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edbond/cdl.py

Created June 18, 2013 16:02
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Raw
cdl.py
#!/bin/python
import numpy as np
import talib
open, high, low, close = [......] # same arrays
cdl = talib.CDL3INSIDE(np.array(open), np.array(high), np.array(low), np.array(close))
print cdl
Raw
cdl.rb
require 'indicator'
o, h, l, c = [[170.12, 169.46, 168.92, 168.75, 172.27, 168.16, 167.99, 164.62, 166.44, 167.28, 172.98, 172.78, 172.06, 172.91, 170.83, 174.04, 177.99, 181.98, 185.83, 184.29, 185.19, 185.4, 187.2, 182.01, 183.87, 186.73, 186.13, 185.35, 181.41, 186.2, 187.74, 189.76, 190.66, 188.97, 191.02, 190.63, 192.25, 189.63, 189.35, 187.85, 200.6, 199.52, 204.7, 205.7, 203.67, 201.66, 197.71, 195.0, 196.06, 189.8, 187.85, 190.73, 192.4, 192.51, 196.94, 201.02, 204.56, 203.14, 202.87, 205.48, 206.08, 206.54, 204.61, 199.15, 203.0, 205.33, 205.4, 199.22, 201.11, 202.24, 198.96, 197.42, 199.7, 193.32, 189.36, 191.28, 199.5, 197.78, 195.37, 195.83, 195.1, 194.26, 193.17, 196.05, 199.44, 201.2, 203.55, 211.72, 212.63, 208.83, 213.13, 213.43, 214.6, 214.38, 211.75, 210.3, 212.8, 209.19, 207.87, 210.11, 210.93, 208.33, 214.91, 212.08, 206.78, 202.51, 205.95, 206.85, 204.93, 201.08, 192.37, 195.91, 195.17, 196.73, 192.63, 195.69, 196.42, 195.89, 194.88, 198.11, 201.94, 204.19, 201.63, 201.86, 202.34, 200.0, 198.23, 197.38, 202.38, 205.75, 209.93, 208.94, 209.28, 214.94, 220.01, 218.31, 223.83, 223.91, 227.37, 225.38, 224.18, 224.9, 224.1, 224.79, 220.47, 225.64, 227.64, 230.92, 228.95, 233.0, 236.6, 235.49, 237.41, 234.98, 238.2, 239.55, 240.44, 241.43, 242.2, 241.86, 245.28, 245.78, 248.57, 247.03, 248.54, 258.8, 258.24, 267.99, 271.88, 267.27, 263.25, 263.02, 269.31, 263.84, 262.89, 253.03, 253.83, 243.71, 250.25, 251.84, 259.24, 263.22, 255.16, 254.7, 256.98, 249.5, 241.88, 232.82, 247.28, 239.35, 250.08, 250.6, 259.39, 259.69, 264.54, 265.18, 258.21, 258.29, 253.24, 251.47, 244.84, 248.23, 255.96, 255.64, 261.1, 270.6, 272.25, 277.69, 272.16, 274.58, 271.0, 270.06, 266.93, 264.12, 256.71, 254.3, 250.49, 251.0, 250.49, 262.48, 256.89, 258.53, 256.32, 249.38, 248.23, 253.18, 249.88, 242.9, 265.09, 257.68, 257.09, 260.0, 260.87, 263.67, 260.71, 255.89, 260.44, 261.01, 262.84, 261.73, 259.78, 261.48, 259.85, 255.4, 246.69, 251.65, 247.58, 250.08, 252.36, 252.84, 249.39, 251.79, 242.67, 238.04, 245.45, 241.75, 240.76, 241.85, 247.47, 251.26, 255.09, 256.64, 259.78, 265.04, 263.19, 265.82, 266.21, 268.17, 270.24, 277.69, 276.08, 283.86, 282.71, 286.33, 292.1, 293.98, 291.77, 287.23, 289.0, 286.15, 281.6, 282.0, 289.59, 290.34, 291.71, 294.74, 295.41, 300.2, 301.69, 307.44, 318.47, 303.4, 309.0, 312.36, 