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@yoshyoshi
Last active July 10, 2018 03:23
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read data CSV files and process into trading indicators
import numpy as np
import talib
rawDataLocation = "<your folder location>"
storageLocation = "<your folder location>"
assetsToProcess = ["SPY"]
# Data types for the CSV format of the previous post
# ISO8601 date-time string should be read using |S24 due to its standard length
dtypeList = ["|S24",np.float64,np.float64,np.float64,np.float64,np.float64]
iteratorPos = 0 # Tracks position in list of symbols to download
assetListLen = len(assetsToProcess)
while iteratorPos < assetListLen:
symbol = assetsToProcess[iteratorPos]
raw_data = np.genfromtxt(rawDataLocation + '{0}.csv'.format(symbol), delimiter=',',names=True,dtype=dtypeList)
close_list = raw_data["close"]
SMA20 = talib.SMA(close_list,20)
RSI14 = talib.RSI(close_list,14)
# Add your own function to store or process data as needed
iteratorPos += 1
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