Sequential timeseries using CSV

;; TimeSeries-core.nlogo v1.5
;; author: Doug Edmunds 24 Feb 2017 dougedmundsATgmailDOTcom
;; requires ver 6.0+

extensions [ csv ]

globals [
  data-source
  data
  vals-list vals-list-length
  data-pointer data-length
  logfile
  ;; The next globals are the names given to the fields in the CSV
  ;; If not appropriate names for your csv fields, change them here and
  ;; in the specifics-get-next-record procedure.  As a suggestion,
  ;; comment out the next line temporarily, to see all the places
  ;; where these globals are used in the code.
  data-date data-high data-low  data-open data-close data-volume

;; add new variables here
  ;; For calc-sma procedure (calculate simple moving average)
  ;; included just for demonstration purposes
  window-list   ;; a list (initially empty) of values used to calculate the average
  window-length ;; numeric, used to size the window-list
  ;; window-length gets value from sma-slider
  sma ;; simple moving average, numeric
]

;; interface globals
;; wait-switch?       boolean
;; wait-delay-slider  slider
;; print-to-logfile?  boolean
;; print-to-output?   boolean
;; chart-data         plot name

;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;

to setup
  ca
  ;; to hide "world", uncomment the next line
    ; set-patch-size -1

  ;;set data-pointer -1
  set data-length 0

  ;; alternative A
  ;; use this to select a file from the directory
  set data read-data user-file
  ;; alternative B
  ;; to hardcode the data source, use this code instead
    ;   set data-source "my_cvs_file.cvs"
    ;   set data read-data data-source

  ;; create a logfile
  set logfile "logfile.txt"
  let log-entry word "\r -- New Session -- " date-and-time
  if print-to-logfile? [
    print-to-file logfile log-entry
    print-to-file logfile logfile
    print-to-file logfile data-source ]
  if print-to-logfile? [ output-print logfile]
  output-print log-entry

ifelse empty? data
    [ output-print word date-and-time " - no file selected"]
    [ output-print data-source

      ;; if you have problems with headers, then make changes here
      ;; this code reads the first line; if last item is a string,
      ;; it assumes it is a header, and removes it
      if is-string? last first data
         [set data butfirst data]

      set data-pointer 0
      set data-length length data
      set vals-list first data
      ;; show the length of first entry in observer area
      type "the number of fields in each record is "
      print length vals-list
      print vals-list

      ;; use length to determine if tick data or not
      set vals-list-length length vals-list
      ;; specifics-get-next-record is called once at startup
      ;; this is done to establish a y range for the chart-data plot
      specifics-get-next-record
      clear-plots
      specifics-setup
      specifics-logfile
      ;; only reset if a file is selected. Ties in with disabled go buttons
      reset-ticks ]
end 

to specifics-setup
;; for calc-sma demonstration purposes, these global variables are initialized
  ;; calc-sma uses data-close. The first record of the CSV has been read,
  ;; so we use data-close here to initialize sma-average
  set window-list [ ]
  set window-length  sma-slider ;;NOTE, only set at start or restart
  set sma data-close
  calc-sma
end 

;;data-pointer must be incremented
;;  before calling get-next-record

to go
  ;; first check if should stop
  ;; A. prevent runtime error if setup was not run first
  if data-length = -1 [output-print "no file selected" stop]
  ;; B. prevent runtime error if at end of file or no file selected
  if data-pointer >= data-length [output-print "end of file [1]" stop]
  ;; C. stop the stream if at end of file after increment
  set data-pointer data-pointer + 1
  if data-pointer >= data-length[ output-print "end of file [2]" stop]
  ;; not at end of file, so continue
  get-next-record
  if wait-switch? [ wait wait-delay-slider]
  specifics-go
  specifics-logfile
  tick
end 

to specifics-go
  ;;add strategy code here
  calc-sma
end 

;; sample logfile details
;; modify this section to print whatever details you want.

