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import hashlib
import os
from datetime import datetime
import boto3
bucket = '...'
s3 = boto3.client('s3', aws_access_key_id='...', aws_secret_access_key='...')
@ayatsuro
ayatsuro / gist:d2a7e4ab9c7836c80e441bd3ac704d13
Last active August 26, 2018 12:50
AI for Trading - Breakout Strategy: clear_signals accepting long and short
def clear_signals(signals, window_size):
clean_signals = [0] * window_size
for signal_i, current_signal in enumerate(signals):
signal_slice = clean_signals[signal_i:signal_i + window_size]
has_past_signal = next((s for s in signal_slice if s != 0), None)
clean_signals.append(not has_past_signal and current_signal)
clean_signals = clean_signals[window_size:]