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try.php
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try.php
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<?php
// written by: Xiaowen Jiang
// debugged by: Xiaowen Jiang
// Calculation of indicators
$symbols=array("AAPL","EDU","GOOG","MSFT","YHOO","FB","TWTR","AMZN","INTC","IBM");
$username = "root";
$password = "";
$host = "127.0.0.1";
$database="stock";
//retrieve historical close price and return as an array
function retreive($price,$company)
{
$username = "root";
$password = "";
$host = "127.0.0.1";
$conn = mysql_connect($host, $username, $password);
if(! $conn )
{
die('Could not connect: ' . mysql_error());
}
$temp=$company.'_h';
$sql = "SELECT close,high,low FROM $temp";
mysql_select_db('stock');
$retval = mysql_query( $sql, $conn );
if(! $retval )
{
die('Could not get data: ' . mysql_error());
}
$queryp=array();
while($row = mysql_fetch_array($retval, MYSQL_ASSOC))
{
array_push($queryp,$row[$price]);
}
mysql_close($conn);
return $queryp;
}
//calculate simple moving average of interval n, return a sma array
function sma($n,$close)
{
$number=count($close);
$sma = array();
for ($i = 0; $i < $number; $i++) {
if ($i < $n - 1) {
array_push($sma, 0);
} else {
$temp = 0;
for ($j = $i; $j >= $i - $n + 1; $j--) {
$temp += $close[$j];
}
$temp /= $n;
array_push($sma, $temp);
}
}
return $sma;
}
//exponential moving average
function ema($n,$close)
{
$mul=2/($n+1);
$ema=array();
for($i=0;$i<count($close);$i++)
{
if($i==0)
{
array_push($ema,$close[$i]);
}
else
{
array_push($ema,(($close[$i]-$ema[$i-1])*$mul+$ema[$i-1]));
}
}
return $ema;
}
//calculate weighted moving average of interval n
function wma($n,$close)
{
$number=count($close);
$wma=array();
for ($i = 0; $i < $number; $i++) {
if ($i < $n - 1) {
array_push($wma, 0);
} else {
$temp1 = 0;
for ($j = $i; $j >= $i - $n + 1; $j--) {
$temp1 += $close[$j]*($j-($i-$n));
}
$temp2=(1+$n)*$n/2;
$temp1 /= $temp2;
array_push($wma, $temp1);
}
}
return $wma;
}
//calculate rate of change of interval n
function roc($n,$close)
{
$number=count($close);
$roc=array();
for($i=0;$i<$number;$i++)
{
if($i<$n)
array_push($roc,0);
else if($close[$i-$n]!=0)
{
array_push($roc,($close[$i]-$close[$i-$n])/$close[$i-$n]*100);
}
}
return $roc;
}
//stochastic oscillator
function stochastic_o($close,$high,$low)
{
$so=array();
for($i=0;$i<13;$i++)
{
array_push($so,0);
}
for($i=13;$i<count($high);$i++)
{
$temphigh=array();
$templow=array();
for($j=$i;$j>$i-14;$j--)
{
array_push($temphigh,$high[$j]);
array_push($templow,$low[$j]);
}
array_push($so,($close[$i]-min($templow))/(max($temphigh)-min($templow))*100);
}
return $so;
}
//coppock curve
function coppock_curve($close)
{
$cc=array();
//weekly close price
$wclose=array();
for($i=0;$i<count($close);$i++)
{
if($i%5==0)
array_push($wclose,$close[$i]);
}
$roc11=roc(11,$wclose);
$roc14=roc(14,$wclose);
$tempa=array();
{
for ($i = 13; $i < count($roc14); $i++)
array_push($tempa, ($roc11[$i] + $roc14[$i]));
}
$tempwma=wma(10,$tempa);
for($i=0;$i<22;$i++)
{
array_push($cc,0);
}
for($i=22;$i<count($wclose);$i++)
{
array_push($cc,$tempwma[$i-22]);
}
return $cc;
}
//relative strength index
function rsi($close)
{
$gain=array();
$lose=array();
for($i=0;$i<count($close);$i++)
{
if($i==0)
{
array_push($gain,0);
array_push($lose,0);
}
else
{
if($close[$i]>$close[$i-1])
{
array_push($gain,$close[$i]-$close[$i-1]);
array_push($lose,0);
}
else
{
array_push($lose,$close[$i-1]-$close[$i]);
array_push($gain,0);
