# coding: utf-8
# In[ ]:
from BitcoinAverager import TimeUtil, BitcoinAverager, PriceCompositor, Forex, BitcoinDataLoader
# In[ ]:
all_exchanges = ['bitfinexUSD','bitstampUSD','itbitUSD',
'itbitEUR','krakenEUR','itbitSGD','anxhkHKD',
'okcoinCNY', 'btcnCNY']
compositor = PriceCompositor(all_exchanges)
compositor.reload()
# In[ ]:
from datetime import datetime
from dateutil.relativedelta import relativedelta
import pytz
hkg_time = pytz.timezone("Asia/Hong_Kong")
start_time = hkg_time.localize(datetime(2015,1,1,6,0,0))
period = relativedelta(minutes=1)
intervals = 60 * 24*90
compositor = PriceCompositor(['bitfinexUSD'], base_currency='USD')
data = compositor.composite_table(start_time, period, intervals)
data
# -*- coding: utf-8 -*-
# <nbformat>3.0</nbformat>
# <codecell>
from BitcoinAverager import TimeUtil, BitcoinAverager, PriceCompositor, Forex, BitcoinDataLoader
# <codecell>
all_exchanges = ['bitfinexUSD','bitstampUSD','itbitUSD',
'itbitEUR','krakenEUR','itbitSGD','anxhkHKD',
'okcoinCNY', 'btcnCNY']
compositor = PriceCompositor(all_exchanges)
compositor.reload()
# <codecell>
from datetime import datetime
from dateutil.relativedelta import relativedelta
import pytz
hkg_time = pytz.timezone("Asia/Hong_Kong")
start_time = hkg_time.localize(datetime(2015,1,1,6,0,0))
period = relativedelta(minutes=1)
intervals = 60 * 24*90
compositor = PriceCompositor(['bitfinexUSD'], base_currency='USD')
data = compositor.composite_table(start_time, period, intervals)
data
# <codecell>
averagers = {}
selected.plot(y="volume")
# <codecell>
import datetime
import time
import pytz
from dateutil.relativedelta import relativedelta
hkg_time = pytz.timezone("Asia/Hong_Kong")
start = hkg_time.localize(datetime.datetime(2014,2,1,6,0,0))
period = relativedelta(days=1)
intervals = 30
forex_list = ["GBPUSD"]
forex_table = {}
compositor = PriceCompositor()
avg = compositor.exchange_table(start, period, intervals)
for f in forex_list:
forex = Forex(f)
forex_table[f] = forex.rates(list(map(TimeUtil.unix_epoch, avg.index)), avg.index)
forex_table[f].rename(columns={"rates" : f}, inplace=True)
avg = avg.join(forex_table[f] for f in forex_list)
# <codecell>
forex_table["GBPUSD"]
# <codecell>
def reload():
compositor = PriceCompositor()
compositor.reload()
return "reloaded"
def reload():
compositor = PriceCompositor()
compositor.reload()
return "reloaded"
import getpass
me = getpass.getuser()
sys.path.append(
os.path.join("/home", me, "git/bitquant/web/home/ipython/examples"))
script_dir = os.path.dirname(os.path.realpath(__file__))
os.chdir(script_dir)
from BitcoinAverager import PriceCompositor
app = Flask(__name__)
all_exchanges = [
'bitfinexUSD', 'bitstampUSD', 'itbitUSD', 'itbitEUR', 'krakenEUR',
'itbitSGD', 'anxhkHKD', 'okcoinCNY', 'btcnCNY'
]
compositor = PriceCompositor(all_exchanges)
@app.route('/')
def index():
return 'index'
@app.route('/average-form')
def average_form():
retval = """
<form method=POST action="generate-data">
Start time (yyyy/mm/dd): <input name="year" size=4 value="2014">/
<input name="month" size=2 value="02">/<input name="day" size=2 value="01"> <input name="hour" size=2 value="00">:<input name="minute" size=2 value="00">:<input name="second" size=2 value="00"><br>
Time zone: <input name="tz" size=20 value="Europe/London"><br>
Time interval: <input name=interval_length value="3" size=3>
selected.plot(y="volume")
# <codecell>
import datetime
import time
import pytz
from dateutil.relativedelta import relativedelta
hkg_time = pytz.timezone("Asia/Hong_Kong")
start = hkg_time.localize(datetime.datetime(2014,2,1,6,0,0))
period = relativedelta(days=1)
intervals = 30
forex_list = ["GBPUSD"]
forex_table = {}
compositor = PriceCompositor()
avg = compositor.exchange_table(start, period, intervals)
for f in forex_list:
forex = Forex(f)
forex_table[f] = forex.rates(map(TimeUtil.unix_epoch, avg.index), avg.index)
forex_table[f].rename(columns={"rates" : f}, inplace=True)
avg = avg.join(forex_table[f] for f in forex_list)
# <codecell>
forex_table["GBPUSD"]
# <codecell>
