# SPDX-License-Identifier: LicenseRef-PolyForm-Noncommercial-1.0.0 (see LICENSE) """Count completed setups (9), perfected 9s and countdown 13s per 1,000 closed bars from the OHLC columns of dump CSVs (aggregate numbers only). python3 tests/frequency.py M15 H1 H4 > docs/data/count-frequency.json Reads /dump/sq_default__.csv; every closed bar is counted with tests/reference.py.""" 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 = nine = perf = c13 = 0 per_symbol = {} for f in sorted(root.glob(f"dump/sq_default_*_{tf}.csv")): d = pd.read_csv(f) h, l, c = (d[k].to_numpy(float)[:-1] for k in ("high", "low", "close")) rows = run(h, l, c) n9 = sum(1 for r in rows if r["ev_setup"]) np_ = sum(1 for r in rows if r["ev_setup"] and r["perf"]) n13 = sum(1 for r in rows if r["ev_cd"]) per_symbol[f.stem.split("_")[2]] = dict(bars=len(c), setups_9=n9, perfected=np_, countdown_13=n13) bars += len(c); nine += n9; perf += np_; c13 += n13 result[tf] = dict(closed_bars=bars, per_symbol=per_symbol, setups_9_per_1000_bars=round(1000 * nine / bars, 2), perfected_share_of_9s=round(perf / max(1, nine), 3), countdown_13_per_1000_bars=round(1000 * c13 / bars, 2), thirteens_per_nine=round(c13 / max(1, nine), 3)) print(json.dumps(result, indent=1))