geniustrader-devel — participate in geniustrader development, ask for help, suggest improvements, etc

[GT] Re: Re: Re: Re: Re: Release 0.00_50 uploaded

[Erik C. <ec...@ec...>]

hmmm...

I've been reading about tags with svn.
Seems that creating a tag copies the whole repo to have a snapshot !?
Damn that's silly. svn really is history compared to git. ( I had to  
say this loudly ;) )

It seems that svn is more a vcs in the sense of a "reporting tool" and  
lacks the "working side" like git has it.

Boy, this hurts badly
--
erik

[GT] Re: Re: Re: Re: Release 0.00_50 uploaded

[Erik C. <ec...@ec...>]

On 07 Aug 2009, at 17:30, Thomas Weigert wrote:

> Yes of course, but shouldn't there be some significance to this tag?
> There is nothing remarkable about this particular checkin is there?

Not this particular checkin,
But it would be cool to be able to retrieve a certain point in history  
to have access to the released version(s). People will start to send  
some bug reports based on release ID's (as they don't know the  
revision). We can then with some magic svn command tell:

   svn checkout release 0.00_50

and then test what's wrong and see what to do ?

This is the way git works, so I'm just trying to reproduce this. Maybe  
working with svn needs another way of doing this ?

By the way, as soon as the release is made public on cpan, the rt bug  
report tool will be active. So bug reports will (also) happen there...
--
erik

[GT] Re: Re: Re: Release 0.00_50 uploaded

[Thomas W. <we...@ms...>]

Yes of course, but shouldn't there be some significance to this tag?
There is nothing remarkable about this particular checkin is there?

Th.

Erik Colson wrote:
>
> On 07 Aug 2009, at 16:54, Thomas Weigert wrote:
>
>> Checked in. This is revision 697.
>
> Great,
>
> Doesn't svn allow to add tags to revisions ?
>
> -- 
> erik

[GT] Re: Re: Release 0.00_50 uploaded

[Erik C. <ec...@ec...>]

On 07 Aug 2009, at 16:54, Thomas Weigert wrote:

> Checked in. This is revision 697.

Great,

Doesn't svn allow to add tags to revisions ?

--
erik

[GT] Re: Release 0.00_50 uploaded

[Thomas W. <we...@ms...>]

Checked in. This is revision 697.

Th.

Erik Colson wrote:
>
> Can you apply attached patches and tag the revision as being release
> 0.00_50 ?
>

[GT] SVN Commit r697 - branches/CPAN

[GeniusTrader S. <ra...@ge...>]

Author: thomas
Date: 2009-08-07 16:51:06 +0200 (Fri, 07 Aug 2009)
New Revision: 697

Modified:
   branches/CPAN/Makefile.PL
Log:
auto_install added.

Modified: branches/CPAN/Makefile.PL
===================================================================
--- branches/CPAN/Makefile.PL	2009-08-07 14:50:24 UTC (rev 696)
+++ branches/CPAN/Makefile.PL	2009-08-07 14:51:06 UTC (rev 697)
@@ -11,5 +11,7 @@
 no_index directory => 'docs';
 no_index directory => 'website';
 
+auto_install;
+
 WriteAll;
 

[GT] SVN Commit r696 - branches/CPAN

[GeniusTrader S. <ra...@ge...>]

Author: thomas
Date: 2009-08-07 16:50:24 +0200 (Fri, 07 Aug 2009)
New Revision: 696

Modified:
   branches/CPAN/Makefile.PL
Log:
Makefile.PL modified.

Modified: branches/CPAN/Makefile.PL
===================================================================
--- branches/CPAN/Makefile.PL	2009-08-07 14:49:47 UTC (rev 695)
+++ branches/CPAN/Makefile.PL	2009-08-07 14:50:24 UTC (rev 696)
@@ -5,9 +5,11 @@
 author   'Erik Colson <ec...@ec...>';
 license  'gpl';
 
-build_requires 'Test::More';
+test_requires 'Test::More';
 
-auto_install;
+no_index directory => 'Windows_Installer';
+no_index directory => 'docs';
+no_index directory => 'website';
 
 WriteAll;
 

[GT] SVN Commit r695 - branches/CPAN

[GeniusTrader S. <ra...@ge...>]

Author: thomas
Date: 2009-08-07 16:49:47 +0200 (Fri, 07 Aug 2009)
New Revision: 695

Modified:
   branches/CPAN/Changes
   branches/CPAN/README
Log:
Updating files before making a release to CPAN.

