Pinescript index range - indexing

Is there a way to code an index range in pinescript? For example, If I want to include all close values between 10 bars and 5 bars ago. Everything between close[10] and close[5].
In python this would be close[5:10] but I cannot find any literature discussing a range of indexes.
thanks!

You could code a function to do that, but to be clear [] has a specific meaning in Pinescript as a history-referencing operator. I think what you are asking for is a way to construct an array of values from a series based on indicies.
This would work if you're use float values like OHLC
//#version=4
study("My Script")
range(_src, _a, _b) =>
_arr = array.new_float(0)
for i = _a to _b - 1
array.push(_arr, _src[i])
_arr
someCloses = range(close, 5, 10)
plot(array.size(someCloses))
But with this you are converting your data to a different type. So make sure to look at the available array functions.

Related

How do I reverse each value in a column bit wise for a hex number?

I have a dataframe which has a column called hexa which has hex values like this. They are of dtype object.
hexa
0 00802259AA8D6204
1 00802259AA7F4504
2 00802259AA8D5A04
I would like to remove the first and last bits and reverse the values bitwise as follows:
hexa-rev
0 628DAA592280
1 457FAA592280
2 5A8DAA592280
Please help
I'll show you the complete solution up here and then explain its parts below:
def reverse_bits(bits):
trimmed_bits = bits[2:-2]
list_of_bits = [i+j for i, j in zip(trimmed_bits[::2], trimmed_bits[1::2])]
reversed_bits = [list_of_bits[-i] for i in range(1,len(list_of_bits)+1)]
return ''.join(reversed_bits)
df['hexa-rev'] = df['hexa'].apply(lambda x: reverse_bits(x))
There are possibly a couple ways of doing it, but this way should solve your problem. The general strategy will be defining a function and then using the apply() method to apply it to all values in the column. It should look something like this:
df['hexa-rev'] = df['hexa'].apply(lambda x: reverse_bits(x))
Now we need to define the function we're going to apply to it. Breaking it down into its parts, we strip the first and last bit by indexing. Because of how negative indexes work, this will eliminate the first and last bit, regardless of the size. Your result is a list of characters that we will join together after processing.
def reverse_bits(bits):
trimmed_bits = bits[2:-2]
The second line iterates through the list of characters, matches the first and second character of each bit together, and then concatenates them into a single string representing the bit.
def reverse_bits(bits):
trimmed_bits = bits[2:-2]
list_of_bits = [i+j for i, j in zip(trimmed_bits[::2], trimmed_bits[1::2])]
The second to last line returns the list you just made in reverse order. Lastly, the function returns a single string of bits.
def reverse_bits(bits):
trimmed_bits = bits[2:-2]
list_of_bits = [i+j for i, j in zip(trimmed_bits[::2], trimmed_bits[1::2])]
reversed_bits = [list_of_bits[-i] for i in range(1,len(list_of_bits)+1)]
return ''.join(reversed_bits)
I explained it in reverse order, but you want to define this function that you want applied to your column, and then use the apply() function to make it happen.

Creating a function to count the number of pos in a pandas instance

I've used NLTK to pos_tag sentences in a pandas dataframe from an old Yelp competition. This returns a list of tuples (word, POS). I'd like to count the number of parts of speech for each instance. How would I, say, create a function to count the number of being verbs in each review? I know how to apply functions to features - no problem there. I just can't wrap my head around how to count things inside tuples inside lists inside a pd feature.
The head is here, as a tsv: https://pastebin.com/FnnBq9rf
Thank you #zhangyulin for your help. After two days, I learned some incredibly important things (as a novice programmer!). Here's the solution!
def NounCounter(x):
nouns = []
for (word, pos) in x:
if pos.startswith("NN"):
nouns.append(word)
return nouns
df["nouns"] = df["pos_tag"].apply(NounCounter)
df["noun_count"] = df["nouns"].str.len()
As an example, for dataframe df, noun count of the column "reviews" can be saved to a new column "noun_count" using this code.
def NounCount(x):
nounCount = sum(1 for word, pos in pos_tag(word_tokenize(x)) if pos.startswith('NN'))
return nounCount
df["noun_count"] = df["reviews"].apply(NounCount)
df.to_csv('./dataset.csv')
There are a number of ways you can do that and one very straight forward way is to map the list (or pandas series) of tuples to indicator of whether the word is a verb, and count the number of 1's you have.
Assume you have something like this (please correct me if it's not, as you didn't provide an example):
a = pd.Series([("run", "verb"), ("apple", "noun"), ("play", "verb")])
You can do something like this to map the Series and sum the count:
a.map(lambda x: 1 if x[1]== "verb" else 0).sum()
This will return you 2.
I grabbed a sentence from the link you shared:
text = nltk.word_tokenize("My wife took me here on my birthday for breakfast and it was excellent.")
tag = nltk.pos_tag(text)
a = pd.Series(tag)
a.map(lambda x: 1 if x[1]== "VBD" else 0).sum()
# this returns 2

