Towards Freedom

• install: M-x package-install <RET> cider <RET>

• run: launch an nREPL or connect to an existing one

  • C-c C-x C-x gives menu of REPL choices (view in messsage buffer)
  • C-c M-j cider-jack-in-clj (can run a repl without a project)
  • supported build tools: clojure-cli, leiningen, babashka, nbb
  • jack-in behavior can be customized or over-ridden
  • remote and socket connections are possible too
  • there are many advanced features possible with additional nREPL
• quit: C-c C-q kills REPL

• activate: with (add-hook 'clojure-mode-hook #'cider-mode) or M-x cider-mode (toggle)
• evaluate: C-c C-k (buffer), C-c C-e (previous form), C-c C-c (current form)
• interrupt: C-c C-b (stuck)
• jump to/from: C-c C-z (repl), C-u C-c C-z (match namespace)
• ref: C-c C-d C-d|w (docs), M-. (def, but lsp auto-shows)
• search: C-c C-d (C-)a (var), C-c C-d (C-)f (apropos doc)

Match an entire string with re-matches.

  (re-matches regex string) ;;=> result

  ;; No match returns nil
  (re-matches #"abc" "xyz")            ;;=> nil
  (re-matches #"abc" "zzzabcxxx")      ;;=> nil

  ;; Matching with no groups returns the matched string (truthy)
  (re-matches #"abc" "abc")  ;;=> "abc"
  (re-matches #"\d+" "3324") ;;=> "3324"

  ;; Matching with groups returns a vector
  (re-matches #"abc(.*)" "abcxyz")       ;;=> ["abcxyz" "xyz"]
  (re-matches #"(a+)(b+)(\d+)" "abb234") ;;=> ["abb234" "a" "bb" "234"]

Using re-find returns the first match within the string. It can also be used to see if one string contains another though clojure.string/includes? is likely a better choice.

  (re-find regex string)

  ;; No match returns nil
  (re-find #"sss" "Loch Ness") ;;=> nil

  ;; Match without groups returns the matched string
  (re-find #"s+" "mississipi") ;;=> "ss"

  ;; Match with groups returns a vector
  (re-find #"s+(.*)(s+)" "success") ;;=> ["success" "ucces" "s"]

Return a lazy seq of all of the matches with re-seq.

  (re-seq regex string)
  
  (re-seq #"s+" "mississippi") ;;=> ("ss" "ss")
  (re-seq #"[a-zA-Z](\d+)"
          "abc x123 b44 234")  ;;=> (["x123" "123"] ["b44" "44"])

Replace all or first substring that matches with some other string with a string or a calculated function using clojure.string/replace.

  (clojure.string/replace string regex replacement)

  (str/replace "mississippi" #"i.." "obb") ;;=> "mobbobbobbi"
  (str/replace "mississippi" #"(i)" "$1$1") ;;=> "miissiissiippii"

  (str/replace "mississippi"
               #"(.)i(.)"
               (fn [[_ b a]]
                 (str (str/upper-case b)
                      "—"
                      (str/upper-case a)))) ;;=> "M—SS—SS—Ppi" !!!

To split a string on some character pattern, like one or more whitespace use clojure.string/split.

  (clojure.string/split string regex)
  
  (str/split "This is a string    that I am splitting." #"\s+")
  ;;=> ["This" "is" "a" "string" "that" "I" "am" "splitting."]

Various ways to determine if there is a substring in a string.

  (re-find #"needle" "Find a needle in a haystack.") ;;=> "needle"
  (re-find #"needle" "Empty haystack.")              ;;=> nil

  (str/includes? "Find a needle in a haystack." "needle") ;;=> true
  (str/includes? "Empty haystack." "needle")              ;;=> false

  (re-find #"^This string" "This string starts with ...") ;;=> "This string"
  (re-find #"end$" "Find a string at the end")            ;;=> "end"

  (str/starts-with? "This string starts with ..." "This string") ;;=> true
  (str/ends-with?   "Find a string at the end"    "end")         ;;=> true

Trying to match a regex symbol containing string can be done with java.util.regex.Pattern and is much preferable to trying to escape escapes (which can't be done anyway).

