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hydra's Introduction

Scalene w/html outputs

poetry run scalene --html --outfile scalene.html <filename>

Recursive folder comparison

# Compares existence and hash
diff -qr enviroem enviroemOneRun

# Compares file sizes too
diff -y <(cd enviroem && du -a | awk '{ print $2 " " $1}' | sort -k1) <(cd enviroemOneRun && du -a | awk '{ print $2 " " $1}' | sort -k1)

DF Comparison

import pandas as pd
from pathlib import Path

pd.set_option('display.max_columns', None)
pd.set_option('display.max_rows', None)

def parse(output):
    split = output.split()
    file1 = outputDir / split[1]
    file2 = outputDir / split[3]
    return pd.read_parquet(file1).sort_index(), pd.read_parquet(file2).sort_index()

def compareDfs(args):
    (df1, df2) = args
    return df1.compare(df2)

outputDir = Path('./output')

string = "Files enviro-chunky-7/year=2017/month=9/day=9/96.xtrp.parq and enviro-origin-7/year=2017/month=9/day=9/96.xtrp.parq differ"

df1, df2 = parse(string)
res = compareDfs((df1, df2))

Write to terminal & log file /home/larry/.cache/pypoetry/virtualenvs/hydra-Qraj0X5q-py3.8/bin/python -u /home/larry/Projects/hydra/hydra/EminemChunked.py ray 2>&1 | tee chunky-90-365.log

hydra's People

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hydra's Issues

lets simulate bom boum bum

  • Preprocess price graphs for each indicator
  • pick arbitrary start time to simulate passage of time & buy/sell trades
  • Enact strategy for buy/sell based on past price graph
  • Basic Strategy to start: Finding best performing indicator in the past X minutes (e.g. 60) from indicator that have at least Y buy/sell signals during that time period

Details: 1;
Count # entries/exits in range to constrain combinations
Determine number of possible combinations to figure out whether the set of potential combinations need to be constrained further
Count # buy/sells for each indicator parameter combination to further constrain based on # of cycles
Determine %increase or decrease from each buy/sell combination
Compare the multiplication of the %I/D numbers
Set indicator to trade using best indicator parameters based on last line
Move range up one timepoint, throw out %I/D where buy times out (store buy time with %I/D), check for new buy/sell combinations and recalculate to compare again

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