コード例 #1
0
class GARCHFrame(tk.Frame):
    figureCorelation = plt.figure()
    valor = tk.StringVar()
    test_var = tk.IntVar()
    symbol_selected = []
    parameter = None

    def __init__(self, parent, controller):
        tk.Frame.__init__(self, parent)
        # set the grid size
        col = 0
        while col < 12:
            self.columnconfigure(col, weight=1)
            col += 1
        self.rowconfigure(0, weight=1)
        self.rowconfigure(1, weight=1)
        self.rowconfigure(2, weight=2)
        self.rowconfigure(3, weight=1)
        self.rowconfigure(4, weight=1)

        label = tk.Label(self, text="Garch", font=controller.LARGE_FONT)
        label.grid(row=0, columnspan=12)

        self.a = self.figureCorelation.add_subplot(111)
        canvas = FigureCanvasTkAgg(self.figureCorelation, self)
        canvas.get_tk_widget().grid(row=1,
                                    rowspan=3,
                                    columnspan=10,
                                    sticky=(tk.N, tk.S, tk.E, tk.W))
        canvas.draw()

        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.parameters = history.get_all_parameter_from_history()

        self.setting_view = SettingView(self)
        self.setting_view.grid(row=1, column=10, sticky=(tk.N, tk.E))

        self.parameter_list = ParameterList(self, self.parameters)
        self.parameter_list.grid(row=1,
                                 column=11,
                                 sticky=(tk.N, tk.S, tk.E, tk.W))
        self.parameter_list.config(relief=tk.GROOVE, bd=2)

        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)

        self.forecastOutput = tk.StringVar(self)
        labels_groups = tk.Frame(self)
        label = tk.Label(labels_groups,
                         text="Forecasted variance:",
                         font=controller.LARGE_FONT)
        label.pack(side=tk.TOP)
        labelForecast = tk.Label(labels_groups,
                                 textvariable=self.forecastOutput,
                                 font=controller.SMALL_FONT)
        labelForecast.pack(side=tk.BOTTOM)
        labels_groups.grid(row=3,
                           column=10,
                           columnspan=2,
                           sticky=(tk.N, tk.S, tk.E, tk.W))

        btn_update_selected = tk.Button(self,
                                        text="Update",
                                        command=self.renew)
        btn_update_selected.grid(row=4, column=10, columnspan=2)

    def on_show(self):
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)
        self.forecastOutput.set("")
        self.update()

    def update(self):
        symbol_selected = self.symbol_selected
        history = HistoryController.History()
        if not self.parameter:
            return
        if len(symbol_selected):
            # TODO remove the for loop
            self.setting_view.update_view(parameter=self.parameter,
                                          symbols=symbol_selected)
            for item in symbol_selected:
                # TODO: only for one
                # TODO: change data to be with Datum
                current_history_data = history.get_by_symbol_id_and_parameter_id(
                    item.id, self.parameter.id)

                # dropna() - entfernt die leere Daten
                # pct_change(12) - wie vie jeder Wert prozentual geändert wurde, von der Mitte und mir dem Schritt 12 gerechnet
                current_prices = 100 * current_history_data.ask_price.pct_change(
                    12).dropna()
                am = arch_model(current_history_data.ask_price)
                res = am.fit(update_freq=5)
                forecasts = res.forecast(horizon=5, method='bootstrap')
                self.forecastOutput.set(np.sqrt(forecasts.variance.tail()))
                #forecasts.variance['h.1'].tail(n=1).values[0]
                #self.setting_view.update_view(parameter=self.parameter, symbols=symbol_selected)

                # split_date = dt.datetime(2010, 1, 1)
                # res = am.fit(last_obs=split_date)

                # TODO: output this to frame
                print(res.summary())
                self.figureCorelation = res.plot()
                #self.a.plot(res, color='red', label=bitcoin_name)

