Harvey
Another take
on viewing such
DOHLCV data
~greg heil
https//picsrp.github.io
---
NB. Date Open High Low Close Volume
f=: filer=:|:":each ".;._2]0 :0 NB. from Raul
'2020-03-06';126.70;128.33;124.52;127.73;8193300
'2020-03-09';120.16;122.41;117.28;117.81;10757500
'2020-03-10';122.78;124.88;115.76;124.77;11410700
'2020-03-11';121.01;122.58;116.38;117.97;8446500
'2020-03-12';109.65;109.80;102.28;102.81;12512700
)
NB. adverb & verbs to make data numeric
cBoxs =: 1 : '( u &.> x{y) x} y' NB. adverb to update box array
dedash =: #~ '-' &~: NB. monadic hook to dedash
dedash =: 3 : '(#~''-''&~:)y' NB. explicit ver
numb =: ". NB. make numeric
Note'egs, uses on f data'
nx =: }.i.6
nx numb cBoxs f NB. just numeric rows
0 dedash cBoxs f NB. just date row
(i.6) numb cBoxs 0 dedash cBoxs f NB. both chained
)
NB. additional verbs to scale data rows
NB. can be used adlib on numeric data with adv cBoxs
same=: [
sqrt=: %:
pct =: 100&*
ln =: ^.
l10 =: 10&^.
pln =: <. @ pct @ ln NB. int part of % for LN
pl10 =: <. @ pct @ l10 NB. " for l10
Note'eg usage'
fn=: (i.6) numb cBoxs 0 dedash cBoxs f
1 pl10 cBoxs fn
)
--
from: chris burke <[email protected]>
to: Programming forum <[email protected]>
date: May 17, 2021, 6:37 AM
subject: Re: [Jprogramming] Mass amend
> I'm at a point where I would like to learn how to write GUIs in J and how to
> write visually oriented J programs (such as stock market charting programs).
> I think it may be challenging because, from my initial investigating, there
> seems to be *extremely* little information (including coding samples)
> available about these aspects of J programming.
In the Jqt session, examples of gui code are at:
Help|Studio|Qt Demos
Help|Studio|Showcase
Tools|Package Manager
The Qt interface is documented starting from page
https://code.jsoftware.com/wiki/Guides/Window_Driver
--
from: HH PackRat <[email protected]>
to: [email protected]
date: May 16, 2021, 10:36 PM
subject: Re: [Jprogramming] Mass amend
>The following (which I did show) was the untransposed original version,
>downloaded from Yahoo Finance:
Date Open High Low Close Volume
>+-----------------------------------------------+
>¦2020-03-06¦126.70¦128.33¦124.52¦127.73¦8193300 ¦
>+----------+------+------+------+------+--------¦
>¦2020-03-09¦120.16¦122.41¦117.28¦117.81¦10757500¦
>+----------+------+------+------+------+--------¦
>¦2020-03-10¦122.78¦124.88¦115.76¦124.77¦11410700¦
>+----------+------+------+------+------+--------¦
>¦2020-03-11¦121.01¦122.58¦116.38¦117.97¦8446500 ¦
>+----------+------+------+------+------+--------¦
>¦2020-03-12¦109.65¦109.80¦102.28¦102.81¦12512700¦
>+-----------------------------------------------+
>What I did then was to transpose it (and called it filer = file r) and applied
>the following instructions which retained only the Date, High, Low, and Close
>data:
filer=. 5 {. filer
filer=. 1 0 1 1 1 # filer
>These were followed by the J code I showed in my previous email.
