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 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 __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 __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 __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 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 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
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 __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 __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 __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 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