309.07, 309.09, 306.87, 307.65, 307.95, 304.23, 302.22, 307.0, 311.37, 315.45, 317.99, 317.2, 321.05, 316.64, 315.0, 316.0, 308.46, 305.72, 301.2, 305.2, 307.97, 306.68, 310.45, 312.0, 313.74, 315.5, 313.54, 315.27, 317.53, 317.01, 318.64, 323.8, 319.63, 322.13, 319.65, 324.37, 321.73, 320.0, 321.09, 321.63, 321.6, 323.0, 324.36, 325.0, 322.85, 325.91, 326.22, 325.48, 322.95, 325.64, 332.44, 329.55, 334.72, 333.99, 338.83, 344.88, 343.25, 345.16, 345.89, 329.52, 348.35, 336.43, 333.77, 326.87, 336.33, 342.96, 343.78, 344.17, 335.8, 341.3, 344.45, 343.8, 343.64, 347.89, 353.68, 355.19, 357.39, 354.75, 356.79, 359.19, 360.8, 357.25, 358.71, 342.15, 338.77, 344.02, 345.26, 351.24, 355.47, 349.96, 357.19, 360.07, 361.4, 354.91, 354.69, 349.12, 345.33, 353.18, 342.1, 342.0, 336.83, 337.13, 335.99, 342.56, 339.28, 341.85, 348.07, 353.15, 347.66, 350.64, 346.36, 351.11, 344.31, 336.99, 341.22, 338.1, 339.92, 334.06, 330.49, 335.02, 334.8, 333.3, 326.1, 333.1, 343.51, 355.0, 350.34, 353.62, 352.24, 346.19, 346.78, 349.74, 347.99, 348.26, 348.4, 349.69, 347.86, 348.89, 349.02, 346.12, 345.66, 339.2, 332.0, 336.47, 342.08, 339.56, 329.97, 335.5, 336.78, 335.97, 334.8, 341.1, 348.87, 346.5, 343.18, 345.7, 338.17, 331.78, 333.25, 330.55, 326.6, 330.0, 329.75, 326.9, 328.99, 317.36, 316.68, 325.16, 318.94, 331.37, 327.59, 333.65, 336.04, 334.7, 335.95, 343.0, 348.95, 354.67, 353.34, 356.34, 353.53, 358.33, 361.01, 361.17, 365.43, 378.0, 396.12, 386.95, 388.32, 390.35, 400.0, 400.59, 391.62, 387.64, 397.78, 397.65, 390.98, 389.41, 380.44, 361.69, 361.3, 371.15, 370.52, 378.07, 379.63, 381.52, 382.31, 370.84, 362.17, 364.51, 360.3, 373.47, 365.08, 371.17, 388.18, 388.25, 390.57, 385.82, 374.74, 367.37, 385.56, 382.4, 383.93, 373.0, 382.14, 387.02, 391.43, 395.54, 397.0, 415.25, 419.64, 401.03, 400.28, 399.86, 408.73, 400.19, 401.92, 387.12, 380.37, 374.57, 367.86, 373.33, 375.78, 379.09, 392.57, 407.34, 404.98, 416.83, 421.74, 421.76, 401.35, 400.0, 398.1, 396.18, 405.03, 401.76, 407.56, 403.0, 402.42, 397.41, 400.09, 399.07, 402.03, 399.91, 402.21, 396.97, 397.03, 386.61, 383.52, 380.8, 389.25, 383.98, 378.92, 370.4, 371.02, 374.51, 368.42, 372.35, 375.84, 381.29, 382.54, 389.83, 393.49, 392.51, 389.93, 391.45, 392.85, 391.68, 393.0, 386.7, 383.33, 380.36, 382.47, 387.76, 396.69, 397.0, 399.69, 403.1, 406.89, 403.4, 403.51, 409.4, 410.0, 414.95, 419.77, 425.5, 425.91, 422.68, 422.28, 419.7, 424.2, 426.96, 430.15, 427.49, 422.67, 425.1, 454.44, 448.36, 444.34, 445.71, 455.59, 458.41, 455.9, 457.3, 458.38, 465.25, 470.5, 480.76, 490.96, 499.53, 504.66, 514.26, 491.5, 503.11, 506.88, 513.08, 515.08, 519.67, 521.31, 527.96, 541.56, 548.17, 544.24, 545.42, 523.66, 536.8, 534.69, 