Added diverged symbols view
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@@ -161,6 +161,34 @@ class Correlation:
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return filtered_data
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@property
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def diverged_symbols(self):
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"""
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:return: dataframe containing all diverged, diverging or converging symbols and count of number of
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divergences for those symbols.
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"""
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filtered_data = None
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if self.coefficient_data is not None:
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# Only rows where we have a divergence
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filtered_data = self.coefficient_data \
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.loc[(self.coefficient_data['Status'] == STATUS_DIVERGED) |
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(self.coefficient_data['Status'] == STATUS_DIVERGING) |
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(self.coefficient_data['Status'] == STATUS_CONVERGING)]
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# We only need the symbols
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all_symbols = pd.DataFrame(columns=['Symbol', 'Count'],
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data={'Symbol': filtered_data['Symbol 1'].append(filtered_data['Symbol 2']),
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'Count': 1})
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# Group and count. Reset index so that we have named SYMBOL column.
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filtered_data = all_symbols.groupby(by='Symbol').count().reset_index()
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# Sort
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filtered_data = filtered_data.sort_values('Count', ascending=False)
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return filtered_data
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def load(self, filename):
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"""
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Loads calculated coefficients, price data used to calculate them and tick data used during monitoring.
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