Nikolay (Все сообщения пользователя)

error loading module 'ssl.core' from file 'ssl.dll':
   Не найден указанный модуль.

        for i=1,lines do                                        

            outlines[i] = {index = index-shift+bars, val = maxPrice}
            
            if sortedProfile[i]~=nil then               
                sortedProfile[i].vol=math.floor(sortedProfile[i].vol/MAXV*bars)
                if sortedProfile[i].vol>0 then
                    outlines[i].index = index-shift+sortedProfile[i].vol
                    outlines[i].val = sortedProfile[i].price                           
                end                                               
            end                   
            SetValue(index-shift,       i+1, outlines[i].val)
            SetValue(outlines[i].index, i+1, outlines[i].val)
                    
            --WriteLog('line '..tostring(i).." price "..tostring(GetValue(index-shift, i)).." - "..tostring(GetValue(outlines[i].index, i)).." vol "..tostring(outlines[i].index-index+shift))
                
        end

--logfile=io.open(getWorkingFolder().."\\LuaIndicators\\priceAvgProfile.txt", "w")

Settings={}
Settings.period = 150
Settings.shift = 100
Settings.Name = "*priceAvgProfile"
Settings.weeks = 0 -- 1 - текущая, отрицательное число - сколько прошлых недель, включая текущую
Settings.fixShift = 1 -- 1 - всегда смещено на указанное количество shift, если 0, то будет смещено на дату начала неделеи расчета
Settings.showMaxLine = 1
---------------------------------------------------------------------------------------

lines = 100
scale = 2
min_price_step = 1

function Init()
    Settings.line = {}
    Settings.line[1] = {}
    Settings.line[1] = {Name = 'maxVol', Color = RGB(255, 128, 64), Type = TYPE_LINE, Width = 2}
    for i = 1, lines do
        Settings.line[i+1] = {}
        Settings.line[i+1] = {Color = RGB(185, 185, 185), Type = TYPE_LINE, Width = 2}
    end
    
    myFFF = FFF()
    return lines
end

function OnCalculate(index)
    if index == 1 then
        DSInfo = getDataSourceInfo()        
        min_price_step = getParamEx(DSInfo.class_code, DSInfo.sec_code, "SEC_PRICE_STEP").param_value
        scale = getSecurityInfo(DSInfo.class_code, DSInfo.sec_code).scale
    end 
    return myFFF(index, Settings)
end

---------------------------------------------------------------------------------------
function FFF()

    local cacheL={}
    local cacheH={}
    local cacheC={}
    local weeksBegin={}
    local maxPriceLine={}

    local outlines = {}
    local calculated_buffer={}
    
    return function(ind, Fsettings)

        local period = Fsettings.period or 150
        local shift = Fsettings.shift or 150
        local weeks = Fsettings.weeks or 0
        local fixShift = Fsettings.fixShift or 0
        local showMaxLine = Fsettings.showMaxLine or 0
        local bars = 50

        shift = math.max(bars+1, shift)

        local index = ind

        if index == 1 then          
            maxPriceLine = {}
            weeksBegin = {}
            cacheL = {}
            cacheL[index] = 0           
            cacheH = {}
            cacheH[index] = 0           
            cacheC = {}
            cacheC[index] = 0           

            calculated_buffer = {}
            outlines = {}

            return nil
        end
    ------------------------------      

        --maxPriceLine[index] = maxPriceLine[index-1] 
        cacheL[index] = cacheL[index-1] 
        cacheH[index] = cacheH[index-1] 
        cacheC[index] = cacheC[index-1] 

        if not CandleExist(index) then
            return maxPriceLine[index]
        end

        cacheH[index] = H(index)
        cacheL[index] = L(index)
        cacheC[index] = C(index)
        
        if T(index).week_day<T(index-1).week_day or T(index).year>T(index-1).year then
            weeksBegin[#weeksBegin+1] = index
        end

        if index < Size() then return nil end   

        if calculated_buffer[index] ~= nil then
            return maxPriceLine[index]
        end

        if showMaxLine==1 then
            SetValue(index-shift-1, 1, nil)
            SetValue(index-shift,   1, nil)
        end

        for i=1,#outlines do                        
            SetValue(index-shift-1,          i+1, nil)
            SetValue(index-shift,            i+1, nil)
            SetValue(outlines[i].index,      i+1, nil)
            
            outlines[i].index = index-shift
            outlines[i].val = nil
        end            
        
        local beginIndex = index-period
        if weeks == 1 then
            beginIndex = weeksBegin[#weeksBegin] or beginIndex
        end
        if weeks < 0 then
            beginIndex = weeksBegin[#weeksBegin+weeks] or beginIndex
        end
        
        if fixShift==0 then
            shift = math.max(bars+1, index-beginIndex)
        end

