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doc/weights.pl  view on Meta::CPAN

#!/usr/bin/perl -w

# Copyright 2007, 2009, 2010, 2011, 2016, 2017 Kevin Ryde

# This file is part of Chart.
#
# Chart is free software; you can redistribute it and/or modify it under
# the terms of the GNU General Public License as published by the Free
# Software Foundation; either version 3, or (at your option) any later
# version.
#
# Chart is distributed in the hope that it will be useful, but WITHOUT ANY
# WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
# FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more
# details.
#
# You should have received a copy of the GNU General Public License
# along with Chart.  If not, see <http://www.gnu.org/licenses/>.

use strict;
use warnings;
use Carp;
use Data::Dumper;
use Getopt::Long;
use List::Util qw(min max);
use POSIX qw(floor ceil);

my $option_verbose = 0;
my $option_txt = 1;
my $option_png = 1;
my $option_eps = 0;


GetOptions ('eps' => sub {
              $option_eps = 1;
              $option_png = 0;
              $option_txt = 0;
            })
  or exit 1;


#-----------------------------------------------------------------------------
# misc

sub write_file {
  my ($filename, $content) = @_;
  open my $out, '>', $filename or die;
  print $out $content or die;
  close $out or die;
}

#-----------------------------------------------------------------------------
# text graph

# (define (multiple? n d)
#   (integer? (/ n d)))

sub text_plot {
  my ($basename, $data) = @_;

  my $y_zero_pos = 20;
  my $x_step     = (@$data < 30 ? 2 : 1);
  my $x_max      = @$data + 3;
  my $width      = $x_step * ($x_max + 1);
  my $data_max   = max (@$data);
  my $data_min   = min (@$data);
  my $data_range = $data_max - $data_min;

  $data_max     += $data_range * 0.05;
  $data_min     -= $data_range * 0.05;
  $data_range = $data_max - $data_min;

  my $y_factor     = ($data_range < 11 ? 2.0
                      : $data_range < 22 ? 1.0
                      : 0.5);
  my $y_tick_step  = ($y_factor >= 2.0 ? 2
                      : $y_factor >= 1.0 ? 5
                      : 10);
  my $out_x_base = -4;
  my $out_y_base = -30;
  my @out;
  #   foreach my $out            (make_array #\space '(_4 75) '(_30 60))))

doc/weights.pl  view on Meta::CPAN

  $exif->ExtractInfo($filename) or die;

  $exif->SetNewValue ('Title', $title);
  $exif->SetNewValue ('Author', 'Kevin Ryde');

  $exif->SetNewValue ('Copyright', <<'HERE');
Copyright 2007, 2009, 2010, 2011 Kevin Ryde

This file is part of Chart.

Chart is free software; you can redistribute it and/or modify it under
the terms of the GNU General Public License as published by the Free
Software Foundation; either version 3, or (at your option) any later
version.

Chart is distributed in the hope that it will be useful, but WITHOUT ANY
WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
FOR A PARTICULAR PURPOSE.  See the GNU General Public License for more
details.

You should have received a copy of the GNU General Public License
along with Chart.  If not, see <http://www.gnu.org/licenses/>.
HERE

  $exif->SetNewValue ('CreationTime',
                      POSIX::strftime ('%a, %d %b %Y %H:%M:%S %z',
                                       localtime(time)));
  $exif->SetNewValue ('Software', 'Chart doc/weights.pl, and gnuplot');

  $exif->SetNewValue
    ('Homepage', 'http://user42.tuxfamily.org/chart/index.html');

  $exif->WriteInfo($filename) or die;
}

sub weights {
  my %opt = @_;
  my $description = $opt{'description'}
    || croak "weights: missing 'description'";
  my $basename = $opt{'basename'}
    || croak "weights: missing 'basename'";
  my $method = $opt{'method'};
  my $parameters = $opt{'parameters'} || [ $opt{'N'} ];
  my $show_count = $opt{'show_count'};
  # (proc (calc_proc count))

  my $warmup = 30 * $show_count;
  my @input = ((0) x $warmup,
               100,
               (0) x ($show_count - 1));

  my $in_series = ConstantSeries->new (array => \@input);
  my $ma_series = $in_series->$method (@$parameters);
  my $hi = $ma_series->hi;
  $ma_series->fill (0, $hi);

  my $output = $ma_series->array($opt{'array'}||'values');
  my @weights = @{$output}[$warmup .. $hi];

  if ($option_verbose) {
    print "$basename: ",Data::Dumper->Dump([\@weights],['weights']);
  }

  if (abs($weights[-1]) >= 1) {
    print "$basename: last weight $weights[-1]\n";
#    exit 1;
  }

  if ($option_txt) {
    text_plot ($basename, \@weights);
  }
  if ($option_png || $option_eps) {
    gnuplot_run ($basename, \@weights);
  }
  if ($option_png) {
    my $params = ($opt{'N'} ? "N=$opt{'N'}" : join(',', @$parameters));
    mung_png ("$basename.png", "$description, $params")
  }
}


#------------------------------------------------------------------------------

# weights (description => "MACD weights",
#          basename    => "chart-macd-weights",
#          method      => 'MACD',
#          parameters  => [12,26],
#          show_count  => 40);
# 
# weights (description => "MACD histogram weights",
#          basename    => "chart-macd-histogram-weights",
#          method      => 'MACD',
#          array       => 'histogram',
#          parameters  => [12,26,9],
#          show_count  => 40);


weights (description => "Exponential moving average weights",
         basename    => "chart-ema-weights",
         method      => 'EMA',
         N           => 15,
         show_count  => 30);

weights (description => "EMA of EMA weights",
         basename    => "chart-ema-2-weights",
         method      => sub {
           my ($parent, $N) = @_;
           return $parent->EMA($N)->EMA($N);
         },
         N           => 10,
         show_count  => 30);

weights (description => "EMA of EMA of EMA weights",
         basename    => "chart-ema-3-weights",
         method      => sub {
           my ($parent, $N) = @_;
           return $parent->EMA($N)->EMA($N)->EMA($N);
         },
         N           => 10,
         show_count  => 38);