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ImDerekD

Stdev.py

Jan 25th, 2019
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  1. #!/usr/bin/bash python
  2.  
  3. import csv
  4. import datetime
  5. from datetime import datetime
  6. from colorama import Back, Fore, Style
  7. import sys
  8. from termcolor import colored, cprint
  9. from colorama import init
  10. import numbers
  11. import time
  12. import itertools
  13. from itertools import zip_longest
  14. from time import sleep
  15. import pathlib
  16. import os
  17. import os.path
  18. from pathlib import Path
  19. import glob
  20. from progress.bar import Bar
  21. import hashlib
  22. import statistics
  23. from statistics import stdev
  24.  
  25. ref_Num = int(0)
  26. Liquidity = float()
  27.  
  28. Midpoint = []
  29.  
  30. with open ('/Users/King/Spy_Current.csv', 'r') as csv_file:
  31. reader = csv.reader(csv_file)
  32. header = next(reader)
  33. for row in reader:
  34. ref_Num += 1 # Starting at 0
  35. dTime = str(datetime.strptime(row[0], '%a %b %d %H:%M'))
  36. Time = dTime[-14:]
  37. Open_Price = float(row[1]) # Price Data Dictionary
  38. Close_Price = float(row[2]) # Price Data Dictionary
  39. High_Price = float(row[3]) # Price Data Dictionary
  40. Low_Price = float(row[4]) # Price Data Dictionary
  41. Money_Flow = float(row[6]) # Price Data Dictionary
  42. Vol = row[5] # Price Data Dictionary
  43. f_Vol = float(Vol[:-1]) # Price Data Dictionary
  44. m_Vol = str(Vol[-1:]) # Price Data Dictionary
  45. if m_Vol == "K": # Price Data Dictionary
  46. f_Vol = f_Vol * 1000 # Price Data Dictionary
  47. if m_Vol == "M": # Price Data Dictionary
  48. f_Vol = f_Vol * 1000000
  49. if m_Vol != "K" and m_Vol != "M":
  50. f_Vol = float(row[5]) # Price Data Dictionary
  51. if f_Vol < 1:
  52. M_Price = HLCC
  53. else:
  54. M_Price = round(float(Money_Flow) / f_Vol, 2)
  55. HLCC = float(High_Price + Low_Price + Close_Price + Close_Price)/4
  56. Diff = round(HLCC - M_Price, 2)
  57. MMM = float(f_Vol * HLCC)
  58. Liq_change = float(Money_Flow - MMM)
  59. Liquidity += Liq_change
  60. Date = str(Time[:5])
  61. military_time = str(Time[-8:])
  62. Midpoint_Price = High_Price - Low_Price
  63. Midpoint.append(Midpoint_Price)
  64. if ref_Num > 1:
  65. if stdev(Midpoint) > .012:
  66. print(Date, military_time, Close_Price, 'STDEV: % s' % stdev(Midpoint))
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