Modified: branches/CPAN/Changes
===================================================================
--- branches/CPAN/Changes	2009-08-07 14:48:53 UTC (rev 694)
+++ branches/CPAN/Changes	2009-08-07 14:49:47 UTC (rev 695)
@@ -1,7 +1,5 @@
 Revision history for Finance-GeniusTrader
 
-0.00_50    Date/time
+0.00_50    2009-08-07
            First alpha release of CPANified GeniusTrader.
-           Untested !
-
-
+           Small test suite, so concider this untested.

Modified: branches/CPAN/README
===================================================================
--- branches/CPAN/README	2009-08-07 14:48:53 UTC (rev 694)
+++ branches/CPAN/README	2009-08-07 14:49:47 UTC (rev 695)
@@ -46,6 +46,10 @@
 COPYRIGHT AND LICENCE
 
 Copyright (C) 2009 Erik Colson
+Copyright (C) 2008 Thomas Weigert
+Copyright (C) 2008 Robert A. Schmied
+Copyright (C) 2005 João Costa
+Copyright (C) 2004 Oliver Bossert
+Copyright (C) 2000-2002 Raphaël Hertzog, Fabien Fulhaber
 
 This program is released under the following license: gpl
-

[GT] SVN Commit r694 - branches/CPAN/t

[GeniusTrader S. <ra...@ge...>]

Author: thomas
Date: 2009-08-07 16:48:53 +0200 (Fri, 07 Aug 2009)
New Revision: 694

Added:
   branches/CPAN/t/db-text.t
Log:
db-text.t test added as an example test.

Added: branches/CPAN/t/db-text.t
===================================================================
--- branches/CPAN/t/db-text.t	                        (rev 0)
+++ branches/CPAN/t/db-text.t	2009-08-07 14:48:53 UTC (rev 694)
@@ -0,0 +1,20 @@
+#!perl
+
+use strict;
+use warnings;
+use Test::More tests=>5;
+
+BEGIN {
+  use_ok( 'Finance::GeniusTrader::Eval' );
+  use_ok( 'Finance::GeniusTrader::DB::Text' );
+  use_ok( 'Finance::GeniusTrader::Prices' );
+}
+
+my $db = create_standard_object("DB::Text");
+$db->set_directory("t/data");
+
+my $quotes = $db->get_prices("alcatel") ; # loads day prices from alcatel.txt in a Finance::GeniusTrader::Prices object
+
+ok ( $quotes->has_date('2002-07-31 00:00:00') ) ;
+ok ( $quotes->at_date('2002-07-31 00:00:00')->[$OPEN] == 5.38 ) ; # test if OPEN is correct data
+


Property changes on: branches/CPAN/t/db-text.t
___________________________________________________________________
Added: svn:executable
   + *

[GT] SVN Commit r693 - branches/CPAN/t

[GeniusTrader S. <ra...@ge...>]

Author: thomas
Date: 2009-08-07 16:47:05 +0200 (Fri, 07 Aug 2009)
New Revision: 693

Removed:
   branches/CPAN/t/pod.t
Log:
Some base tests renamed and/or modified to run only as AUTHOR tests.

Deleted: branches/CPAN/t/pod.t
===================================================================
--- branches/CPAN/t/pod.t	2009-08-07 14:46:03 UTC (rev 692)
+++ branches/CPAN/t/pod.t	2009-08-07 14:47:05 UTC (rev 693)
@@ -1,12 +0,0 @@
-#!perl -T
-
-use strict;
-use warnings;
-use Test::More;
-
-# Ensure a recent version of Test::Pod
-my $min_tp = 1.22;
-eval "use Test::Pod $min_tp";
-plan skip_all => "Test::Pod $min_tp required for testing POD" if $@;
-
-all_pod_files_ok();

[GT] SVN Commit r692 - branches/CPAN/t

[GeniusTrader S. <ra...@ge...>]

Author: thomas
Date: 2009-08-07 16:46:03 +0200 (Fri, 07 Aug 2009)
New Revision: 692

Added:
   branches/CPAN/t/02-pod.t
   branches/CPAN/t/04-critic.t
Modified:
   branches/CPAN/t/pod-coverage.t
Log:
Some base tests renamed and/or modified to run only as AUTHOR tests.