                # ar = ARX(ann_inflation, lags=[1, 3, 12])
                # print(ar.fit().summary()
                # ar.volatility = ARCH(p=5)
                # res = ar.fit(update_freq=0, disp='off')
                # print(res.summary())
                # fig = res.plot()

        canvas = FigureCanvasTkAgg(self.figureCorelation, self)
        canvas.get_tk_widget().grid(row=1,
                                    rowspan=3,
                                    columnspan=10,
                                    sticky=(tk.N, tk.S, tk.E, tk.W))
        canvas.draw()

        toolbar_frame = tk.Frame(master=self)
        toolbar_frame.grid(row=4, columnspan=10, sticky=tk.W)
        toolbar = NavigationToolbar2Tk(canvas, toolbar_frame)
        toolbar.update()
        return True

    def renew(self):
        self.symbol_selected = self.symbol_list.get_selection()
        self.update()

    def get_data_for_symbol_list(self, parameter):
        self.parameter = parameter
        self.setting_view.update_view(parameter=parameter)
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history_by_parameter(
            parameter.id)
        self.symbol_list.update_list(self.symbol_data)
コード例 #2
0
class OhlcGraphFrame(tk.Frame):
    figureOhlcChart = plt.figure()
    valor = tk.StringVar()
    symbol_selected = []
    parameter = None

    def __init__(self, parent, controller):
        tk.Frame.__init__(self, parent)
        col = 0
        while col < 12:
            self.columnconfigure(col, weight=1)
            col += 1
        self.rowconfigure(0, weight=1)
        self.rowconfigure(1, weight=1)
        self.rowconfigure(2, weight=2)
        self.rowconfigure(3, weight=1)
        self.rowconfigure(4, weight=1)

        label = tk.Label(self,
                         text="BTC Candlestick Chart",
                         font=controller.LARGE_FONT)
        label.grid(row=0, columnspan=12)

        self.a = self.figureOhlcChart.add_subplot(111)
        self.canvas = FigureCanvasTkAgg(self.figureOhlcChart, self)
        self.canvas.get_tk_widget().grid(row=1,
                                         rowspan=3,
                                         columnspan=10,
                                         sticky=(tk.N, tk.S, tk.E, tk.W))

        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.parameters = history.get_all_parameter_from_history()

        self.setting_view = SettingView(self)
        self.setting_view.grid(row=1, column=10, sticky=(tk.N, tk.E))

        self.parameter_list = ParameterList(self, self.parameters)
        self.parameter_list.grid(row=1,
                                 column=11,
                                 sticky=(tk.N, tk.S, tk.E, tk.W))
        self.parameter_list.config(relief=tk.GROOVE, bd=2)

        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)

        btn_update_selected = tk.Button(self,
                                        text="Update",
                                        command=self.renew)
        btn_update_selected.grid(row=4, column=10, columnspan=2)

    def on_show(self):
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)
        self.update()

    def update(self):
        self.a.cla()

        symbol_selected = self.symbol_selected
        history = HistoryController.History()

        if not self.parameter:
            return

        if len(symbol_selected):
            self.setting_view.update_view(parameter=self.parameter,
                                          symbols=symbol_selected)
            for item in symbol_selected:

                df = history.get_by_symbol_id_and_parameter_id(
                    item.id, self.parameter.id)
                df['date'] = df['start_time_exchange'].map(mdates.date2num)

                ohlc = df[[
                    'date', 'ask_price', 'ask_price_high', 'ask_price_low',
                    'ask_price_last'
                ]]
                candlestick_ohlc(self.a,
                                 ohlc.values,
                                 width=.6,
                                 colorup='green',
                                 colordown='red')
                self.a.xaxis.set_major_formatter(mdates.DateFormatter('%Y-%m'))

                #moving averages
                df['ema20'] = df['ask_price_last'].ewm(span=20,
                                                       adjust=False).mean()
                df['ema50'] = df['ask_price_last'].ewm(span=50,
                                                       adjust=False).mean()

                # correct for starting period errors
                #df = df[df.index > '2015-5-31']

                self.a.plot(df['date'],
                            df['ema20'],
                            color='blue',
                            label='Moving Average 20 days')
                self.a.plot(df['date'],
                            df['ema50'],
                            color='purple',
                            label='Moving Average 50 days')

                self.a.grid(False)
                self.a.legend()

        self.canvas.get_tk_widget().grid(row=1,
                                         rowspan=3,
                                         columnspan=10,
                                         sticky=(tk.N, tk.S, tk.E, tk.W))

        toolbar_frame = tk.Frame(master=self)
        toolbar_frame.grid(row=4, columnspan=10, sticky=tk.W)
        toolbar = NavigationToolbar2Tk(self.canvas, toolbar_frame)
        toolbar.update()
        return True

