JGT Ml - Machine Learning Tools
Project description
jgtml
JGTML
- primarily designed to analyze the effectiveness of trading signals
- designed to analyze the effectiveness of trading signals within the context of larger balance lines.
CLI's HELP
jgtfxcli
usage: jgtfxcli [-h] [-i INSTRUMENT] [-t TIMEFRAME] [-r TLIDRANGE] [-vp] [-xe]
[-z] [-c MAX | [-uf | -nf]] [-v VERBOSE] [-debug] [-iprop]
[-server] [-kba | -rmba] [-dv | -ddv] [-pdsrq] [-pdsrqn]
[-pdsrqnf] [-pdsrqf] [-pdsrqff] [-idsrq] [-cdsrq] [-cdsrqf]
[-cdsrqff] [-cdsrqnf] [-jsonf JSON_FILE]
Process command parameters.
options:
-h, --help show this help message and exit
-xe, --exitonerror Exit on error rather than trying to keep looking
-iprop, --iprop Toggle the downloads of all instrument properties
-server, --server Run the server
POV:
Point of view
-i INSTRUMENT, --instrument INSTRUMENT
An instrument which you want to use in sample. For
example, "EUR/USD".
-t TIMEFRAME, --timeframe TIMEFRAME
Time period which forms a single candle. For example,
m1 - for 1 minute, H1 - for 1 hour.
DTRange:
Date and range selection
-r TLIDRANGE, --range TLIDRANGE
TLID range in the format YYMMDDHHMM_YYMMDDHHMM.
Output:
Output arguments
-vp, --viewpath flag to just view the path of files from arguments -i
-t.
-z, --compress Compress the output. If specified, it will also
activate the output flag.
-jsonf JSON_FILE, --json_file JSON_FILE
JSON filepath content to be loaded.
Bars:
Bars flags
-c MAX, --quotescount MAX
Max number of bars. 0 - Not limited
-uf, --full Output/Input uses the full store.
-nf, --notfull Output/Input uses NOT the full store.
Verbosity:
control the verbosity of the output
-v VERBOSE, --verbose VERBOSE
Set the verbosity level. 0 = quiet, 1 = normal, 2 =
verbose, 3 = very verbose, etc.
-debug, --debug Toggle debug
Cleanup:
Cleanup data
-kba, --keepbidask Keep Bid/Ask in storage.
-rmba, --rmbidask Remove Bid/Ask in storage.
-dv, --dropna_volume Drop rows with NaN (or 0) in volume column.
(note.Montly chart does not dropna volume)
-ddv, --dont_dropna_volume
Do not dropna volume
RQ Pattern:
RQ Pattern to use. Future practice to create request patterns to load into
the args later.
-pdsrq, --pds_rq_base
Use PDS_RQ JSON_BASE
-pdsrqn, --pds_rq_normal
Use PDS_RQ JSON_NORMAL
-pdsrqnf, --pds_rq_normal_fresh
Use PDS_RQ JSON_NORMAL_FRESH
-pdsrqf, --pds_rq_full
Use PDS_RQ JSON_FULL
-pdsrqff, --pds_rq_full_fresh
Use PDS_RQ JSON_FULL_FRESH
-idsrq, --ids_rq_base
Use IDS_RQ JSON_BASE
-cdsrq, --cds_rq_normal
Use CDS_RQ JSON_NORMAL
-cdsrqf, --cds_rq_full
Use CDS_RQ JSON_FULL
-cdsrqff, --cds_rq_full_fresh
Use CDS_RQ JSON_FULL_FRESH
-cdsrqnf, --cds_rq_norm_fresh
Use CDS_RQ JSON_NORM_FRESH
jgtcli
usage: jgtcli [-h] [-i INSTRUMENT] [-t TIMEFRAME] [-s "m.d.Y H:M:S"]
[-e "m.d.Y H:M:S"] [-r TLIDRANGE] [-v VERBOSE] [-ads]
[-c MAX | [-uf | -nf]] [-new | -old] [-mfi | -nomfi] [-go] [-ba]
[-bjaw BALLIGATOR_PERIOD_JAWS] [-ta]
[-tjaw TALLIGATOR_PERIOD_JAWS] [-lfp LARGEST_FRACTAL_PERIOD]
[-vp] [-dv | -ddv] [-jsonf JSON_FILE] [-pdsrq] [-pdsrqn]
[-pdsrqnf] [-pdsrqf] [-pdsrqff] [-idsrq] [-cdsrq] [-cdsrqf]
[-cdsrqff] [-cdsrqnf]
jgtcli - Command Line Interface for JGTPY
options:
-h, --help show this help message and exit
POV:
Point of view
-i INSTRUMENT, --instrument INSTRUMENT
An instrument which you want to use in sample. For
example, "EUR/USD".