544.21, 548.98, 557.54, 578.05, 599.61, 584.72, 598.37, 599.51, 602.74, 597.78, 600.49, 599.79, 606.18, 618.38, 612.78, 608.77, 601.83, 627.3, 624.35, 626.98, 626.13, 639.93, 636.2, 625.0, 624.11, 610.06, 578.94, 613.72, 600.22, 591.38, 570.61, 562.61, 615.64, 614.27, 605.07, 597.8, 584.9, 580.24, 590.5, 577.08, 561.5, 569.58, 563.7, 574.58, 565.0, 562.57, 561.45, 554.05, 545.31, 533.96, 534.5, 569.55, 557.5, 575.87, 564.59, 570.9, 569.2, 580.74, 569.16, 561.5, 561.27, 567.77, 577.29, 571.6, 587.72, 574.46, 574.52, 571.24, 571.0, 570.96, 583.4, 588.21, 585.44, 579.04, 577.3, 571.33, 575.0, 571.67, 578.0, 584.73, 594.88, 600.56, 607.09, 605.3, 617.97, 606.12, 600.24, 602.95, 605.12, 610.79, 606.59, 611.28, 613.03, 594.4, 607.38, 574.46, 579.76, 575.01, 590.92, 603.23, 615.91, 602.84, 613.63, 617.29, 622.77, 619.39, 617.85, 618.71, 623.39, 631.87, 631.3, 631.21, 640.0, 650.01, 670.82, 654.42, 666.11, 659.51, 679.99, 674.98, 675.25, 670.64, 667.25, 665.76, 675.57, 673.17, 678.05, 680.45, 665.11, 666.85, 677.37, 689.96, 699.35, 699.88, 700.26, 699.16, 702.41, 686.86, 688.26, 668.74, 664.29, 678.75, 671.16, 661.81, 664.86, 671.25, 665.2, 646.88, 638.65, 639.74, 646.5, 629.56, 632.35, 635.37, 648.87, 639.59, 631.05, 612.42, 631.0, 621.44, 620.0, 609.43, 594.88, 598.22, 595.89, 583.52, 590.23, 573.84, 560.63, 540.42, 554.15, 538.91, 545.5, 537.53, 525.2, 540.71, 571.91, 564.25, 567.17, 575.9, 589.55, 577.27, 590.22, 586.79, 593.65, 581.8, 568.91, 528.94, 553.4, 525.0, 539.77, 547.77, 531.15, 514.75, 508.93, 525.0, 531.47, 530.0, 512.47, 520.35, 519.0, 513.54, 510.29, 510.53, 553.82, 547.88, 536.97, 522.0, 529.21, 522.5, 528.55, 521.0, 502.68, 498.3, 494.64, 510.31, 498.52, 504.56, 508.81, 460.0, 451.69, 437.83, 458.5, 457.0, 456.98, 459.11, 453.91, 444.05, 456.47, 463.25, 474.0, 476.5, 479.51, 467.21, 464.52, 468.85, 461.1, 457.69, 446.0, 449.25, 453.85, 443.82, 448.43, 444.05, 438.0, 427.8, 421.48, 434.51, 424.5, 429.8, 429.75, 435.6, 428.45, 432.83, 437.93, 441.45, 459.5, 457.42, 450.22, 454.58, 464.69, 465.44, 456.46, 449.82, 441.9, 427.6, 431.37, 433.76, 424.5, 424.85, 426.36, 428.1, 433.72, 434.15, 427.0, 421.57, 420.27, 404.99, 387.97, 392.64, 403.99, 393.54, 411.23, 409.81, 420.45, 435.1, 444.46, 441.78, 451.31, 455.71, 464.97, 459.04, 459.81, 457.97, 451.51, 453.85, 439.16, 423.24, 439.05, 431.91, 438.15, 444.05, 435.95, 440.85, 449.9, 440.0, 445.65, 452.5, 450.73, 453.22, 445.65, 445.47, 436.5, 444.73, 435.74, 439.5, 432.5, 435.4], [170.71, 170.94, 169.55, 169.57, 172.49, 168.85, 170.0, 167.61, 167.1, 170.7, 173.14, 174.47, 173.25, 173.18, 173.9, 175.65, 182.75, 186.79, 186.55, 185.16, 185.38, 188.9, 187.7, 185.5, 186.68, 187.4, 186.45, 186.22, 185.94, 