Hash Table In EasyLanguage [Part 2]

Using The Hash Table

Now that we have created an empty Hash Table and the Hash Index it is now time to start filling the table up with the appropriate information.  As I pointed out in my last post, every day of any given year can be represented by a nine character string. If January 1st lands on a Tuesday, you can express this day with the following string, “1stTueJan.” That is if you want to ignore the year and in this case, we do.

Mapping Into the Hash Table

The table has already been prepared as well as the index.  All we have to do is map the current day into the index.  The location of the index value in the Hash Index array will then be used to locate the day’s location in the Hash Table.  We will use a function to convert the current day of the year into a value our Hash Index can interpret.

Here is the code to the function.  Don’t fret too much at the number of lines of code!

inputs: testDate(numericSeries);

vars: testMonth(0),tempStr("");
Array : prefixStrArr[6](""),dayofweekStr[5](""),monthName[12]("");
vars: monCnt(0),tueCnt(0),wedCnt(0),thuCnt(0),friCnt(0),tempDate1(0),tempDate2(0);
vars: freshStart(false),occurString(""),dayString(""),monthString("");
vars: whatOccurOfMonthStr(""),cnt(0),td(0),myCnt(0),daysBack(0);

preFixStrArr[1] = "1st";
preFixStrArr[2] = "2nd";
preFixStrArr[3] = "3rd";
preFixStrArr[4] = "4th";
preFixStrArr[5] = "5th";
preFixStrArr[6] = "6th";

dayOfWeekStr[1] = "Mon";
dayOfWeekStr[2] = "Tue";
dayOfWeekStr[3] = "Wed";
dayofWeekStr[4] = "Thu";
dayOfWeekStr[5] = "Fri";

monthName[1] = "Jan";
monthName[2] = "Feb";
monthName[3] = "Mar";
monthName[4] = "Apr";
monthName[5] = "May";
monthName[6] = "Jun";
monthName[7] = "Jul";
monthName[8] = "Aug";
monthName[9] = "Sep";
monthName[10] = "Oct";
monthName[11] = "Nov";
monthName[12] = "Dec";

tempDate1 = month(testDate[0]);
tempDate2 = month(testDate[1]);
cnt = 0;monCnt = 0;tueCnt=0;wedCnt=0;thuCnt=0;friCnt=0;
While (month(date) = month(date[cnt])) and cnt < 30
Begin
//	print(date," ",date[cnt]," ",cnt);
	cnt = cnt + 1;
end;
daysBack = cnt -1;

If daysBack < 0 then daysBack = 0;

For cnt = daysBack downto 0
begin
	If dayOfWeek(date[cnt]) = 1 then monCnt = monCnt + 1;
	If dayOfWeek(date[cnt]) = 2 then tueCnt = tueCnt + 1;	
	If dayOfWeek(date[cnt]) = 3 then wedCnt = wedCnt + 1;
	If dayOfWeek(date[cnt]) = 4 then thuCnt = thuCnt + 1;
	If dayOfWeek(date[cnt]) = 5 then friCnt = friCnt + 1;
end;
//print("counts: ",monCnt," ",tueCnt," ",wedCnt," ",thuCnt," ",friCnt);

If dayOfWeek(date) = Monday then tempStr = preFixStrArr[monCnt];
If dayOfWeek(date) = Tuesday then tempStr = preFixStrArr[tueCnt];
If dayOfWeek(date) = Wednesday then tempStr = preFixStrArr[wedCnt];
If dayOfWeek(date) = Thursday then tempStr = preFixStrArr[thuCnt];
If dayOfWeek(date) = Friday then tempStr = preFixStrArr[friCnt];

tempStr = tempStr + dayOfWeekStr[dayOfWeek(date)];
tempStr = tempStr + monthName[month(date)];
GetWhichWeekMonth = tempStr;
GetWhichWeekMonth Function

Here is where using an integer representation of the date would reduce the number of lines of code tremendously.  Well, I made my bed I might as well sleep in it.  You will see some duplication between this code and the Hash Table creator function.  I have to store names for the week rank, day of the week, and month in arrays.  There isn’t a simple function that will pull the week rank from any given date.  So I simply take the date and work my way back to the beginning of the month counting each weekday as I go along.

