def __init__(self, ticker_len, start_amount, histdepth, base_sym):
self.trade_hist = {}
self.polo = Poloniex()
self.hd = histdepth
self.ticker_len = ticker_len
self.end_ts = datetime.now() + timedelta(seconds=(ticker_len * 24))
self.start_amount = start_amount
self.hs = HistWorker()
self.hs.combine_live_usd_frames()
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0]) - 1
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0] * (
self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.folio = CryptoFolio(start_amount,
list(self.hs.currentHists.keys()), base_sym)
self.base_sym = base_sym
sign = 1
for ix in range(1, self.outputs + 1):
sign = sign * -1
self.out_shapes.append((0.0 - (sign * .005 * ix), 0.0, -1.0))
for ix2 in range(1, (self.inputs // self.outputs) + 1):
self.in_shapes.append(
(0.0 + (sign * .01 * ix2), 0.0 - (sign * .01 * ix2), 0.0))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
self.load_net()
print(self.hs.coin_dict)
self.poloTrader()
def __init__(self, ticker_len, start_amount, histdepth):
self.in_shapes = []
self.out_shapes = []
self.trade_hist = {}
self.polo = Poloniex()
self.hist_depth = histdepth
self.ticker_len = ticker_len
self.end_ts = datetime.now()+timedelta(seconds=(ticker_len*24))
self.start_amount = start_amount
self.hs = HistWorker()
self.refresh_data()
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
#self.make_shapes()
self.folio = CryptoFolio(start_amount, list(self.hs.currentHists.keys()))
self.leaf_names = []
for ix in range(1,self.inputs+1):
sign = sign *-1
self.in_shapes.append((0.0-(sign*.005*ix), -1.0, 0.0+(sign*.005*ix)))
self.out_shapes.append((0.0, 1.0, 0.0))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
for l in range(len(self.in_shapes[0])):
self.leaf_names.append('leaf_one_'+str(l))
self.leaf_names.append('leaf_two_'+str(l))
self.load_net()
print(self.hs.coin_dict)
self.poloTrader()
def __init__(self, hist_depth):
self.hs = HistWorker()
self.hs.combine_binance_frames()
self.hd = hist_depth
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0])
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0] * (
self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
sign = 1
for ix in range(1, self.outputs + 1):
sign = sign * -1
self.out_shapes.append((0.0 - (sign * .005 * ix), -1.0, -1.0))
for ix2 in range(1, (self.inputs // self.outputs) + 1):
self.in_shapes.append(
(0.0 + (sign * .01 * ix2), 0.0 - (sign * .01 * ix2), 1.0))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
self.epoch_len = 144
#self.node_names = ['x1', 'y1', 'z1', 'x2', 'y2', 'z2', 'weight']
self.leaf_names = []
#num_leafs = 2**(len(self.node_names)-1)//2
for l in range(len(self.in_shapes[0])):
self.leaf_names.append('leaf_one_' + str(l))
self.leaf_names.append('leaf_two_' + str(l))
def __init__(self, hist_depth):
self.hs = HistWorker()
self.hd = hist_depth
self.end_idx = len(self.hs.currentHists["XCP"])
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1]-1)
self.outputs = self.hs.hist_shaped.shape[0]
sign = 1
for ix in range(1,self.outputs+1):
sign = sign *-1
self.out_shapes.append((sign/ix, .0, 1.0*sign))
for ix2 in range(1,len(self.hs.hist_shaped[0][0])):
self.in_shapes.append((-sign/ix, (sign/ix2), 1.0*sign))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
self.epoch_len = 360
def __init__(self, hist_depth):
self.hs = HistWorker()
self.hd = hist_depth
self.end_idx = len(self.hs.currentHists["DASH"])
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1]-1) * self.hd