        --WriteLog('weeks '..tostring(weeks)..' last '..tostring(weeksBegin[#weeksBegin])..' beginIndex '..tostring(beginIndex))
        
        local maxPrice = math.max(unpack(cacheH,math.max(beginIndex, 1),index))
        local minPrice = math.min(unpack(cacheL,math.max(beginIndex, 1),index))       
        
        ----------------------------------------
        local priceProfile = {}
        --local clasterStep = math.max((maxPrice - minPrice)/lines, min_price_step)
        --local clasterStep = (maxPrice - minPrice)/lines
        local clasterStep = 10*min_price_step

        --WriteLog('minPrice '..tostring(minPrice)..' maxPrice '..tostring(maxPrice)..' clasterStep '..tostring(clasterStep))
        
        for i = 0, (index-beginIndex) do
            if CandleExist(index-i) then                
                local barSteps = math.max(math.ceil((H(index-i) - L(index-i))/clasterStep),1)
                for j=0,barSteps-1 do
                    local clasterPrice = math.floor((L(index-i) + j*clasterStep)/clasterStep)*clasterStep
                    local clasterIndex = clasterPrice*math.pow(10, scale)
                    if priceProfile[clasterIndex] == nil then
                        priceProfile[clasterIndex] = {price = clasterPrice, vol = 0}
                    end
                    priceProfile[clasterIndex].vol = priceProfile[clasterIndex].vol + V(index-i)/barSteps
                end
            end
        end

        --------------------
        local MAXV = 0
        local maxPrice = 0
        local maxCount = 0 

        local sortedProfile = {}

        for i, profileItem in pairs(priceProfile) do
            MAXV=math.max(MAXV,profileItem.vol)
            if MAXV == profileItem.vol then
                maxPrice=profileItem.price
            end
            maxCount = maxCount + 1
            sortedProfile[maxCount] = {price = profileItem.price, vol = profileItem.vol}
        end
                
        --WriteLog('maxV '..tostring(MAXV)..' tblMax '..tostring(sortedProfile[1].vol))

        if maxPrice == 0 then
            maxPrice = O(index) 
        end

        table.sort(sortedProfile, function(a,b) return (a['vol'] or 0) > (b['vol'] or 0) end)

        ---------------------
        for i=1,lines do                                        

            outlines[i] = {index = index-shift+bars, val = maxPrice}
            
            if sortedProfile[i]~=nil then               
                sortedProfile[i].vol=math.floor(sortedProfile[i].vol/MAXV*bars)
                if sortedProfile[i].vol>0 then
                    outlines[i].index = index-shift+sortedProfile[i].vol
                    outlines[i].val = sortedProfile[i].price                           
                end                                               
            end                   
            SetValue(index-shift,       i+1, outlines[i].val)
            SetValue(outlines[i].index, i+1, outlines[i].val)
                    
            --WriteLog('line '..tostring(i).." price "..tostring(GetValue(index-shift, i)).." - "..tostring(GetValue(outlines[i].index, i)).." vol "..tostring(outlines[i].index-index+shift))
                
        end                

        if showMaxLine==1 then
            SetValue(index-shift, 1, maxPrice)
            maxPriceLine[index] = maxPrice
        end

        calculated_buffer[index] = true
                
        return maxPriceLine[index]
    end
end

function WriteLog(text)

    logfile:write(tostring(os.date("%c",os.time())).." "..text.."\n");
    logfile:flush();
    LASTLOGSTRING = text;
 
end

--logfile=io.open(getWorkingFolder().."\\LuaIndicators\\priceAvgProfile.txt", "w")

Settings={}
Settings.period = 150
Settings.shift = 100
Settings.Name = "*priceAvgProfile"
Settings.weeks = 0 -- 1 - текущая, отрицательное число - сколько прошлых недель, включая текущую
Settings.fixShift = 1 -- 1 - всегда смещено на указанное количество shift, если 0, то будет смещено на дату начала неделеи расчета
Settings.showMaxLine = 1
---------------------------------------------------------------------------------------

lines = 100
scale = 2
min_price_step = 1

function Init()
    Settings.line = {}
    Settings.line[1] = {}
    Settings.line[1] = {Name = 'maxVol', Color = RGB(255, 128, 64), Type = TYPE_LINE, Width = 2}
    for i = 1, lines do
        Settings.line[i+1] = {}
        Settings.line[i+1] = {Color = RGB(185, 185, 185), Type = TYPE_LINE, Width = 2}
    end
    
    myFFF = FFF()
    return lines
end

function OnCalculate(index)
    if index == 1 then
        DSInfo = getDataSourceInfo()        
        min_price_step = getParamEx(DSInfo.class_code, DSInfo.sec_code, "SEC_PRICE_STEP").param_value
        scale = getSecurityInfo(DSInfo.class_code, DSInfo.sec_code).scale
    end 
    return myFFF(index, Settings)
end