    def renew(self):
        self.symbol_selected = self.symbol_list.get_selection()
        self.update()

    def get_data_for_symbol_list(self, parameter):
        self.parameter = parameter
        self.setting_view.update_view(parameter=parameter)
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history_by_parameter(
            parameter.id)
        self.symbol_list.update_list(self.symbol_data)
コード例 #3
0
class CorrelationFrame(tk.Frame):
    parameter=None

    def __init__(self, parent, controller):
        tk.Frame.__init__(self, parent)
        self.columnconfigure(0, weight=10)
        self.columnconfigure(1, weight=1)
        self.rowconfigure(0, weight=1)
        self.rowconfigure(1, weight=1)

        history = HistoryController.History()
        self.parameters = history.get_all_parameter_from_history()

        self.setting_view = SettingView(self)
        self.setting_view.grid(row=0, column=1, sticky=(tk.N, tk.E))

        self.parameter_list = ParameterList(self, self.parameters)
        self.parameter_list.grid(row=1, column=1, sticky=(tk.N, tk.S, tk.E, tk.W))
        self.parameter_list.config(relief=tk.GROOVE, bd=2)
        table_frame = tk.Frame(master=self)
        table_frame.grid(row=0,rowspan=2, column=0, sticky=(tk.N, tk.S, tk.E, tk.W))
        self.table = pt = Table(table_frame)
        pt.show()

    def on_show(self):
        self.update()

    def update(self):
        history = HistoryController.History()
        self.parameters = history.get_all_parameter_from_history()
        self.parameter_list = ParameterList(self, self.parameters)
        self.parameter_list.grid(row=1, column=1, sticky=(tk.N, tk.S, tk.E, tk.W))
        self.parameter_list.config(relief=tk.GROOVE, bd=2)
        df = self.get_correlation()
        tbm = TableModel(dataframe=df)
        if df.empty:
            return True
        self.table.model = tbm
        self.table.show()
        self.table.redraw()

    def get_correlation(self):
        # TODO: sort the history list
        output_pd = pd.DataFrame()
        if not self.parameter:
            return output_pd
        history = HistoryController.History()
        history_data = history.get_all_by_parameter_id(self.parameter.id)

        all_base_cuurencies = history.get_all_base_currency_from_history_by_paramter(self.parameter.id)
        historydata_grouped = history_data.groupby('base_currency_id')
        currency_list = []
        for item in all_base_cuurencies:
            currency_list.append(all_base_cuurencies[item].base_currency.name)
        output_pd = pd.DataFrame(index=currency_list, columns=currency_list)
        for name, group in historydata_grouped:
            currency_name = all_base_cuurencies[name].base_currency.name
            main_currency_arr = group.ask_price.values
            output_arr = []
            for name2, group2 in historydata_grouped:
                tmp_main_currency_arr = main_currency_arr
                current_currency_arr = group2.ask_price.values
                if current_currency_arr.size > main_currency_arr.size:
                    current_currency_arr = np.resize(current_currency_arr, main_currency_arr.shape)
                if current_currency_arr.size < main_currency_arr.size:
                    tmp_main_currency_arr = np.resize(main_currency_arr, current_currency_arr.shape)
                coef = np.corrcoef(tmp_main_currency_arr, current_currency_arr)
                output_arr.append(coef[0, 1])
            output_pd.loc[currency_name] = output_arr
        return output_pd

    def get_data_for_symbol_list(self, parameter):
        self.parameter = parameter
        self.setting_view.update_view(parameter=parameter)
        df = self.get_correlation()
        tbm = TableModel(dataframe=df)

        self.table.model = tbm
        self.table.show()
        self.table.redraw()
コード例 #4
0
class CorrelationGraphFrame(tk.Frame):
    figureCorelation = plt.figure()
    valor = tk.StringVar()
    test_var = tk.IntVar()
    symbol_selected = []
    parameter = None

    def __init__(self, parent, controller):
        tk.Frame.__init__(self, parent)
        # set the grid size
        col = 0
        while col < 12:
            self.columnconfigure(col, weight=1)
            col += 1
        self.rowconfigure(0, weight=1)
        self.rowconfigure(1, weight=1)
        self.rowconfigure(2, weight=2)
        self.rowconfigure(3, weight=1)
        self.rowconfigure(4, weight=1)
        self.rowconfigure(5, weight=1)