self.outputs = self.hs.hist_shaped.shape[0]
sign = 1
for ix in range(self.outputs):
sign = sign *-1
self.out_shapes.append((sign*ix, 1))
for ix2 in range(len(self.hs.hist_shaped[0][0])-1):
for ix3 in range(self.hd):
self.in_shapes.append((sign*ix, ((1+ix2)*.1)))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
self.epoch_len = 55
def __init__(self, hist_depth):
self.hs = HistWorker()
self.hs.combine_binance_frames_vol_sorted(3)
self.hd = hist_depth
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0])
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0] * (
self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.leaf_names = []
#num_leafs = 2**(len(self.node_names)-1)//2
#self.tree = nDimensionGoldenTree((0.0, 0.0, 0.0), 1.0, 1)
#self.tree.divide_childrens()
self.set_substrate()
self.set_leaf_names()
self.epoch_len = hist_depth
def __init__(self, hist_depth):
self.hs = HistWorker()
self.hs.combine_binance_frames_vol_sorted(21)
self.hd = hist_depth
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0])
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = len(self.hs.coin_dict)
print(self.inputs, self.outputs)
self.epoch_len = 144
#self.node_names = ['x1', 'y1', 'z1', 'x2', 'y2', 'z2', 'weight']
self.leaf_names = []
#num_leafs = 2**(len(self.node_names)-1)//2
self.tree = nDimensionTree((0.0, 0.0, 0.0), 1.0, 1)
self.tree.divide_childrens()
self.set_substrate()
self.set_leaf_names()
def refresh(self):
self.in_shapes = []
self.out_shapes = [(0.0, -1.0, -1.0)]
self.hs = HistWorker()
self.hs.get_binance_train()
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0])
self.but_target = .1
print(self.hs.hist_shaped.shape)
self.num_syms = self.hs.hist_shaped.shape[0]
self.inputs = self.hs.hist_shaped[0].shape[1] + 1
self.outputs = 1
sign = 1
for ix2 in range(1,self.inputs+1):
sign *= -1
self.in_shapes.append((0.0+(sign*.01*ix2), 0.0-(sign*.01*ix2), 0.0))
self.substrate = Substrate(self.in_shapes, self.out_shapes)
self.set_leaf_names()
def refresh(self):
self.in_shapes = []
self.out_shapes = []
self.hs = HistWorker()
self.hs.get_kraken_train()
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0])
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0] * (
self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
sign = 1
for ix in range(1, self.outputs + 1):
sign = sign * -1
self.out_shapes.append((0.0 - (sign * .005 * ix), 0.0, -1.0))
for ix2 in range(1, (self.inputs // self.outputs) + 1):
self.in_shapes.append(
(0.0 + (sign * .01 * ix2), 0.0 - (sign * .01 * ix2), 0.0))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
def refresh(self, reload_data=False):
print("refreshing")
self.in_shapes = []
self.out_shapes = []
self.hs = HistWorker()
if(reload_data != False):
self.hs.pull_robinhood_train_data()
self.hs.get_robinhood_train()
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0])
self.but_target = 1.0
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
sign = 1
for ix in range(1,self.outputs+1):
sign = sign *-1
self.out_shapes.append((0.0-(sign*.005*ix), 0.0, -1.0))
for ix2 in range(1,(self.inputs//self.outputs)+1):
self.in_shapes.append((0.0+(sign*.01*ix2), 0.0-(sign*.01*ix2), 0.0))
self.subStrate = Substrate(self.in_shapes, self.out_shapes)
def refresh(self):
self.in_shapes = []
self.out_shapes = [(0.0, -1.0, -1.0)]
self.hs = HistWorker()
self.hs.get_kraken_train()
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0])
self.but_target = .1
print(self.hs.hist_shaped.shape)
self.num_syms = self.hs.hist_shaped.shape[0]