---------------------------------------------------------------------------------------
function FFF()

    local cacheL={}
    local cacheH={}
    local cacheC={}
    local weeksBegin={}
    local maxPriceLine={}

    local outlines = {}
    local calculated_buffer={}
    
    return function(ind, Fsettings)

        local period = Fsettings.period or 150
        local shift = Fsettings.shift or 150
        local weeks = Fsettings.weeks or 0
        local fixShift = Fsettings.fixShift or 0
        local showMaxLine = Fsettings.showMaxLine or 0
        local bars = 50

        shift = math.max(bars+1, shift)

        local index = ind

        if index == 1 then          
            maxPriceLine = {}
            weeksBegin = {}
            cacheL = {}
            cacheL[index] = 0           
            cacheH = {}
            cacheH[index] = 0           
            cacheC = {}
            cacheC[index] = 0           

            calculated_buffer = {}
            outlines = {}

            return nil
        end
    ------------------------------      

        --maxPriceLine[index] = maxPriceLine[index-1] 
        cacheL[index] = cacheL[index-1] 
        cacheH[index] = cacheH[index-1] 
        cacheC[index] = cacheC[index-1] 

        if not CandleExist(index) then
            return maxPriceLine[index]
        end

        cacheH[index] = H(index)
        cacheL[index] = L(index)
        cacheC[index] = C(index)
        
        if T(index).week_day<T(index-1).week_day or T(index).year>T(index-1).year then
            weeksBegin[#weeksBegin+1] = index
        end

        if index < Size() then return nil end   

        if calculated_buffer[index] ~= nil then
            return maxPriceLine[index]
        end

        if showMaxLine==1 then
            SetValue(index-shift-1, 1, nil)
            SetValue(index-shift,   1, nil)
        end

        for i=1,#outlines do                        
            SetValue(index-shift-1,          i+1, nil)
            SetValue(index-shift,            i+1, nil)
            SetValue(outlines[i].index,      i+1, nil)
            
            outlines[i].index = index-shift
            outlines[i].val = nil
        end            
        
        local beginIndex = index-period
        if weeks == 1 then
            beginIndex = weeksBegin[#weeksBegin] or beginIndex
        end
        if weeks < 0 then
            beginIndex = weeksBegin[#weeksBegin+weeks] or beginIndex
        end
        
        if fixShift==0 then
            shift = math.max(bars+1, index-beginIndex)
        end

        --WriteLog('weeks '..tostring(weeks)..' last '..tostring(weeksBegin[#weeksBegin])..' beginIndex '..tostring(beginIndex))
        
        local maxPrice = math.max(unpack(cacheH,math.max(beginIndex, 1),index))
        local minPrice = math.min(unpack(cacheL,math.max(beginIndex, 1),index))       
        
        ----------------------------------------
        local priceProfile = {}
        --local clasterStep = math.max((maxPrice - minPrice)/lines, min_price_step)
        --local clasterStep = (maxPrice - minPrice)/lines
        local clasterStep = 10*min_price_step

        --WriteLog('minPrice '..tostring(minPrice)..' maxPrice '..tostring(maxPrice)..' clasterStep '..tostring(clasterStep))
        
        for i = 0, (index-beginIndex) do
            if CandleExist(index-i) then                
                local barSteps = math.max(math.ceil((H(index-i) - L(index-i))/clasterStep),1)
                for j=0,barSteps-1 do
                    local clasterPrice = math.floor((L(index-i) + j*clasterStep)/clasterStep)*clasterStep
                    local clasterIndex = clasterPrice*math.pow(10, scale)
                    if priceProfile[clasterIndex] == nil then
                        priceProfile[clasterIndex] = {price = clasterPrice, vol = 0}
                    end
                    priceProfile[clasterIndex].vol = priceProfile[clasterIndex].vol + V(index-i)/barSteps
                end
            end
        end

        --------------------
        local MAXV = 0
        local maxPrice = 0
        local maxCount = 0 

        local sortedProfile = {}

        for i, profileItem in pairs(priceProfile) do
            MAXV=math.max(MAXV,profileItem.vol)
            if MAXV == profileItem.vol then
                maxPrice=profileItem.price
            end
            maxCount = maxCount + 1
            sortedProfile[maxCount] = {price = profileItem.price, vol = profileItem.vol}
        end
                
