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from __future__ import print_function

import numpy as np

h, l, c = np.loadtxt('data.csv', delimiter=',', usecols=(4, 5, 6), unpack=True)

N = 5

h = h[-N:]

l = l[-N:]

print("len(h)", len(h), "len(l)", len(l))

print("Close", c)

previousclose = c[-N -1: -1]

print("len(previousclose)", len(previousclose))

print("Previous close", previousclose)

truerange = np.maximum(h - l, h - previousclose, previousclose - l)

print("True range", truerange)

atr = np.zeros(N)

atr[0] = np.mean(truerange)

for i in range(1, N):

atr[i] = (N - 1) * atr[i - 1] + truerange[i]

atr[i] /= N

print("ATR", atr)