>hanks so much, Raul, for your response! I'm 75 and continue to learn new
>things from replies to questions I've posed to this J programming group. I
>have always loved learning during my entire life so far, and J is a delightful
>challenge for my mental skills. Older folk like me often work crossword
>puzzles or Sudoku to keep their minds sharp--I do J programming for various
>computer software challenges! I programmed as a hobby from 1975 to 2009,
>using various versions of BASIC over the years. (I owned an original MITS
>Altair 8800, for which Bill Gates and Paul Allen wrote a BASIC interpreter and
>thus started Microsoft. Subsequently, I owned an Amiga 1000, and multiple IBM
>PC clones in succeeding years.) In 2006 my library's IT department head
>suggested that I might take a look at J, and, as they say, the rest is history.
>Although I'm now generally comfortable programming in J (except for occasional
>stumpers for which I need to ask for help in this group), I'm at a point where
>I would like to learn how to write GUIs in J and how to write visually
>oriented J programs (such as stock market charting programs). I think it may
>be challenging because, from my initial investigating, there seems to be
>*extremely* little information (including coding samples) available about
>these aspects of J programming.
Again, thanks so much, Raul!
--
from: Raul Miller <[email protected]>
to: Programming forum <[email protected]>
date: May 15, 2021, 11:00 PM
subject: Re: [Jprogramming] Mass amend
Ok...
>You left out your example data for 'filer', but you gave enough detail that I
>think I can see what you are trying to do.
>That said, I think that I would split this up into two different routines:
>One routine would deal with unpacking the "rows" (or "inverted columns) from
>your data and amending the result. (And possibly either converting back to
>character or ensuring that both character and numeric arguments are supported
>or possibly not - for now, I'll follow the pattern from your example.)
>The other routine would deal with the numeric "rescaling". We could either
>have different routines here (one for each different kind of rescaling) or we
>could use a switch statement and pack them all together like you did. Either
>way works. This routine would be an argument for the other routine. (So the
>other routine would be an adverb.)
In other words:
NB. sample data
NB. Date Open High Low Close Volume
filer=:|:":each ".;._2]0 :0
'2020-03-06';126.70;128.33;124.52;127.73;8193300
'2020-03-09';120.16;122.41;117.28;117.81;10757500
'2020-03-10';122.78;124.88;115.76;124.77;11410700
'2020-03-11';121.01;122.58;116.38;117.97;8446500
'2020-03-12';109.65;109.80;102.28;102.81;12512700
)
hiloclose=: 0 0 1 1 1 0
amender=:{{
ndx=. I.x NB. index vector from bit vector
update=. u 0&".@> x#y
(<"0 update) ndx} y
}}
rescaler=:{{
select. pricetype=. x
case. 1 do. y
case. 2 do. 10 * %: y
case. 3 do. 100 * 10 ^. y
end.
}}
Example use:
hiloclose 1&rescaler amender filer
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦126.7 ¦120.16 ¦122.78 ¦121.01 ¦109.65 ¦
>+----------+----------+----------+----------+----------¦
>¦128.33 ¦122.41 ¦124.88 ¦122.58 ¦109.8 ¦
>+----------+----------+----------+----------+----------¦
>¦124.52 ¦117.28 ¦115.76 ¦116.38 ¦102.28 ¦
>+----------+----------+----------+----------+----------¦
>¦127.73 ¦117.81 ¦124.77 ¦117.97 ¦102.81 ¦
>+----------+----------+----------+----------+----------¦
>¦8193300 ¦10757500 ¦11410700 ¦8446500 ¦12512700 ¦
>+------------------------------------------------------+
hiloclose 2&rescaler amender filer
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦126.7 ¦120.16 ¦122.78 ¦121.01 ¦109.65 ¦
>+----------+----------+----------+----------+----------¦
>¦113.283 ¦110.639 ¦111.75 ¦110.716 ¦104.785 ¦
>+----------+----------+----------+----------+----------¦
>¦111.589 ¦108.296 ¦107.592 ¦107.88 ¦101.134 ¦
>+----------+----------+----------+----------+----------¦
>¦113.018 ¦108.54 ¦111.7 ¦108.614 ¦101.395 ¦
>+----------+----------+----------+----------+----------¦
>¦8193300 ¦10757500 ¦11410700 ¦8446500 ¦12512700 ¦
>+------------------------------------------------------+
hiloclose 3&rescaler amender filer
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦126.7 ¦120.16 ¦122.78 ¦121.01 ¦109.65 ¦
>+----------+----------+----------+----------+----------¦
>¦210.833 ¦208.782 ¦209.649 ¦208.842 ¦204.06 ¦
>+----------+----------+----------+----------+----------¦
>¦209.524 ¦206.922 ¦206.356 ¦206.588 ¦200.979 ¦
>+----------+----------+----------+----------+----------¦
>¦210.629 ¦207.118 ¦209.611 ¦207.177 ¦201.204 ¦
>+----------+----------+----------+----------+----------¦
>¦8193300 ¦10757500 ¦11410700 ¦8446500 ¦12512700 ¦
>+------------------------------------------------------+
>Now... of course, you might actually want to avoid the amends that I assumed
>you wanted from your textual description. Or you might want other things to be
>different. So this is only an approximation of what you might do.
