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app.py
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| 1 |
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import onnxruntime as ort
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| 2 |
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import pickle
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| 3 |
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import joblib
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| 4 |
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import numpy as np
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| 5 |
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import json
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| 6 |
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import os
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| 7 |
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import requests
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| 8 |
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import pandas as pd
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| 9 |
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from flask import Flask,render_template,jsonify,request
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| 10 |
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import plotly.graph_objects as go
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| 11 |
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from dotenv import load_dotenv
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| 12 |
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from ta.momentum import RSIIndicator
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| 13 |
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from ta.trend import MACD, EMAIndicator
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| 14 |
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from ta.volatility import AverageTrueRange
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| 15 |
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import plotly.io as pio
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| 16 |
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import ChatBot as cb
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| 17 |
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| 18 |
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load_dotenv()
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| 19 |
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api=os.environ['COIN_GECKO']
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| 20 |
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head={
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| 21 |
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"x-cg-demo-api-key":api
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| 22 |
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}
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params={
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| 24 |
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"vs_currency":"usd",
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| 25 |
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"days":1
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| 26 |
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}
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| 27 |
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lines=requests.get("https://api.coingecko.com/api/v3/coins/bitcoin/ohlc",params=params,headers=head).json()
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| 28 |
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| 29 |
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def preprocess(lines):
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| 30 |
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cols=["open_time","open","high","low","close"]
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| 31 |
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data=pd.DataFrame(lines,columns=cols)
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| 32 |
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data['open_time']=pd.to_datetime(data['open_time'],unit='ms')
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| 33 |
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data['rsi']=RSIIndicator(close=data["close"],window=14,fillna=0).rsi()
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| 34 |
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macd=MACD(close=data["close"])
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| 35 |
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data["macd"]=macd.macd()
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data['macd_signal']=macd.macd_signal()
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| 37 |
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data['ema_20']=EMAIndicator(close=data['close'],window=14,fillna=0).ema_indicator()
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| 38 |
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data['atr']=AverageTrueRange(high=data['high'],low=data['low'],close=data['close'],window=14).average_true_range()
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| 39 |
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data['weekday']=data['open_time'].dt.day_of_week
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| 40 |
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data['day_of_year']=data['open_time'].dt.day_of_year
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| 41 |
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data['hour']=data['open_time'].dt.hour
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| 42 |
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data['month_end']=data['open_time'].dt.is_month_end.astype(np.float32)
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data['month_start']=data['open_time'].dt.is_month_start.astype(np.float32)
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data['quarter_start']=data['open_time'].dt.is_quarter_start.astype(np.float32)
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| 45 |
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data["quarter_end"]=data['open_time'].dt.is_quarter_end.astype(np.float32)
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| 46 |
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data["year"]=data['open_time'].dt.year
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| 47 |
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data['month']=data['open_time'].dt.month
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| 48 |
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data['is_recent']=data['open_time'].dt.year>2023
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| 49 |
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data['is_recent']=data['is_recent'].astype(np.float64)
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| 50 |
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data=data[data["open_time"].dt.minute==0].reset_index(drop=True)
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return data
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| 52 |
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data=preprocess(lines)
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| 54 |
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session=ort.InferenceSession("models/lstm_model.onnx")
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with open("models/hourly_stat.pkl","rb") as f:
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hourly_model=pickle.load(f)
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with open("models/daily_stat.pkl","rb") as f:
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daily_model=pickle.load(f)
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input_scaler=joblib.load("models/input_scaler.pkl")
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output_scaler=joblib.load("models/ouput_scaler.pkl")
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with open("Data/portfolio.json","r") as f:
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portfolio=json.load(f)
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with open("Data/news.json","r") as f:
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news=json.load(f)
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def predict_onnx(data):
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ourdata=data.drop(columns=['open_time'])
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impfactor=np.linspace(0,1,15).reshape(15,1)
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scaled=input_scaler.transform(ourdata)
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X=np.append(scaled,impfactor,axis=1).reshape(1,15,20)
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input_name = session.get_inputs()[0].name
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output = session.run(None, {input_name: X.astype(np.float32)})
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| 79 |
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return pd.DataFrame({
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| 80 |
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"ds":data[-15:]['open_time']+pd.Timedelta(hours=1),
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| 81 |
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"x":output_scaler.inverse_transform(output[0][0].reshape(1,15)).reshape(15)
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| 82 |
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})
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| 83 |
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def precict_ml(data):
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| 84 |
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prediction=hourly_model.predict(data.rename(columns={"open_time":"ds","close":"previous_close"}).fillna(0))
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| 85 |
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return pd.DataFrame({
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| 86 |
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"ds":data['open_time']+pd.Timedelta(hours=1),
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| 87 |
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"y":prediction['yhat']
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| 88 |
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})
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| 89 |
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def plot_chart():
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| 90 |
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temp=pd.DataFrame()
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| 91 |
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batchsize=15
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for i in range(0,len(data),batchsize):
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| 93 |
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input_data=data[len(data)-i-batchsize:len(data)-i].fillna(0)
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| 94 |
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if len(input_data)<batchsize:
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prediction=predict_onnx(data[:15].fillna(0))[:-(batchsize-(len(data)-i))]
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temp=pd.concat([prediction,temp])
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break
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prediction=predict_onnx(input_data)
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temp=pd.concat([prediction,temp])
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| 100 |
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predicted=temp
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| 101 |
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mlprediction=precict_ml(data)
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| 102 |
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fig=go.Figure()
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| 103 |
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fig.add_trace(go.Candlestick(
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| 104 |
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x=data["open_time"],
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| 105 |
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open=data["open"],
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| 106 |
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high=data['high'],
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| 107 |
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low=data['low'],
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| 108 |
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close=data['close'],
