add many tokens
This commit is contained in:
parent
2475e22c1a
commit
ca552f5a7a
30
app.py
30
app.py
@ -4,40 +4,41 @@ import pandas as pd
|
|||||||
import numpy as np
|
import numpy as np
|
||||||
from datetime import datetime
|
from datetime import datetime
|
||||||
from flask import Flask, jsonify, Response
|
from flask import Flask, jsonify, Response
|
||||||
from model import download_data, format_data, train_model, training_price_data_path
|
from model import download_data, format_data, train_model, get_training_data_path
|
||||||
from config import model_file_path
|
from config import model_file_path
|
||||||
|
|
||||||
app = Flask(__name__)
|
app = Flask(__name__)
|
||||||
|
|
||||||
|
|
||||||
def update_data():
|
def update_data():
|
||||||
"""Download price data, format data and train model."""
|
"""Download price data, format data and train model for each token."""
|
||||||
|
tokens = ["ETH", "BTC", "SOL", "BNB", "ARB"]
|
||||||
download_data()
|
download_data()
|
||||||
format_data()
|
for token in tokens:
|
||||||
train_model()
|
format_data(token)
|
||||||
|
train_model(token)
|
||||||
|
|
||||||
|
|
||||||
def get_inference(token, period):
|
def get_inference(token, period):
|
||||||
try:
|
try:
|
||||||
with open(model_file_path, "rb") as f:
|
model_path = model_file_path[token]
|
||||||
|
|
||||||
|
with open(model_path, "rb") as f:
|
||||||
loaded_model = pickle.load(f)
|
loaded_model = pickle.load(f)
|
||||||
|
|
||||||
# Загружаем последние данные из файла
|
# Загружаем последние данные для данного токена
|
||||||
|
training_price_data_path = get_training_data_path(token)
|
||||||
price_data = pd.read_csv(training_price_data_path)
|
price_data = pd.read_csv(training_price_data_path)
|
||||||
|
|
||||||
# Используем последние значения признаков для предсказания
|
# Используем последние значения признаков для предсказания
|
||||||
last_row = price_data.iloc[-1]
|
last_row = price_data.iloc[-1]
|
||||||
|
|
||||||
# Получаем последний timestamp
|
|
||||||
last_timestamp = last_row["timestamp"]
|
last_timestamp = last_row["timestamp"]
|
||||||
|
|
||||||
# Преобразуем период в секунды (пример)
|
# Преобразуем период в секунды
|
||||||
period_seconds = convert_period_to_seconds(period)
|
period_seconds = convert_period_to_seconds(period)
|
||||||
|
|
||||||
# Рассчитываем новый временной штамп на основе периода
|
|
||||||
new_timestamp = last_timestamp + period_seconds
|
new_timestamp = last_timestamp + period_seconds
|
||||||
|
|
||||||
# timestamp
|
# Формируем данные для предсказания с новым timestamp
|
||||||
X_new = np.array(
|
X_new = np.array(
|
||||||
[
|
[
|
||||||
new_timestamp,
|
new_timestamp,
|
||||||
@ -49,9 +50,8 @@ def get_inference(token, period):
|
|||||||
]
|
]
|
||||||
).reshape(1, -1)
|
).reshape(1, -1)
|
||||||
|
|
||||||
# Предсказание
|
# Делаем предсказание
|
||||||
future_price_pred = loaded_model.predict(X_new)
