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Merge pull request #575 from DanielGoldfarb/pnf
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Rewrite (fix/correct) Point and Figure algorithm for #568
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DanielGoldfarb authored Dec 8, 2022
2 parents ca994ab + cdffa76 commit e0eaa07
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206 changes: 206 additions & 0 deletions examples/scratch_pad/issues/issue568.csv
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Date,Open,High,Low,Close,Volume
3-Jan-22,17625.70,17625.70,17625.70,17625.70,16181
4-Jan-22,17805.25,17805.25,17805.25,17805.25,18604
5-Jan-22,17925.25,17925.25,17925.25,17925.25,23737
6-Jan-22,17745.90,17745.90,17745.90,17745.90,22644
7-Jan-22,17812.70,17812.70,17812.70,17812.70,21448
10-Jan-22,18003.30,18003.30,18003.30,18003.30,20854
11-Jan-22,18055.75,18055.75,18055.75,18055.75,20781
12-Jan-22,18212.35,18212.35,18212.35,18212.35,22299
13-Jan-22,18257.80,18257.80,18257.80,18257.80,28671
14-Jan-22,18255.75,18255.75,18255.75,18255.75,21025
17-Jan-22,18308.10,18308.10,18308.10,18308.10,23859
18-Jan-22,18113.05,18113.05,18113.05,18113.05,20853
19-Jan-22,17938.40,17938.40,17938.40,17938.40,25310
20-Jan-22,17757.00,17757.00,17757.00,17757.00,25863
21-Jan-22,17617.15,17617.15,17617.15,17617.15,25942
24-Jan-22,17149.10,17149.10,17149.10,17149.10,28388
25-Jan-22,17277.95,17277.95,17277.95,17277.95,31344
27-Jan-22,17110.15,17110.15,17110.15,17110.15,36297
28-Jan-22,17101.95,17101.95,17101.95,17101.95,29800
31-Jan-22,17339.85,17339.85,17339.85,17339.85,25474
1-Feb-22,17576.85,17576.85,17576.85,17576.85,30034
2-Feb-22,17780.00,17780.00,17780.00,17780.00,23612
3-Feb-22,17560.20,17560.20,17560.20,17560.20,20373
4-Feb-22,17516.30,17516.30,17516.30,17516.30,20652
7-Feb-22,17213.60,17213.60,17213.60,17213.60,21925
8-Feb-22,17266.75,17266.75,17266.75,17266.75,23846
9-Feb-22,17463.80,17463.80,17463.80,17463.80,19328
10-Feb-22,17605.85,17605.85,17605.85,17605.85,22211
11-Feb-22,17374.75,17374.75,17374.75,17374.75,23231
14-Feb-22,16842.80,16842.80,16842.80,16842.80,24976
15-Feb-22,17352.45,17352.45,17352.45,17352.45,24766
16-Feb-22,17322.20,17322.20,17322.20,17322.20,21128
17-Feb-22,17304.60,17304.60,17304.60,17304.60,19381
18-Feb-22,17276.30,17276.30,17276.30,17276.30,16127
21-Feb-22,17206.65,17206.65,17206.65,17206.65,18726
22-Feb-22,17092.20,17092.20,17092.20,17092.20,24041
23-Feb-22,17063.25,17063.25,17063.25,17063.25,17662
24-Feb-22,16247.95,16247.95,16247.95,16247.95,36651
25-Feb-22,16658.40,16658.40,16658.40,16658.40,25744
28-Feb-22,16793.90,16793.90,16793.90,16793.90,33832
2-Mar-22,16605.95,16605.95,16605.95,16605.95,39407
3-Mar-22,16498.05,16498.05,16498.05,16498.05,31413
4-Mar-22,16245.35,16245.35,16245.35,16245.35,34821
