levels-compute

#! /usr/bin/php -f 
<?php
/**
* 
* @brief The scripts reads .dat files with stock price information and outputs .csv file with levels and their frequencies according to the levels calc discovered in 2014.
* 
* @version 150701
* @author Alex Kay (MGWebGroup)
* @usage 
* PHP code below before September 2015 was stored in dedicated file levels.php, therefore its invocation from command line used to be: php -f levels.php symbol=TST
* This will look for file named TST.dat in the script's root dir (wherever teh levels.php was), read price information from there and will save file TST.csv with calculated levels.
* With this script now saved in ~/bin as levels-compute, you can go to the Levels directory, where the .dat files are stored, then simply type: levels-compute symbol=TST
* Example of the .dat file:
* 50,10,0.20, where 50 is the upper level of the level mask, 10 is the lower level of the level mask, 0.20 step (always positive)
* 150514,69.35, following lines consist of a date and price.
* 150515,64.01
* 150516,79.62
*/

$path = array( 
	'/home/alex/Documents/110318 MGWebGroup/02. Projects/121021_traders_toolkit/03_active_version/library/calc1.class.php',
	'/home/alex/Documents/110318 MGWebGroup/02. Projects/121021_traders_toolkit/03_active_version/library/customexception.class.php',

 );
foreach ( $path as $library ) {
	include realpath( $library );
}


parse_str( implode( '&', array_slice( $argv, 1 ) ), $_GET );


$const['base']['pos'] = 7.5E-03;
$const['base']['neg'] = -7.5E-03;
$const['order']['pos'] = $const['order']['neg'] = array(2,2,2,2,2);
$const['order']['n'] = count( $const['order']['pos'] );
// var_dump( $const['order']['pos'], $const['order']['neg'] ); exit();
for ( $i = -2, $j = 0; $i <= 2; $i++, $j++ ) {
	$const['factor']['pos'][$j] = $const['base']['pos'] * pow( $const['order']['pos'][$j], $i );
	$const['factor']['neg'][$j] = $const['base']['neg'] * pow( $const['order']['neg'][$j], $i );
}

try {
	if ( !$fh = fopen( $_GET['symbol'] . '.dat', 'r' ) ) throw new Exception();
} catch ( Exception $e ) {
	echo 'Could not open file ' . $_GET['symbol'] . ".dat\n";
	exit();
}
$i = 0;
while ( $data = fgetcsv( $fh, 20, ',' ) ) {
	if ( $i ) { 
		// printf( "data[1]=%.2f, i=%u ", $data[1], $i );
		$row[$i-1] = Calc::myCeil( $data[1], $mask['step'] );
		$col[$i-1] = $data[1];
		// $row[$i-1] = Calc::myCeil( $data[1], $mask['step'] );
		// $col[$i-1] = 1;
		// printf( "row[%u]=%.2f\tcol[%u]=%.2f\n", $i-1, $row[$i-1], $i-1, $col[$i-1] );
		foreach ( $const['factor']['pos'] as $j => $factor ) {
			$row[$i+$j] = Calc::myCeil( pow( $data[1], $factor + log( $data[1], $data[1] ) ), $mask['step'] );
			$col[$i+$j] = pow( $data[1], $factor + log( $data[1], $data[1] ) );
			// $row[$i+$j] = Calc::myCeil( $col[$i+$j], $mask['step'] );
			// $col[$i+$j] = 1;
			// printf( "  pos factor %.2e j=%u row[%u]=%.2f\n", $factor, $j, $i+$j, $row[$i + $j] );
			// printf( "row[%u]=%.2f\tcol[%u]=%.2f\n", $i+$j, $row[$i+$j], $i+$j, $col[$i+$j] );
		}
		foreach ( $const['factor']['neg'] as $j => $factor ) {
			$row[$i+$const['order']['n']+$j] = Calc::myCeil( pow( $data[1], $factor + log( $data[1], $data[1] ) ), $mask['step'] );
			$col[$i+$const['order']['n']+$j] = pow( $data[1], $factor + log( $data[1], $data[1] ) );
			// $row[$i+$const['order']['n']+$j] = Calc::myCeil( $col[$i+$const['order']['n']+$j], $mask['step'] );
			// $col[$i+$const['order']['n']+$j] = 1;
			// printf( "  neg factor %.2e j=%u row[%u]=%.2f\n", $factor, $j, $i + $const['order']['n'] + $j, $row[$i + $const['order']['n'] + $j] );
			// printf( "row[%u]=%.2f\tcol[%u]=%.2f\n", $i+$const['order']['n']+$j, $row[$i+$const['order']['n']+$j], $i+$const['order']['n']+$j, $col[$i+$const['order']['n']+$j] );
		}
		$i += $const['order']['n'] * 2 + 1;
	} else {
		$mask['start'] = $data[0];
		$mask['end'] = $data[1];
		$mask['step'] = $data[2];
		$i++;
	}
}
fclose( $fh );


$pivot = Calc::create_Pivot( array( 'name' => $_GET['symbol'], 'rows_population' => &$row, 'columns_population' => &$col, 'dump_csv' => 'pivot.csv', 'rows_sort' => 'desc', ) );
$name = strtolower( $_GET['symbol'] );

$heading = implode( ',', array( $_GET['symbol'], 'Freq', 'Avg', ) ) . "\n";
$fh = fopen( $_GET['symbol'] . '.csv', 'w' );
fwrite( $fh, $heading );

$avg = array();

foreach ( Calc::$pivot_table[$name] as $group => $line ) {
	$sum = 0;
	foreach ( $line as $col => $value ) {
		if ( $value ) $sum += $col * $value;

	}
	$avg[$group] = ( Calc::$pivot_table[$name][$group]['total'] )? round( $sum / Calc::$pivot_table[$name][$group]['total'], 2 ) : 0;
	fwrite( $fh, implode( ',', array( $group, Calc::$pivot_table[$name][$group]['total'], $avg[$group], ) ) . "\n" );

}

fclose( $fh );