-t TIMEFRAME, --timeframe TIMEFRAME
Time period which forms a single candle. For example,
m1 - for 1 minute, H1 - for 1 hour.
DTRange:
Date and range selection
-s "m.d.Y H:M:S", --datefrom "m.d.Y H:M:S"
Date/time from which you want to receive historical
prices. If you leave this argument as it is, it will
mean from last trading day. Format is "m.d.Y H:M:S".
Optional parameter.
-e "m.d.Y H:M:S", --dateto "m.d.Y H:M:S"
Datetime until which you want to receive historical
prices. If you leave this argument as it is, it will
mean to now. Format is "m.d.Y H:M:S". Optional
parameter.
-r TLIDRANGE, --range TLIDRANGE
TLID range in the format YYMMDDHHMM_YYMMDDHHMM.
Verbosity:
control the verbosity of the output
-v VERBOSE, --verbose VERBOSE
Set the verbosity level. 0 = quiet, 1 = normal, 2 =
verbose, 3 = very verbose, etc.
Interaction:
Interaction arguments
-ads, --ads Action the creation of ADS and show the chart
Bars:
Bars flags
-c MAX, --quotescount MAX
Max number of bars. 0 - Not limited
-uf, --full Output/Input uses the full store.
-nf, --notfull Output/Input uses NOT the full store.
-new, --fresh Freshening the storage with latest market.
-old, --notfresh Output/Input wont be freshed from storage (weekend or
tests).
Indicators:
Indicators flags
-mfi, --mfi_flag Enable the Market Facilitation Index indicator.
-nomfi, --no_mfi_flag
Disable the Market Facilitation Index indicator.
-go, --gator_oscillator_flag
Enable the Gator Oscillator indicator.
-ba, --balligator_flag
Enable the Big Alligator indicator.
-bjaw BALLIGATOR_PERIOD_JAWS, --balligator_period_jaws BALLIGATOR_PERIOD_JAWS
The period of the Big Alligator jaws.
-ta, --talligator_flag
Enable the Tide Alligator indicator.
-tjaw TALLIGATOR_PERIOD_JAWS, --talligator_period_jaws TALLIGATOR_PERIOD_JAWS
The period of the Tide Alligator jaws.
-lfp LARGEST_FRACTAL_PERIOD, --largest_fractal_period LARGEST_FRACTAL_PERIOD
The largest fractal period.
Output:
Output arguments
-vp, --viewpath flag to just view the path of files from arguments -i
-t.
-jsonf JSON_FILE, --json_file JSON_FILE
JSON filepath content to be loaded.
Cleanup:
Cleanup data
-dv, --dropna_volume Drop rows with NaN (or 0) in volume column.
(note.Montly chart does not dropna volume)
-ddv, --dont_dropna_volume
Do not dropna volume
RQ Pattern:
RQ Pattern to use. Future practice to create request patterns to load into
the args later.