7-Mar-22,15863.15,15863.15,15863.15,15863.15,38039
8-Mar-22,16013.45,16013.45,16013.45,16013.45,38704
9-Mar-22,16345.35,16345.35,16345.35,16345.35,35329
10-Mar-22,16594.90,16594.90,16594.90,16594.90,35514
11-Mar-22,16630.45,16630.45,16630.45,16630.45,24720
14-Mar-22,16871.30,16871.30,16871.30,16871.30,23824
15-Mar-22,16663.00,16663.00,16663.00,16663.00,29731
16-Mar-22,16975.35,16975.35,16975.35,16975.35,21361
17-Mar-22,17287.05,17287.05,17287.05,17287.05,35367
21-Mar-22,17117.60,17117.60,17117.60,17117.60,22886
22-Mar-22,17315.50,17315.50,17315.50,17315.50,27348
23-Mar-22,17245.65,17245.65,17245.65,17245.65,24705
24-Mar-22,17222.75,17222.75,17222.75,17222.75,25012
25-Mar-22,17153.00,17153.00,17153.00,17153.00,20031
28-Mar-22,17222.00,17222.00,17222.00,17222.00,19976
29-Mar-22,17325.30,17325.30,17325.30,17325.30,20306
30-Mar-22,17498.25,17498.25,17498.25,17498.25,28907
31-Mar-22,17464.75,17464.75,17464.75,17464.75,24032
1-Apr-22,17670.45,17670.45,17670.45,17670.45,21132
4-Apr-22,18053.40,18053.40,18053.40,18053.40,38624
5-Apr-22,17957.40,17957.40,17957.40,17957.40,25097
6-Apr-22,17807.65,17807.65,17807.65,17807.65,24252
7-Apr-22,17639.55,17639.55,17639.55,17639.55,26237
8-Apr-22,17784.35,17784.35,17784.35,17784.35,25608
11-Apr-22,17674.95,17674.95,17674.95,17674.95,21002
12-Apr-22,17530.30,17530.30,17530.30,17530.30,23959
13-Apr-22,17475.65,17475.65,17475.65,17475.65,20230
18-Apr-22,17173.65,17173.65,17173.65,17173.65,30155
19-Apr-22,16958.65,16958.65,16958.65,16958.65,35467
20-Apr-22,17136.55,17136.55,17136.55,17136.55,25972
21-Apr-22,17392.60,17392.60,17392.60,17392.60,25000
22-Apr-22,17171.95,17171.95,17171.95,17171.95,23372
25-Apr-22,16953.95,16953.95,16953.95,16953.95,22700
26-Apr-22,17200.80,17200.80,17200.80,17200.80,22080
27-Apr-22,17038.40,17038.40,17038.40,17038.40,25374
28-Apr-22,17245.05,17245.05,17245.05,17245.05,28489
29-Apr-22,17102.55,17102.55,17102.55,17102.55,29583
2-May-22,17069.10,17069.10,17069.10,17069.10,21223
4-May-22,16677.60,16677.60,16677.60,16677.60,27406
5-May-22,16682.65,16682.65,16682.65,16682.65,21793
6-May-22,16411.25,16411.25,16411.25,16411.25,25473
9-May-22,16301.85,16301.85,16301.85,16301.85,23275
10-May-22,16240.05,16240.05,16240.05,16240.05,22685
11-May-22,16167.10,16167.10,16167.10,16167.10,22994
12-May-22,15808.00,15808.00,15808.00,15808.00,25352
13-May-22,15782.15,15782.15,15782.15,15782.15,27454
16-May-22,15842.30,15842.30,15842.30,15842.30,17852
17-May-22,16259.30,16259.30,16259.30,16259.30,22783
18-May-22,16240.30,16240.30,16240.30,16240.30,23890
19-May-22,15809.40,15809.40,15809.40,15809.40,24341
20-May-22,16266.15,16266.15,16266.15,16266.15,22807
23-May-22,16214.70,16214.70,16214.70,16214.70,25111
24-May-22,16125.15,16125.15,16125.15,16125.15,21896
25-May-22,16025.80,16025.80,16025.80,16025.80,21400
26-May-22,16170.15,16170.15,16170.15,16170.15,27721
