コード例 #1
0
ファイル: dataSMA.php プロジェクト: panbognot/stana
function getSMA($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $samplePeriod = 15, $enSignals = false, $enJsonEncode = "false", $host, $db, $user, $pass)
{
    $dbreturn = getSMA_sub_real($company, $from, $to, $dataorg, $samplePeriod, $enSignals, $host, $db, $user, $pass);
    if ($dataorg == "json") {
        $sma = codesword_sma($dbreturn, $samplePeriod);
    } elseif ($dataorg == "highchart") {
        $sma = codesword_sma($dbreturn, $samplePeriod);
    } elseif ($dataorg == "array") {
        //TODO: create code for organizing an array data output
    } else {
        //json
        $sma = codesword_sma($dbreturn, $samplePeriod);
    }
    if ($enSignals) {
        $buysellSignals = codesword_smaBuySellSignal($dbreturn, $sma);
    } else {
        $buysellSignals = 0;
    }
    if ($enJsonEncode) {
        $allData = [];
        $allData[0] = $sma;
        $allData[1] = $buysellSignals;
        echo json_encode($allData);
    } else {
        return $sma;
    }
}
コード例 #2
0
function getSMAentryATRstop($company, $from = "1900-01-01 00:00:00", $to = null, $dataorg = "json", $samplePeriod = 15, $enSignals = false, $enJsonEncode = "false", $enProfitComputation = true, $host, $db, $user, $pass)
{
    // TODO: Get OHLC data
    $intervalPeriod = $samplePeriod * 1.5;
    //from date has to be adjusted for the bollinger bands
    $date = date_create($from);
    date_add($date, date_interval_create_from_date_string("-{$intervalPeriod} days"));
    $fromAdjusted = date_format($date, "Y-m-d");
    $dataOhlc = [];
    //OHLC data format [timestamp,open,high,low,close,volume]
    if ($dataorg == "highchart") {
        $dataOhlc = getOHLC($company, $fromAdjusted, $to, "array2", $host, $db, $user, $pass);
    } else {
        $dataOhlc = getOHLC($company, $fromAdjusted, $to, "array", $host, $db, $user, $pass);
    }
    //Return if $dataOhlc is null
    if ($dataOhlc == [] || $dataOhlc == 0) {
        return 0;
    }
    //Tailor data for the SMA input
    //Input for SMA functions should be [timestamp,close]
    $ctr = 0;
    $dataOhlcForSMA = [];
    foreach ((array) $dataOhlc as $ohlc) {
        $dataOhlcForSMA[$ctr][0] = $ohlc[0];
        //timestamp
        $dataOhlcForSMA[$ctr++][1] = $ohlc[4];
        //close
    }
    //Get SMA Signal
    $sma = codesword_sma($dataOhlcForSMA, $samplePeriod);
    //Get SMA Buy Signals
    $smaBuy = [];
    $ctrBuy = 0;
    $buysellSignals = codesword_smaBuySellSignal($dataOhlcForSMA, $sma);
    foreach ($buysellSignals as $signal) {
        if ($signal[1] == "buy") {
            $smaBuy[$ctrBuy++] = $signal;
        }
    }
    // echo json_encode($smaBuy);
    //Tailor data for the ATR input
    $ctr = 0;
    $dataOhlcForATR = [];
    foreach ((array) $dataOhlc as $ohlc) {
        $dataOhlcForATR[$ctr][0] = $ohlc[0];
        //timestamp
        $dataOhlcForATR[$ctr][1] = $ohlc[2];
        //high
        $dataOhlcForATR[$ctr][2] = $ohlc[3];
        //low
        $dataOhlcForATR[$ctr][3] = $ohlc[4];
        //close
        $ctr = $ctr + 1;
    }
    // echo json_encode($dataOhlcForATR);
    // Compute the ATR
    $atr = codesword_atr($dataOhlcForATR);
    // echo json_encode($atr);
    // TODO: Get ATR Stop/Sell Signals
    //		the stop signal is based on the entry price that we'll get from
    //		the SMA Buy Signal
    // Inputs:
    //		1. Data OHLC for ATR 	(ts,open,high,low,close)
    //		2. SMA Buy Signals 		(ts, buy)
    //		3. ATR Values 			(ts, atr)
    $smaEntryAtrStopSignals = codesword_smaEntryATRstopTradeDetector($company, $dataOhlc, $smaBuy, $atr, 2, 4, $enProfitComputation);
}