}
}
}
$avegain=array();
$avelose=array();
$tempgain=array();
$templose=array();
$rs=array();
$rsi=array();
for($j=1;$j<=14;$j++)
{
array_push($tempgain,$gain[$j]);
array_push($templose,$lose[$j]);
}
for($i=0;$i<count($close);$i++)
{
if($i<14)
{
array_push($avegain,0);
array_push($avelose,0);
array_push($rs,0);
array_push($rsi,0);
}
else
{
if ($i == 14)
{
array_push($avegain, array_sum($tempgain) / 14);
array_push($avelose, array_sum($templose) / 14);
}
else
{
array_push($avegain, ($avegain[$i - 1] * 13 + $gain[$i]) / 14);
array_push($avelose, ($avelose[$i - 1] * 13 + $lose[$i]) / 14);
}
array_push($rs,$avegain[$i]/$avelose[$i]);
array_push($rsi,(100-100/(1+$rs[$i])));
}
}
return $rsi;
}
function macd($close)
{
$macd=array();
$ema12=ema(12,$close);
$ema26=ema(26,$close);
for($i=0;$i<count($close);$i++)
{
array_push($macd,$ema12[$i]-$ema26[$i]);
}
return $macd;
}
function updatetable($company)
{
$username = "root";
$password = "";
$host = "127.0.0.1";
$database="stock";
$high="high";
$close="close";
$low="low";
$close=retreive($close,$company);
$high=retreive($high,$company);
$low=retreive($low,$company);
$so=stochastic_o($close,$high,$low);
$rsi=rsi($close);
$roc=roc(14,$close);
$cc=coppock_curve($close);
$macd=macd($close);
$sma=sma(20,$close);
$wma=wma(20,$close);
// Create connection
$conn = new mysqli($host, $username, $password, $database);
// Check connection
if ($conn->connect_error) {
die("Connection failed: " . $conn->connect_error);
}
$k=0;
for($i=1;$i<count($macd)+1;$i++)
{
$j=$i-1;
$sql = "UPDATE $company SET SMA=$sma[$j],WMA=$wma[$j],ROC=$roc[$j],RSI=$rsi[$j],MACD=$macd[$j],SO=$so[$j] WHERE id=$i";
mysqli_query($conn,$sql);
if($j%5==0)
{
$sql = "UPDATE $company SET CC=$cc[$k] WHERE id=$i";
mysqli_query($conn,$sql);
$k++;
}
}
$conn->close();
}
/* functions to make suggestion */
function sma_judge($close)
{
$sma=sma(20,$close);
$number=count($sma);
if($close[$number-1]>$sma[$number-1])
{
return -1;
}
else return 1;
}
function macd_judge($close)
{
$macd=macd($close);
$number=count($macd);
if($macd[$number-1]>0)
return 1;
else if($macd[$number-1]<0)
return -1;
else return 0;
}
function roc_judge($close)
{
$roc=roc(12,$close);
$number=count($roc);
if($roc[$number-1]>0)
return 1;
else if($roc[$number-1]<0)
return -1;
else return 0;
}
function so_judge($close,$high,$low)
{
$so=stochastic_o($close,$high,$low);
$number=count($so);
if($so[$number-1]<20)
return 1; //over sold
else if($so[$number-1]>80)
return -1; //over bought
else return 0;
}
function rsi_judge($close)
{
$rsi=rsi($close);
$number=count($rsi);
if($rsi[$number-1]<30)
return 1; //over sold
else if($rsi[$number-1]>70)
return -1; //over bought
else return 0;
}
function cc_judge($close)
{
$cc=coppock_curve($close);
$number=count($cc);
if($cc[$number-1]>0&&$cc[$number-2]<0)
return 1;
else if($cc[$number-1]<0&&$cc[$number-2]>0)
return -1;
else return 0;
}
//compare 200day sma to 20day sma, find if two lines cross on the last day and judge
function sma_combine($close)
{
$number=count($close);
$sma5=sma(5,$close);
$sma10=sma(10,$close);
$sma30=sma(30,$close);
//golden cross
if(($sma5[$number-1]>$sma10[$number-1]&&$sma5[$number-2]<$sma10[$number-2])||($sma10[$number-1]>$sma30[$number-1]&&$sma10[$number-2]<$sma30[$number-2]))
{
return 1; //buy
}
//dead cross
else if(($sma5[$number-1]<$sma10[$number-1]&&$sma5[$number-2]>$sma10[$number-2])||($sma10[$number-1]<$sma30[$number-1]&&$sma10[$number-2]>$sma30[$number-2]))
{
return -1;//sell
}
else return 0; //hold