# add one to number of symbols to account for current position size
# input we pass for context
self.inputs = self.hs.hist_shaped[0].shape[1] + 1
self.outputs = 1
sign = 1
for ix2 in range(1,self.inputs+1):
sign *= -1
self.in_shapes.append((0.0+(sign*.01*ix2), 0.0-(sign*.01*ix2), 0.0))
self.substrate = Substrate(self.in_shapes, self.out_shapes)
self.set_leaf_names()
def __init__(self, ticker_len, target_percent, hd, base_sym="BTC"):
self.base_sym = base_sym
self.load_polo_client()
self.hd = hd
self.target_percent = target_percent
self.ticker_len = ticker_len
self.end_ts = datetime.now() + timedelta(seconds=(ticker_len * 55))
self.hs = HistWorker()
self.refresh_data()
self.tickers = self.polo.returnTicker()
self.refresh_balances()
self.sellCoins()
self.set_target()
self.inputs = self.hs.hist_shaped.shape[0] * (
self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.end_idx = len(self.hs.hist_shaped[0]) - 1
self.make_shapes()
self.load_net()
self.poloTrader()
def __init__(self, ticker_len, target_percent, hd):
self.polo = Poloniex(key, secret)
self.hist_depth = hd
self.target_percent = target_percent
self.ticker_len = ticker_len
self.end_ts = datetime.now()+timedelta(seconds=(ticker_len*55))
self.hs = HistWorker()
self.refresh_data()
self.tickers = self.polo.returnTicker()
self.bal = self.polo.returnBalances()
self.sellCoins()
self.set_target()
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.make_shapes()
self.leaf_names = []
for l in range(len(self.in_shapes[0])):
self.leaf_names.append('leaf_one_'+str(l))
self.leaf_names.append('leaf_two_'+str(l))
#self.load_net()
self.poloTrader()
def __init__(self, hist_depth):
self.hs = HistWorker()
self.hs.combine_polo_usd_frames()
self.hd = hist_depth
print(self.hs.currentHists.keys())
self.end_idx = len(self.hs.hist_shaped[0])
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0] * (
self.hs.hist_shaped[0].shape[1])
self.outputs = len(self.hs.coin_dict)
print(self.inputs, self.outputs)
self.epoch_len = 144
#self.node_names = ['x1', 'y1', 'z1', 'x2', 'y2', 'z2', 'weight']
self.leaf_names = []
#num_leafs = 2**(len(self.node_names)-1)//2
self.initial_depth_tree = nDimensionTree([0.0, 0.0, 0.0], 1.0, 0)
self.divide_to_depth(self.initial_depth_tree,
self.initial_depth_tree.lvl,
self.params["initial_depth"])
self.set_substrate()
self.set_leaf_names()
def __init__(self, ticker_len, start_amount, histdepth):
self.trade_hist = {}
self.polo = Poloniex()
self.hist_depth = histdepth
self.ticker_len = ticker_len
self.end_ts = datetime.now()+timedelta(seconds=(ticker_len*89))
self.start_amount = start_amount
self.hs = HistWorker()
self.refresh_data()
self.folio = CryptoFolio(start_amount, list(self.hs.currentHists.keys()))
self.inputs = self.hs.hist_shaped.shape[0]*(self.hs.hist_shaped[0].shape[1])
self.outputs = self.hs.hist_shaped.shape[0]
self.leaf_names = []
#num_leafs = 2**(len(self.node_names)-1)//2
self.tree = nDimensionGoldenTree((0.0, 0.0, 0.0), 1.0, 1)
self.tree.divide_childrens()
self.set_substrate()
self.set_leaf_names()
self.epoch_len = histdepth
self.load_net()
print(self.hs.coin_dict)
self.db.purge()
self.poloTrader()
def __init__(self):
self.hs = HistWorker()
self.end_idx = len(self.hs.currentHists["DASH"])
self.but_target = .1
self.inputs = self.hs.hist_shaped.shape[0]*self.hs.hist_shaped[0].shape[1]
self.outputs = self.hs.hist_shaped.shape[0] # times by three for buy | sell | hodl(pass)
from hist_service import HistWorker hs = HistWorker() hs.pull_polo() #hs.write_binance_training_files()