For cnt = daysBack downto 0
begin
	If dayOfWeek(date[cnt]) = 1 then monCnt = monCnt + 1;
	If dayOfWeek(date[cnt]) = 2 then tueCnt = tueCnt + 1;	
	If dayOfWeek(date[cnt]) = 3 then wedCnt = wedCnt + 1;
	If dayOfWeek(date[cnt]) = 4 then thuCnt = thuCnt + 1;
	If dayOfWeek(date[cnt]) = 5 then friCnt = friCnt + 1;
end;

Getting The Hash Index

The number that is stored in the individual counters (monCnt, tueCnt, etc.) determines which week of the month the current day is located.  I build the string through concatenation.  First I get the week rank (“1st”, “2nd”, “3rd”, “4th”, “5th”), add the name of the day and then add the month.  The end result looks like “1stMonJan”.  From here I cross-reference the Hash Index and pull out the location of the of the string (aka index.)  Here is the function GetHashIndex.

input: hashIndex[n](stringArrayRef),hashTableRows(numericSimple),searchString(string);
vars: iCnt(0),done(false);

GetHashIndex = 0;
done = false;

For iCnt = 1 to hashTableRows
Begin
//	print("Looking for: ",searchString," ",hashIndex[iCnt]," ",iCnt);
	If searchString = hashIndex[iCnt] then 
	begin
		done = true;
		GetHashIndex = iCnt;
	end;
	If done then break;
end;
GetHashIndex

As you can see it is a linear search that returns the Hash Index’s Index.  Check out how I prematurely exit the loop by using the keyword Break.  This keyword knocks you out of any loop where it is located.  If you have a nested loop, the break only gets you out of that current loop where it is located.

Hast Table Indicator

Now how can we pull all this together to create a useful trading tool.  I used these tools to create an indicator that plots the average daily change from one day to the next.  So, if today is the “3rdMonJune” and the indicator reads 0.52, this represents that over the last X years the average percentage change is a plus .5%.  Would it make sense to buy the “2ndFriJun” and exit on the close of the “3rdMonJune?”  Maybe.

Here is the code for the Hash Table indicator.

vars: returnValString(""),iCnt(0),jCnt(0); 
array: weekDayMonthIndex[300]("");
array: HashTable[300,100](0);
array: timeLine[300](0);
vars: searchString(""),numYearsCollected(0),hashIndex(0);
vars: yCnt(0),numYears(0);
vars: hashRows(300);
vars: myBarCount(0),maxNumYearsInHash(0),avgDailyChange(0),dailyChangeSum(0);

If barNumber = 1 then  //build the hash index - index form "1stMonJul" "2ndFriDec"
begin
	Value1 = HashIndexCreator(weekDayMonthIndex);
end;

numYearsCollected = HashTableCreator(HashTable,weekDayMonthIndex);  {Build hash table as we go along}

If year(date) <> year(date[1]) then numYears = numYears + 1; 

If numYearsCollected > 3 then  // only pull information if there is at least three years of data
Begin
	searchString = GetWhichWeekMonth(date);	// convert today's date into a compatible Hash Index value
	hashIndex = GetHashIndex(weekDayMonthIndex,hashRows,searchString);  // find the location of today's value in the Hash Index
	dailyChangeSum = 0;;
//	print(d," ",searchString," ",hashIndex);
	For yCnt = 2 to numYearsCollected
	Begin
		dailyChangeSum = dailyChangeSum + HashTable[hashIndex,yCnt];
	end;
	avgDailyChange = dailyChangeSum/numYearsCollected;
	if year(date) = 116 then print(d," ",searchString," ",numYearsCollected," ",avgDailyChange);
	if numYearsCollected > numYears-1  then plot1(avgDailyChange,"AvgChgFromYesterday");
End;
HashTableIndicator

Results of Using the Hash Table

Here is a simple output of the results from the indicator for the year of 2016.  I sorted the data based on highest average daily change and number of years collected.

1160729 5thFriJul 7 0.95
1161031 5thMonOct 5 0.62
1160115 2ndFriJan 16 0.56
1160830 5thTueAug 7 0.55
1160713 2ndWedJul 17 0.52
1160812 2ndFriAug 17 0.52
1160519 3rdThuMay 16 0.43
1161003 1stMonOct 17 0.38
1160112 2ndTueJan 16 0.38
1160223 4thTueFeb 16 0.38
1161122 4thTueNov 16 0.37
1160804 1stThuAug 17 0.35
1160316 3rdWedMar 16 0.35
1160711 1stMonJul 17 0.34
1161121 3rdMonNov 17 0.34
1160225 4thThuFeb 16 0.34
1160517 3rdTueMay 16 0.34
1160610 2ndFriJun 16 0.34
1161215 3rdThuDec 17 0.33

It looks like the buying the close “4thThuJul” is the way to go!  But since there are only seven observations I think would think twice.  But, buying the close on the day prior to “2ndFriJan” might offer that technical advantage you’re looking for.