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| 109 |
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name="liveprice"
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| 110 |
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))
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| 111 |
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fig.add_trace(go.Scatter(
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| 112 |
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x=predicted['ds'],
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| 113 |
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y=predicted['x'],
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| 114 |
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name="lstm_prediction"
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| 115 |
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))
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| 116 |
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fig.add_trace(go.Scatter(
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| 117 |
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x=mlprediction['ds'],
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| 118 |
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y=mlprediction['y'],
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| 119 |
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name="MlPrediction"
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| 120 |
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)
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| 121 |
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)
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| 122 |
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fig.update_layout(
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| 123 |
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xaxis=dict(
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| 124 |
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range=[data['open_time'].iloc[-15],data['open_time'].iloc[-1]],
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| 125 |
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rangeslider=dict(visible=False),
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| 126 |
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fixedrange=False
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| 127 |
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),
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| 128 |
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paper_bgcolor='rgba(113, 78, 161, 0.5)',
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| 129 |
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plot_bgcolor='rgba(113, 78, 161, 0.5)',
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| 130 |
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font_color="white",
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| 131 |
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dragmode="pan"
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| 132 |
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)
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| 133 |
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return fig
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| 134 |
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| 135 |
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def Predict20Days():
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| 136 |
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today=pd.to_datetime("today").normalize()
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| 137 |
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timerange=pd.date_range(start=today,end=today+pd.Timedelta(days=20),freq="d")
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| 138 |
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input_data=pd.DataFrame(timerange,columns=['ds'])
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| 139 |
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pred=daily_model.predict(input_data)
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| 140 |
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return {
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| 141 |
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"ds":timerange,
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| 142 |
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"y":pred['yhat']
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| 143 |
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}
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| 144 |
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| 145 |
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def make_20_days_chart():
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| 146 |
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df=Predict20Days()
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| 147 |
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fig=go.Figure()
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| 148 |
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fig.add_trace(go.Scatter(
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| 149 |
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x=df['ds'],
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| 150 |
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y=df['y']
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| 151 |
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))
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| 152 |
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fig.update_layout(
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| 153 |
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paper_bgcolor='rgba(113, 78, 161, 0.5)',
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| 154 |
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plot_bgcolor='rgba(113, 78, 161, 0.5)',
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| 155 |
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font_color="white",
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| 156 |
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dragmode="pan"
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| 157 |
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)
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| 158 |
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return fig
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| 159 |
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| 160 |
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app=Flask(__name__)
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| 161 |
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app.config['TEMPLATES_AUTO_RELOAD'] = True
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| 162 |
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@app.route("/")
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| 163 |
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def front():
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| 164 |
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figure=plot_chart()
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| 165 |
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next20days=make_20_days_chart()
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| 166 |
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config={
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| 167 |
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"displayModeBar":False
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| 168 |
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}
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| 169 |
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plot=pio.to_html(figure,full_html=False,config=config)
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| 170 |
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plot2=pio.to_html(next20days,full_html=False,config=config)
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| 171 |
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return render_template("index.html",chart=plot,newsset=news,pred20=plot2)
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| 172 |
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| 173 |
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@app.route("/update_chart")
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| 174 |
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def give_update():
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| 175 |
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global lines
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| 176 |
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global data
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| 177 |
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newlines=requests.get("https://api.coingecko.com/api/v3/coins/bitcoin/ohlc",params=params,headers=head).json()
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| 178 |
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lines.append(newlines)
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| 179 |
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data=preprocess(lines)
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| 180 |
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data=data.drop_duplicates()
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| 181 |
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predonnx=predict_onnx(data.iloc[-15:].fillna(0))
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| 182 |
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predml=precict_ml(data.iloc[[-1]])
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| 183 |
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return jsonify({
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| 184 |
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"x":[str(data['open_time'].iloc[-1]),str(predonnx['ds']),str(predml['ds'])],
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| 185 |
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"open":float(data['open'].iloc[-1]),
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| 186 |
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"high":float(data["high"].iloc[-1]),
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| 187 |
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"low":float(data['low'].iloc[-1]),
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| 188 |
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"close":float(data['close'].iloc[-1]),
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| 189 |
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"y":[float(predonnx['x']),float(predml['y'])]
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| 190 |
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})
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| 191 |
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| 192 |
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@app.route("/get_response",methods=['POST'])
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| 193 |
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def chat():
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| 194 |
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res=request.get_json()
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| 195 |
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query=res['text']
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| 196 |
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inputinvoke={
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| 197 |
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"userinput":query,
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| 198 |
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"movewhere":"",
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"aimessages":[],
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| 200 |
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"query":"",
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| 201 |
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"finalanswer":""
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| 202 |
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}
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| 203 |
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response=cb.graph.invoke(inputinvoke)
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return jsonify(response=response['finalanswer'])
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| 205 |
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if __name__=="__main__":
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app.run()
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