186.86, 190.01, 190.55, 191.45, 190.7, 191.51, 191.17, 192.32, 190.92, 190.36, 190.0, 201.75, 208.71, 207.85, 205.8, 206.75, 202.81, 198.02, 196.81, 196.8, 192.88, 189.52, 193.85, 195.0, 195.19, 201.9, 204.98, 205.0, 204.87, 204.83, 208.0, 207.44, 207.0, 204.61, 200.39, 206.0, 205.88, 205.65, 202.96, 201.68, 202.77, 201.42, 198.98, 199.88, 193.77, 192.35, 198.16, 199.7, 198.0, 197.43, 197.51, 196.5, 195.0, 195.5, 199.75, 200.85, 202.38, 209.35, 213.95, 212.72, 212.0, 213.35, 214.5, 215.59, 215.23, 212.0, 212.0, 213.0, 209.77, 210.93, 210.46, 211.6, 215.19, 215.55, 213.31, 207.5, 204.7, 213.71, 210.58, 205.5, 202.2, 196.0, 196.32, 200.2, 198.37, 196.0, 197.88, 197.5, 196.6, 199.75, 201.64, 203.69, 204.31, 203.89, 203.2, 202.5, 201.33, 201.44, 202.86, 205.17, 209.5, 210.83, 209.87, 210.92, 219.7, 220.09, 225.0, 225.48, 225.5, 227.73, 225.5, 224.98, 226.45, 225.0, 225.24, 226.0, 228.78, 230.2, 230.97, 231.95, 233.87, 237.48, 236.61, 238.73, 238.51, 240.24, 241.92, 241.54, 241.89, 243.07, 242.8, 245.81, 249.03, 251.14, 247.89, 249.25, 260.25, 266.75, 272.18, 272.46, 267.84, 264.0, 270.0, 270.57, 267.88, 263.29, 258.14, 258.25, 246.57, 254.65, 259.89, 263.13, 265.0, 256.48, 256.18, 258.55, 252.92, 243.85, 244.5, 250.9, 246.76, 252.13, 253.89, 259.4, 265.94, 264.8, 265.55, 261.9, 259.15, 253.8, 251.9, 250.98, 253.86, 259.15, 259.85, 267.75, 272.9, 275.0, 279.01, 275.97, 274.66, 273.2, 270.27, 269.75, 264.39, 257.97, 254.8, 250.93, 252.8, 258.77, 262.9, 259.9, 261.85, 256.4, 255.8, 256.97, 254.97, 249.88, 252.9, 265.15, 260.0, 260.38, 260.1, 264.8, 265.99, 262.65, 259.7, 262.59, 263.26, 264.28, 263.18, 261.49, 262.15, 260.45, 255.69, 253.1, 251.88, 250.01, 254.63, 254.67, 253.48, 253.92, 252.0, 243.0, 243.99, 245.75, 242.61, 245.75, 244.56, 251.46, 252.17, 258.78, 259.53, 264.39, 266.52, 264.5, 268.28, 269.17, 270.38, 276.67, 277.96, 283.78, 287.35, 287.98, 292.76, 293.53, 294.73, 291.77, 289.81, 290.0, 286.58, 282.9, 289.45, 291.99, 290.48, 294.5, 297.24, 299.5, 301.96, 302.47, 315.0, 319.0, 313.77, 314.25, 314.74, 310.04, 311.6, 309.74, 309.9, 308.0, 305.88, 305.6, 310.19, 312.88, 320.18, 319.57, 319.77, 321.3, 318.77, 318.4, 316.5, 310.54, 307.6, 303.99, 309.67, 308.4, 313.36, 311.75, 315.4, 317.7, 317.48, 314.36, 317.75, 319.0, 318.65, 322.33, 323.99, 321.02, 322.5, 321.05, 325.06, 322.54, 323.0, 322.61, 321.79, 323.25, 324.39, 325.72, 325.15, 325.44, 326.66, 326.45, 325.51, 323.48, 330.26, 332.5, 334.34, 335.25, 336.35, 343.23, 344.96, 344.43, 346.64, 348.48, 344.76, 348.6, 338.3, 334.88, 337.45, 341.44, 345.6, 344.69, 344.4, 340.04, 345.65, 345.25, 344.24, 346.7, 353.25, 355.52, 359.0, 360.0, 357.8, 359.48, 359.97, 364.9, 360.27, 359.5, 345.4, 344.64, 345.15, 