Added: branches/CPAN/t/02-pod.t
===================================================================
--- branches/CPAN/t/02-pod.t	                        (rev 0)
+++ branches/CPAN/t/02-pod.t	2009-08-07 14:46:03 UTC (rev 692)
@@ -0,0 +1,16 @@
+#!perl -T
+
+use strict;
+use warnings;
+use Test::More;
+
+# Only run this tests if environment var TEST_AUTHOR is set
+plan skip_all => 'Author test.  Set $ENV{TEST_AUTHOR} to true to run.'
+  if (not $ENV{TEST_AUTHOR}) ;
+
+# Ensure a recent version of Test::Pod
+my $min_tp = 1.22;
+eval "use Test::Pod $min_tp";
+plan skip_all => "Test::Pod $min_tp required for testing POD" if $@;
+
+all_pod_files_ok();


Property changes on: branches/CPAN/t/02-pod.t
___________________________________________________________________
Added: svn:executable
   + *

Added: branches/CPAN/t/04-critic.t
===================================================================
--- branches/CPAN/t/04-critic.t	                        (rev 0)
+++ branches/CPAN/t/04-critic.t	2009-08-07 14:46:03 UTC (rev 692)
@@ -0,0 +1,17 @@
+#!perl -T
+
+use strict;
+use warnings;
+use Test::More;
+use File::Spec;
+
+# Only run this tests if environment var TEST_AUTHOR is set
+plan skip_all => 'Author test.  Set $ENV{TEST_AUTHOR} to true to run.'
+  if (not $ENV{TEST_AUTHOR}) ;
+
+eval "require Test::Perl::Critic";
+
+plan skip_all => 'Test::Perl::Critic required for test.' if ($@);
+
+Test::Perl::Critic->import();
+all_critic_ok();


Property changes on: branches/CPAN/t/04-critic.t
___________________________________________________________________
Added: svn:executable
   + *

Modified: branches/CPAN/t/pod-coverage.t
===================================================================
--- branches/CPAN/t/pod-coverage.t	2009-08-03 23:54:04 UTC (rev 691)
+++ branches/CPAN/t/pod-coverage.t	2009-08-07 14:46:03 UTC (rev 692)
@@ -1,3 +1,4 @@
+#!perl
 use strict;
 use warnings;
 use Test::More;
@@ -2,2 +3,6 @@
 
+# Only run this tests if environment var TEST_AUTHOR is set
+plan skip_all => 'Author test.  Set $ENV{TEST_AUTHOR} to true to run.'
+  if (not $ENV{TEST_AUTHOR}) ;
+
 # Ensure a recent version of Test::Pod::Coverage

[GT] Re: Re: Release 0.00_50 uploaded

[Erik C. <ec...@ec...>]

On 07 Aug 2009, at 16:00, Thomas Weigert wrote:

> How are these patches related to the earlier patches you sent today,
> which I was just going to check in?

Hi Thomas,

All patches I sent today have to be applied sequentially.

regards
--
erik

[GT] Re: Release 0.00_50 uploaded

[Thomas W. <we...@ms...>]

How are these patches related to the earlier patches you sent today,
which I was just going to check in?

Thanks, Th.

Erik Colson wrote:
> Hello all,
>
> Please note that release 0.00_50 has been uploaded to CPAN and should
> hit mirrors soon.
>
> This is pre-alpha release! For testing purpose only. It shouldn't
> pollute your CPAN installation however nor brake your current GT trunk
> or exp installation. (The main reason being that we changed the
> namespace)
>
> I'm convinced and know about bugs to be corrected and package
> modifications to be applied. The main reasons for this release are:
> - to set a tag as this being version 0.00_50, based on trunk commit
> 673. So we need to convert and apply later patches from trunk!
> - to make the world know about GeniusTrader ;)
> - to allow all of you to test the branch directly from CPAN
>
> Expect releases to happen very often in a first time, as cpantesters
> will report bugs to me ;)
>
>
>
>
> Thomas,
>
> Can you apply attached patches and tag the revision as being release
> 0.00_50 ?
>
> Thanks
>
> -- 
> erik

[GT] Release 0.00_50 uploaded

[Erik C. <ec...@ec...>]

Hello all,

Please note that release 0.00_50 has been uploaded to CPAN and should  
hit mirrors soon.

This is pre-alpha release! For testing purpose only. It shouldn't  
pollute your CPAN installation however nor brake your current GT trunk  
or exp installation. (The main reason being that we changed the  
namespace)

I'm convinced and know about bugs to be corrected and package  
modifications to be applied. The main reasons for this release are:
- to set a tag as this being version 0.00_50, based on trunk commit  
673. So we need to convert and apply later patches from trunk!
- to make the world know about GeniusTrader ;)
- to allow all of you to test the branch directly from CPAN

Expect releases to happen very often in a first time, as cpantesters  
will report bugs to me ;)




Thomas,

Can you apply attached patches and tag the revision as being release  
0.00_50 ?

Thanks

--
erik

[GT] Last patch before version 0.00_50 ?