-pdsrq, --pds_rq_base
Use PDS_RQ JSON_BASE
-pdsrqn, --pds_rq_normal
Use PDS_RQ JSON_NORMAL
-pdsrqnf, --pds_rq_normal_fresh
Use PDS_RQ JSON_NORMAL_FRESH
-pdsrqf, --pds_rq_full
Use PDS_RQ JSON_FULL
-pdsrqff, --pds_rq_full_fresh
Use PDS_RQ JSON_FULL_FRESH
-idsrq, --ids_rq_base
Use IDS_RQ JSON_BASE
-cdsrq, --cds_rq_normal
Use CDS_RQ JSON_NORMAL
-cdsrqf, --cds_rq_full
Use CDS_RQ JSON_FULL
-cdsrqff, --cds_rq_full_fresh
Use CDS_RQ JSON_FULL_FRESH
-cdsrqnf, --cds_rq_norm_fresh
Use CDS_RQ JSON_NORM_FRESH
jgtmlttfcli
usage: jgtmlttfcli [-h] -i INSTRUMENT -t TIMEFRAME [-uf] [-new] [-fr]
[-c QUOTESCOUNT]
[-clh COLUMNS_LIST_FROM_HIGHER_TF [COLUMNS_LIST_FROM_HIGHER_TF ...]]
[-pn PATTERNNAME]
Create ttf CSV file
options:
-h, --help show this help message and exit
-i INSTRUMENT, --instrument INSTRUMENT
Instrument name
-t TIMEFRAME, --timeframe TIMEFRAME
Timeframe (e.g., D1, H4)
-uf, --full Use full dataset
-new, --fresh Use fresh data
-fr, --force_read Force to read CDS (should increase speed but relies on
existing data)
-c QUOTESCOUNT, --quotescount QUOTESCOUNT
Number of quotes to retrieve (default: 333)
-clh COLUMNS_LIST_FROM_HIGHER_TF [COLUMNS_LIST_FROM_HIGHER_TF ...], --columns_list_from_higher_tf COLUMNS_LIST_FROM_HIGHER_TF [COLUMNS_LIST_FROM_HIGHER_TF ...]
List of columns to get from higher TF
-pn PATTERNNAME, --patternname PATTERNNAME
Pattern Name
jgtmlcli
usage: jgtmlcli [-h] [-i INSTRUMENT] [-t TIMEFRAME] [-r TLIDRANGE]
[-v VERBOSE] [-uf | -nf] [-new | -old] [-kba | -rmba]
[-mfi | -nomfi] [-go] [-ba] [-bjaw BALLIGATOR_PERIOD_JAWS]
[-ta] [-tjaw TALLIGATOR_PERIOD_JAWS]
[-lfp LARGEST_FRACTAL_PERIOD] [-dv | -ddv] [-rcds]
[-sc SELECTED_COLUMNS [SELECTED_COLUMNS ...]] [-ddcc]
[-pn PATTERNNAME]
Process command parameters.
options:
-h, --help show this help message and exit
-uf, --full Output/Input uses the full store.
-nf, --notfull Output/Input uses NOT the full store.
-rcds, --regenerate_cds
Regenerate the CDS
-sc SELECTED_COLUMNS [SELECTED_COLUMNS ...], --selected-columns SELECTED_COLUMNS [SELECTED_COLUMNS ...]
List of selected columns to keep
-ddcc, --dont_drop_calc_col
Dont drop calculated columns
-pn PATTERNNAME, --patternname PATTERNNAME
Pattern Name
POV:
Point of view
-i INSTRUMENT, --instrument INSTRUMENT
An instrument which you want to use in sample. For
example, "EUR/USD".
-t TIMEFRAME, --timeframe TIMEFRAME
Time period which forms a single candle. For example,
m1 - for 1 minute, H1 - for 1 hour.
DTRange:
Date and range selection
-r TLIDRANGE, --range TLIDRANGE
TLID range in the format YYMMDDHHMM_YYMMDDHHMM.
Verbosity:
control the verbosity of the output
-v VERBOSE, --verbose VERBOSE
Set the verbosity level. 0 = quiet, 1 = normal, 2 =
verbose, 3 = very verbose, etc.
Bars:
Bars flags
-new, --fresh Freshening the storage with latest market.
-old, --notfresh Output/Input wont be freshed from storage (weekend or
tests).
Cleanup:
Cleanup data
-kba, --keepbidask Keep Bid/Ask in storage.
-rmba, --rmbidask Remove Bid/Ask in storage.
-dv, --dropna_volume Drop rows with NaN (or 0) in volume column.