        label = tk.Label(self,
                         text="Correlation graph",
                         font=controller.LARGE_FONT)
        label.grid(row=0, columnspan=12)
        self.type = tk.IntVar(self)
        self.type.set(1)
        tk.Radiobutton(self,
                       text="Normalize to bitcoin course",
                       variable=self.type,
                       value=1).grid(row=3, column=11)
        tk.Radiobutton(self,
                       text="Normalize auto",
                       variable=self.type,
                       value=2).grid(row=4, column=11)

        self.a = self.figureCorelation.add_subplot(111)
        self.canvas = FigureCanvasTkAgg(self.figureCorelation, self)
        self.canvas.get_tk_widget().grid(row=1,
                                         rowspan=3,
                                         columnspan=10,
                                         sticky=(tk.N, tk.S, tk.E, tk.W))

        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.parameters = history.get_all_parameter_from_history()

        self.setting_view = SettingView(self)
        self.setting_view.grid(row=1, column=10, sticky=(tk.N, tk.E))

        self.parameter_list = ParameterList(self, self.parameters)
        self.parameter_list.grid(row=1,
                                 column=11,
                                 sticky=(tk.N, tk.S, tk.E, tk.W))
        self.parameter_list.config(relief=tk.GROOVE, bd=2)

        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)

        self.forecastOutput = tk.StringVar(self)
        labelForecast = tk.Label(self,
                                 textvariable=self.forecastOutput,
                                 font=controller.LARGE_FONT)
        labelForecast.grid(row=3, column=10, sticky=(tk.N, tk.S, tk.E, tk.W))

        btn_update_selected = tk.Button(self,
                                        text="Update",
                                        command=self.renew)
        btn_update_selected.grid(row=5, column=11)

    def on_show(self):
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)
        self.update()

    def update(self):

        self.a.cla()  # which clears data but not axes
        #self.a.clf()  # which clears data and axes

        symbol_selected = self.symbol_selected
        bitcoin_name = "BITSTAMP_SPOT_BTC_USD"

        # for the first time we will compare all currencies with bitcoin as base currency
        base_symbol = list(
            filter(lambda x: x.symbol_global_id == bitcoin_name,
                   self.symbol_data))[0]

        history = HistoryController.History()

        if not self.parameter:
            return
        # draw base history base currency/symbol data
        history_data = history.get_by_symbol_id_and_parameter_id(
            base_symbol.id, self.parameter.id)
        if history_data.values.size == 0:
            return
        if self.type.get() == 1:
            self.a.plot(history_data.ask_price.values,
                        color='red',
                        label=bitcoin_name)
            if len(symbol_selected):
                self.setting_view.update_view(parameter=self.parameter,
                                              symbols=symbol_selected)
                base_max_price = history_data.ask_price.max()
                for item in symbol_selected:
                    current_history_data = history.get_by_symbol_id_and_parameter_id(
                        item.id, self.parameter.id)
                    current_max_price = current_history_data.ask_price.max()
                    coefficient_diff = base_max_price / current_max_price
                    current_price_normalise = current_history_data.ask_price.mul(
                        coefficient_diff).values
                    self.a.plot(current_price_normalise,
                                label=item.symbol_global_id)
        else:
            if len(symbol_selected):
                self.setting_view.update_view(parameter=self.parameter,
                                              symbols=symbol_selected)
                for item in symbol_selected:
                    current_history_data = history.get_by_symbol_id_and_parameter_id(
                        item.id, self.parameter.id)
                    current_price_normalise = self.normalise(
                        current_history_data)
                    self.a.plot(current_price_normalise,
                                label=item.symbol_global_id)

        self.a.legend()

        self.canvas.draw()

        toolbar_frame = tk.Frame(master=self)
        toolbar_frame.grid(row=5, columnspan=11, sticky=tk.W)
        toolbar = NavigationToolbar2Tk(canvas, toolbar_frame)
        toolbar.update()
        return True

