moved things to a new place !

market_trade/core/decisionManager.py

@@ -0,0 +1,116 @@
+import pandas as pd
+import datetime
+import numpy as np
+
+import pickle
+from signals import *
+from dealManager import *
+from trandeVoter import *
+from riskManager import riskManager
+
+
+class decsionManager():
+
+    
+    def __init__(self,name):
+        self.name = name
+        self.RM = riskManager()
+        self.DM = DealManager()
+        self.TV = trandeVoter(name)
+        self.SA = signalAgrigator()
+        pass
+    
+    #вытащенный из signalAgrigator метод теста для сигналов
+    def getSignalTest(self,data: pd.DataFrame(),reqSig: dict, batchSize=30, dataType='candel') -> dict:
+        
+        self.SA.mode = 'retroFast'
+        t.SA.createSingnalInstances(
+            data = data,
+            dictAgrigSignal = reqSig,
+            dataType='candel',
+            batchSize=30
+        )
+        ans = t.SA.getAns(data)
+        return ans
+    
+    #метод для генерации матрицы вероятностей.
+    def generateMatrixProbability(self, 
+                                  data: pd.DataFrame(),
+                                  reqSig: dict, 
+                                  target: str, 
+                                  batchSize=30, 
+                                  #dataType='candel'
+                                 ):
+        data=data.reset_index(drop=True)
+        
+        t.SA.createSingnalInstances(
+            data = data,
+            dictAgrigSignal = reqSig,
+            dataType='candel',
+            batchSize=batchSize
+        )
+        self.TV.createMatrixAmounts(reqSig.keys())
+        for i in range(data.shape[0]-batchSize-1):
+            sigAns=self.SA.getAns(data[i:i+batchSize])
+            rightAns=self.getRetroStepAns(data[target][i],data[target][i+1])
+            self.TV.setDecisionBySignals(self.KostilEbaniy(sigAns),rightAns)
+        self.TV.generateMatrixProbability()
+    
+    #без коментариев блять
+    def KostilEbaniy(self,d):
+        ans={}
+        for i in d.keys():
+            if d[i] == 0:
+                ans[i] = 'none'
+            elif d[i] == 1:
+                ans[i] = 'up'
+            elif d[i] == -1:
+                ans[i] = 'down'
+        return ans
+    
+    #тож понятная хуита
+    def getRetroStepAns(self, value1,value2):
+        
+        if value1 == value2:
+            ans = 'none'
+        elif value1 < value2:
+            ans = 'up'
+        else:
+            ans = 'down'
+        return ans
+        
+    #метод для онлай получения решения по сигналу
+    def getSignal(self,data: pd.DataFrame(),reqSig: dict, dataType='candel') -> dict:
+        data=data.reset_index(drop=True)
+        self.SA.mode = 'online'
+        t.SA.createSingnalInstances(
+            data = data,
+            dictAgrigSignal = reqSig,
+            dataType='candel',
+            batchSize=30
+        )
+        ans = t.SA.getAns(data)
+        return ans        
+    
+    
+    #Создание сигналов. Вызывать перед getOnlineAns
+    def crateSignals(self,data: pd.DataFrame(),reqSig: dict, dataType='candel'):
+        data=data.reset_index(drop=True)
+        self.SA.mode = 'online'
+        t.SA.createSingnalInstances(
+            data = data,
+            dictAgrigSignal = reqSig,
+            dataType='candel',
+            batchSize=30
+        )
+        
+    
+    def getOnlineAns(self,data: pd.DataFrame(),price):
+        sigAns = self.SA.getAns(data)
+        prob = self.TV.getDecisionBySignals(sigAns)
+        ans = self.RM.getDecision(sigAns,prob,price)
+        return ans
+        
+        
+        
+