float(di_stck[aval]["slow_d"]) < 20:
check_val = "less_than_20"
if 20 < float(di_stck[aval]["slow_d"]) < 80:
check_val = "but_less_than_80"
if float(di_stck[aval]["slow_d"]) > 80:
check_val = "less_than_none"
if main_val != check_val:
cross_check_list.append([di_stck[aval]["date"], main_val, check_val])
main_val = check_val

print cross_check_list
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