    @staticmethod
    def normalise(data):
        price_max = data.ask_price.max()
        price_min = data.ask_price.min()
        return np.array(
            list(
                map(lambda x: (x - price_min) / (price_max - price_min),
                    data.ask_price.values)))

    def renew(self):
        self.symbol_selected = self.symbol_list.get_selection()
        self.update()

    def get_data_for_symbol_list(self, parameter):
        self.parameter = parameter
        self.setting_view.update_view(parameter=parameter)
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history_by_parameter(
            parameter.id)
        self.symbol_list.update_list(self.symbol_data)
コード例 #5
0
class LinearRegressionGraphFrame(tk.Frame):
    figureLinearRegressionChart = plt.figure(figsize=(11, 6))
    valor = tk.StringVar()
    plt.rc('font', size=6)
    valor = tk.StringVar()
    test_var = tk.IntVar()
    symbol_selected = []
    parameter = None

    def __init__(self, parent, controller):
        tk.Frame.__init__(self, parent)

        # set the grid size
        col = 0
        while col < 12:
            self.columnconfigure(col, weight=1)
            col += 1
        self.rowconfigure(0, weight=1)
        self.rowconfigure(1, weight=1)
        self.rowconfigure(2, weight=2)
        self.rowconfigure(3, weight=1)
        self.rowconfigure(4, weight=1)

        self.a1 = self.figureLinearRegressionChart.add_subplot(331)
        self.a2 = self.figureLinearRegressionChart.add_subplot(332)
        self.a3 = self.figureLinearRegressionChart.add_subplot(333)
        self.a4 = self.figureLinearRegressionChart.add_subplot(334)
        self.a5 = self.figureLinearRegressionChart.add_subplot(335)
        self.a6 = self.figureLinearRegressionChart.add_subplot(336)
        self.a7 = self.figureLinearRegressionChart.add_subplot(337)
        self.a8 = self.figureLinearRegressionChart.add_subplot(338)
        self.a9 = self.figureLinearRegressionChart.add_subplot(339)
        plt.subplots_adjust(left=1,
                            bottom=1,
                            right=1.1,
                            top=1.1,
                            wspace=0.5,
                            hspace=0.5)
        self.canvas = FigureCanvasTkAgg(self.figureLinearRegressionChart, self)
        self.canvas.get_tk_widget().grid(row=1,
                                         rowspan=2,
                                         columnspan=2,
                                         sticky=(tk.N, tk.S, tk.E, tk.W))
        self.canvas.draw()

        label = tk.Label(self,
                         text="Linear Regression Price Prediction Charts",
                         font=controller.LARGE_FONT)
        label.grid(row=0, columnspan=12)

        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()

        history = HistoryController.History()
        self.parameters = history.get_all_parameter_from_history()

        self.setting_view = SettingView(self)
        self.setting_view.grid(row=1,
                               column=10,
                               sticky=(tk.N, tk.S, tk.E, tk.W))

        self.parameter_list = ParameterList(self, self.parameters)
        self.parameter_list.grid(row=1,
                                 column=11,
                                 sticky=(tk.N, tk.S, tk.E, tk.W))
        self.parameter_list.config(relief=tk.GROOVE, bd=2)

        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)

        self.forecastOutput = tk.StringVar(self)
        labelForecast = tk.Label(self,
                                 textvariable=self.forecastOutput,
                                 font=controller.SMALL_FONT)
        labelForecast.grid(row=3, column=10, sticky=(tk.N, tk.S, tk.E, tk.W))

        btn_update_selected = tk.Button(self,
                                        text="Update",
                                        command=self.renew)
        btn_update_selected.grid(row=4, column=8, columnspan=4)

    def on_show(self):
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)
        self.forecastOutput.set("")
        self.update()

    def update(self):
        self.a1.cla()
        self.a2.cla()
        self.a3.cla()
        self.a4.cla()
        self.a5.cla()
        self.a6.cla()
        self.a7.cla()
        self.a8.cla()
        self.a9.cla()

        symbol_selected = self.symbol_selected
        history = HistoryController.History()

        if not self.parameter:
            return
        if len(symbol_selected):
            self.setting_view.update_view(parameter=self.parameter,
                                          symbols=symbol_selected)
            for item in symbol_selected:
                current_history_data = history.get_by_symbol_id_and_parameter_id(
                    item.id, self.parameter.id)
                #print(current_history_data)
                #df = current_history_data.get_group(bitcoin_name)
                df = current_history_data
                #print(df)
                df['date'] = df['start_time_exchange'].map(mdates.date2num)
                #df = df.loc[df['symbol_id'] == item.id]
                df = df[['ask_price']]

                accuracies = []
                predictions = []

                for x in range(1, 10):
                    forecast_out = int(x)  # predict x days into future
                    df['Prediction'] = df[['ask_price']].shift(-forecast_out)
                    X = np.array(df.drop(['Prediction'],
                                         1))  # labels for linear regression
                    X = preprocessing.scale(X)
                    X_forecast = X[-forecast_out:]
                    X = X[:-forecast_out]

                    y = np.array(df['Prediction'])
                    y = y[:-forecast_out]

