syntax

marlowe marlowequart at hotmail.com
Tue Jan 19 01:53:51 CET 2010


I wrote this program, but i have a feeling like there might be a more
practical way of writing it. Can someone give me an idea of how to
simplify this? Here is an example of the csv file i am using. This
program calculates the exponential moving average of the 20 day range.

USOtable.csv (full table found at http://ichart.finance.yahoo.com/table.csv?s=USO)

Date,Open,High,Low,Close,Volume,Adj Close
2010-01-15,38.97,39.02,38.28,38.40,12615300,38.40
2010-01-14,39.30,39.44,38.88,39.06,8575900,39.06
2010-01-13,39.40,39.71,38.63,39.21,15502700,39.21
2010-01-12,40.07,40.36,39.53,39.63,11960100,39.63
2010-01-11,41.09,41.19,40.46,40.54,8902200,40.54
2010-01-08,40.63,41.17,40.45,40.93,9393500,40.93
2010-01-07,40.87,41.08,40.68,40.72,10012000,40.72
2010-01-06,40.32,41.19,39.89,40.97,19789800,40.97
2010-01-05,40.25,40.45,39.93,40.41,10450200,40.41


test.py

import csv


reader = open('/prog/USOtable.csv','rb')
data = [row for row in csv.reader(reader)]

Nvals=
[1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1]


H=float(data[40][2])+float(data[41][2])+float(data[42][2])+float(data
[43][2])\
+float(data[44][2])+float(data[45][2])+float(data[46][2])+float(data
[47][2])\
+float(data[48][2])+float(data[49][2])+float(data[50][2])+float(data
[51][2])\
+float(data[52][2])+float(data[53][2])+float(data[54][2])+float(data
[55][2])\
+float(data[56][2])+float(data[57][2])+float(data[58][2])+float(data
[59][2])\
+float(data[60][2])

L=float(data[40][3])+float(data[41][3])+float(data[42][3])+float(data
[43][3])\
+float(data[44][3])+float(data[45][3])+float(data[46][3])+float(data
[47][3])\
+float(data[48][3])+float(data[49][3])+float(data[50][3])+float(data
[51][3])\
+float(data[52][3])+float(data[53][3])+float(data[54][3])+float(data
[55][3])\
+float(data[56][3])+float(data[57][3])+float(data[58][3])+float(data
[59][3])\
+float(data[60][3])


Nvals[39]=(H-L)/2


i=1
while i <=38:
    high=float(data[39-i][2])
    low=float(data[39-i][3])
    TR=high-low
    Nvals[39-i]=(19*Nvals[40-i]+TR)/20
    i+=1

for value in Nvals:
    print value



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