>Also, beware that copy and paste may replace some space characters with
>characters which look like spaces but which are not (and may eliminate some
>newline characters). Worst case you'll have to type the code in by hand.
>And, of course, rather than have the three different rescaling verbs be
>1&rescaler 2&rescaler and 3&rescaler you might instead give each of them a
>significant name.
Still... perhaps this would be useful to you.
Take care,
Raul
--
from: HH PackRat <[email protected]>
to: [email protected]
date: May 15, 2021, 10:01 PM
subject: Re: [Jprogramming] Mass amend
>Hello--I was out of the house for much of today, so I haven't been able to
>respond until now.
>Thanks to all who responded with suggestions! Unfortunately, none of them
>worked as is, probably because you're used to a different way of approaching
>the problem and also because I probably should have indicated a fake example
>to show what I was looking for. Here are the final versions of the code to
>accomplish my goal--please don't gasp over the fact that I could create such
>"horrendous" looking lines of J code. They work, and that's all I care about
>(the 2 files at the beginning are file r1 and file r2 derived from file r). I
>got the ideas here and there from the code you submitted. The following lines
>of code successfully accomplished my goal:
filer1=. 1 0 0 0 # filer NB. dates
filer2=. 0 1 1 1 # filer NB. work with high/low/close data
if. 1 = pricetype do. NB. arithmetic scale
price=. filer2
elseif. 2 = pricetype do. NB. square-root scale
price=. < every 10&*%: ". > every filer2 NB. x10
elseif. 3 = pricetype do. NB. logarithmic scale
price=. < every 100&*10&^. ". > every filer2 NB. x100
end. NB. if
>Mike Day asked, "You’ve already had some helpful, constructive, replies. All
>I’ve got to add is to wonder why you’re working with boxed data if your data
>are as regular as your example suggests."