  "(??^$]" ;; A string I want to match literally
  #"\(\?\?\^\$\]" ;; you can't escape the escapes!

  (Pattern/quote "(??^$]") ;;=> "\\Q(??^$]\\E"
  (-> "(??^$]" Pattern/quote Pattern/compile) ;;=> #"\Q(??^$]\E" !!!

howto combine strings and regex https://stackoverflow.com/questions/21416917/multiple-regular-expressions-in-clojure

  (defn union-regex [& patterns]
    \\\"joins regex together\" with |\"
    (re-pattern
     (apply str
            (interpose \""|"
                       (map #(str "(" % ")")
                            patterns)))))
  (union-regex #"\w+ " (re-pattern w) " " #"\w+") ;; w set to "how"

=> #"(\w+ )|(how)|( )|(\w+)"

or this solution from webscraper project

  (defn join-regex [& patterns]
    "joins regex together"
    (re-pattern
     (apply str
            (map #(str %)
                 patterns))))
  (join-regex #"\w+ " (re-pattern w) " " #"\w+") ;; w set to "how"

=> #"\w+ how \w+"

https://stackoverflow.com/questions/26081820/regular-expression-to-extract-whole-sentences-with-matching-word [^.]* flung [^.]*\. [^.?!]*(?<=[.?\s!])flung(?=[\s.?!])[^.?!]*[.?!]

(defn mk-tohlc "creates the dataset with date, open, high, low, close from filename" [fpath] (let [time (or "t" "column-0") open (or "o" "column-1") high (or "h" "column-2") low (or "l" "column-3") close (or "c" "column-4")] (rename-columns (->dataset fpath {:header-row? false :parser-fn {time :string open :float32 high :float32 low :float32 close :float32}}) {time :time open :open high :high low :low close :close})))

https://stackoverflow.com/questions/8566531/listing-files-in-a-directory-in-clojure (seq (.list (clojure.java.io/file "."))) (map #(.getPath %) (file-seq (clojure.java.io/file ".")))

file https://clojuredocs.org/clojure.java.io/file

fs - File system utilities for Clojure https://github.com/Raynes/fs

;using regex (def files (filter #(re-find #"1D|4H" %) (map #(.getPath %) (file-seq (clojure.java.io/file "/zata/truefx"))))) ;using string (def files (filter #(clojure.string/includes? % "1D") (map #(.getPath %) (file-seq (clojure.java.io/file "/zata/truefx"))))) ;going through a vector (def files (map (fn [x] (filter #(clojure.string/includes? % x) (map #(.getPath %) (file-seq (clojure.java.io/file "/zata/truefx"))))) ["1D" "4H" "1D"]))

(def filepaths "produces a list of truefx path strings" (flatten (map (fn [x] (sort (filter #(str/includes? % x) (map #(.getPath %) (file-seq (clojure.java.io/file "/zata/truefx")))))) ["1D" "4H" "1H"])))

(def filenames "extracts file names from file paths" (map #(last %) (map #(str/split % #"/") filepaths)))

(map #(apply max %) (partition 3 r)) since partition gives list, we need to apply max to each list we map the apply max over the partitions

(filter #(not(nil? %)) [1 nil 2 3 nil 5]) (1 2 3 5) (remove nil? [1 nil 2 3 nil 5]) (1 2 3 5)

(defn nusr "identifies sr-levels for instrument using nu" [fp] (let [[o h l c fn pf] (inst-info fp) part-size 5 step-size 1 midpt (quot part-size 2) hi (partition part-size step-size h) lo (partition part-size step-size l) n (remove nil? (map #(nu % max midpt) hi)) u (remove nil? (map #(nu % min midpt) lo))] [:ns n :us u]))

(defn nu "finds a nu given seq, maxmin, midpt of seq" [sq maxmin midpt] (let [midval (nth sq midpt)] (when (= (apply maxmin sq) midval) midval)))

(nusr (first truefx-filepaths))

problem came up trying to work with bounsr and penesr where we needed to take 2 vectors and generate a vector of vectors matching items in sequence:

