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)
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)
class NeuronalesNetzFrame(tk.Frame):
figureCorrelation = plt.figure()
valor = tk.StringVar()
test_var = tk.IntVar()
symbol_selected = []
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=4)
self.rowconfigure(2, weight=1)
self.rowconfigure(3, weight=1)
self.rowconfigure(4, weight=1)
label = tk.Label(self,
text="Neural Forecast",
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.symbol_list = SymbolList(self, self.symbol_data)
self.symbol_list.grid(row=1,
column=10,
rowspan=3,
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)
btn_train_selected = tk.Button(self, text="Train", command=self.train)
btn_train_selected.grid(row=4, column=12)
btn_forecast_selected = tk.Button(self,
text="Forecast",
command=self.forecast)
btn_forecast_selected.grid(row=4, column=13)
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=1,
column=10,
rowspan=3,
columnspan=2,
sticky=(tk.N, tk.S, tk.E, tk.W))
self.symbol_list.config(relief=tk.GROOVE, bd=2)
self.update()
def train_neuralNet(self, data,
trainlength): # returns trained neural network
maxID = len(data) - trainlength - 1 - 1
inValues = []
outValues = []
for i in range(maxID):
Values = []
for j in range(trainlength):
#Values.append(float(data[i+j+1]/data[i+j]))
Values.append(float(data[i + j + 1]))
inValues.append(Values)
#outValues.append(int(data[i+trainlength+2]/data[trainlength+1]*1000000+0.5))
outValues.append(int(data[i + trainlength + 2] * 1000 + 0.5))
neuralNet = svm.SVC()
#neuralNet=svm.SVR()
neuralNet.fit(inValues, outValues)
return neuralNet
def predictNeural(self, neuralNet, data, trainlength):
maxID = len(data) - trainlength - 1
inValues = []
for i in range(maxID):
Values = []
for j in range(trainlength):
#Values.append(float(data[i+j+1]/data[i+j]))
Values.append(float(data[i + j + 1]))
inValues.append(Values)
outValues = neuralNet.predict(inValues)
result = []
for i in range(trainlength + 1):
#result.append(data[i]/1000.)
result.append(0)
for i in range(len(outValues)):
#result.append(outValues[i]/1000000.*data[trainlength+1+i])
result.append(outValues[i] / 1000.)
return result
def update(self):
self.a.cla() # which clears data but not axes
symbol_selected = self.symbol_selected
history = HistoryController.History()
if len(symbol_selected):
for item in symbol_selected:
current_history_data = history.get_by_symbol_id(item.id)
current_prices = current_history_data.ask_price.values #.pct_change(12).dropna()
self.a.plot(current_prices, label=item.symbol_global_id)
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.values #pct_change(12).dropna()
if current_prices.size == 0:
return
self.a.plot(current_prices, color='red', label=bitcoin_name)
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 train(self):
self.symbol_selected = self.symbol_list.get_selection()
self.update()
self.neuralNet = self.train_neuralNet(self.getData(maxfaktor=0.8), 30)
def forecast(self):
self.symbol_selected = self.symbol_list.get_selection()
self.update()
ergebnis = self.predictNeural(self.neuralNet, self.getData(), 30)
self.a.plot(ergebnis, label="Neural Forecast")
self.canvas.draw()
def getData(self, maxLen=-1, maxfaktor=1.):
symbol_selected = self.symbol_selected
history = HistoryController.History()
allData = []
if len(symbol_selected):
for item in symbol_selected:
current_history_data = history.get_by_symbol_id(item.id)
current_prices = current_history_data.ask_price.values #pct_change(12).dropna()
allData.append(current_prices.tolist())
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.values #pct_change(12).dropna()
if current_prices.size == 0:
return
allData.append(current_prices.tolist())
data = []
minlen = 100000 #Abfragen sind immer mit limit 10000, somit wird 100000 nie erreicht
for i in range(
len(allData)
): # Eigentlich sollte man nat�rlich gleichlange reihen nehmen, sonst ist es irgendwie sinnlos...
if minlen > len(allData[i]):
minlen = len(allData[i])
if maxfaktor < 1:
maxLen = minlen * maxfaktor * len(allData)
for i in range(minlen):
for j in range(len(allData)):
#data.append(int(allData[i][len(allData[i])-1-minlen+j]*1000))
data.append(allData[j][len(allData[j]) - 1 - minlen + i])
if maxLen > -1:
if len(data) > maxLen:
return data
return data
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)
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)
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)
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)