Commit: eb1c0d0b7e849e3fc5ec4261ce3300d9a2fc4ff8 - mt5-operator (git)

Commit MetaInfo

• Revisão: eb1c0d0b7e849e3fc5ec4261ce3300d9a2fc4ff8 (tree)
• Hora: 2023-03-06 22:16:23
• Autor: kazuhiro_kondow <simauma.circus@gmai...>
• Commiter: kazuhiro_kondow

Mensagem de Log

Vector Angleの修正
パラメータがマイナス値の場合に正しい値が出せない

Mudança Sumário

• add: investigation_study/numpy_vector_angle_5.ipynb
• modified: src/exchange_rate_info.py

Diff

--- /dev/null
+++ b/investigation_study/numpy_vector_angle_5.ipynb
@@ -0,0 +1,113 @@
+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 8,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "theta_d1 : -0.2292\n",
+      "theta_d2 : 11.7161\n",
+      "theta_d3 : -11.7161\n"
+     ]
+    }
+   ],
+   "source": [
+    "# 2023-03-06 10:25:04,359 12488 MainThread exchange_rate_info.py:236 set_technical_indicators [DEBUG]: num[-2]: MACD: -0.0535, MACDSignal: -0.0514\n",
+    "# 2023-03-06 10:25:04,360 12488 MainThread exchange_rate_info.py:236 set_technical_indicators [DEBUG]: num[-1]: MACD: -0.0492, MACDSignal: -0.0511\n",
+    "# 2023-03-06 10:25:04,362 12488 MainThread exchange_rate_info.py:242 set_technical_indicators [DEBUG]: befor turning point:None\n",
+    "# 2023-03-06 10:25:04,363 12488 MainThread exchange_rate_info.py:296 set_technical_indicators [INFO]: CrossOver up. vector angle:-0.2292 Already judged goldencross.\n",
+    "# マイナス角度も判定できるように整数にしたい\n",
+    "\n",
+    "import numpy as np\n",
+    "\n",
+    "# vector angle\n",
+    "def vector_angle(u: np.ndarray, v: np.ndarray):\n",
+    "    a1 = np.around(((u[0] - u[1]) / (0 - 1)), 4)\n",
+    "    a2 = np.around(((v[0] - v[1]) / (0 - 1)), 4)\n",
+    "    theta = np.arctan((a2 - a1) / (1 + a1 * a2))\n",
+    "    theta_d = np.around(np.rad2deg(theta), 4)\n",
+    "    return theta_d\n",
+    "\n",
+    "u1 = np.array([-0.0535, -0.0492])\n",
+    "v1= np.array([-0.0514, -0.0511])\n",
+    "\n",
+    "u2 = np.array([0.0535, -0.0492])\n",
+    "v2 = np.array([-0.0514, 0.0511])\n",
+    "\n",
+    "u3 = np.array([-0.0535, 0.0492])\n",
+    "v3 = np.array([0.0514, -0.0511])\n",
+    "\n",
+    "print(f'theta_d1 : {vector_angle(u1, v1)}')\n",
+    "print(f'theta_d2 : {vector_angle(u2, v2)}')\n",
+    "print(f'theta_d3 : {vector_angle(u3, v3)}')"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 11,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "theta_d1 : 0.2292\n",
+      "theta_d2 : 11.7161\n",
+      "theta_d3 : 11.7161\n"
+     ]
+    }
+   ],
+   "source": [
+    "\n",
+    "# vector angle2\n",
+    "def vector_angle2(u: np.ndarray, v: np.ndarray):\n",
+    "    # 傾き,tilt\n",
+    "    a1 = np.around(((u[0] - u[1]) / (0 - 1)), 4)\n",
+    "    a2 = np.around(((v[0] - v[1]) / (0 - 1)), 4)\n",
+    "    u1 = np.array([1, a1])\n",
+    "    v1 = np.array([1, a2])\n",
+    "    i = np.inner(u1, v1)\n",
+    "    n = np.linalg.norm(u1) * np.linalg.norm(v1)\n",
+    "    c = i / n\n",
+    "    theta = np.arccos(np.clip(c, -1.0, 1.0))\n",
+    "    theta_d = np.around(np.rad2deg(theta), 4)\n",
+    "    return theta_d\n",
+    "\n",
+    "print(f'theta_d1 : {vector_angle2(u1, v1)}')\n",
+    "print(f'theta_d2 : {vector_angle2(u2, v2)}')\n",
+    "print(f'theta_d3 : {vector_angle2(u3, v3)}')"
+   ]
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "venv",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.10.9"
+  },
+  "orig_nbformat": 4,
+  "vscode": {
+   "interpreter": {
+    "hash": "3434ed70bd0ce2eb2bb8ac6e97f0ebaa4c4b8adeb56c97e7db5709836a4a2d70"
+   }
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}

--- a/src/exchange_rate_info.py
+++ b/src/exchange_rate_info.py
@@ -98,7 +98,12 @@ class ExchangeRateInfo():
             raise ValueError('Nan is included in the value.')
         a1 = np.around(((u[0] - u[1]) / (0 - 1)), 4)
         a2 = np.around(((v[0] - v[1]) / (0 - 1)), 4)
-        theta = np.arctan((a2 - a1) / (1 + a1 * a2))
+        u1 = np.array([1, a1])
+        v1 = np.array([1, a2])
+        i = np.inner(u1, v1)
+        n = np.linalg.norm(u1) * np.linalg.norm(v1)
+        c = i / n
+        theta = np.arccos(np.clip(c, -1.0, 1.0))
         theta_d = np.around(np.rad2deg(theta), 4)
         return theta_d