[4 4 6] [7 8 9] => 4 7] [4 8] [6 9

(zipmap [4 4 6] [7 8 9]) => {4 8, 6 9} due to repetition of the 4 because it is a map

this thread Is there an equivalent for the Zip function in Clojure had 2 solutions:

(map vector [4 4 6] [7 8 9]) => ([4 7] [4 8] [6 9]) (partition 2 (interleave [1 2 3] [4 5 6])) => ((1 4) (2 5) (3 6))

(interleave [1 2 3] [4 5 6] [7 8 9]) (apply interleave 1 2 3] [4 5 6] [7 8 9)

or as a function

(defn zip [& colls] (partition (count colls) (apply interleave colls)))

(apply F [1 2 3 4 5]) => (F 1 2 3 4 5) (map F [1 2 3 4 5]) => [(F 1) (F 2) (F 3) (F 4) (F 5)] https://stackoverflow.com/questions/2311528/clojure-apply-vs-map

(require '[clojure.set :refer [map-invert]])

(defn balance [form] (let [brackets {\[ \] \( \) \{ \}} scan (fn [q x] (cond (brackets x) (conj q x) ((map-invert brackets) x) (if (= (brackets (peek q)) x) (pop q) (throw (ex-info (str "Unmatched delimiter " x) {}))) :else q))] (reduce scan [] form)))

(balance "(let [a (inc 1]) (+ a 2))") ExceptionInfo Unmatched delimiter ]

(balance "(let [a (inc 1)] (+ a 2))") []

(type (incanter/to-matrix ds)) mikera.arrayz.impl.JoinedArray or vectorz/matrix (type (m/array ds)) clojure.lang.PersistentVector

1. using $ producing lazyseq

his ($ :h dohlc) clojure.lang.LazySeq or (sel dohlc :cols :h) los ($ :l dohlc) clojure.lang.LazySeq or (sel dohlc :cols :l)

1. using to-map producing persistent vectors

ds (d/to-map dohlc) clojure.lang.PersistentArrayMap his (:h ds) clojure.lang.PersistentVector los (:l ds) clojure.lang.PersistentVector

1. using m/array producing vectorz

ds (d/to-map dohlc) clojure.lang.PersistentArrayMap his (m/array (:h ds)) mikera.vectorz.Vector los (m/array (:l ds)) mikera.vectorz.Vector can't (m/array ds) because clojure.lang.PersistentArrayMap cannot be cast to java.lang.Number though (type (m/array d)) clojure.lang.PersistentVector

it seems as though we can use $ for pretty well everything we use sel for (sel d :cols :h) <=> ($ :h d) (sel d :rows (range 2 11) :cols :d) <=> ($ (range 1 11) :d d) (sel d :rows 1 :cols :h) <=> (sel d :rows 1 :cols 2) <=> (sel d 1 2) <=> ($ 1 2 d) <=> ($ 1 :h d)

head is an incanter fn and cannot be used with lazy sequences

print index and values (map (fn [x] [(.indexOf hivals x) x]) hivals)

the ratios function doesn't produce same results as the individual codings we haven't figured out why or which is really correct (defn anulysisV2 " analyzes brs and prs price action on nu

dohlc dataset columns :d date :o open :h high :l low :c close identify nu using partition map bsr? psr? to hilo and determine how many of each " [filepath] (let [[dohlc filename pipfactor] (instrument-dohlc filepath) dohlc (d/select-rows dohlc (range 33)) dohlc-size (nrow dohlc) ;size of dataset less 2 because of header buffer (/ 12.0 pipfactor) ;buffer line calculation in pips for pair part-size 7 ;size of partition chosen [nseq useq] (nu-finder dohlc)