[Erik C. <ec...@ec...>]

Thomas,

Hope this is the last patch before version 0.00_50

--
erik

[GT] Re: RE: CPAN PATCH: fix namespace

[Erik C. <ec...@ec...>]

On 26 Jul 2009, at 06:40, Weigert, Thomas wrote:

> Both Erik and PerlTrader sent a namespace patch.
>
> However, in PerlTraders's version, the "use lib..." declarations are  
> removed also.
>
> I had already applied Erik's patch, so can somebody generate a diff  
> that just deletes the use lib statements?
>
> Also, why are they suddenly not needed any longer? Please make sure  
> that this works wherever you install this module (needs to work when  
> run in the build directory, installed in the default location, or  
> installed with $prefix set to something other than "/").
>
> Please advise.

Ehlo Thomas,

Sorry for this late answer to your post but I'm literally fighting  
with svn :/
When I check out the svn CPAN branch I'm only aware of 1 file in which  
'use lib' is still present. This is a test file and as this has to be  
recoded I didn't remove the 'use lib' from it.

'use lib' become unnecessary as installing as a CPAN module makes  
Finance::GeniusTrader available via the @INC variable to your perl- 
scripts.

If, for example for developing purposes, you'd like to test a local  
version you launch your scripts with:
   perl -Ilib scripts/ascript.pl
from your GeniusTrader or Build directory.

Testing the whole test-suite is easily done with
   prove -l t/
from the Build dir.

You can also add your local path installation to the PERL5LIB  
environment variable.

Note that the -I option to perl takes precedence on PERL5LIB and  
therefor on the installed version from CPAN.

regards
--
erik

[GT] db-text.t test example

[Erik C. <ec...@ec...>]

Following patch shows how to write tests. Please apply to CPAN branch.

--
erik

[GT] Arithmetic within a system (which approach)

[Greg J. <gr...@gr...>]

I am thinking about a system which looks for an overnight price gap. For
instance
Look for an x% gap up or down overnight, and if the gap exists open a long
or short position.

The question is can you do something like this?
{S:G:Above { S:G:Abs {  { I:G:PeriodAgo 1 {I:Prices CLOSE} } - {I:Prices
OPEN} } * 100  } 5 }

Or is it best to create my own system like TTS.pm? Or something else?

Thanks,

Greg

[GT] patch to CPAN branch

[Erik C. <ec...@ec...>]

Hi Thomas,

Please apply this patch...
--
erik

[GT] Re: svn repo

[Thomas W. <we...@ms...>]

For one, somehow we should get access for those who are committed to
work on the CPAN branch.

In the meantime, please send me the patches and I will check in with
quick turn around...

Th.

Erik Colson wrote:
> Hi all,
>
> A question about svn and branches:
>
> - How can we apply the new commits to trunk to the CPAN branch to stay
> in sync ?
>
> -- 
> erik

[GT] svn repo

[Erik C. <ec...@ec...>]

Hi all,

A question about svn and branches:

- How can we apply the new commits to trunk to the CPAN branch to stay  
in sync ?

--
erik

[GT] Re: Re: RSI values

[Greg J. <gr...@gr...>]

Using firefox



On Thu, Aug 6, 2009 at 1:56 PM, Gregory Margo <gm...@pa...> wrote:

> On Thu, Aug 06, 2009 at 02:14:38AM -0400, Greg Jessup wrote:
> > If any of you have time, can you run this, and then bring up a chart in
> > finance.yahoo.com and set the rsi(4).
>
> I can't make the yahoo widget work with the latest firefox and flash, on
> either linux or windows 2000.  The pull downs (adding RSI etc) do not make
> anything change.  What browser etc are you using?
>
> --
> +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
> Gregory H. Margo
> gmargo at yahoo/com, gmail/com, pacbell/net; greg at margofamily/org
>
>

[GT] Re: RSI values

[Gregory M. <gm...@pa...>]

On Thu, Aug 06, 2009 at 02:14:38AM -0400, Greg Jessup wrote:
> If any of you have time, can you run this, and then bring up a chart in
> finance.yahoo.com and set the rsi(4).

I can't make the yahoo widget work with the latest firefox and flash, on
either linux or windows 2000.  The pull downs (adding RSI etc) do not make
anything change.  What browser etc are you using?