(note.Montly chart does not dropna volume)
-ddv, --dont_dropna_volume
Do not dropna volume
Indicators:
Indicators flags
-mfi, --mfi_flag Enable the Market Facilitation Index indicator.
-nomfi, --no_mfi_flag
Disable the Market Facilitation Index indicator.
-go, --gator_oscillator_flag
Enable the Gator Oscillator indicator.
-ba, --balligator_flag
Enable the Big Alligator indicator.
-bjaw BALLIGATOR_PERIOD_JAWS, --balligator_period_jaws BALLIGATOR_PERIOD_JAWS
The period of the Big Alligator jaws.
-ta, --talligator_flag
Enable the Tide Alligator indicator.
-tjaw TALLIGATOR_PERIOD_JAWS, --talligator_period_jaws TALLIGATOR_PERIOD_JAWS
The period of the Tide Alligator jaws.
-lfp LARGEST_FRACTAL_PERIOD, --largest_fractal_period LARGEST_FRACTAL_PERIOD
The largest fractal period.
jgtmlfcli
usage: jgtmlfcli [-h] [-lp LAG_PERIOD] [-tlp TOTAL_LAGGING_PERIODS]
[-ctk COLUMNS_TO_KEEP [COLUMNS_TO_KEEP ...]]
[-ctd COLUMNS_TO_DROP [COLUMNS_TO_DROP ...]] [-f] [-mfiao]
[-dba] [-pn PATTERNNAME] [-i INSTRUMENT] [-t TIMEFRAME]
[-c MAX | [-uf | -nf]] [-new | -old] [-dv | -ddv] [-fr]
Create mlf alpha CSV file
options:
-h, --help show this help message and exit
-lp LAG_PERIOD, --lag_period LAG_PERIOD
Lag period
-tlp TOTAL_LAGGING_PERIODS, --total_lagging_periods TOTAL_LAGGING_PERIODS
Total lagging periods
-ctk COLUMNS_TO_KEEP [COLUMNS_TO_KEEP ...], --columns_to_keep COLUMNS_TO_KEEP [COLUMNS_TO_KEEP ...]
List of selected columns to keep
-ctd COLUMNS_TO_DROP [COLUMNS_TO_DROP ...], --columns_to_drop COLUMNS_TO_DROP [COLUMNS_TO_DROP ...]
List of selected columns to drop
-f, --force_refresh Force refresh
-mfiao, --mfiao Use mfiao
-dba, --drop_bidask Drop bidask
-pn PATTERNNAME, --patternname PATTERNNAME
Pattern Name
-fr, --force_read Force to read CDS (should increase speed but relies on
existing data)
POV:
Point of view
-i INSTRUMENT, --instrument INSTRUMENT
An instrument which you want to use in sample. For
example, "EUR/USD".
-t TIMEFRAME, --timeframe TIMEFRAME
Time period which forms a single candle. For example,
m1 - for 1 minute, H1 - for 1 hour.
Bars:
Bars flags
-c MAX, --quotescount MAX
Max number of bars. 0 - Not limited
-uf, --full Output/Input uses the full store.
-nf, --notfull Output/Input uses NOT the full store.
-new, --fresh Freshening the storage with latest market.
-old, --notfresh Output/Input wont be freshed from storage (weekend or
tests).
Cleanup:
Cleanup data
-dv, --dropna_volume Drop rows with NaN (or 0) in volume column.
(note.Montly chart does not dropna volume)
-ddv, --dont_dropna_volume
Do not dropna volume
jgtapp
usage: jgtapp [-h] {tide,pds,cds,ocds,ttf,ttfmxwf,mx,ttfwf} ...
CLI equivalent of bash functions
positional arguments:
{tide,pds,cds,ocds,ttf,ttfmxwf,mx,ttfwf}
tide Run the pto tidealligator
pds Refresh the PDS full for an instrument and timeframe
cds Refresh the CDS
ocds Refresh the CDS from old PDS
ttf Refresh the TTF for an instrument and timeframe
ttfmxwf Refresh the TTF, MX and CDS for an instrument
mx Refresh the MX (using the TTF) for an instrument and
timeframe
ttfwf Refresh TTF preparation for an instrument
options:
-h, --help show this help message and exit
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