+brs? (fn [nu hilo cl >< -+] "n: (brs? n hi cl < -) u: (bsr? u lo cl > )" (and (btn? hilo (- nu buffer) ( nu buffer)) (>< cl (-+ nu buffer)))) prs? (fn [nu cl hilo >< -+] "n: (prs? n hi cl > ) u: (prs? u lo cl < -" (and (>< hilo (- nu buffer)) (>< cl nu)))

ratios (fn [rs nu-seq] (loop [nu nu-seq brs 0 prs 0 i 0] (let [nu0 (first nu-seq) hi ($ i :h dohlc) lo ($ i :l dohlc) cl ($ i :c dohlc) [is-brs is-prs] (if (= rs "r") [(brs? nu0 hi cl < -) (prs? nu0 hi cl > +)] [(brs? nu0 lo cl > +) (prs? nu0 lo cl < -)]) ] (if (> i (- dohlc-size part-size)) [brs prs] (cond is-brs (recur nu (inc brs) prs (inc i)) is-prs (recur (drop 1 nu) brs (inc prs) (inc i)) :else (recur nu brs prs (inc i))) ))))

n-ratio (loop [nn nseq brs 0 prs 0 i 0] (let [firstnn (first nn) hi ($ i :h dohlc) cl ($ i :c dohlc)] (if (> i (- dohlc-size part-size)) [brs prs] (cond (brs? firstnn hi cl < -) (recur nn (inc brs) prs (inc i)) (prs? firstnn hi cl > +) (recur (drop 1 nn) brs (inc prs) (inc i)) :else (recur nn brs prs (inc i))) ))) u-ratio (loop [uu useq brs 0 prs 0 i 0] (let [firstuu (first uu) lo ($ i :l dohlc) cl ($ i :c dohlc)] (if (> i (- dohlc-size part-size)) [brs prs] (cond (brs? firstuu lo cl > +) (recur uu (inc brs) prs (inc i)) (prs? firstuu lo cl < -) (recur (drop 1 uu) brs (inc prs) (inc i)) :else (recur uu brs prs (inc i))) ))) n-ratio (ratios "r" nseq) u-ratio (ratios "s" useq) ] [n-ratio u-ratio] ))

while the ideas here are ok we require 20s by not using partitions and 25ms when we do!! however, we need a way to figure out the index

(defn nu-finderV2 " finds nu give a dohlc dataset returns i nn] [i uu " [dohlc] (let [size (nrow dohlc) nu-breadth 7 ;nu width buf-bars (quot nu-breadth 2) ;number of bars on either side of nu ibeg buf-bars ;begining bar to look for nu iend (- (nrow dohlc) 1 buf-bars) ;ending bar to look for nu nu? (fn [i hilo maxmin] (= ($ i hilo dohlc) (apply maxmin ($ (range (- i buf-bars) (+ i buf-bars 1)) hilo dohlc)))) nus (fn [hilo maxmin] (loop [i ibeg iv []] (if (>= i iend) iv (if (nu? i hilo maxmin) (recur (+ i buf-bars 1) (conj iv [i ($ i hilo dohlc)])) (recur (inc i) iv)))))] [(nus :h max) (nus :l min)]))

(defn anulysisV1 " analyzes brs and prs price action on nu

dohlc dataset columns :d date :o open :h high :l low :c close identify nu using partition map bsr? psr? to hilo and determine how many of each " [filepath] (let [[dohlc filename pipfactor] (instrument-dohlc filepath) dohlc-size (nrow dohlc) ;size of dataset less 2 because of header buffer (/ 12.0 pipfactor) ;buffer line calculation in pips for pair part-size 7 ;size of partition chosen nn (nu-finder ($ :h dohlc) part-size max) uu (nu-finder ($ :l dohlc) part-size min) in-zone? (fn [hilo nu] (btn? hilo (- nu buffer) (+ nu buffer)))] (loop [i 4 brs 0] (if (> i (- dohlc-size 9)) brs (recur (inc i) (if (in-zone? ($ i :h dohlc) (first nn)) (inc brs) brs))) ) [(count nn) (count uu)]))

(defn mk-dohlc "creates the dataset with date, open, high, low, close from filename" [filename] (d/rename-columns (read-dataset filename) {:col0 :d :col1 :o :col2 :h :col3 :l :col4 :c}))

(defn nu-finderV1 " finds all nu in a sequence of hilo given a sequence, the partition size, max|min operator for his|los TODO have option to remove invalid nu " [aseq part-size maxmin] (let [partitions (partition part-size 1 aseq) midpt (quot part-size 2) nu (for [p partitions :when (= (apply maxmin p) (nth p midpt))] (nth p midpt))] nu))

