diff --git a/src/auxiliary_functions.py b/src/auxiliary_functions.py index 9b57ae2..9d416d7 100644 --- a/src/auxiliary_functions.py +++ b/src/auxiliary_functions.py @@ -255,7 +255,6 @@ def find_spread(mid_price,a_PNLTICK,a_TICKSIZE, b_PNLTICK,b_TICKSIZE): try: spread[i+1] = (((a_series[i+1] - a_series[i])*atick) - ((b_series[i+1] - b_series[i])*btick)) +spread[i] except: - print("haata") pass #return pd.np.trim_zeros(pd.Series(data=spread,index=a_series.index,name='spread')) return pd.Series(data=spread,index=a_series.index,name='spread') diff --git a/src/condition.py b/src/condition.py index 8a55c27..cc61cbd 100644 --- a/src/condition.py +++ b/src/condition.py @@ -6,6 +6,7 @@ import pandas as pd from datetime import time +import src.daily_data as dt # In[ ]: @@ -43,7 +44,7 @@ def get_conditon(df_line, min_duration=None, min_amplitude=None): else: return False else: - if df_line['duration'] <= min_duration and abs(df_line['amplitude']) <= min_amplitude: + if df_line['duration'] <= min_duration and abs(df_line['amplitude']) <= abs(min_amplitude): return True else: return False @@ -52,7 +53,7 @@ def get_conditon(df_line, min_duration=None, min_amplitude=None): # In[3]: -def _conditionally_scan(df,min_dur,min_amp=None): +def _conditionally_scan(df,medyan): """Bir dataframe'i verilen koşullara göre yeniden düzenler. Parameters: df (dataframe): pd.Dataframe nesnesi @@ -67,6 +68,8 @@ def _conditionally_scan(df,min_dur,min_amp=None): koşulu sağlayıp sağlamadığını kontrol eder. Sağlanıyorsa aynı işlem devam eder. Sağlanmıyorsa veriler kaydedilerek bir sonraki dalga için işlemler tekrar yapılır ve diğer dalga hesaplanır. """ + min_dur = None + min_amp=None df=df[['duration','amplitude']].dropna() index = 0 cout = 1 @@ -78,18 +81,19 @@ def _conditionally_scan(df,min_dur,min_amp=None): first = True second = True while(cout0],'negative':df[df['amplitude']<0]} \ No newline at end of file + return {'pozitive':df[df['amplitude']>0].median(),'negative':df[df['amplitude']<0].median()} \ No newline at end of file