>I work with boxed data because that's the way J imports stock market data:
Date Open High Low Close Volume
>+-----------------------------------------------+
>¦2020-03-06¦126.70¦128.33¦124.52¦127.73¦8193300 ¦
>+----------+------+------+------+------+--------¦
>¦2020-03-09¦120.16¦122.41¦117.28¦117.81¦10757500¦
>+----------+------+------+------+------+--------¦
>¦2020-03-10¦122.78¦124.88¦115.76¦124.77¦11410700¦
>+----------+------+------+------+------+--------¦
>¦2020-03-11¦121.01¦122.58¦116.38¦117.97¦8446500 ¦
>+----------+------+------+------+------+--------¦
>¦2020-03-12¦109.65¦109.80¦102.28¦102.81¦12512700¦
>+-----------------------------------------------+
>There are 3 types of data: Date, OHLC (rationals w/decimal fractions), V
>(integers only). (I realize that integers are a subset of rationals, but
>Volume can never have decimal fractions, so I considered it a third type of
>data for my purposes.) Sorry for the appearance of the table (it's
>copy-and-paste data), but that's the main problem with proportional fonts,
>which I have no control over. (Or, more accurately, I'm not aware of any
>control over fonts that I may have in Gmail.) The above table is the starting
>point for my J program, which spends the remainder of the code manipulating
>the data in various ways. (For the following, Open prices and Volume are
>omitted.) In case you're interested, the following 3 tables show the results
>for arithmetic ("normal") scaling, square-root scaling (x10), and logarithmic
>scaling (x100) for IBM stock in the middle of the March 2020 "crash":
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦128.33 ¦122.41 ¦124.88 ¦122.58 ¦109.80 ¦
>+----------+----------+----------+----------+----------¦
>¦124.52 ¦117.28 ¦115.76 ¦116.38 ¦102.28 ¦
>+----------+----------+----------+----------+----------¦
>¦127.73 ¦117.81 ¦124.77 ¦117.97 ¦102.81 ¦
>+------------------------------------------------------+
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦113.28 ¦110.64 ¦111.75 ¦110.72 ¦104.79 ¦
>+----------+----------+----------+----------+----------¦
>¦111.59 ¦108.30 ¦107.59 ¦107.88 ¦101.13 ¦
>+----------+----------+----------+----------+----------¦
>¦113.02 ¦108.54 ¦111.70 ¦108.61 ¦101.40 ¦
>+------------------------------------------------------+
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦210.83 ¦208.78 ¦209.65 ¦208.84 ¦204.06 ¦
>+----------+----------+----------+----------+----------¦
>¦209.52 ¦206.92 ¦206.36 ¦206.59 ¦200.98 ¦
>+----------+----------+----------+----------+----------¦
>¦210.63 ¦207.12 ¦209.61 ¦207.18 ¦201.20 ¦
>+------------------------------------------------------+
>And here are the same scalings for the Dow-Jones Industrial Average (which has
>far higher prices):
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦25994.38 ¦24992.36 ¦25020.99 ¦24604.63 ¦22837.95 ¦
>+----------+----------+----------+----------+----------¦
>¦25226.61 ¦23706.07 ¦23690.34 ¦23328.32 ¦21154.45 ¦
>+----------+----------+----------+----------+----------¦
>¦25864.77 ¦23851.02 ¦25018.16 ¦23553.22 ¦21200.61 ¦
>+------------------------------------------------------+
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦1612.28 ¦1580.90 ¦1581.80 ¦1568.59 ¦1511.22 ¦
>+----------+----------+----------+----------+----------¦
>¦1588.29 ¦1539.68 ¦1539.17 ¦1527.36 ¦1454.46 ¦
>+----------+----------+----------+----------+----------¦
>¦1608.25 ¦1544.38 ¦1581.71 ¦1534.71 ¦1456.04 ¦
>+------------------------------------------------------+
>+------------------------------------------------------+
>¦2020-03-06¦2020-03-09¦2020-03-10¦2020-03-11¦2020-03-12¦
>+----------+----------+----------+----------+----------¦
>¦441.49 ¦439.78 ¦439.83 ¦439.10 ¦435.87 ¦
>+----------+----------+----------+----------+----------¦
>¦440.19 ¦437.49 ¦437.46 ¦436.79 ¦432.54 ¦
>+----------+----------+----------+----------+----------¦
>¦441.27 ¦437.75 ¦439.83 ¦437.21 ¦432.63 ¦
>+------------------------------------------------------+
>The program is a "ZigZag" (or "Hi-Lo") program to determine where price highs
>and lows occur in a set of market data, giving the user 5 different sets of
>options to instruct the program how to operate. The end result of the program
>is NOT a chart with lines joining the highs and lows as would be typical with
>a zigzag program (I currently know nothing about creating market charts in J).
> Rather, the output of the program is a list of dates, each followed by the
>letter "H" (for a high on the date) or the letter "L" (for a low on the date)
>which can then be combined together with other kinds of data to achieve
>various purposes.
