auto Debug.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "%load_ext autoreload\n",
    "%autoreload 2"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[Data][pricevolume]/home/fbillion/15min/\n"
     ]
    }
   ],
   "source": [
    "from data.pricevolume import PriceVolume\n",
    "pv = PriceVolume(path='/home/fbillion/15min/')\n",
    "pv.build()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array([[        nan,         nan,         nan, ...,         nan,\n",
       "                nan,         nan],\n",
       "       [        nan,         nan,         nan, ...,         nan,\n",
       "                nan,         nan],\n",
       "       [        nan,         nan,         nan, ...,         nan,\n",
       "                nan,         nan],\n",
       "       ...,\n",
       "       [ 0.12637324, -0.09022212,  0.1185547 , ...,  0.35649496,\n",
       "        -0.17868586,  0.04767078],\n",
       "       [ 0.12483574, -0.08954398,  0.11634283, ...,  0.35150172,\n",
       "        -0.17126657,  0.04419479],\n",
       "       [ 0.1231789 , -0.08879121,  0.11399661, ...,  0.34618536,\n",
       "        -0.16360048,  0.04062851]])"
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from operators import *\n",
    "a= linearreg_angle(hhv(pv.VWAP,100),100)\n",
    "a"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(1800, 500)"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pv.HighestPrice.shape"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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