348.43, 355.05, 355.72, 354.35, 359.79, 360.29, 361.67, 357.4, 354.76, 349.77, 352.32, 356.48, 347.84, 343.0, 339.61, 338.2, 339.74, 342.62, 340.22, 346.0, 352.06, 354.32, 350.96, 350.88, 349.8, 351.59, 344.6, 342.25, 343.9, 340.43, 340.15, 335.67, 333.73, 336.14, 336.0, 333.64, 332.23, 337.98, 345.75, 355.13, 353.75, 354.99, 352.35, 349.75, 353.95, 350.47, 349.89, 351.83, 350.95, 350.0, 349.2, 349.69, 350.0, 347.12, 346.25, 341.22, 336.14, 341.05, 342.41, 340.95, 335.98, 335.9, 338.56, 336.89, 337.63, 347.83, 352.13, 347.98, 345.33, 347.05, 338.22, 334.8, 333.67, 331.66, 328.31, 333.25, 330.3, 328.68, 329.25, 317.7, 325.8, 328.9, 331.69, 333.15, 333.9, 336.7, 336.37, 336.13, 343.5, 349.83, 354.1, 358.0, 360.0, 359.77, 357.68, 360.0, 361.61, 365.0, 374.65, 378.65, 396.27, 390.06, 395.05, 400.0, 404.5, 402.64, 396.99, 395.15, 399.5, 397.9, 393.55, 391.32, 383.5, 367.77, 374.61, 374.65, 375.45, 379.64, 384.97, 383.37, 384.52, 372.65, 367.0, 364.88, 373.64, 378.96, 375.45, 383.8, 391.5, 391.84, 392.08, 387.34, 378.0, 380.33, 385.6, 388.61, 386.0, 380.88, 386.21, 392.21, 393.66, 400.5, 413.23, 422.86, 421.59, 409.82, 406.74, 403.98, 409.25, 403.74, 402.21, 388.89, 382.64, 381.8, 379.82, 384.78, 377.74, 388.81, 403.18, 409.25, 408.43, 422.0, 426.7, 424.81, 408.42, 400.35, 399.14, 406.5, 406.55, 402.55, 409.0, 406.35, 409.33, 399.5, 400.44, 403.4, 403.44, 400.0, 408.0, 400.89, 397.21, 388.7, 385.25, 389.5, 391.14, 384.58, 379.99, 371.68, 377.93, 375.84, 371.15, 376.72, 378.83, 382.28, 389.0, 393.63, 396.41, 394.63, 390.94, 395.5, 394.04, 393.9, 395.4, 387.38, 383.74, 384.15, 384.85, 396.1, 397.3, 399.13, 403.59, 409.09, 408.25, 405.65, 406.28, 412.5, 414.68, 418.55, 422.75, 427.75, 426.0, 422.85, 422.9, 420.45, 425.99, 429.47, 431.37, 427.5, 428.45, 425.1, 454.45, 448.79, 448.48, 453.9, 458.24, 458.99, 457.17, 460.0, 464.98, 469.75, 476.79, 496.75, 497.62, 503.83, 509.56, 526.29, 504.89, 507.77, 514.85, 515.49, 517.83, 522.9, 528.5, 535.41, 547.61, 548.21, 546.8, 547.48, 533.69, 537.78, 542.99, 547.74, 552.0, 568.18, 594.72, 600.01, 589.2, 601.77, 606.9, 609.65, 604.5, 601.8, 607.15, 616.28, 621.45, 616.56, 610.56, 618.77, 632.21, 625.86, 634.66, 639.84, 644.0, 636.87, 631.33, 624.7, 610.28, 610.0, 620.25, 604.73, 594.62, 576.67, 567.69, 618.0, 614.69, 606.18, 598.4, 596.76, 587.4, 591.4, 578.36, 572.77, 571.5, 573.98, 575.88, 574.47, 567.51, 563.22, 556.89, 547.5, 543.41, 561.54, 573.88, 572.8, 576.5, 565.85, 574.0, 579.99, 581.5, 572.65, 567.5, 566.47, 573.85, 577.32, 580.58, 588.5, 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i = Indicator.create "CDL3INSIDE"
puts i.run(o, h, l, c).inspect
Raw
output.txt
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