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correlation.py
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108 lines (82 loc) · 2.19 KB
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#!/usr/bin/python
import sys
import math
import csv
import numpy
print 'Number of arguments:', len(sys.argv), 'arguments.'
print 'Argument List:', str(sys.argv)
class fileOps(object):
def __init__(self, arg):
self.volume = []
self.open = []
self.close = []
self.high = []
self.low = []
self.high_low = []
with open(arg, 'rb') as f:
lineNum = 0
for row in csv.reader(f, delimiter=',', skipinitialspace=True):
if lineNum == 0:
lineNum = 1
else:
count = 0
for info in row:
if count == 1:
self.add_close(info)
if count == 2:
self.add_volume(info)
if count == 3:
self.add_open(info)
if count == 4:
self.add_high(info)
if count == 5:
self.add_low(info)
count = count + 1
self.min = 0
self.max = 0
self.diff = 0
self.mean = 0
self.std_dev = 0
def add_volume(self, arg):
self.volume.append(float(arg))
def add_open(self, arg):
self.open.append(float(arg))
def add_close(self, arg):
self.close.append(float(arg))
def add_high(self, arg):
self.high.append(float(arg))
def add_low(self, arg):
self.low.append(float(arg))
def calc_min_vol(self):
self.min = min(self.volume)
def calc_max_vol(self):
self.max = max(self.volume)
def calc_diff_vol(self):
self.calc_max_vol()
self.calc_min_vol()
self.diff = self.max - self.min
def calc_mean(self):
self.mean = numpy.mean(self.open)
def calc_std_dev(self):
self.std_dev = numpy.std(self.open)
def homework2_part_a(self):
self.calc_diff_vol()
for number in self.volume:
print(str(number) + "\t" + str((number-self.min)/self.diff))
def homework2_part_b(self):
self.calc_mean()
self.calc_std_dev()
for number in self.open:
print(str(number) + "\t" + str((number-self.mean)/self.std_dev))
def calc_high_low_diff(self):
for x in xrange(0,len(self.high)):
self.high_low.append(self.high[x]-self.low[x])
var1 = fileOps(sys.argv[1])
var2 = fileOps(sys.argv[2])
var1.homework2_part_a()
var2.homework2_part_b()
# part c
var1.calc_high_low_diff()
var2.calc_high_low_diff()
for x in xrange(0,len(var1.high)):
print(str(var1.high_low[x]) + "\t" + str(var2.high_low[x]) + "\t" + str(var1.close[x]-var2.close[x]))