to specifics-logfile
  if print-to-logfile?
    [ print-to-file logfile (word "data-close " data-close) ]
  if print-to-output? [
    output-print vals-list
    output-print (word "data-close " data-close) ]
end 

to get-next-record
  set vals-list item data-pointer data
  specifics-get-next-record
end 

to specifics-get-next-record
  ;; variables that needs to be updated before
  ;; the current record is changed are updated here
  ;; for example, set data-close-previous  data-close

  ;; MODIFY THIS TO MATCH UP WITH CSV
  ;; the specific code here is a model to handle
  ;; data with a record length of 3 or 6.
  ;; You should modify this section as needed to
  ;; match up with the field structure of your CSV

  ifelse vals-list-length = 3 [
  ;;  for tick data with 3 fields  (order: Datetime Close Volume)
  set data-date   item 0 vals-list
  set data-close  item 1 vals-list
  set data-volume item 2 vals-list
  set data-open   data-close
  set data-high   data-close
  set data-low    data-close
  ][
  ;;  for financial data with 6 fields (order: Datetime High Low Open Close Volume)
  set data-date   item 0 vals-list
  set data-high   item 1 vals-list
  set data-low    item 2 vals-list
  set data-open   item 3 vals-list
  set data-close  item 4 vals-list
  set data-volume item 5 vals-list
  ]
end 

to-report read-data [ file-name ]
;; create rows as an empty list
  let rows []
;; user-file reports false if no file is selected
;; if file-name is not a csv file, expect a run-time error.
  if file-name != false [
    set data-source file-name
    file-open file-name
 ;; csv:from-file creates a list of lists
    set rows csv:from-file file-name
    file-close ]
  report rows
end 

to print-to-file [file-name file-text]
  file-open file-name
    file-print file-text
    file-close
end 

to delete-logfile
  if logfile != 0 and file-exists? logfile [file-delete logfile]
end 

to clear-plots
  ;;clear-all-plots
  ;; alternatively you can set and clear plots one by run and reset the ranges
   set-current-plot "chart-data"
   clear-plot
   set-plot-y-range  precision (data-close - 0.01) 4 precision (data-close + 0.01) 4
end 

to restart-data
  ;; similar to setup, but doesn't load data from file
  set data-pointer 0
  set data-length length data
  set vals-list first data
  specifics-get-next-record

output-print "Reset to first record"
  output-print vals-list

  let log-entry word "\r -- New Session -- " date-and-time
  if print-to-logfile? [
    print-to-file logfile log-entry
    print-to-file logfile logfile
    print-to-file logfile data-source ]
  specifics-setup
  specifics-logfile
  clear-plots
  reset-ticks
end 

;;;;;;;; UTILITIES ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;


;; If your csv file stores the newest records first, use one of the
;; procedures below to reverse the order of the records.
;; Type the procedure name on the observer line
;;  FIRST, inspect the csv in a text editor
;;   If the csv has a header, you must use 'reverse-csv-with-header'
;;   If the csv does not have a header, you must use 'reverse-csv-no-header'
;;  Note: this procedure overwrites 'reversed.csv' if it already exists
;;  It does not change the original file.

to reverse-csv-with-header
  set data read-data user-file
  ;remove the header and put it at the end
  let header first data
  set data butfirst data
  set data lput header data
  set data reverse data
    ; save the data.  Manually rename the file when done
  csv:to-file "reversed.csv" data
  set data []
  output-print "Done - changes have been saved to reversed.csv"
  output-print "Inspect new file before using it."
end 

to reverse-csv-no-header
  set data read-data user-file
  set data reverse data
    ; save the data.  Manually rename the file when done
  csv:to-file "reversed.csv" data
  set data []
  output-print "Done - changes have been saved to reversed.csv"
  output-print "Inspect new file before using it."
end 

;;;;;;;;; NEW CODE ;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;;
;;put all new code below here

;; calculate a simple moving average on a moving window of data

to calc-sma
  ifelse length window-list < window-length
    [ set window-list fput data-close window-list ]
    [ set window-list but-last window-list
      set window-list fput data-close window-list ]
  set sma mean window-list
end