# SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE) """Count new trends and swing pivots per 1,000 closed bars from the OHLC columns of dump CSVs (aggregate numbers only). python3 tests/frequency.py M15 H1 H4 > docs/data/trend-frequency.json Reads /dump/gn_default__.csv; every closed bar is scanned with tests/reference.py (defaults).""" import json import sys from pathlib import Path import pandas as pd sys.path.insert(0, str(Path(__file__).parent)) from reference import run # noqa: E402 root = Path(sys.argv[1]) result = {} for tf in sys.argv[2:]: bars = trends = pivots = 0 per_symbol = {} for f in sorted(root.glob(f"dump/gn_default_*_{tf}.csv")): d = pd.read_csv(f) h, l, c = (d[k].to_numpy(float)[:-1] for k in ("high", "low", "close")) rows, piv = run(h, l, c, 3, True) nt = sum(1 for r in rows if r["ev"]) per_symbol[f.stem.split("_")[2]] = dict(bars=len(c), new_trends=nt, pivots=len(piv)) bars += len(c); trends += nt; pivots += len(piv) result[tf] = dict(closed_bars=bars, per_symbol=per_symbol, new_trends_per_1000_bars=round(1000 * trends / bars, 2), pivots_per_1000_bars=round(1000 * pivots / bars, 2), bars_per_new_trend=round(bars / max(1, trends), 1)) print(json.dumps(result, indent=1))