def percentile(quantity):
c = cnx
whaletrades = cmd(c,'SELECT * FROM binance.whaletrades ORDER BY ABS(transaction_time) DESC;')
y = [int(x['quantity']) for x in whaletrades]
pctl = percentileofscore(y,quantity)
if quantity < 0:
pctl = pctl * -1
return(pctl)
def norm_signals():
c = cnx
whalesize = cmd(
c,
"SELECT new_balance FROM binance.whaletrades ORDER BY transaction_time DESC LIMIT 1 ;",
dictionary=False)[0][0]
print("whalesize is " + str(whalesize))
buy_quantity = cmd(
c,
'SELECT SUM(quantity) FROM binance.whaletrades WHERE quantity > 0;',
dictionary=False)[0][0]
print("buy quantity " + str(buy_quantity))
sell_quantity = cmd(
c,
'SELECT SUM(quantity) FROM binance.whaletrades WHERE quantity < 0;',
dictionary=False)[0][0]
print("sell quantity " + str(sell_quantity))
def process_queries(self):
c = cnx ## Opens connection
while True:
if not self.queryqueue.empty():
print("queue not empty")
query,params = self.queryqueue.get()
results = cmd(c,query,dictionary=True,params=params)
print("querythread got result: " + st(results))
results = False
self.resultqueue.put(results)
self.lock.release()
def norm_transaction(quantity, transactions=False):
c = cnx
if quantity < 0:
sign = '<'
else:
sign = '>'
## Transactions can be supplied as kwarg to avoid mysql query
if not transactions:
transactions = cmd(
c,
'SELECT quantity FROM binance.whaletrades WHERE quantity ' + sign +
' 0;',
dictionary=True)
transactions = [int(x['quantity']) for x in transactions]
pctl = percentileofscore(transactions, quantity)
return (quantity, pctl)
## Transactions can be supplied as kwarg to avoid mysql query
if not transactions:
transactions = cmd(
c,
'SELECT quantity FROM binance.whaletrades WHERE quantity ' + sign +
' 0;',
dictionary=True)
transactions = [int(x['quantity']) for x in transactions]
pctl = percentileofscore(transactions, quantity)
return (quantity, pctl)
c = cnx
query = "select * from binance.aggregated_prices WHERE intvl LIKE 'seconds' ORDER BY endTime;"
trades = cmd(c, query, dictionary=True)
#### Either all purchases or all sales
##c = cnx
##transactions = cmd(c,'SELECT quantity FROM binance.whaletrades;',dictionary=True)
##transactions = [int(x['quantity']) for x in transactions]
##
##sales = []
##purchases = []
##for z in transactions:
## quantity,pctl = norm_transaction(z,transactions)
## if quantity < 0:
## sales.append(pctl*-1)
## else:
## purchases.append(pctl)
##