                    X_train, X_test, y_train, y_test = cross_validation.train_test_split(
                        X, y, test_size=0.2)

                    # train
                    clf = LinearRegression()
                    clf.fit(X_train, y_train)
                    # test
                    accuracy = clf.score(X_test, y_test)

                    forecast_prediction = clf.predict(X_forecast)

                    accuracies.append(accuracy)
                    predictions.append(forecast_prediction)

        self.a1.scatter([1],
                        predictions[0],
                        color='green',
                        label="Confidence: " + "{0:.2f}".format(accuracies[0]))
        self.a1.set_xticks([1])
        self.a1.set_yticks(predictions[0])
        self.a1.set_title("1 day forecast")

        self.a2.plot([1, 2],
                     predictions[1],
                     color='green',
                     label="Confidence: " + "{0:.2f}".format(accuracies[1]))
        self.a2.set_xticks([1, 2])
        self.a2.set_yticks(predictions[1])
        self.a2.set_title("2 days forecast")

        self.a3.plot(list(range(1, 4)),
                     predictions[2],
                     color='green',
                     label="Confidence: " + "{0:.2f}".format(accuracies[2]))
        self.a3.set_xticks(list(range(1, 4)))
        self.a3.set_yticks(predictions[2])
        self.a3.set_title("3 days forecast")

        self.a4.plot(list(range(1, 5)),
                     predictions[3],
                     color='green',
                     label="Confidence: " + "{0:.2f}".format(accuracies[3]))
        self.a4.set_xticks(list(range(1, 5)))
        self.a4.set_yticks(predictions[3])
        self.a4.set_title("4 days forecast")

        self.a5.plot(list(range(1, 6)),
                     predictions[4],
                     color='green',
                     label="Confidence: " + "{0:.2f}".format(accuracies[4]))
        self.a5.set_xticks(list(range(1, 6)))
        self.a5.set_yticks(predictions[4])
        self.a5.set_title("5 days forecast")

        self.a6.plot(list(range(1, 7)),
                     predictions[5],
                     color='green',
                     label="Confidence: " + "{0:.2f}".format(accuracies[5]))
        self.a6.set_xticks(list(range(1, 7)))
        self.a6.set_yticks(predictions[5])
        self.a6.set_title("6 days forecast")

        self.a7.plot(list(range(1, 8)),
                     predictions[6],
                     color='green',
                     label="Confidence: " + "{0:.2f}".format(accuracies[6]))
        self.a7.set_xticks(list(range(1, 8)))
        self.a7.set_yticks(predictions[6])
        self.a7.set_title("7 days forecast")

        self.a8.plot(list(range(1, 9)),
                     predictions[7],
                     color='green',
                     label="Confidence: " + "{0:.2f}".format(accuracies[7]))
        self.a8.set_xticks(list(range(1, 9)))
        self.a8.set_yticks(predictions[7])
        self.a8.set_title("8 days forecast")

        self.a9.plot(list(range(1, 10)),
                     predictions[8],
                     color='green',
                     label="Confidence: " + "{0:.2f}".format(accuracies[8]))
        self.a9.set_xticks(list(range(1, 10)))
        self.a9.set_yticks(predictions[8])
        self.a9.set_title("9 days forecast")

        self.a1.grid(True)
        self.a1.legend()

        self.a2.grid(True)
        self.a2.legend()

        self.a3.grid(True)
        self.a3.legend()

        self.a4.grid(True)
        self.a4.legend()

        self.a5.grid(True)
        self.a5.legend()

        self.a6.grid(True)
        self.a6.legend()

        self.a7.grid(True)
        self.a7.legend()

        self.a8.grid(True)
        self.a8.legend()

        self.a9.grid(True)
        self.a9.legend()

        self.canvas.draw()

        return True

    def renew(self):
        self.symbol_selected = self.symbol_list.get_selection()
        self.update()

