Update app.py
Browse files
app.py
CHANGED
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@@ -17,6 +17,28 @@ def fetch_binance_data(symbol, timeframe, limit=2000):
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df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
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return df
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# Rolling Window Normalizer
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class RollingWindowNormalizer:
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def __init__(self, window=24):
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@@ -87,18 +109,35 @@ def create_features_and_labels_with_advanced_features(btc, eth):
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features = np.vstack((btc_features, eth_features))
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return features, labels
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def get_data_predict(
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btc_data_ = remove_outliers(btc_data_, epsilon)
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if normalized:
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label = btc_data_.copy()[['timestamp','close']].shift(-1)
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def predictions(model, X1, X2, name, n_steps):
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features_, labels_ = create_features_and_labels_with_advanced_features(X1, X2)
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@@ -133,23 +172,37 @@ with open('model_n4h_cat.pkl','rb') as f:
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model_n4h_cat = pickle.load(f)
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def predict_and_plot(timeframe, limit, epsilon, n_steps, ma):
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model = model_n1d_cat if timeframe=='1d' else model_n4h_cat
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preds = predictions(model, btc_data,
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fig = plot(preds, label=
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return fig
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interface = gr.Interface(
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if __name__=='__main__':
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interface.launch()
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df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
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return df
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def fetch_yfinance_data(pair: str, period: str, interval: str) -> pd.DataFrame:
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"""
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pair: e.g. "BCH/USDT" or "BTC/USDT"
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period: e.g. "100d"
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interval: e.g. "1d", "60m", "90m", "1h"
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"""
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# Yahoo uses e.g. "BCH-USD" for BCH/USDT
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ticker = pair.replace("/USDT", "-USD")
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df = yf.download(ticker, period=period, interval=interval)
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df = df.reset_index().rename(columns={
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'Datetime': 'timestamp',
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'Date': 'timestamp',
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'Open': 'open',
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'High': 'high',
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'Low': 'low',
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'Close': 'close',
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'Volume': 'volume'
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})
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# ensure we have a timestamp column in datetime
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df['timestamp'] = pd.to_datetime(df['timestamp'])
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return df
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# Rolling Window Normalizer
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class RollingWindowNormalizer:
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def __init__(self, window=24):
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features = np.vstack((btc_features, eth_features))
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return features, labels
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def get_data_predict(
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btc_ori: pd.DataFrame,
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bch_ori: pd.DataFrame,
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symbol: str = 'BCH/USDT',
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timeframe: str = '4h',
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epsilon: float = 2,
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normalized: bool = False,
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limit: int = 50
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):
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period = f'{limit}d' # last N days
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# fetch entirely from yfinance
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btc_data_ = fetch_yfinance_data('BTC/USDT', period, timeframe)
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bch_data_ = fetch_yfinance_data(symbol, period, timeframe)
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btc_data_ = remove_outliers(btc_data_, epsilon)
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bch_data_ = remove_outliers(bch_data_, epsilon)
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if normalized:
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# merge with ori if you still want to include historical yf data
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btc_all = pd.concat([btc_ori, btc_data_]).drop_duplicates('timestamp').reset_index(drop=True)
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bch_all = pd.concat([bch_ori, bch_data_]).drop_duplicates('timestamp').reset_index(drop=True)
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btc_data_, _ = normalize(btc_all)
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bch_data_, _ = normalize(bch_all)
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label = btc_data_.copy()[['timestamp','close']].shift(-1)
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return btc_data_, bch_data_, label
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return btc_data_, bch_data_, None
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def predictions(model, X1, X2, name, n_steps):
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features_, labels_ = create_features_and_labels_with_advanced_features(X1, X2)
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model_n4h_cat = pickle.load(f)
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def predict_and_plot(timeframe, limit, epsilon, n_steps, ma):
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period = f'{limit}d'
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# original “ori” series now also from yfinance
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btc_ori = fetch_yfinance_data('BTC/USDT', period, timeframe)
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bch_ori = fetch_yfinance_data('BCH/USDT', period, timeframe)
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btc_data, bch_data, label = get_data_predict(
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btc_ori, bch_ori,
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symbol='BCH/USDT',
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timeframe=timeframe,
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epsilon=epsilon,
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normalized=True,
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limit=limit
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)
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model = model_n1d_cat if timeframe=='1d' else model_n4h_cat
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preds = predictions(model, btc_data, bch_data, name=timeframe, n_steps=n_steps)
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fig = plot(preds, label=label, timeframe=timeframe, ma=ma, n_steps=n_steps)
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return fig
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interface = gr.Interface(
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fn=predict_and_plot,
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inputs=[
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gr.Dropdown(['1d','4h'], label='Timeframe', value='1d'),
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gr.Slider(50,500,step=50,value=100,label='Data Limit (days)'),
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gr.Slider(0.1,5.0,step=0.1,value=2.0,label='Epsilon'),
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gr.Slider(50,500,step=50,value=200,label='N_steps'),
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gr.Slider(1,20,step=1,value=5,label='Moving Average Window (ma)')
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],
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outputs=gr.Plot(),
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title='BTC/BCH Price Movement Prediction',
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description='Fetches everything via yfinance; uses BCH/USDT ↔️ BCH-USD under the hood.'
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)
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if __name__=='__main__':
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interface.launch()
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