-- 
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
Gregory H. Margo
gmargo at yahoo/com, gmail/com, pacbell/net; greg at margofamily/org

[GT] Re: RSI values

[Robert A. S. <ra...@ac...>]

Greg Jessup wrote:
> According to the RSI definition if the Average Loss or in our case
> $sum_of_lost_points is 0...
> then RSI should be set to 100. Currently we have it going to 1.00
> 
> so
> if ($sum_of_lost_points != 0) {
>        $rs = $sum_of_won_points / $sum_of_lost_points;
> }
> should be changed to
> $rs = (($sum_of_lost_points == 0) ? 100 :
> $sum_of_won_points/$sum_of_lost_points );
> 
> -Greg
> 


< snip >


the attached version isi.pm for internal strength indicator (really an oscillator?)

outputs 3 variations of rsi computation. the first one appears to be more or less right,
but i've yet to find a good algorithm for rsi -- the one referenced is from

from http://www.paritech.com/education/technical/indicators/momentum/

let me know ...

ras

all outputs
./display_indicator.pl --start 20070628 --end 20070905 I:ISI ^NDX '4'

first output only
./display_indicator.pl --start 20070628 --end 20070905 I:ISI/1 ^NDX '4'

third output only
./display_indicator.pl --start 20070628 --end 20070905 I:ISI/3 ^NDX '4'

[GT] Re: Re: Re: Re: RSI values

[Greg J. <gr...@gr...>]

According to the RSI definition if the Average Loss or in our case
$sum_of_lost_points is 0...
then RSI should be set to 100. Currently we have it going to 1.00

so
if ($sum_of_lost_points != 0) {
       $rs = $sum_of_won_points / $sum_of_lost_points;
}
should be changed to
$rs = (($sum_of_lost_points == 0) ? 100 :
$sum_of_won_points/$sum_of_lost_points );

-Greg



On Thu, Aug 6, 2009 at 11:17 AM, Robert A. Schmied <ra...@ac...> wrote:

> Greg Jessup wrote:
>
>> RAS...
>> That change worked setting my RSI to 1 instead of zero, but not sure that
>> really solves the problem. The issue is that somewhere within the RSI.pm,
>> it
>> can not calculate the correct RSI value and sets it to zero and now 1 with
>> your change.
>> Looking at Yahoo.
>> For
>> 2007-07-05 RSI should be  ~88.34
>> 2007-07-06 RSI should be  ~90.21
>> 2007-07-09 RSI should be  ~90.46
>>
>> So there is appears to be a bug somewhere within the module
>>
>>
> grep
>
> i was more interested in having you add just
>
> 1;
>
> as the very last line in your rsi.pm file, to see if that altered any
> unexpected results you've been seeing.
>
>
> never-the-less you've probably found a bug that has been lurking around
> for some time. to paraphrase the china shops store window sign (all in
> jest)
>
>  'you found it, so you fix it.'
>
> certainly by forcing rsi to be 1 is of some question. my quick looksee
> indicated using
>
> ./display_indicator.pl --start 20070628 --end 20070905 I:RSI ^NDX '4'
>
> the unchanged rsi never even approached 1, it was a sudden departure
> from the prior value to zero and then just as suddenly reverted to
> the much higher value.
>
> so there must be a problem someplace ...
>
> ras
>
>
>
>>
>> On Thu, Aug 6, 2009 at 10:23 AM, Robert A. Schmied <ra...@ac...> wrote:
>>
>>
>>  Greg Jessup wrote:
>>>
>>>
>>>  OH Great! This is going to be a blast to debug. Seem like RSI is broken.
>>>> Anyone out there an expert on the RSI.pm?
>>>>
>>>>
>>> well a quick tkdiff on my and repo RSI.pm shows me i intentionally
>>> inhibit rsi that go negative -- that may be right or wrong -- anyone???
>>>
>>> my change to set it to 1 might be wrong and instead should be a value
>>> close to zero? dunno.
>>>
>>> but i'd guess the more important change is the addition of the last perl
>>> statement (e.g, '1;').
>>>
>>> without that proper package termination statement i get occasional hard
>>> to understand messages ... my local working environment has been fixed
>>> but
>>> i don't know about the repo versions.
>>>
>>> if you could just add that last line to your rsi.pm and see if the
>>> results
>>> improve and report back i'll commit it to the trunk version. it's your
>>> call on whether or not rsi can go negative or not ...
>>>
>>> ras
>>>
>>>
>>> --- ../svn_repo/GT/Indicators/RSI.pm    2007-10-24 16:18:10.506374000
>>> -0700
>>> +++ ../GT/Indicators/RSI.pm     2008-05-24 12:32:35.259616000 -0700
>>> @@ -81,5 +81,11 @@
>>>  }
>>>      $rsi = 100 - (100 / (1 + $rs));
>>> +
>>> +    # inhibit a zero value
>>> +    $rsi = 1 if ( $rsi <= 0 );
>>> +
>>>  $calc->indicators->set($name, $i, $rsi);
>>> }
>>> +
>>> +1;
>>>
>>>
>>>
> << snip >>
>