(def truefx-filepaths "produces a list of truefx path strings" (vectorize (flatten (map (fn [x] (sort (filter #(str/includes? % x) (map #(.getPath %) (file-seq (clojure.java.io/file "/zata/truefx")))))) ["1D" "4H" "1H"]))))

(defn adjacent-confluence "determines oc confluence behavior of adjacent bars" [fp] (let [dohlc (mk-dohlc fp) fn (filename-from-filepath fp) pf (pip-factor fn) m (to-matrix (ds/remove-columns dohlc [:d])) o (sel m :cols 0) h (sel m :cols 1) l (sel m :cols 2) c (sel m :cols 3) co (map pips c o (repeat pf)) pn (map #(pos? (* %1 %2)) co (drop 1 co)) p% (Math/round (/ (count (filter true? pn)) (float (count pn)) 0.01))] (printf "%s %d %n" fn p%) p%))

origin https://github.com/clojurians-org/clojure-ebook-2.git (fetch) origin https://github.com/clojurians-org/clojure-ebook-2.git (push)

Clojure website Clojure Documentation clojure cheatsheet CIDER ClojureDocs ask.clojure forum Pedestal kixi stats

Physics in Clojure - Colin Smith Emacs and Clojure, a Lispy Love Affair Solving Problems the Clojure Way - Rafal Dittwald Building Machine Learning Models with Clojure and Cortex - Joyce Xu Why Clojure? by Vijay Kiran Deep Learning Needs Clojure - Carin Meier

cider-jack-in C-c M-j

do programming with awareness of each function's io

  clj -X:new-app :name pradagio/myapp
  clj -X:new-lib :name pradagio/mylib

after adding to ~/.clojure/deps.edn: ;; add these into your :aliases map:

  :new-app {:extra-deps {com.github.seancorfield/clj-new
                         {:mvn/version "1.1.309"}}
            :exec-fn clj-new/create
            :exec-args {:template "app"}}
  :new-lib {:extra-deps {com.github.seancorfield/clj-new
                         {:mvn/version "1.1.309"}}
            :exec-fn clj-new/create
            :exec-args {:template "lib"}}}

deps.edn can help you figure out how to do things because of aliases :run-x :uberjar etc contains howto instructions! clj -X:run-x clj -X:uberjar

https://stackoverflow.com/questions/8566531/listing-files-in-a-directory-in-clojure

  (seq (.list (clojure.java.io/file ".")))
  (map #(.getPath %)
       (file-seq (clojure.java.io/file ".")))

file https://clojuredocs.org/clojure.java.io/file

fs - File system utilities for clojure https://github.com/Raynes/fs

;using regex

  (def files
    (filter #(re-find #"1D|4H" %)
            (map #(.getPath %)
                 (file-seq (clojure.java.io/file "/zata/truefx")))))

;using string

(def files 
  (filter #(clojure.string/includes? % "1D")
          (map #(.getPath %)
               (file-seq (clojure.java.io/file "/zata/truefx")))))

;going through a vector

  (def files
    (map (fn [x]
           (filter #(clojure.string/includes? % x)
                   (map #(.getPath %)
                        (file-seq (clojure.java.io/file "/zata/truefx")))))
         ["1D" "4H" "1D"]))

  (def filepaths
    "produces a list of truefx path strings"
    (flatten (map (fn [x]
                    (sort (filter #(str/includes? % x)
                                  (map #(.getPath %)
                                       (file-seq (clojure.java.io/file "/zata/truefx"))))))
                  ["1D" "4H" "1H"])))

  (def filenames
    "extracts file names from file paths"
    (map #(last %)
         (map #(str/split % #"/")
                 filepaths)))

since partition gives list, we need to apply max to each list we map the apply max over the partitions

  (map #(apply max %) (partition 3 r))

problem came up trying to work with bounsr and penesr where we needed to take 2 vectors and generate a vector of vectors matching items in sequence:

[4 4 6] [7 8 9] => 4 7] [4 8] [6 9

(zipmap [4 4 6] [7 8 9]) => {4 8, 6 9} due to repetition of the 4 because it is a map

this thread Is there an equivalent for the Zip function in Clojure had 2 solutions:

