Displaying all patterns

```import matplotlib
import matplotlib.pyplot as plt
import matplotlib.ticker as mticker
import matplotlib.dates as mdates
import numpy as np
import time

totalStart = time.time()

delimiter=',',
converters={0:mdates.strpdate2num('%Y%m%d%H%M%S')})

def percentChange(startPoint,currentPoint):
try:
x = ((float(currentPoint)-startPoint)/abs(startPoint))*100.00
if x == 0.0:
return 0.000000001
else:
return x
except:
return 0.0001

def patternStorage():
'''
The goal of patternFinder is to begin collection of %change patterns
in the tick data. From there, we also collect the short-term outcome
of this pattern. Later on, the length of the pattern, how far out we
look to compare to, and the length of the compared range be changed,
and even THAT can be machine learned to find the best of all 3 by
comparing success rates.'''

startTime = time.time()

x = len(avgLine)-30
y = 31
currentStance = 'none'

while y < x:
pattern = []

p1 = percentChange(avgLine[y-30], avgLine[y-29])
p2 = percentChange(avgLine[y-30], avgLine[y-28])
p3 = percentChange(avgLine[y-30], avgLine[y-27])
p4 = percentChange(avgLine[y-30], avgLine[y-26])
p5 = percentChange(avgLine[y-30], avgLine[y-25])
p6 = percentChange(avgLine[y-30], avgLine[y-24])
p7 = percentChange(avgLine[y-30], avgLine[y-23])
p8 = percentChange(avgLine[y-30], avgLine[y-22])
p9 = percentChange(avgLine[y-30], avgLine[y-21])
p10= percentChange(avgLine[y-30], avgLine[y-20])

p11 = percentChange(avgLine[y-30], avgLine[y-19])
p12 = percentChange(avgLine[y-30], avgLine[y-18])
p13 = percentChange(avgLine[y-30], avgLine[y-17])
p14 = percentChange(avgLine[y-30], avgLine[y-16])
p15 = percentChange(avgLine[y-30], avgLine[y-15])
p16 = percentChange(avgLine[y-30], avgLine[y-14])
p17 = percentChange(avgLine[y-30], avgLine[y-13])
p18 = percentChange(avgLine[y-30], avgLine[y-12])
p19 = percentChange(avgLine[y-30], avgLine[y-11])
p20= percentChange(avgLine[y-30], avgLine[y-10])

p21 = percentChange(avgLine[y-30], avgLine[y-9])
p22 = percentChange(avgLine[y-30], avgLine[y-8])
p23 = percentChange(avgLine[y-30], avgLine[y-7])
p24 = percentChange(avgLine[y-30], avgLine[y-6])
p25 = percentChange(avgLine[y-30], avgLine[y-5])
p26 = percentChange(avgLine[y-30], avgLine[y-4])
p27 = percentChange(avgLine[y-30], avgLine[y-3])
p28 = percentChange(avgLine[y-30], avgLine[y-2])
p29 = percentChange(avgLine[y-30], avgLine[y-1])
p30= percentChange(avgLine[y-30], avgLine[y])

outcomeRange = avgLine[y+20:y+30]
currentPoint = avgLine[y]

try:
avgOutcome = reduce(lambda x, y: x + y, outcomeRange) / len(outcomeRange)
except Exception, e:
print str(e)
avgOutcome = 0
futureOutcome = percentChange(currentPoint, avgOutcome)

'''
print 'where we are historically:',currentPoint
print 'soft outcome of the horizon:',avgOutcome
print 'This pattern brings a future change of:',futureOutcome
print '_______'
print p1, p2, p3, p4, p5, p6, p7, p8, p9, p10
'''

pattern.append(p1)
pattern.append(p2)
pattern.append(p3)
pattern.append(p4)
pattern.append(p5)
pattern.append(p6)
pattern.append(p7)
pattern.append(p8)
pattern.append(p9)
pattern.append(p10)

pattern.append(p11)
pattern.append(p12)
pattern.append(p13)
pattern.append(p14)
pattern.append(p15)
pattern.append(p16)
pattern.append(p17)
pattern.append(p18)
pattern.append(p19)
pattern.append(p20)

pattern.append(p21)
pattern.append(p22)
pattern.append(p23)
pattern.append(p24)