Hash Table in EasyLanguage [Part 1]

 

This concept may be considered advanced and only used by pure programmers, but that is not the case at all.  A Hash Table is simply a table that is indexed by a function.  The function acts like the post office – it sends the data to the correct slot in the table.  I utilized this data structure because  I wanted to know the closing prices for the past fifteen years for the “1stThuJan” (first Thursday of January.)  This, of course, would require some programming and I could simply store the values in an array.  However, what if I wanted to know the closing prices for the “3rdFriMar?”  I would have to spend more time and re-code, right?   What if I changed my mind again.  Instead, as we programmers often do, I wanted to be able to pull the data for any instance of “Week, Day Of Week, Month.”  This is where a table structure comes in handy.  With this table, I can query it and find out the average yearly closing prices for the “1stMonSep” or the “4thFriJuly” or the “3rdWedApr ” on a rolling year by year basis.  Why would you want this you might ask?  Would it be helpful to know the price  change from the “2ndMonMar” to the subsequent “2ndMonMar” on a rolling basis?  What if the average price change is 10%.  You could use this information to make sure you always buy on this particular day.  That is if you believe in this form of analysis.

Here’s how I created a table that stores the closing prices for the past 15 years for each entry in the table.  Remember each row value only comes up once a year.  You only have one “1stMonJan” in a calendar year.  So the first part of the problem was simple, create a table that can store the closing prices with all the different combinations like the “1stTueJan” for the past fifteen years.  The second part of creating the post office like function that places the correct closing price in the right row was a little more difficult, but not much.  Here’s how I did it.

As I said earlier, a Hash Table is a very simple concept and very useful as well!  For some of you out there, I just want to make sure that you know that I am not talking about a device to keep your cannabis off of the floor;-) All kidding aside, go ahead and take a look at the table below.  Notice how it stores the closing prices of all the possible occurrences of Week, Day Of Week, Month.   Column 1 is the key or Hash Index value.  You will need this key to unlock the data for that particular row.  Column 2 shows the number of years that the data was collected.  Column 3 and on are the closing prices for that particular day across the years.  Once you have the data collected you can do anything your heart desires with it.

Table Index Num. Years Close 1 Close 2 Close 3 Close 4 Close 5 Close 6
1stWedJan 6 603 496 450.25 589 612.75 684.5
1stThuJan 6 606.5 486.25 446 571.75 597.75 683
1stFriJan 6 607.25 491.75 451.5 564.75 597.75 674
1stMonJan 6 606.75 490.75 447 590.25 606.25 679.25
1stTueJan 6 619.25 507 447.25 578.25 612.75 682.5
2ndWedJan 6 617.75 446 412.5 600.75 605.75 688
2ndThuJan 6 615.5 444.75 409.5 612.25 565.75 692.5
2ndFriJan 6 635.5 490.25 400 618.5 553.75 702.5
2ndMonJan 6 652.5 460.25 451 576.75 574.25 717.75

Sounds cool – so let’s do it!

Step 1:  Calculate the size of the table.

Each month consists of 4.25 weeks (52/12).  Because of this, you can have up to five occurrences of any given day of the week inside of a month – five Mondays, Tuesdays, etc.,  So we must build the table big enough to handle five complete weeks for each month.  Since there are 5 days in a week and 5 weeks in a month (not really but plan on it)  and 12 months in a year, the table must contain at least 300 rows ( 5 X 5 X 12.)  Since we don’t know how many years of data that we might want to collect we could make the arrays dynamic, but I want to keep things simple so I will reserve space for 100 years.  Overkill?

Step 2:  Use measurements from Step 1 to construct the container and create an addressing function.

The container is easy just dimension a 2-d array.  A 2-d array is a table whereas a 1-d array is a list.  A spreadsheet is an example of a 2-d array.  Just make the table big enough to hold the data.  Remember the key component to the Hash Table is not what it can hold, but the ability to quickly reference the data.  Just like your home, we need to create a unique address for each of the three hundred rows so the right mail, er data can be delivered or stored.  This is really quite simple –  we know we need a distinctive address and we know we need 300 of them.  Like the table above we can create a unique address in the form of “1stMonJan.”  This is a nine character string.  This  string can easily represent the 300 different addresses.  We start with “1stMonJan” and end with “5thFriDec.”  These values most consist of only nine characters.  I could have done the same thing using an integer value to represent each address.  “1stMonJan” could also be represented with 10101.  The “3rdFriDec” would be 30512.  I liked the string approach because the addresses are instantly recognizable with little or no translation.  So we need to get to typing, right?  Always remember if you are doing something redundant a computer can do the chore and do it quicker.  Just a quick note here.  I  designed the table ahead of time with the values in column 1 already filled in.  I could have done it more dynamically, but creating a data structure and filling in as much information before can save time on the programming side.