(map vector [4 4 6] [7 8 9]) => ([4 7] [4 8] [6 9]) (partition 2 (interleave [1 2 3] [4 5 6])) => ((1 4) (2 5) (3 6))

(interleave [1 2 3] [4 5 6] [7 8 9]) (apply interleave 1 2 3] [4 5 6] [7 8 9)

or as a function

(defn zip [& colls] (partition (count colls) (apply interleave colls)))

(apply F [1 2 3 4 5]) => (F 1 2 3 4 5) (map F [1 2 3 4 5]) => [(F 1) (F 2) (F 3) (F 4) (F 5)] https://stackoverflow.com/questions/2311528/clojure-apply-vs-map

(type (incanter/to-matrix ds)) mikera.arrayz.impl.JoinedArray or vectorz/matrix (type (m/array ds)) clojure.lang.PersistentVector

clojure.core.matrix.impl.dataset.DataSet

1. using $ producing lazyseq

his ($ :h dohlc) clojure.lang.LazySeq or (sel dohlc :cols :h) los ($ :l dohlc) clojure.lang.LazySeq or (sel dohlc :cols :l)

1. using to-map producing persistent vectors

ds (d/to-map dohlc) clojure.lang.PersistentArrayMap his (:h ds) clojure.lang.PersistentVector los (:l ds) clojure.lang.PersistentVector

1. using m/array producing vectorz

ds (d/to-map dohlc) clojure.lang.PersistentArrayMap his (m/array (:h ds)) mikera.vectorz.Vector los (m/array (:l ds)) mikera.vectorz.Vector can't (m/array ds) because clojure.lang.PersistentArrayMap cannot be cast to java.lang.Number though (type (m/array d)) clojure.lang.PersistentVector

it seems as though we can use $ for pretty well everything we use sel for (sel d :cols :h) <=> ($ :h d) (sel d :rows (range 2 11) :cols :d) <=> ($ (range 1 11) :d d) (sel d :rows 1 :cols :h) <=> (sel d :rows 1 :cols 2) <=> (sel d 1 2) <=> ($ 1 2 d) <=> ($ 1 :h d)

the ratios function doesn't produce same results as the individual codings we haven't figured out why or which is really correct (defn anulysisV2 " analyzes brs and prs price action on nu

dohlc dataset columns :d date :o open :h high :l low :c close identify nu using partition map bsr? psr? to hilo and determine how many of each " [filepath] (let [[dohlc filename pipfactor] (instrument-dohlc filepath) dohlc (d/select-rows dohlc (range 33)) dohlc-size (nrow dohlc) ;size of dataset less 2 because of header buffer (/ 12.0 pipfactor) ;buffer line calculation in pips for pair part-size 7 ;size of partition chosen [nseq useq] (nu-finder dohlc)

+brs? (fn [nu hilo cl >< -+] "n: (brs? n hi cl < -) u: (bsr? u lo cl > )" (and (btn? hilo (- nu buffer) ( nu buffer)) (>< cl (-+ nu buffer)))) prs? (fn [nu cl hilo >< -+] "n: (prs? n hi cl > ) u: (prs? u lo cl < -" (and (>< hilo (- nu buffer)) (>< cl nu)))

ratios (fn [rs nu-seq] (loop [nu nu-seq brs 0 prs 0 i 0] (let [nu0 (first nu-seq) hi ($ i :h dohlc) lo ($ i :l dohlc) cl ($ i :c dohlc) [is-brs is-prs] (if (= rs "r") [(brs? nu0 hi cl < -) (prs? nu0 hi cl > +)] [(brs? nu0 lo cl > +) (prs? nu0 lo cl < -)]) ] (if (> i (- dohlc-size part-size)) [brs prs] (cond is-brs (recur nu (inc brs) prs (inc i)) is-prs (recur (drop 1 nu) brs (inc prs) (inc i)) :else (recur nu brs prs (inc i))) ))))