    def get_correlation(self):
        #TODO: sort the history list
        history = HistoryController.History()
        historydata = history.get_all()
        all_base_cuurencies = history.get_all_base_currency_from_history()
        historydata_grouped = historydata.groupby('base_currency_id')
        currency_list = []
        for item in all_base_cuurencies:
            currency_list.append(all_base_cuurencies[item].base_currency.name)
        output_pd = pd.DataFrame(index=currency_list, columns=currency_list)
        for name, group in historydata_grouped:
            currency_name = all_base_cuurencies[name].base_currency.name
            main_currency_arr = group.ask_price.values
            output_arr = []
            for name2, group2 in historydata_grouped:
                tmp_main_currency_arr = main_currency_arr
                current_currency_arr = group2.ask_price.values
                if current_currency_arr.size > main_currency_arr.size:
                    current_currency_arr = np.resize(current_currency_arr,
                                                     main_currency_arr.shape)
                if current_currency_arr.size < main_currency_arr.size:
                    tmp_main_currency_arr = np.resize(
                        main_currency_arr, current_currency_arr.shape)
                coef = np.corrcoef(tmp_main_currency_arr, current_currency_arr)
                output_arr.append(coef[0, 1])
            output_pd.loc[currency_name] = output_arr
        return output_pd

    def get_data_for_symbol_list(self, parameter):
        self.parameter = parameter
        self.setting_view.update_view(parameter=parameter)
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history_by_parameter(
            parameter.id)
        self.symbol_list.update_list(self.symbol_data)
コード例 #6
0
class GARCHFrameChanging(tk.Frame):
    figureCorrelation = plt.figure()
    valor = tk.StringVar()
    test_var = tk.IntVar()
    symbol_selected = []
    parameter = None

    def __init__(self, parent, controller):
        tk.Frame.__init__(self, parent)
        # Set the grid size
        col = 0
        while col < 12:
            self.columnconfigure(col, weight=1)
            col += 1
        self.rowconfigure(0, weight=1)
        self.rowconfigure(1, weight=1)
        self.rowconfigure(2, weight=2)
        self.rowconfigure(3, weight=1)
        self.rowconfigure(4, weight=1)

        label = tk.Label(self,
                         text="Price changing mean",
                         font=controller.LARGE_FONT)
        label.grid(row=0, columnspan=12)

        self.a = self.figureCorrelation.add_subplot(111)
        self.canvas = FigureCanvasTkAgg(self.figureCorrelation, self)
        self.canvas.get_tk_widget().grid(row=1,
                                         rowspan=3,
                                         columnspan=10,
                                         sticky=(tk.N, tk.S, tk.E, tk.W))

        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.parameters = history.get_all_parameter_from_history()

        self.setting_view = SettingView(self)
        self.setting_view.grid(row=1, column=10, sticky=(tk.N, tk.E))

        self.parameter_list = ParameterList(self, self.parameters)
        self.parameter_list.grid(row=1,
                                 column=11,
                                 sticky=(tk.N, tk.S, tk.E, tk.W))
        self.parameter_list.config(relief=tk.GROOVE, bd=2)

        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              rowspan=2,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)

        btn_update_selected = tk.Button(self,
                                        text="Update",
                                        command=self.renew)
        btn_update_selected.grid(row=4, column=11)

    def on_show(self):
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              rowspan=2,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)
        self.update()

    def update(self):
        self.a.cla()  # which clears data but not axes
        symbol_selected = self.symbol_selected
        history = HistoryController.History()
        if not self.parameter:
            return
        if len(symbol_selected):
            self.setting_view.update_view(parameter=self.parameter,
                                          symbols=symbol_selected)
            for item in symbol_selected:
                current_history_data = history.get_by_symbol_id_and_parameter_id(
                    item.id, self.parameter.id)
                current_prices = 100 * current_history_data.ask_price.pct_change(
                    12).dropna()
                self.a.plot(current_prices, label=item.symbol_global_id)

        self.a.legend()
        self.canvas.draw()

        toolbar_frame = tk.Frame(master=self)
        toolbar_frame.grid(row=4, columnspan=10, sticky=tk.W)
        toolbar = NavigationToolbar2Tk(self.canvas, toolbar_frame)
        toolbar.update()
        return True

    def renew(self):
        self.symbol_selected = self.symbol_list.get_selection()
        self.update()

    def get_data_for_symbol_list(self, parameter):
        self.parameter = parameter
        self.setting_view.update_view(parameter=parameter)
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history_by_parameter(
            parameter.id)
        self.symbol_list.update_list(self.symbol_data)
コード例 #7
0
class AutocorrelationGraphFrame(tk.Frame):
    figureAutocorrelation = plt.figure()
    valor = tk.StringVar()
    symbol_selected = []
    parameter = None
    canvas = None

    def __init__(self, parent, controller):
        tk.Frame.__init__(self, parent)