>Again, a big THANK YOU to everyone who suggested various solutions to my
>query! I greatly appreciate you all!
--
from: 'Michael Day' via Programming <[email protected]>
to: [email protected]
date: May 15, 2021, 2:51 PM
subject: Re: [Jprogramming] Mass amend
>Depends what Harvey means by "values", I suppose. I assumed he meant scalars.
> Otherwise my observation is pretty useless!
Cheers,
Mike
--
from: Joey K Tuttle <[email protected]> via gmail.com
to: [email protected]
date: May 15, 2021, 11:01 AM
subject: Re: [Jprogramming] Mass amend
(],%:) &.> <"0 ]i. 2 5
>+-------------+-------------+-------------+-------------+---+
>|0 0 |1 1 |2 1.414213562|3 1.732050808|4 2|
>+-------------+-------------+-------------+-------------+---+
>|5 2.236067977|6 2.449489743|7 2.645751311|8 2.828427125|9 3|
>+-------------+-------------+-------------+-------------+---+
- joey
--
from: 'Mike Day' via Programming <[email protected]>
to: [email protected]
date: May 15, 2021, 2:16 AM
subject: Re: [Jprogramming] Mass amend
Sorry... another early send!
>You’ve already had some helpful, constructive, replies. All I’ve got to add
>is to wonder why you’re working with boxed data if your data are as regular as
>your example suggests.
>If you really do have m rows of n boxed numeric values, why not just open it
>up with > ? You can do a lot of processing on the whole array. Box it all
>up again at the end if really necessary with <“0 (boxed scalars) or <“1 (boxed
>rows)
But perhaps I’ve misunderstood your requirements,
Cheers,
Mike
--
from: Hauke Rehr <[email protected]> via gmail.com
to: [email protected]
date: May 15, 2021, 1:15 AM
subject: Re: [Jprogramming] Mass amend
>The fact that scaling a logarithm is equivalent to using a different base
>doesn’t mean changing the base mirrors the semantics of every occurrence of
>(factor&*&^.) Sometimes you just want to /scale this value up/. And the base
>you’d come up with that is equivalent to this wouldn’t have any meaning to the
>problem at hand.
Other than that:
>You’re right but I think HH wants to keep things simple, mirroring what he had
>in mind and can easily understand.
--
from: Raul Miller <[email protected]>
to: Programming forum <[email protected]>
date: May 15, 2021, 1:04 AM
subject: Re: [Jprogramming] Mass amend
Hmm... why would we do that?
>^. gives the natural log, if we wanted to work with base 10 logs we'd be using
>10&^. instead of a bare ^. and if we're treating logs as percentages we'd
>probably be working with log10
(But what is the domain where we'd be wanting logs-as-percent?)
Thanks,
--
from: Hauke Rehr <[email protected]> via gmail.com
to: [email protected]
date: May 15, 2021, 12:21 AM
subject: Re: [Jprogramming] Mass amend
hh_constant =: 100
scaled_logs =: hh_constant&*&^. each original
Am 15.05.21 um 06:46 schrieb Raul Miller:
> logs=: ^. each original
--
from: Raul Miller <[email protected]>
to: Programming forum <[email protected]>
date: May 14, 2021, 9:47 PM
subject: Re: [Jprogramming] Mass amend
>To expand on greg heil's suggestion, and to try and interpret what you
>suggested, it sounds like you want something like this:
original=: <"0 i.3 1000
roots=: %:each original
logs=: ^. each original
>But you also talked about amending all of the values, so maybe you want
original=: roots
or
original=: logs
>Though, obviously, if you do both of those updates to the 'original', one of
>them would overwrite the other.
>So, if that's not what you want, perhaps you could provide a concrete example
>of what you want using a smaller array? (It's straightforward to scale up an
>approach in size, but examples which fit in an email message need to be small
>enough to fit in an email message).
Thanks,
----------------------------------------------------------------------
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