def get_rate_suggestion(self, cur, rates=None, method='percentile'):
"""
Return the suggested rate from analysed data. This is the main method for retrieving data from this module.
Currently this only supports returning of a single value, the suggested rate. However this will be expanded to
suggest a lower and higher rate for spreads.
:param cur: The currency (database) to remove data from
:param rates: This is used for unit testing only. It allows you to populate the data used for the suggestion.
:param method: The method by which you want to calculate the suggestion.
:return: A float with the suggested rate for the currency.
"""
error_msg = "WARN: Exception found when analysing markets, if this happens for more than a couple minutes " +\
"please create a Github issue so we can fix it. Otherwise, you can ignore it. Error"
try:
rates = self.get_rate_list(
cur,
self.get_analysis_seconds(method)) if rates is None else rates
if not isinstance(rates, pd.DataFrame):
raise ValueError("Rates must be a Pandas DataFrame")
if len(rates) == 0:
print("Rate list not populated")
if self.ma_debug_log:
print(
"DEBUG:get_analysis_seconds: cur: {0} method:{1} rates:{2}"
.format(cur, method, rates))
return 0
if self.ma_debug_log:
print(
"Cur:{0}, MACD:{1:.6f}, Perc:{2:.6f}, Best:{3:.6f}".format(
cur, truncate(self.get_MACD_rate(cur, rates), 6),
self.get_percentile(rates.rate0.values.tolist(),
self.lending_style),
rates.rate0.iloc[-1]))
if method == 'percentile':
return self.get_percentile(rates.rate0.values.tolist(),
self.lending_style)
if method == 'MACD':
return truncate(self.get_MACD_rate(cur, rates), 6)
except MarketDataException:
if method != 'percentile':
print(
"Caught exception during {0} analysis, using percentile for now"
.format(method))
return self.get_percentile(rates.rate0.values.tolist(),
self.lending_style)
else:
raise
except Exception as ex:
self.print_exception_error(ex, error_msg, debug=self.ma_debug_log)
return 0
def get_percentile(self, rates, lending_style, use_numpy=use_numpy):
if use_numpy:
result = numpy.percentile(rates, int(lending_style))
else:
result = self.percentile(sorted(rates), lending_style / 100.0)
result = truncate(result, 6)
return result
def get_percentile(self, rates, lending_style, use_numpy=use_numpy):
"""
Take a list of rates no matter what method is being used, simple list, no pandas / numpy array
"""
if use_numpy:
result = numpy.percentile(rates, int(lending_style))
else:
result = self.percentile(sorted(rates), lending_style / 100.0)
result = truncate(result, 6)
return result
def get_percentile(self, rates, lending_style, use_numpy=use_numpy):
"""
Take a list of rates no matter what method is being used, simple list, no pandas / numpy array
"""
if use_numpy:
result = numpy.percentile(rates, int(lending_style))
else:
result = self.percentile(sorted(rates), lending_style / 100.0)
result = truncate(result, 6)
return result
def get_rate_suggestion(self, cur, rates=None, method='percentile'):
"""
Return the suggested rate from analysed data. This is the main method for retrieving data from this module.
Currently this only supports returning of a single value, the suggested rate. However this will be expanded to
suggest a lower and higher rate for spreads.
:param cur: The currency (database) to remove data from
:param rates: This is used for unit testing only. It allows you to populate the data used for the suggestion.
:param method: The method by which you want to calculate the suggestion.
:return: A float with the suggested rate for the currency.
"""
error_msg = "WARN: Exception found when analysing markets, if this happens for more than a couple minutes " +\
"please create a Github issue so we can fix it. Otherwise, you can ignore it. Error"
try:
rates = self.get_rate_list(cur, self.get_analysis_seconds(method)) if rates is None else rates
if not isinstance(rates, pd.DataFrame):
raise ValueError("Rates must be a Pandas DataFrame")
if len(rates) == 0:
print("Rate list not populated")
if self.ma_debug_log:
print("DEBUG:get_analysis_seconds: cur: {0} method:{1} rates:{2}".format(cur, method, rates))
return 0
if method == 'percentile':
return self.get_percentile(rates.rate0.values.tolist(), self.lending_style)
if method == 'MACD':
macd_rate = truncate(self.get_MACD_rate(cur, rates), 6)
if self.ma_debug_log:
print("Cur:{0}, MACD:{1:.6f}, Perc:{2:.6f}, Best:{3:.6f}"
.format(cur, macd_rate, self.get_percentile(rates.rate0.values.tolist(), self.lending_style),
rates.rate0.iloc[-1]))
return macd_rate
except MarketDataException:
if method != 'percentile':
print("Caught exception during {0} analysis, using percentile for now".format(method))
return self.get_percentile(rates.rate0.values.tolist(), self.lending_style)
else:
raise
except Exception as ex:
self.print_exception_error(ex, error_msg, debug=self.ma_debug_log)
return 0