Finding the count of a set of substrings in pandas dataframe

I am given a set of substrings. I need to find the count of occurrence of all those substrings in a particular column in a dataframe. The relevant datframe would look like this
training['concat']
0 svAxu$paxArWAn
1 xvAxaSa$varRANi
2 AxAna$xurbale
3 go$BakwAH
4 viXi$Bexena
5 nIwi$kuSalaM
6 lafkA$upamam
7 yaSas$lipsoH
8 kaSa$AGAwam
9 hewumaw$uwwaram
10 varRa$pUgAn
My set of substrings is a dictionary, where the keys are the substrings and values are the probabilities with which they occur
reg = {'anuBavAn':0.35, 'a$piwra':0.2 ...... 'piwra':0.7, 'pa':0.03, 'a':0.0005}
#The length of dicitioanry is 2000
Particularly I need to find those substrings which occur more than twice
I have written the following code that performs the task. Is there a more elegant pythonic way or panda specific way to achieve the same as the current implementation is taking quite some time to execute.
elites = dict()
for reg_pat in reg_:
count = 0
eliter = len(training[training['concat'].str.contains(reg_pat)]['concat'])
if eliter >=3:
elites[reg_pat] = reg_[reg_pat]
You can use apply instead str.contains, it is faster:
reg_ = {'anuBavAn':0.35, 'a$piwra':0.2, 'piwra':0.7, 'pa':0.03, 'a':0.0005}
elites = dict()
for reg_pat in reg_:
if training['concat'].apply(lambda x: reg_pat in x).sum() >= 3:
elites[reg_pat] = reg_[reg_pat]
print (elites)
{'a': 0.0005}
Hopefully I have interpreted your question correctly. I'm inclined to stay away from regex here (in fact, I've never used it in conjunction with pandas), but it's not wrong, strictly speaking. In any case, I find it hard to believe that any regex operations are faster than a simple in check, but I could be wrong on that.
for substr in reg:
totalStringAppearances = training.apply((lambda string: substr in string))
totalStringAppearances = totalStringAppearances.sum()
if totalStringAppearances > 2:
reg[substr] = totalStringAppearances / len(training)
else:
# do what you want to with the very rare substrings
Some gotchas:
If you wanted something like a substring 'a' in 'abcdefa' to return 2, then this will not work. It merely checks for existence of the substring in each string.
Inside the apply(), I am using a potentially unreliable exploitation of booleans. See this question for more details.
Post-edit: Jezrael's answer is more complete as it uses the same variable names. But, in a simple case, regarding regex vs. apply and in, I validate his claim, and my presumption:

Apply function with pandas dataframe - POS tagger computation time

I'm very confused on the apply function for pandas. I have a big dataframe where one column is a column of strings. I'm then using a function to count part-of-speech occurrences. I'm just not sure the way of setting up my apply statement or my function.
def noun_count(row):
x = tagger(df['string'][row].split())
# array flattening and filtering out all but nouns, then summing them
return num
So basically I have a function similar to the above where I use a POS tagger on a column that outputs a single number (number of nouns). I may possibly rewrite it to output multiple numbers for different parts of speech, but I can't wrap my head around apply.
I'm pretty sure I don't really have either part arranged correctly. For instance, I can run noun_count[row] and get the correct value for any index but I can't figure out how to make it work with apply how I have it set up. Basically I don't know how to pass the row value to the function within the apply statement.
df['num_nouns'] = df.apply(noun_count(??),1)
Sorry this question is all over the place. So what can I do to get a simple result like
string num_nouns
0 'cat' 1
1 'two cats' 1
EDIT:
So I've managed to get something working by using list comprehension (someone posted an answer, but they've deleted it).
df['string'].apply(lambda row: noun_count(row),1)
which required an adjustment to my function:
def tagger_nouns(x):
list_of_lists = st.tag(x.split())
flat = [y for z in list_of_lists for y in z]
Parts_of_speech = [row[1] for row in flattened]
c = Counter(Parts_of_speech)
nouns = c['NN']+c['NNS']+c['NNP']+c['NNPS']
return nouns
I'm using the Stanford tagger, but I have a big problem with computation time, and I'm using the left 3 words model. I'm noticing that it's calling the .jar file again and again (java keeps opening and closing in the task manager) and maybe that's unavoidable, but it's really taking far too long to run. Any way I can speed it up?
I don't know what 'tagger' is but here's a simple example with a word count that ought to work more or less the same way:
f = lambda x: len(x.split())
df['num_words'] = df['string'].apply(f)
string num_words
0 'cat' 1
1 'two cats' 2

Numpy maximum(arrays)--how to determine the array each max value came from

I have numpy arrays representing July temperature for each year since 1950.
I can use the numpy.maximum(temp1950,temp1951,temp1952,..temp2014)
to determine the maximum July temperature at each cell.
I need the maximum for each cell..the numpy.maximum() works for only 2 arrays
How do I determine the year that each max value came from?
Also the numpy.maximum(array1,array2) works comparing only two arrays.
Thanks to Praveen, the following works fine:
array1 = numpy.array( ([1,2],[3,4]) )
array2 = numpy.array( ([3,4],[1,2]) )
array3 = numpy.array( ([9,1],[1,9]) )
all_arrays = numpy.dstack((array1,array2,array3))
#maxvalues = numpy.maximum(all_arrays)#will not work
all_arrays.max(axis=2) #this returns the max from each cell location
max_indexes = numpy.argmax(all_arrays,axis=2)#this returns correct indexes
The answer is argmax, except that you need to do this along the required axis. If you have 65 years' worth of temperatures, it doesn't make sense to keep them in separate arrays.
Instead, put them all into a single 2D dimensional array using something like np.vstack and then take the argmax over rows.
alltemps = np.vstack((temp1950, temp1951, ..., temp2014))
maxindexes = np.argmax(alltemps, axis=0)
If your temperature arrays are already 2D for some reason, then you can use np.dstack to stack in depth instead. Then you'll have to take argmax over axis=2.
For the specific example in your question, you're looking for something like:
t = np.dstack((array1, array2)) # Note the double parantheses. You need to pass
# a tuple to the function
maxindexes = np.argmax(t, axis=2)
PS: If you are getting the data out of a file, I suggest putting them in a single array to start with. It gets hard to handle 65 variable names.
You need to use Numpy's argmax
It would give you the index of the largest element in the array, which you can map to the year.