pattern.append(p25)
pattern.append(p26)
pattern.append(p27)
pattern.append(p28)
pattern.append(p29)
pattern.append(p30)

patternAr.append(pattern)
performanceAr.append(futureOutcome)

y+=1

endTime = time.time()
print len(patternAr)
print len(performanceAr)
print 'Pattern storing took:', endTime-startTime

def currentPattern():
mostRecentPoint = avgLine[-1]

cp1 = percentChange(avgLine[-31],avgLine[-30])
cp2 = percentChange(avgLine[-31],avgLine[-29])
cp3 = percentChange(avgLine[-31],avgLine[-28])
cp4 = percentChange(avgLine[-31],avgLine[-27])
cp5 = percentChange(avgLine[-31],avgLine[-26])
cp6 = percentChange(avgLine[-31],avgLine[-25])
cp7 = percentChange(avgLine[-31],avgLine[-24])
cp8 = percentChange(avgLine[-31],avgLine[-23])
cp9 = percentChange(avgLine[-31],avgLine[-22])
cp10= percentChange(avgLine[-31],avgLine[-21])

cp11 = percentChange(avgLine[-31],avgLine[-20])
cp12 = percentChange(avgLine[-31],avgLine[-19])
cp13 = percentChange(avgLine[-31],avgLine[-18])
cp14 = percentChange(avgLine[-31],avgLine[-17])
cp15 = percentChange(avgLine[-31],avgLine[-16])
cp16 = percentChange(avgLine[-31],avgLine[-15])
cp17 = percentChange(avgLine[-31],avgLine[-14])
cp18 = percentChange(avgLine[-31],avgLine[-13])
cp19 = percentChange(avgLine[-31],avgLine[-12])
cp20= percentChange(avgLine[-31],avgLine[-11])

cp21 = percentChange(avgLine[-31],avgLine[-10])
cp22 = percentChange(avgLine[-31],avgLine[-9])
cp23 = percentChange(avgLine[-31],avgLine[-8])
cp24 = percentChange(avgLine[-31],avgLine[-7])
cp25 = percentChange(avgLine[-31],avgLine[-6])
cp26 = percentChange(avgLine[-31],avgLine[-5])
cp27 = percentChange(avgLine[-31],avgLine[-4])
cp28 = percentChange(avgLine[-31],avgLine[-3])
cp29 = percentChange(avgLine[-31],avgLine[-2])
cp30= percentChange(avgLine[-31],avgLine[-1])

patForRec.append(cp1)
patForRec.append(cp2)
patForRec.append(cp3)
patForRec.append(cp4)
patForRec.append(cp5)
patForRec.append(cp6)
patForRec.append(cp7)
patForRec.append(cp8)
patForRec.append(cp9)
patForRec.append(cp10)
patForRec.append(cp11)
patForRec.append(cp12)
patForRec.append(cp13)
patForRec.append(cp14)
patForRec.append(cp15)
patForRec.append(cp16)
patForRec.append(cp17)
patForRec.append(cp18)
patForRec.append(cp19)
patForRec.append(cp20)
patForRec.append(cp21)
patForRec.append(cp22)
patForRec.append(cp23)
patForRec.append(cp24)
patForRec.append(cp25)
patForRec.append(cp26)
patForRec.append(cp27)
patForRec.append(cp28)
patForRec.append(cp29)
patForRec.append(cp30)

def graphRawFX():

fig=plt.figure(figsize=(10,7))
ax1 = plt.subplot2grid((40,40), (0,0), rowspan=40, colspan=40)
ax1.plot(date,bid)
ax1.xaxis.set_major_formatter(mdates.DateFormatter('%Y-%m-%d %H:%M:%S'))
plt.grid(True)
for label in ax1.xaxis.get_ticklabels():
label.set_rotation(45)
plt.gca().get_yaxis().get_major_formatter().set_useOffset(False)
ax1_2 = ax1.twinx()

plt.show()

def patternRecognition():
########
plotPatAr = []
patFound = 0
########
for eachPattern in patternAr:
sim1 = 100.00 - abs(percentChange(eachPattern[0], patForRec[0]))
sim2 = 100.00 - abs(percentChange(eachPattern[1], patForRec[1]))
sim3 = 100.00 - abs(percentChange(eachPattern[2], patForRec[2]))
sim4 = 100.00 - abs(percentChange(eachPattern[3], patForRec[3]))
sim5 = 100.00 - abs(percentChange(eachPattern[4], patForRec[4]))
sim6 = 100.00 - abs(percentChange(eachPattern[5], patForRec[5]))
