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#!/usr/bin/python3
import argparse
import code
import readline
import signal
import sys
import json
import numpy as np
import os
import pandas as pd
import urllib3
import requests
from pathlib import Path
from sklearn.preprocessing import MinMaxScaler
def SigHandler_SIGINT(signum, frame):
print()
sys.exit(0)
class Argparser(object):
def __init__(self):
parser = argparse.ArgumentParser()
parser.add_argument("--string", type=str, help="string")
parser.add_argument("--bool", action="store_true", help="bool", default=False)
parser.add_argument("--dbg", action="store_true", help="debug", default=False)
self.args = parser.parse_args()
class PastSampler(object):
def __init__(self, N, K, sliding_window=True):
self.N = N
self.K = K
self.sliding_window = sliding_window
def transform(self, A):
M = self.N + self.K
if self.sliding_window:
I = np.arange(M) + np.arange(A.shape[0] - M + 1).reshape(-1,1)
else:
if A.shapep[0]%M == 0:
I = np.arange(M) + np.arange(0, A.shape[0], M).reshape(-1,1)
else:
I = np.arange(M) + np.arange(0, A.shape[0] - M, M).reshape(-1,1)
B = A[I].reshape(-1, M*A.shape[1], A.shape[2])
ci = self.N*A.shape[1]
return B[:, :ci], B[:, ci:]
def getData(symbol_str):
data_file = Path("./" + symbol_str + ".csv")
original_columns =["close", "date", "high", "low", "open"]
new_columns = ["Close", "Timestamp", "High", "Low", "Open"]
columns = ["Close"]
if data_file.is_file():
original_data_file = pd.read_csv(data_file).loc[:, columns]
return pd.read_csv(data_file).loc[:, columns], original_data_file
else:
url = "https://poloniex.com/public?command=returnChartData¤cyPair=USDT_" + symbol_str + "&start=1356998100&end=9999999999&period=300"
r = requests.get(url)
d = json.loads(r.content.decode("utf-8"))
df = pd.DataFrame(d)
df = df.loc[:, original_columns]
df.columns = new_columns
df.to_csv(symbol_str + ".csv", index=None)
df = pd.read_csv(data_file)
time_stamps = df["Timestamp"]
df = df.loc[:, columns]
original_data_file = pd.read_csv(data_file).loc[:, columns]
return df
# write code here
def premain(argparser):
signal.signal(signal.SIGINT, SigHandler_SIGINT)
#here
columns = ["Close"]
btc_df, orig_btc = getData("BTC")
eth_df, orig_eth = getData("ETH")
scaler = MinMaxScaler()
for c in columns:
btc_df[c] = scaler.fit_transform(btc_df[c].values.reshape(-1, 1))
eth_df[c] = scaler.fit_transform(eth_df[c].values.reshape(-1, 1))
A = np.array(eth_df)[:,None,:]
original_A = np.array(orig_eth)[:,None,:]
time_stamps = np.array(time_stamps)[:, None, None]
def main():
argparser = Argparser()
if argparser.args.dbg:
try:
premain(argparser)
except Exception as e:
print(e.__doc__)
if e.message: print(e.message)
variables = globals().copy()
variables.update(locals())
shell = code.InteractiveConsole(variables)
shell.interact(banner="DEBUG REPL")
else:
premain(argparser)
if __name__ == "__main__":
main()
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