Quote from: c0inbuster on April 26, 2013, 04:48:30 PM

I'm not very interested by you "speaker" strategy ... for now... but maybe one day it could be useful...

I tried to play with a Python wrapper for TA-Lib
http://ta-lib.org/
http://mrjbq7.github.io/ta-lib/
this wrapper is total...
you just need to install cython, TA-Lib, and this wrapper

I just tried this out and wanted to plot the results so I dumped the data to some files and used Highstock.js to render the view.

Code:

import goxapi
from goxapi import OHLCV
import datetime
import numpy as np
import talib
import json

class OHLCV_Encoder(json.JSONEncoder):
"""JSONEncoder for class OHLCV()"""
def default(self, obj):
if isinstance(obj, OHLCV):
return [obj.tim, obj.opn, obj.hig, obj.low, obj.cls, obj.vol]
else:
return json.JSONEncoder.default(self, obj)

class Strategy(goxapi.BaseObject):
........
........

def slot_keypress(self, gox, (key)):
if key == ord("t"):
"""testing talib"""
candles = []

for c in reversed(self.gox.history.candles):
candles.append(
OHLCV(
# fix time for HighStock.js JSON import
c.tim * 1000,
# adjust values to be human readable
goxapi.int2float(c.opn, self.gox.currency),
goxapi.int2float(c.hig, self.gox.currency),
goxapi.int2float(c.low, self.gox.currency),
goxapi.int2float(c.cls, self.gox.currency),
goxapi.int2float(c.vol, "BTC")
)
)

self.debug("Test history with %d candles" % len(candles))

rng = range(len(candles))
iterable = (candles[i].cls for i in rng)
a_cls = np.fromiter(iterable, np.float)

iterable = (candles[i].tim for i in rng)
a_tim = np.fromiter(iterable, np.int64)

a_sma = talib.SMA(a_cls, 10)
a_wma = talib.WMA(a_cls, 25)

# create json compatible with HighStock.js
with open("talib_ohlcv.json", 'w') as outfile:
json.dump(candles, outfile, cls = OHLCV_Encoder)
with open("talib_sma.json", 'w') as outfile:
# first 10 elements contain Nan
json.dump(np.dstack((a_tim[10:], a_sma[10:])).tolist()[0], outfile)
with open("talib_wma.json", 'w') as outfile:
# first 25 elements contain Nan
json.dump(np.dstack((a_tim[25:], a_wma[25:])).tolist()[0], outfile)

with

Code:

BTC Highstock - Goxtool/TA-Lib

Serve index.html up with

Code:

python -m SimpleHTTPServer 8080

EDIT: Using close instead of open for EMAs and added python server example