|
future_price_pred = loaded_model.predict(X_new)
|
||||||
|
|
||||||
return future_price_pred[0]
|
return future_price_pred[0]
|
||||||
|
|
||||||
except Exception as e:
|
except Exception as e:
|
||||||
@ -95,4 +95,4 @@ def update():
|
|||||||
|
|
||||||
if __name__ == "__main__":
|
if __name__ == "__main__":
|
||||||
update_data()
|
update_data()
|
||||||
app.run(host="0.0.0.0", port=8127)
|
app.run(host="0.0.0.0", port=8080)
|
||||||
|
13
config.py
13
config.py
@ -2,4 +2,15 @@ import os
|
|||||||
|
|
||||||
app_base_path = os.getenv("APP_BASE_PATH", default=os.getcwd())
|
app_base_path = os.getenv("APP_BASE_PATH", default=os.getcwd())
|
||||||
data_base_path = os.path.join(app_base_path, "data")
|
data_base_path = os.path.join(app_base_path, "data")
|
||||||
model_file_path = os.path.join(data_base_path, "model.pkl")
|
|
||||||
|
model_file_path = {
|
||||||
|
"ETH": os.path.join(data_base_path, "eth_model.pkl"),
|
||||||
|
"BTC": os.path.join(data_base_path, "btc_model.pkl"),
|
||||||
|
"SOL": os.path.join(data_base_path, "sol_model.pkl"),
|
||||||
|
"BNB": os.path.join(data_base_path, "bnb_model.pkl"),
|
||||||
|
"ARB": os.path.join(data_base_path, "arb_model.pkl"),
|
||||||
|
}
|
||||||
|
|
||||||
|
|
||||||
|
def get_training_data_path(token):
|
||||||
|
return os.path.join(data_base_path, f"{token.lower()}_price_data.csv")
|
||||||
|
70
model.py
70
model.py
@ -10,13 +10,19 @@ from updater import download_binance_monthly_data, download_binance_daily_data
|
|||||||
from config import data_base_path, model_file_path
|
from config import data_base_path, model_file_path
|
||||||
|
|
||||||
binance_data_path = os.path.join(data_base_path, "binance/futures-klines")
|
binance_data_path = os.path.join(data_base_path, "binance/futures-klines")
|
||||||
training_price_data_path = os.path.join(data_base_path, "eth_price_data.csv")
|
|
||||||
|
|
||||||
|
def get_training_data_path(token):
|
||||||
|
"""
|
||||||
|
Возвращает путь к файлу данных для указанного токена.
|
||||||
|
"""
|
||||||
|
return os.path.join(data_base_path, f"{token}_price_data.csv")
|
||||||
|
|
||||||
|
|
||||||
def download_data():
|
def download_data():
|
||||||
cm_or_um = "um"
|
cm_or_um = "um"
|
||||||
symbols = ["ETHUSDT"]
|
symbols = ["ETHUSDT", "BTCUSDT", "SOLUSDT", "BNBUSDT", "ARBUSDT"]
|
||||||
intervals = ["10min"]
|
intervals = ["10min", "1d"]
|
||||||
years = ["2020", "2021", "2022", "2023", "2024"]
|
years = ["2020", "2021", "2022", "2023", "2024"]
|
||||||
months = ["01", "02", "03", "04", "05", "06", "07", "08", "09", "10", "11", "12"]
|
months = ["01", "02", "03", "04", "05", "06", "07", "08", "09", "10", "11", "12"]
|
||||||
download_path = binance_data_path
|
download_path = binance_data_path
|
||||||
@ -33,8 +39,10 @@ def download_data():
|
|||||||
print(f"Downloaded daily data to {download_path}.")
|
print(f"Downloaded daily data to {download_path}.")