        # Set the grid size
        col = 0
        while col < 12:
            self.columnconfigure(col, weight=1)
            col += 1
        self.rowconfigure(0, weight=1)
        self.rowconfigure(1, weight=1)
        self.rowconfigure(2, weight=2)
        self.rowconfigure(3, weight=1)
        self.rowconfigure(4, weight=1)

        label = tk.Label(
            self,
            text=
            "BTC Autocorrelation graph\n Time unit is 1 day, lagged by 10 days",
            font=controller.LARGE_FONT)
        label.grid(row=0, columnspan=12)
        self.a = self.figureAutocorrelation.add_subplot(111)

        self.canvas = FigureCanvasTkAgg(self.figureAutocorrelation, self)
        self.canvas.get_tk_widget().grid(row=1,
                                         rowspan=3,
                                         columnspan=10,
                                         sticky=(tk.N, tk.S, tk.E, tk.W))
        self.canvas.draw()

        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()

        history = HistoryController.History()
        self.parameters = history.get_all_parameter_from_history()

        self.setting_view = SettingView(self)
        self.setting_view.grid(row=1,
                               column=10,
                               sticky=(tk.N, tk.S, tk.E, tk.W))

        self.parameter_list = ParameterList(self, self.parameters)
        self.parameter_list.grid(row=1,
                                 column=11,
                                 sticky=(tk.N, tk.S, tk.E, tk.W))
        self.parameter_list.config(relief=tk.GROOVE, bd=2)

        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)

        btn_update_selected = tk.Button(self,
                                        text="Update",
                                        command=self.renew)
        btn_update_selected.grid(row=4, column=11)

    def on_show(self):
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history()
        self.symbol_list = SymbolList(self, self.symbol_data)
        self.symbol_list.grid(row=2,
                              column=10,
                              columnspan=2,
                              sticky=(tk.N, tk.S, tk.E, tk.W))
        self.symbol_list.config(relief=tk.GROOVE, bd=2)
        self.update()

    def update(self):
        self.a.cla()  # which clears data but not axes
        symbol_selected = self.symbol_selected
        history = HistoryController.History()
        if not self.parameter:
            return
        if len(symbol_selected):
            self.setting_view.update_view(parameter=self.parameter,
                                          symbols=symbol_selected)
            for item in symbol_selected:
                current_history_data = history.get_by_symbol_id_and_parameter_id(
                    item.id, self.parameter.id)
                current_prices = current_history_data.ask_price
                self.a.acorr(current_prices,
                             label=item.symbol_global_id,
                             usevlines=False)
                self.a.grid(True)
                self.a.axhline(0, color='black', lw=2)
        # TODO remove this
        else:
            bitcoin_name = "BITSTAMP_SPOT_BTC_USD"
            bitcoin_symbol = list(
                filter(lambda x: x.symbol_global_id == bitcoin_name,
                       self.symbol_data))[0]
            history_data = history.get_by_symbol_id(bitcoin_symbol.id)
            current_prices = history_data.ask_price
            self.a.acorr(current_prices)
            self.a.grid(True)
            self.a.axhline(0, color='black', lw=2)

        self.a.legend()
        self.canvas.draw()

        toolbar_frame = tk.Frame(master=self)
        toolbar_frame.grid(row=4, columnspan=10, sticky=tk.W)
        toolbar = NavigationToolbar2Tk(self.canvas, toolbar_frame)
        toolbar.update()
        return True

    def renew(self):
        self.symbol_selected = self.symbol_list.get_selection()
        self.update()

    def get_data_for_symbol_list(self, parameter):
        self.parameter = parameter
        self.setting_view.update_view(parameter=parameter)
        history = HistoryController.History()
        self.symbol_data = history.get_all_symbol_from_history_by_parameter(
            parameter.id)
        self.symbol_list.update_list(self.symbol_data)