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#' Saves symbols (from an environment) to a specified directory
#' 
#' The files (one per symbol) are saved in \code{dir}. The file name
#' is the symbol itself, and the file extension is RData.
#' 
#' @param symbols The symbols
#' @param dir The destination folder (file system directory). It must exist.
#' @param env The environment containing the symbols
#' 
#' @examples

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// g++ -O3 -std=c++0x -o test test7.C

#include <iostream>
#include <cstdint>
#include <vector>
#include <iterator>
#include <algorithm>
#include <cassert>

using namespace std;

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'''
A module to load instruments and bars from a SQLite database.
'''

import pandas as pd
import toml

from sqlalchemy import create_engine

class CsiDb:

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import cntk
import cntk.ops as C
import numpy as np

from sklearn.preprocessing import OneHotEncoder

from cntk.blocks import default_options, Input   # Building blocks
from cntk.initializer import glorot_uniform
from cntk.layers import Dense                    # Layers
from cntk.learner import sgd, learning_rate_schedule, UnitType

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import dshelper as dsh
import instrumentdb as idb
import logging
import numpy as np
import os
import pandas as pd
import psutil
import sys
import tensorflow as tf
import time

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import pandas as pd
import numpy as np
import instrumentdb as idb
import math
import pickle

def good_entries(ohlcv, min_days = 3, days_out = 15, vola_len = 35, days_pos = 0.6, stop_loss = 1.5):
    if days_out <= min_days:
        raise RuntimeError('days_out must be greater than min_days.')

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require(quantmod)
require(ggplot2)
require(ggthemes)

# The starting index in the elections dates and president's arrays
# start.index = 7
start.index = 6
# sp = getSymbols("^GSPC", from="1900-01-01", auto.assign=F)

sp = as.xts(read.csv.zoo('dji.csv', format='%Y%m%d', header=F, sep=",")[,1:4])

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#
# Copyright (C) 1996-2001, Thomas Andrews
#
# $Id: default 277 2008-10-27 17:36:14Z thomasoa $
#
# This program 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 2 of the License, or
# (at your option) any later version.
# 

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require(R6)
require(quantmod)

# Db interface
YahooDb = R6Class("YahooDb",
   public = list(
      initialize = function(path="yahoo.sqlite") {
         private$path = path
      },
      

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require(quantmod)
require(SIT)

dvi.indicator = function(prices) {
   dvi = TTR:::DVI(prices)[,3]
   
   indicator.long = ifelse(dvi <= 0.5, 1, 0)
   indicator.short = ifelse(dvi > 0.5, -1, 0)
   
   indicator = reclass(cbind(indicator.short + indicator.long), prices)