27-May-22,16352.45,16352.45,16352.45,16352.45,21342
30-May-22,16661.40,16661.40,16661.40,16661.40,21217
31-May-22,16584.55,16584.55,16584.55,16584.55,52929
1-Jun-22,16522.75,16522.75,16522.75,16522.75,19350
2-Jun-22,16628.00,16628.00,16628.00,16628.00,20056
3-Jun-22,16584.30,16584.30,16584.30,16584.30,22249
6-Jun-22,16569.55,16569.55,16569.55,16569.55,17999
7-Jun-22,16416.35,16416.35,16416.35,16416.35,17922
8-Jun-22,16356.25,16356.25,16356.25,16356.25,18336
9-Jun-22,16478.10,16478.10,16478.10,16478.10,16722
10-Jun-22,16201.80,16201.80,16201.80,16201.80,18388
13-Jun-22,15774.40,15774.40,15774.40,15774.40,20003
14-Jun-22,15732.10,15732.10,15732.10,15732.10,19825
15-Jun-22,15692.15,15692.15,15692.15,15692.15,16063
16-Jun-22,15360.60,15360.60,15360.60,15360.60,21383
17-Jun-22,15293.50,15293.50,15293.50,15293.50,29074
20-Jun-22,15350.15,15350.15,15350.15,15350.15,18532
21-Jun-22,15638.80,15638.80,15638.80,15638.80,18934
22-Jun-22,15413.30,15413.30,15413.30,15413.30,16817
23-Jun-22,15556.65,15556.65,15556.65,15556.65,21722
24-Jun-22,15699.25,15699.25,15699.25,15699.25,18260
27-Jun-22,15832.05,15832.05,15832.05,15832.05,17770
28-Jun-22,15850.20,15850.20,15850.20,15850.20,18420
29-Jun-22,15799.10,15799.10,15799.10,15799.10,22529
30-Jun-22,15780.25,15780.25,15780.25,15780.25,23971
1-Jul-22,15752.05,15752.05,15752.05,15752.05,25892
4-Jul-22,15835.35,15835.35,15835.35,15835.35,19875
5-Jul-22,15810.85,15810.85,15810.85,15810.85,19130
6-Jul-22,15989.80,15989.80,15989.80,15989.80,22837
7-Jul-22,16132.90,16132.90,16132.90,16132.90,21465
8-Jul-22,16220.60,16220.60,16220.60,16220.60,20991
11-Jul-22,16216.00,16216.00,16216.00,16216.00,20241
12-Jul-22,16058.30,16058.30,16058.30,16058.30,16043
13-Jul-22,15966.65,15966.65,15966.65,15966.65,19650
14-Jul-22,15938.65,15938.65,15938.65,15938.65,18859
15-Jul-22,16049.20,16049.20,16049.20,16049.20,17031
18-Jul-22,16278.50,16278.50,16278.50,16278.50,19421
19-Jul-22,16340.55,16340.55,16340.55,16340.55,18069
20-Jul-22,16520.85,16520.85,16520.85,16520.85,22062
21-Jul-22,16605.25,16605.25,16605.25,16605.25,20603
22-Jul-22,16719.45,16719.45,16719.45,16719.45,18600
25-Jul-22,16631.00,16631.00,16631.00,16631.00,19384
26-Jul-22,16483.85,16483.85,16483.85,16483.85,20088
27-Jul-22,16641.80,16641.80,16641.80,16641.80,17608
28-Jul-22,16929.60,16929.60,16929.60,16929.60,26674
29-Jul-22,17158.25,17158.25,17158.25,17158.25,28241
1-Aug-22,17340.05,17340.05,17340.05,17340.05,23221
2-Aug-22,17345.45,17345.45,17345.45,17345.45,22577
3-Aug-22,17388.15,17388.15,17388.15,17388.15,20842
4-Aug-22,17382.00,17382.00,17382.00,17382.00,21848
5-Aug-22,17397.50,17397.50,17397.50,17397.50,20013
8-Aug-22,17525.10,17525.10,17525.10,17525.10,18475
10-Aug-22,17534.75,17534.75,17534.75,17534.75,21952
11-Aug-22,17659.00,17659.00,17659.00,17659.00,20477