n-ratio (loop [nn nseq brs 0 prs 0 i 0] (let [firstnn (first nn) hi ($ i :h dohlc) cl ($ i :c dohlc)] (if (> i (- dohlc-size part-size)) [brs prs] (cond (brs? firstnn hi cl < -) (recur nn (inc brs) prs (inc i)) (prs? firstnn hi cl > +) (recur (drop 1 nn) brs (inc prs) (inc i)) :else (recur nn brs prs (inc i))) ))) u-ratio (loop [uu useq brs 0 prs 0 i 0] (let [firstuu (first uu) lo ($ i :l dohlc) cl ($ i :c dohlc)] (if (> i (- dohlc-size part-size)) [brs prs] (cond (brs? firstuu lo cl > +) (recur uu (inc brs) prs (inc i)) (prs? firstuu lo cl < -) (recur (drop 1 uu) brs (inc prs) (inc i)) :else (recur uu brs prs (inc i))) ))) n-ratio (ratios "r" nseq) u-ratio (ratios "s" useq) ] [n-ratio u-ratio] ))

while the ideas here are ok we require 20s by not using partitions and 25ms when we do!! however, we need a way to figure out the index

(defn nu-finderV2 " finds nu give a dohlc dataset returns i nn] [i uu " [dohlc] (let [size (nrow dohlc) nu-breadth 7 ;nu width buf-bars (quot nu-breadth 2) ;number of bars on either side of nu ibeg buf-bars ;begining bar to look for nu iend (- (nrow dohlc) 1 buf-bars) ;ending bar to look for nu nu? (fn [i hilo maxmin] (= ($ i hilo dohlc) (apply maxmin ($ (range (- i buf-bars) (+ i buf-bars 1)) hilo dohlc)))) nus (fn [hilo maxmin] (loop [i ibeg iv []] (if (>= i iend) iv (if (nu? i hilo maxmin) (recur (+ i buf-bars 1) (conj iv [i ($ i hilo dohlc)])) (recur (inc i) iv)))))] [(nus :h max) (nus :l min)]))

(defn anulysisV1 " analyzes brs and prs price action on nu

dohlc dataset columns :d date :o open :h high :l low :c close identify nu using partition map bsr? psr? to hilo and determine how many of each " [filepath] (let [[dohlc filename pipfactor] (instrument-dohlc filepath) dohlc-size (nrow dohlc) ;size of dataset less 2 because of header buffer (/ 12.0 pipfactor) ;buffer line calculation in pips for pair part-size 7 ;size of partition chosen nn (nu-finder ($ :h dohlc) part-size max) uu (nu-finder ($ :l dohlc) part-size min) in-zone? (fn [hilo nu] (btn? hilo (- nu buffer) (+ nu buffer)))] (loop [i 4 brs 0] (if (> i (- dohlc-size 9)) brs (recur (inc i) (if (in-zone? ($ i :h dohlc) (first nn)) (inc brs) brs))) ) [(count nn) (count uu)]))

(defn mk-dohlc "creates the dataset with date, open, high, low, close from filename" [filename] (d/rename-columns (read-dataset filename) {:col0 :d :col1 :o :col2 :h :col3 :l :col4 :c}))

(defn nu-finderV1 " finds all nu in a sequence of hilo given a sequence, the partition size, max|min operator for his|los TODO have option to remove invalid nu " [aseq part-size maxmin] (let [partitions (partition part-size 1 aseq) midpt (quot part-size 2) nu (for [p partitions :when (= (apply maxmin p) (nth p midpt))] (nth p midpt))] nu))

(def truefx-filepaths "produces a list of truefx path strings" (vectorize (flatten (map (fn [x] (sort (filter #(str/includes? % x) (map #(.getPath %) (file-seq (clojure.java.io/file "/zata/truefx")))))) ["1D" "4H" "1H"]))))

(defn adjacent-confluence "determines oc confluence behavior of adjacent bars" [fp] (let [dohlc (mk-dohlc fp) fn (filename-from-filepath fp) pf (pip-factor fn) m (to-matrix (ds/remove-columns dohlc [:d])) o (sel m :cols 0) h (sel m :cols 1) l (sel m :cols 2) c (sel m :cols 3) co (map pips c o (repeat pf)) pn (map #(pos? (* %1 %2)) co (drop 1 co)) p% (Math/round (/ (count (filter true? pn)) (float (count pn)) 0.01))] (printf "%s %d %n" fn p%) p%))