Layout and save window pos
This commit is contained in:
@@ -8,6 +8,8 @@ import threading
|
||||
import pytz
|
||||
from scipy.stats.stats import pearsonr
|
||||
import pickle
|
||||
import inspect
|
||||
import sys
|
||||
|
||||
from mt5_correlation.mt5 import MT5
|
||||
|
||||
@@ -28,6 +30,9 @@ class Correlation:
|
||||
__monitoring = False
|
||||
__monitoring_params = {}
|
||||
|
||||
# First run of scheduler
|
||||
__first_run = True
|
||||
|
||||
# The price data used to calculate the correlations
|
||||
__price_data = None
|
||||
|
||||
@@ -391,7 +396,14 @@ class Correlation:
|
||||
'max_p_value': max_p_value, "cache_time": cache_time, 'autosave': autosave,
|
||||
'filename': filename}
|
||||
self.__scheduler.enter(delay=interval, priority=1, action=self.__monitor, kwargs=params)
|
||||
self.__scheduler.run()
|
||||
|
||||
# Log the stack. Debug stack overflow
|
||||
self.__log.debug(f"Current stack size: {len(inspect.stack())} Recursion limit: {sys.getrecursionlimit()}")
|
||||
|
||||
# Run
|
||||
if self.__first_run:
|
||||
self.__first_run = False
|
||||
self.__scheduler.run()
|
||||
|
||||
def __update_coefficient(self, symbol1, symbol2, from_mins, min_prices=100, max_set_size_diff_pct=90,
|
||||
overlap_pct=90, max_p_value=0.05, cache_time=10):
|
||||
@@ -460,7 +472,7 @@ class Correlation:
|
||||
return coefficient
|
||||
|
||||
def __update_all_coefficients(self, from_mins, min_prices=100, max_set_size_diff_pct=90, overlap_pct=90,
|
||||
max_p_value=0.05, cache_time=10, autosave=False):
|
||||
max_p_value=0.05, cache_time=10):
|
||||
"""
|
||||
Updates the coefficient for all symbol pairs in that meet the min_coefficient threshold. Symbol pairs that meet
|
||||
the threshold can be accessed through the filtered_coefficient_data property.
|
||||
@@ -474,8 +486,6 @@ class Correlation:
|
||||
:param max_p_value: The maximum p value for the correlation to be meaningful
|
||||
:param cache_time: Tick data is cached so that we can check coefficients for multiple symbol pairs and reuse
|
||||
the tick data. Number of seconds to cache tick data for before it becomes stale.
|
||||
:param autosave: Whether to autosave after every monitor run. If there is no filename set then will create one
|
||||
named autosave.cpd
|
||||
|
||||
:return: correlation coefficient, or None if coefficient could not be calculated.
|
||||
"""
|
||||
|
||||
Reference in New Issue
Block a user