        --WriteLog('maxV '..tostring(MAXV)..' tblMax '..tostring(sortedProfile[1].vol))

        if maxPrice == 0 then
            maxPrice = O(index) 
        end

        table.sort(sortedProfile, function(a,b) return (a['vol'] or 0) > (b['vol'] or 0) end)

        ---------------------
        for i=1,lines do                                        

            
            if sortedProfile[i]~=nil then               
                outlines[i] = {index = index-shift+bars, val = maxPrice}
                sortedProfile[i].vol=math.floor(sortedProfile[i].vol/MAXV*bars)
                if sortedProfile[i].vol>0 then
                    outlines[i].index = index-shift+sortedProfile[i].vol
                    outlines[i].val = sortedProfile[i].price                           
                end                                               
                SetValue(index-shift,       i+1, outlines[i].val)
                SetValue(outlines[i].index, i+1, outlines[i].val)
            end                   
                    
            --WriteLog('line '..tostring(i).." price "..tostring(GetValue(index-shift, i)).." - "..tostring(GetValue(outlines[i].index, i)).." vol "..tostring(outlines[i].index-index+shift))
                
        end                

        if showMaxLine==1 then
            SetValue(index-shift, 1, maxPrice)
            maxPriceLine[index] = maxPrice
        end

        calculated_buffer[index] = true
                
        return maxPriceLine[index]
    end
end

function WriteLog(text)

    logfile:write(tostring(os.date("%c",os.time())).." "..text.."\n");
    logfile:flush();
    LASTLOGSTRING = text;
 
end

lines = 150
min_price_step = 1
scale = 2

function Init()
    Settings.line = {}
    for i = 1, lines do
        Settings.line[i] = {}
        Settings.line[i] = {Color = RGB(185, 185, 185), Type = TYPE_LINE, Width = 2}
    end
        
    algoF = getResults()
    return lines
end

require("StaticVar")

Settings ={
    Name = "*priceProfile",
    shift = 150,
    ChartId = "Sheet11"
}   

lines = 150
min_price_step = 1
scale = 2

function Init()
    Settings.line = {}
    for i = 1, lines do
        Settings.line[i] = {}
        Settings.line[i] = {Color = RGB(185, 185, 185), Type = TYPE_LINE, Width = 2}
    end
        
    algoF = getResults()
    return lines

end

function getResults()
    
    local outlines = {}
    local priceProfile = {}
    local tmpOutlines = {}

    return function(index, Fsettings)

        local shift = Fsettings.shift or 150
        local bars = 50

      if index == 1 then
            outlines = {}
            tmpOutlines = {}
            for i=1,lines do --необходимо вывести все линии хотя бы один раз, чтобы потом они отображались без проблем                  
                tmpOutlines[i] = O(Size())
            end
            return unpack(tmpOutlines)
        end
        if index == 2 then
            for i=1,lines do                  
                SetValue(1,i,nil)
            end
            return nil
        end

        if index == Size() then
                    
            stv.UseNameSpace(Fsettings.ChartId)
            algoResults = stv.GetVar('priceProfile')
            
            priceProfile = {}

            if algoResults ~= nil and type(algoResults) == "table" then 
                
                for i=1,#outlines do                   
                
                    SetValue(index-shift-1,          i, nil)
                    SetValue(index-shift,            i, nil)
                    SetValue(outlines[i].index,   i, nil)
                    
                    outlines[i].index = index-shift
                    outlines[i].val = nil
                end            

                local MAXV = 0
                
                local maxCount = 0 
                for i, profileItem in pairs(algoResults) do
                    MAXV=math.max(MAXV,profileItem.vol)
                    maxCount = maxCount + 1
                    priceProfile[maxCount] = {price = profileItem.price, vol = profileItem.vol}
                end
                
                table.sort(priceProfile, function(a,b) return (a['vol'] or 0) > (b['vol'] or 0) end)

                for i=1,math.min(#priceProfile, lines) do                                        
                    if priceProfile[i]~=nil then
                        
                        outlines[i] = {index = index-shift, val = nil}
                        priceProfile[i].vol=math.floor(priceProfile[i].vol/MAXV*bars)
                       
                        if priceProfile[i].vol>0 then
                            outlines[i].index = index-shift+priceProfile[i].vol
                            outlines[i].val = priceProfile[i].price                           
                        end                       
                        
                        SetValue(index-shift,       i, outlines[i].val)
                        SetValue(outlines[i].index, i, outlines[i].val)
                    end                   
                end                
            end
        end

        return nil
    end
end