}
//function to calculate indicator weight
//function cal_weight($symbols)
//{
// $sma_weight = 0;
// $macd_weight = 0;
// $so_weight = 0;
// $roc_weight = 0;
// $smaco_weight=0;
// $rsi_weight = 0;
// $cc_weight = 0;
// for ($m = 0; $m < count($symbols); $m++) {
// $com = $symbols[$m];
// $close = retreive("close", $com);
// $high = retreive("high", $com);
// $low = retreive("low", $com);
//
////record how many times these indicators have correct predictions
// $smaj = 0;
// $macdj = 0;
// $rocj = 0;
// $soj = 0;
// $rsij = 0;
// $ccj = 0;
// $smaco=0;
//
// $trend = 0;
// $trend2 = 0;
////test the accuracy of indicators using historical data
// for ($number = 60; $number <= 220; $number += 2) {
//
// $futureave = 0;
// $futureave2 = 0;
// for ($i = 0; $i < 5; $i++) {
// $futureave += $close[$number + $i];
// }
// $futureave /= 5;
// for ($i = 0; $i < 15; $i++) {
// $futureave2 += $close[$number + $i];
// }
// $futureave2 /= 15;
// if ($futureave > $close[$number - 1]) {
// $trend++;
// if (sma_judge($close, $number) == 1) {
// $smaj++;
// }
// if (macd_judge($close, $number) == 1) {
// $macdj++;
// }
// if (roc_judge($close, $number) == 1) {
// $rocj++;
// }
// if (so_judge($close, $high, $low, $number) == 1) {
// $soj++;
// }
// if(sma_combine($close,$number)==1)
// {
// $smaco++;
// }
//
// }
//
// if (rsi_judge($close, $number) == 1) {
// $rsij++;
// if ($futureave2 > $close[$number - 1]) {
// $trend2++;
// }
// }
// if ($futureave < $close[$number - 1]) {
// $trend++;
// if (sma_judge($close, $number) == -1) {
// $smaj++;
// }
// if (macd_judge($close, $number) == -1) {
// $macdj++;
// }
// if (roc_judge($close, $number) == -1) {
// $rocj++;
// }
// if (so_judge($close, $high, $low, $number) == -1) {
// $soj++;
// }
// if(sma_judge($close,$number)==-1)
// {
// $smaco++;
// }
// }
//
// if (rsi_judge($close, $number) == -1) {
// $rsij++;
// if ($futureave2 < $close[$number - 1]) {
// $trend2++;
// }
// }
// }
//
////calculate coppock curve accuracy
// $trend3 = 0;
//
// for ($i = 0; $i < count($close) - 15; $i++) {
//
// if ($i % 5 == 0 && $i >= 155) {
// $futureave2 = 0;
// for ($j = 0; $j < 15; $j++) {
// $futureave2 += $close[$i + $j];
// }
// $futureave2 /= 15;
// if (cc_judge($close, $i / 5) == 1) {
// $trend3++;
// if ($futureave2 > $close[$i]) {
// $ccj++;
// }
// }
// if (cc_judge($close, $i / 5) == -1) {
// $trend3++;
// if ($futureave2 < $close[$i]) {
// $ccj++;
// }
// }
// }
// }
// //echo $smaj, " ", $macdj, " ", $rocj, " ", $soj, " ", $rsij, " ", $ccj;
// $smaj /= $trend;
// $macdj /= $trend;
// $rocj /= $trend;
// $soj /= $trend;
// $smaco/=$trend;
// $rsij /= $trend2;
// $ccj /= $trend3;
// $total_accuracy = $smaj + $macdj + $rocj + $soj + $smaco;
// $sma_weight += ($smaj / $total_accuracy);
// $macd_weight += ($macdj / $total_accuracy);
// $roc_weight += ($rocj / $total_accuracy);
// $so_weight += ($soj / $total_accuracy);
// $smaco_weight+=($smaco/$total_accuracy);
// //$rsi_weight += ($rsij / $total_accuracy);
// //$cc_weight += ($ccj / $total_accuracy);
// }
// $sma_weight /= 10;
// $macd_weight /= 10;
// $roc_weight /= 10;
// $so_weight /= 10;
// //$rsi_weight /= 10;
// //$cc_weight /= 10;
// $smaco_weight/=10;
// echo "\n", $sma_weight, " ", $macd_weight, " ", $roc_weight, " ", $so_weight, " ", $rsi_weight, " ", $cc_weight," ",$smaco_weight;
//}
//calculate indicator values and update table
for($i=0;$i<count($symbols);$i++)
{
updatetable($symbols[$i]);
}
//cal_weight($symbols);