sim7 = 100.00 - abs(percentChange(eachPattern[6], patForRec[6]))
sim8 = 100.00 - abs(percentChange(eachPattern[7], patForRec[7]))
sim9 = 100.00 - abs(percentChange(eachPattern[8], patForRec[8]))
sim10 = 100.00 - abs(percentChange(eachPattern[9], patForRec[9]))

sim11 = 100.00 - abs(percentChange(eachPattern[10], patForRec[10]))
sim12 = 100.00 - abs(percentChange(eachPattern[11], patForRec[11]))
sim13 = 100.00 - abs(percentChange(eachPattern[12], patForRec[12]))
sim14 = 100.00 - abs(percentChange(eachPattern[13], patForRec[13]))
sim15 = 100.00 - abs(percentChange(eachPattern[14], patForRec[14]))
sim16 = 100.00 - abs(percentChange(eachPattern[15], patForRec[15]))
sim17 = 100.00 - abs(percentChange(eachPattern[16], patForRec[16]))
sim18 = 100.00 - abs(percentChange(eachPattern[17], patForRec[17]))
sim19 = 100.00 - abs(percentChange(eachPattern[18], patForRec[18]))
sim20 = 100.00 - abs(percentChange(eachPattern[19], patForRec[19]))

sim21 = 100.00 - abs(percentChange(eachPattern[20], patForRec[20]))
sim22 = 100.00 - abs(percentChange(eachPattern[21], patForRec[21]))
sim23 = 100.00 - abs(percentChange(eachPattern[22], patForRec[22]))
sim24 = 100.00 - abs(percentChange(eachPattern[23], patForRec[23]))
sim25 = 100.00 - abs(percentChange(eachPattern[24], patForRec[24]))
sim26 = 100.00 - abs(percentChange(eachPattern[25], patForRec[25]))
sim27 = 100.00 - abs(percentChange(eachPattern[26], patForRec[26]))
sim28 = 100.00 - abs(percentChange(eachPattern[27], patForRec[27]))
sim29 = 100.00 - abs(percentChange(eachPattern[28], patForRec[28]))
sim30 = 100.00 - abs(percentChange(eachPattern[29], patForRec[29]))

howSim = (sim1+sim2+sim3+sim4+sim5+sim6+sim7+sim8+sim9+sim10
+sim11+sim12+sim13+sim14+sim15+sim16+sim17+sim18+sim19+sim20
+sim21+sim22+sim23+sim24+sim25+sim26+sim27+sim28+sim29+sim30)/30.00

if howSim > 75:

patdex = patternAr.index(eachPattern)
#print patdex
patFound = 1

#print '##################################'
#print '##################################'
xp = [1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30]
############
plotPatAr.append(eachPattern)
###############
'''print patForRec
print '==================================='
print '==================================='
print eachPattern
print '----------'
print 'predicted outcome:',performanceAr[patdex]
print '##################################'
print '##################################'''

if patFound == 1:
fig = plt.figure(figsize=(10,6))

for eachPatt in plotPatAr:
plt.plot(xp, eachPatt)
plt.plot(xp, patForRec, '#54fff7', linewidth = 3)
plt.grid(True)
plt.title('Pattern Recognition')
plt.show()

dataLength = int(bid.shape[0])
print 'data length is', dataLength

toWhat = 37000

while toWhat < dataLength:
avgLine = avgLine[:toWhat]

patternAr = []
performanceAr = []
patForRec = []

patternStorage()
currentPattern()
patternRecognition()
totalEnd = time.time()-totalStart
print 'Entire processing took:',totalEnd,'seconds'
#moveOn = raw_input('press ENTER to continue...')
toWhat += 1

```

The next tutorial:

• Introduction

• Quick Look at our Data

• Basics

• Percent Change

• Finding Patterns

• Storing Patterns

• Current Pattern

• Predicting outcomes

• More predicting

• Increasing pattern complexity

• More on Patterns

• Displaying all patterns
• Variables in patterns

• Past outcomes as possible predictions

• Predicting from patterns

• Average outcomes as predictions