Instead of typing each unique address into the table, let’s let the computer do it for us.  Remember, Easylanguage has some cool string manipulation tools and with a little bit of cleverness, you can create the 300 unique addresses in one fell swoop.  The following code creates an array (list) of all of the possible combinations of “Week, Day Of Week, Month.”  There are 100 lines of code here, don’t freak out!  It’s mostly redundant.  I used a Finite State Machine and Easylanguage’s Switch – Case programming structure.  So you are learning about Hash Tables, Hash Indices, Finite State Machines, and Switch-Case programming in one post.  And here, all you want is a winning trading system.  Well, they are hard to come by and you need as many tools at your disposal to unlock the Holy Grail.  This is just one way to come up with the address values.

{Developed and programmed by George Pruitt-copyright 2017 www.georgepruitt.com}
{Just provide credit if you reuse! Or buy my book ;-)}

Input: hashIndex[n](stringArrayRef);
Vars: done(false);
Vars: firstCount(0),secondCount(0),thirdCount(0),fourthCount(0),fifthCount(0);
Vars: state(1),arrCnt(0),tempStr(""),monthCnt(0),returnValString(""),iCnt(0),jCnt(0),numBucket(0);
array: dayString[5](""),monString[12]("");


dayString[1] = "Mon";
dayString[2] = "Tue";
dayString[3] = "Wed";
dayString[4] = "Thu";
dayString[5] = "Fri";

monString[1] = "Jan";
monString[2] = "Feb";
monString[3] = "Mar";
monString[4] = "Apr";
monString[5] = "May";
monString[6] = "Jun";
monString[7] = "Jul";
monString[8] = "Aug";
monString[9] = "Sep";
monString[10] = "Oct";
monString[11] = "Nov";
monString[12] = "Dec";


arrCnt = 0;
monthCnt = 1;
While not(done) and arrCnt<300
begin
	if state < 6 then arrCnt = arrCnt + 1;
	switch (state)
	Begin		   
		case 1:
			firstCount = firstCount + 1;
			tempStr = "1st";
			tempStr = tempStr + dayString[firstCount] + monString[monthCnt];
			hashIndex[arrCnt] = tempStr;
			If firstCount = 5 then 
			begin
				state = 2;
				firstCount = 0;
			end;
		case 2:
			secondCount = secondCount + 1;
			tempStr = "2nd";
			tempStr = tempStr + dayString[secondCount] + monString[monthCnt];
			hashIndex[arrCnt] = tempStr;	
			If secondCount = 5 then 
			begin
				state = 3;
				secondCount = 0;
			end;
		case 3:
			thirdCount = thirdCount + 1;
			tempStr = "3rd";
			tempStr = tempStr + dayString[thirdCount] + monString[monthCnt];
			hashIndex[arrCnt] = tempStr;
			If thirdCount = 5 then 
			begin
				state = 4;
				thirdCount = 0;
			end;
		case 4:
			fourthCount = fourthCount + 1;
			tempStr = "4th";
			tempStr = tempStr + dayString[fourthCount] + monString[monthCnt];
			hashIndex[arrCnt] = tempStr;
			If fourthCount = 5 then 
			begin
				state = 5;
				fourthCount = 0;
			end;
		case 5:
			fifthCount = fifthCount + 1;
			tempStr = "5th";
			tempStr = tempStr + dayString[fifthCount] + monString[monthCnt];
			hashIndex[arrCnt] = tempStr;	
			If fifthCount = 5 then 
			begin
				state = 6;	
				fifthCount = 0;
			end;
		case 6:
			If monthCnt < 12 then
			Begin
				state = 1;
				monthCnt = monthCnt + 1;
			end
			else
			begin
				done = true;
			end;
		end;				
end;
HashIndexCreator = 1;
Hash Index Creator

Here is a brief overview of this code.  The switch statement requires matching case statements.  In this machine, there are 6 different states.  Based on whatever the current state happens to be, the computer executes that block of code.  If the state is 1, then the block of code encapsulated with case(1) is executed.  All other code is ignored.  I start building the array by executing all of the “1st”‘s in January – “1stMonJan, 1stTueJan, 1stWedJan, 1stThuJan, and 1stFriJan.”   The nine character strings are built using concatenation.  In Easylanguage and most other languages you can add strings together:  “Cat” + “Dog” = “CatDog.”  So I take the string “1st” + “Mon” +  “Jan” to form the string “1stMonJan.”  I store the three characters for the day of the week and the three characters for the month in simple arrays.  After the fifth “1st”, I transition to state 2 and start working on all the “2nd”‘s.  Eventually the machine switches into 6th gear, er uh I mean state.  If month count is less than twelve, we gear down all the way back down to state 1 and start the process again for the month of February.  The machine finally turns off after month counter exceeds 12.  The Hash Index is completed; we have a unique address for the 300 rows.  In Part 2 I will show how to map the Hash Index onto the Hash Table and how to store the necessary information.  Finally, we will create an indicator using the data pulled from the table.