added import notebook, started working on conventer

market_trade/notebooks/autogen/Make unified candlesticks data import.py

@@ -0,0 +1,53 @@
+#!/usr/bin/env python
+# coding: utf-8
+
+# Let's try to get filepath of any candlesticks file.
+
+# In[2]:
+
+
+import market_trade.constants
+
+candlesticks_filepaths = [filepath for filepath in market_trade.constants.CANDLESTICK_DATASETS_PATH.iterdir()]
+candlesticks_filepath = candlesticks_filepaths[0]
+candlesticks_filepath
+
+
+# Let's import that file to pandas
+
+# In[18]:
+
+
+import pandas as pd
+
+# we set two rows as multiheader, and parse dates in index
+candlesticks_df = pd.read_csv(candlesticks_filepath,index_col=0, header=[0,1], parse_dates=True)
+candlesticks_df['date'] = candlesticks_df.index 
+candlesticks_df.reset_index(inplace=True, drop=True)
+ask_candlesticks_df = candlesticks_df['ask']
+ask_candlesticks_df.head()
+
+
+# Everything imported beatifully.
+
+# In[17]:
+
+
+"""
+extract from test signal file
+"""
+import market_trade.signals.Signal1
+
+
+ind_params = {'MeanType': 'SMA', 'window': 5, 'valueType': 'low', 'kDev': 2}
+# df_candle[:3000],ind_params,True,False,True
+# window 5..100 (5) | valueType: 'open', 'low' | 'kdev' : 1..4 (0.1)
+indEl1 = {
+    'df': ask_candlesticks_df[:3000],
+    'params': ind_params,
+    'needFig': False,
+    'showOnlyIndex': False,
+    'drawFig': True
+}
+a = market_trade.signals.Signal1.SignalBollingerBands1({'BB': indEl1})
+