|
||||||
|
|
||||||
|
|
||||||
def format_data():
|
def format_data(token):
|
||||||
files = sorted([x for x in os.listdir(binance_data_path) if x.endswith(".zip")])
|
files = sorted(
|
||||||
|
[x for x in os.listdir(binance_data_path) if x.endswith(".zip") and token in x]
|
||||||
|
)
|
||||||
|
|
||||||
if len(files) == 0:
|
if len(files) == 0:
|
||||||
return
|
return
|
||||||
@ -75,10 +83,12 @@ def format_data():
|
|||||||
price_df.dropna(inplace=True)
|
price_df.dropna(inplace=True)
|
||||||
|
|
||||||
# Сохраняем данные
|
# Сохраняем данные
|
||||||
|
training_price_data_path = get_training_data_path(token)
|
||||||
price_df.sort_index().to_csv(training_price_data_path)
|
price_df.sort_index().to_csv(training_price_data_path)
|
||||||
|
|
||||||
|
|
||||||
def train_model():
|
def train_model(token):
|
||||||
|
training_price_data_path = get_training_data_path(token)
|
||||||
price_data = pd.read_csv(training_price_data_path)
|
price_data = pd.read_csv(training_price_data_path)
|
||||||
|
|
||||||
# Используем дополнительные признаки
|
# Используем дополнительные признаки
|
||||||
@ -98,57 +108,17 @@ def train_model():
|
|||||||
x, y, test_size=0.2, random_state=0
|
x, y, test_size=0.2, random_state=0
|
||||||
)
|
)
|
||||||
|
|
||||||
# Train the model
|
|
||||||
print("Training model...")
|
|
||||||
model = XGBRegressor()
|
model = XGBRegressor()
|
||||||
model.fit(x_train, y_train)
|
model.fit(x_train, y_train)
|
||||||
print("Model trained.")
|
|
||||||
|
|
||||||
os.makedirs(os.path.dirname(model_file_path), exist_ok=True)
|
token_model_path = model_file_path[token]
|
||||||
|
os.makedirs(os.path.dirname(token_model_path), exist_ok=True)
|
||||||
|
|
||||||
with open(model_file_path, "wb") as f:
|
with open(token_model_path, "wb") as f:
|
||||||
pickle.dump(model, f)
|
pickle.dump(model, f)
|
||||||
|
|
||||||
print(f"Trained model saved to {model_file_path}")
|
print(f"Trained model saved to {token_model_path}")
|
||||||
|
|
||||||
# Optional: Оценка модели
|
# Optional: Оценка модели
|
||||||
y_pred = model.predict(x_test)
|
y_pred = model.predict(x_test)
|
||||||
print(f"Mean Absolute Error: {np.mean(np.abs(y_test - y_pred))}")
|
print(f"Mean Absolute Error: {np.mean(np.abs(y_test - y_pred))}")
|
||||||
|
|
||||||
|
|
||||||
def get_inference_data(token, period):
|
|
||||||
"""
|
|
||||||
Генерирует данные для инференса на основе переданного токена и периода.
|
|
||||||
"""
|
|
||||||
price_data = pd.read_csv(training_price_data_path)
|
|
||||||
|
|
||||||
# Настроить разницу времени в зависимости от периода
|
|
||||||
time_delta_map = {
|
|
||||||
"1min": timedelta(minutes=1),
|
|
||||||
"5min": timedelta(minutes(5)),
|
|
||||||
"10min": timedelta(minutes(10)),
|
|
||||||
"30min": timedelta(minutes(30)),
|
|
||||||
"1h": timedelta(hours=1),
|
|
||||||
"1d": timedelta(days=1),
|
|
||||||
}
|
|
||||||
|
|
||||||
# Получаем последний таймстамп и вычисляем следующий
|
|
||||||
last_timestamp = pd.to_datetime(price_data["timestamp"].iloc[-1], unit="s")
|
|
||||||
next_timestamp = last_timestamp + time_delta_map.get(period, timedelta(minutes=10))
|
|
||||||
|
|
||||||
# Используем последние значения признаков
|
|
||||||
last_data = price_data.iloc[-1]
|
|
||||||
X_new = np.array(
|
|
||||||
[
|
|
||||||
[
|
|
||||||
next_timestamp.timestamp(),
|
|
||||||
last_data["price_diff"],
|
|
||||||
last_data["volatility"],
|
|
||||||
last_data["volume"],
|
|
||||||
last_data["moving_avg_7"],
|
|
||||||
last_data["moving_avg_30"],
|
|
||||||
]
|
|
||||||
]
|
|
||||||
)
|
|
||||||
|
|
||||||
return X_new
|
|
Loading…
Reference in New Issue
Block a user