12-Aug-22,17698.15,17698.15,17698.15,17698.15,18422
16-Aug-22,17825.25,17825.25,17825.25,17825.25,18495
17-Aug-22,17944.25,17944.25,17944.25,17944.25,21210
18-Aug-22,17956.50,17956.50,17956.50,17956.50,18442
19-Aug-22,17758.45,17758.45,17758.45,17758.45,21532
22-Aug-22,17490.70,17490.70,17490.70,17490.70,19605
23-Aug-22,17577.50,17577.50,17577.50,17577.50,20366
24-Aug-22,17604.95,17604.95,17604.95,17604.95,17820
25-Aug-22,17522.45,17522.45,17522.45,17522.45,17567
26-Aug-22,17558.90,17558.90,17558.90,17558.90,17501
29-Aug-22,17312.90,17312.90,17312.90,17312.90,19352
30-Aug-22,17759.30,17759.30,17759.30,17759.30,26284
1-Sep-22,17542.80,17542.80,17542.80,17542.80,26814
2-Sep-22,17539.45,17539.45,17539.45,17539.45,19549
5-Sep-22,17665.80,17665.80,17665.80,17665.80,17011
6-Sep-22,17655.60,17655.60,17655.60,17655.60,17521
7-Sep-22,17624.40,17624.40,17624.40,17624.40,25420
8-Sep-22,17798.75,17798.75,17798.75,17798.75,19925
9-Sep-22,17833.35,17833.35,17833.35,17833.35,20564
12-Sep-22,17936.35,17936.35,17936.35,17936.35,17648
13-Sep-22,18070.05,18070.05,18070.05,18070.05,21039
14-Sep-22,18003.75,18003.75,18003.75,18003.75,26612
15-Sep-22,17877.40,17877.40,17877.40,17877.40,22008
16-Sep-22,17530.85,17530.85,17530.85,17530.85,36014
19-Sep-22,17622.25,17622.25,17622.25,17622.25,19549
20-Sep-22,17816.25,17816.25,17816.25,17816.25,20457
21-Sep-22,17718.35,17718.35,17718.35,17718.35,19817
22-Sep-22,17629.80,17629.80,17629.80,17629.80,21304
23-Sep-22,17327.35,17327.35,17327.35,17327.35,23751
26-Sep-22,17016.30,17016.30,17016.30,17016.30,27533
27-Sep-22,17007.40,17007.40,17007.40,17007.40,22713
28-Sep-22,16858.60,16858.60,16858.60,16858.60,21401
29-Sep-22,16818.10,16818.10,16818.10,16818.10,24759
30-Sep-22,17094.35,17094.35,17094.35,17094.35,26206
3-Oct-22,16887.35,16887.35,16887.35,16887.35,21861
4-Oct-22,17274.30,17274.30,17274.30,17274.30,18480
6-Oct-22,17331.80,17331.80,17331.80,17331.80,20404
7-Oct-22,17314.65,17314.65,17314.65,17314.65,17043
10-Oct-22,17241.00,17241.00,17241.00,17241.00,16221
11-Oct-22,16983.55,16983.55,16983.55,16983.55,22178
12-Oct-22,17123.60,17123.60,17123.60,17123.60,18098
13-Oct-22,17014.35,17014.35,17014.35,17014.35,18190
14-Oct-22,17185.70,17185.70,17185.70,17185.70,17813
17-Oct-22,17311.80,17311.80,17311.80,17311.80,16888
18-Oct-22,17486.95,17486.95,17486.95,17486.95,18225
19-Oct-22,17512.25,17512.25,17512.25,17512.25,17201
20-Oct-22,17563.95,17563.95,17563.95,17563.95,18346
21-Oct-22,17576.30,17576.30,17576.30,17576.30,23547
24-Oct-22,17730.75,17730.75,17730.75,17730.75,3772
25-Oct-22,17656.35,17656.35,17656.35,17656.35,20338
27-Oct-22,17736.95,17736.95,17736.95,17736.95,24166
28-Oct-22,17786.80,17786.80,17786.80,17786.80,19100
31-Oct-22,18012.20,18012.20,18012.20,18012.20,19846
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