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strategies.py
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strategies.py
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class Strategies:
def __init__(self, prices, period):
self.extracted_lst = None
self.min_points = None
self.max_points = None
self.prices = prices
self.period = period
self.prices_length = len(self.prices)
def find_max_in_period(self):
self.max_points = []
curr_period = 0
while curr_period + self.period < self.prices_length:
curr_lst = self.prices[curr_period:curr_period + self.period]
max_price = max(curr_lst)
for i in curr_lst:
if i == max_price:
self.max_points.append(i)
else:
self.max_points.append(None)
curr_period += self.period
def find_min_in_period(self):
self.min_points = []
curr_period = 0
while curr_period + self.period < self.prices_length:
curr_lst = self.prices[curr_period:curr_period + self.period]
min_price = min(curr_lst)
for i in curr_lst:
if i == min_price:
self.min_points.append(i)
else:
self.min_points.append(None)
curr_period += self.period
def extract_min_max(self):
self.extracted_lst = []
self.find_min_in_period()
self.find_max_in_period()
length = len(self.max_points)
for i in range(length):
if self.min_points[i] is not None:
self.extracted_lst.append(self.min_points[i])
elif self.max_points[i] is not None:
self.extracted_lst.append(self.max_points[i])
def find_head_shoulders_pattern(self):
length = len(self.extracted_lst)
if length >= 5:
if self.extracted_lst[-1] < self.extracted_lst[-2]:
return False
elif self.extracted_lst[-3] < self.extracted_lst[-1]:
return False
elif self.extracted_lst[-4] > self.extracted_lst[-1]:
return False
elif self.extracted_lst[-5] < self.extracted_lst[-4] or self.extracted_lst[-5] > self.extracted_lst[-3]:
return False
return True
def find_double_top(self):
length = len(self.extracted_lst)
if length >= 4:
if self.extracted_lst[-1] < self.extracted_lst[-2]:
return False
elif self.extracted_lst[-2] > self.extracted_lst[-3]:
return False
elif self.extracted_lst[-4] > self.extracted_lst[-3]:
return False
return True