def main(args):
if(len(args) != 5 and len(args) != 6):
print("Invalid parameters count")
print_usage()
return
print("-------------------------------------------------------------------")
print ("Start time = %s" % datetime.now())
print("\n");
#API Client ID
try:
api_client_id = os.environ["API_CLIENT_ID"]
except KeyError:
print("Env. variable API_CLIENT_ID is not defined or is invalid!")
print_usage()
return
#API Client secret
try:
api_client_secret = os.environ["API_CLIENT_SECRET"]
except KeyError:
print("Env. variable API_CLIENT_SECRET is not defined or is invalid!")
print_usage()
return
#Source type
pred_source = args[0].upper()
#Market type
market = args[1].upper()
#Currency pair
currency_pair = args[2].upper()
#Period
period = args[3].upper()
# Start and end time
if(args[4] == "NOW"):
if(period == "ONE_HOUR"):
startTime = datetime.today()
# startTime = startTime - timedelta(hours=24 + 3)
startTime = startTime - timedelta(hours=0)
startTime = startTime.replace(minute=0, second=0)
endTime = startTime + timedelta(hours=24*3) # 3 dni
endTime = endTime.replace(minute=0, second=0)
elif(period == "ONE_DAY"):
startTime = datetime.today()
# startTime = startTime - timedelta(days=14) # 16 trochu rozdielne
startTime = startTime - timedelta(days=0)
startTime = startTime.replace(hour=0, minute=0, second=0)
endTime = startTime + timedelta(days=30*5) # 5mesiace
endTime = endTime.replace(hour=0, minute=0, second=0)
elif(period == "WEEK"):
startTime = datetime.today()
# startTime = startTime - timedelta(weeks=14)
startTime = startTime - timedelta(weeks=0)
while startTime.weekday() != 0: #0 for monday
startTime -= timedelta(days=1)
startTime = startTime.replace(hour=0, minute=0, second=0)
endTime = startTime + timedelta(weeks=150)
while endTime.weekday() != 0: #0 for monday
endTime -= timedelta(days=1)
endTime = endTime.replace(hour=0, minute=0, second=0)
startTime += timedelta(days=1)
endTime += timedelta(days=1)
start = startTime.strftime("%Y-%m-%dT%H:%M:%S")
end = endTime.strftime("%Y-%m-%dT%H:%M:%S")
else:
#Test validity of start date string
try:
datetime.strptime(args[4], '%Y-%m-%dT%H:%M:%S').timestamp()
except Exception as e:
print('Error parsing date: ' + args[1])
print_usage()
return
#Test validity of end date string
try:
datetime.strptime(args[5], '%Y-%m-%dT%H:%M:%S').timestamp()
except Exception as e:
print('Error parsing date: ' + args[2])
PrintUsage()
return
start = args[4]
end = args[5]
print("api_client_id: {}".format(api_client_id))
print("api_client_secret: {}".format(api_client_secret))
print("start: {}".format(start))
print("start: {}".format(start))
print("end: {}".format(end))
print("pred_source: {}".format(pred_source))
print("market: {}".format(market))
print("currency_pair: {}".format(currency_pair))
print("period: {}".format(period))
print("\n")
#Everything looks okay; proceed with program
#Grab the data frame
D = fetch_data_from_api(api_client_id, api_client_secret, market, currency_pair, period)
# print("D: {}".format(D))
#The number of previous days of data used
#when making a prediction
num_past_days = 16
plot_data(D)
#Number of neurons in the input layer
i = num_past_days * 7 + 1
#Number of neurons in the output layer
o = D.shape[1] - 1
#Number of neurons in the hidden layers
h = int((i + o) / 2)
#The list of layer sizes
layers = [i, h, h, h, h, h, h, o]
if(pred_source.startswith('K_NEIGHBORS')):
R = KNeighborsRegressor(n_neighbors = 5)
elif(predSource.startswith('MLPR')):
R = MLPR(layers, maxItr = 1000, tol = 0.60, reg = 0.001, verbose = False)
else:
print("Source not implemented yet!")
print_usage()
return
sp = Predictor(R, nPastDays = num_past_days)
#Learn the dataset and then display performance statistics
sp.Learn(D)
sp.TestPerformance()
#Perform prediction for a specified date range
P = sp.PredictDate(start, end, period)
print("P.shape[0]: {}".format(P.shape[0]))
# print("P: {}".format(P))
#Keep track of number of predicted results for plot
n = P.shape[0]
#Append the predicted results to the actual results
D = P.append(D)
#Predicted results are the first n rows
plot_data(D, range(n + 1))
print("\n");
print("End time = %s" % datetime.now())
print("-------------------------------------------------------------------")
return (P, n)
