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			XGBRegress
		
	
	| Author | SHA1 | Date | |
|---|---|---|---|
| 9a211a4748 | |||
| 14e8c74962 | |||
| c7cc0079a8 | |||
| c5522e8c72 | |||
| 7ecfd10d50 | |||
| d75baceae9 | 
							
								
								
									
										36
									
								
								app.py
									
									
									
									
									
								
							
							
						
						
									
										36
									
								
								app.py
									
									
									
									
									
								
							@ -4,7 +4,7 @@ import pandas as pd
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import numpy as np
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					import numpy as np
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from datetime import datetime
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					from datetime import datetime
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from flask import Flask, jsonify, Response
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					from flask import Flask, jsonify, Response
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from model import download_data, format_data, train_model
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					from model import download_data, format_data, train_model, training_price_data_path
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from config import model_file_path
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					from config import model_file_path
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app = Flask(__name__)
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					app = Flask(__name__)
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@ -19,14 +19,36 @@ def update_data():
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def get_eth_inference():
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					def get_eth_inference():
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    """Load model and predict current price."""
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					    """Load model and predict current price."""
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					    try:
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        with open(model_file_path, "rb") as f:
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					        with open(model_file_path, "rb") as f:
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            loaded_model = pickle.load(f)
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					            loaded_model = pickle.load(f)
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    now_timestamp = pd.Timestamp(datetime.now()).timestamp()
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					        # Загружаем последние данные из файла
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    X_new = np.array([now_timestamp]).reshape(-1, 1)
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					        price_data = pd.read_csv(training_price_data_path)
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					        # Используем последние значения признаков для предсказания
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					        X_new = (
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					            price_data[
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					                [
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					                    "timestamp",
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					                    "price_diff",
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					                    "volatility",
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					                    "volume",
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					                    "moving_avg_7",
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					                    "moving_avg_30",
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					                ]
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					            ]
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					            .iloc[-1]
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					            .values.reshape(1, -1)
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					        )
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					        # Делаем предсказание
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        current_price_pred = loaded_model.predict(X_new)
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					        current_price_pred = loaded_model.predict(X_new)
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        return current_price_pred[0]
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					        return current_price_pred[0]
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					    except Exception as e:
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					        print(f"Error during inference: {str(e)}")
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					        raise
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@app.route("/inference/<string:token>")
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					@app.route("/inference/<string:token>")
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@ -34,13 +56,17 @@ def generate_inference(token):
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    """Generate inference for given token."""
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					    """Generate inference for given token."""
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    if not token or token != "ETH":
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					    if not token or token != "ETH":
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        error_msg = "Token is required" if not token else "Token not supported"
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					        error_msg = "Token is required" if not token else "Token not supported"
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        return Response(json.dumps({"error": error_msg}), status=400, mimetype='application/json')
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					        return Response(
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					            json.dumps({"error": error_msg}), status=400, mimetype="application/json"
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					        )
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    try:
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					    try:
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        inference = get_eth_inference()
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					        inference = get_eth_inference()
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        return Response(str(inference), status=200)
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					        return Response(str(inference), status=200)
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    except Exception as e:
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					    except Exception as e:
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        return Response(json.dumps({"error": str(e)}), status=500, mimetype='application/json')
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					        return Response(
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					            json.dumps({"error": str(e)}), status=500, mimetype="application/json"
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					        )
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@app.route("/update")
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					@app.route("/update")
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@ -7,7 +7,7 @@
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        "gasAdjustment": 1.0,
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					        "gasAdjustment": 1.0,
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        "nodeRpc": "###RPC_URL###",
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					        "nodeRpc": "###RPC_URL###",
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        "maxRetries": 10,
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					        "maxRetries": 10,
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        "delay": 10,
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					        "delay": 30,
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        "submitTx": false
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					        "submitTx": false
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    },
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					    },
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    "worker": [
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					    "worker": [
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@ -2,7 +2,6 @@ import subprocess
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import json
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					import json
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import sys
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					import sys
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import time
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					import time
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import os
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def is_json(myjson):
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					def is_json(myjson):
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    try:
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					    try:
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@ -11,7 +10,7 @@ def is_json(myjson):
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        return False
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					        return False
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    return True
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					    return True
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def parse_logs():
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					def parse_logs(timeout):
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    start_time = time.time()
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					    start_time = time.time()
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    while True:
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					    while True:
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        unsuccessful_attempts = 0
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					        unsuccessful_attempts = 0
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@ -50,26 +49,28 @@ def parse_logs():
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                            return False, "Max Retry Reached"
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					                            return False, "Max Retry Reached"
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        except Exception as e:
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					        except Exception as e:
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            print(f"Exception occurred: {e}", flush=True)
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					            print(f"Exception occurred: {e}", flush=True)
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        finally:
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            process.stdout.close()
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        print("Sleeping before next log request...", flush=True)
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					        print("Sleeping before next log request...", flush=True)
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        time.sleep(30)
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					        time.sleep(30)
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        if time.time() - start_time > 30 * 60:
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					        if time.time() - start_time > timeout * 60:
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            print("Timeout reached: 30 minutes elapsed without success.", flush=True)
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					            print(f"Timeout reached: {timeout} minutes elapsed without success.", flush=True)
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            return False, "Timeout reached: 30 minutes elapsed without success."
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					            return False, f"Timeout reached: {timeout} minutes elapsed without success."
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    return False, "No Success"
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					    return False, "No Success"
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if __name__ == "__main__":
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					if __name__ == "__main__":
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    print("Parsing logs...")
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					    print("Parsing logs...")
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    result = parse_logs()
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					    if len(sys.argv) > 1: 
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					        timeout = eval(sys.argv[1]) 
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					    else: 
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					        timeout = 30
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					    result = parse_logs(timeout)
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    print(result[1])
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					    print(result[1])
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    if result[0] == False:
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					    if result[0] == False:
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        print("Exiting 1...")
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					        print("Exiting 1...")
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        os._exit(1)
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					        sys.exit(1)
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    else:
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					    else:
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        print("Exiting 0...")
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					        print("Exiting 0...")
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        os._exit(0)
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					        sys.exit(0)
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										57
									
								
								model.py
									
									
									
									
									
								
							
							
						
						
									
										57
									
								
								model.py
									
									
									
									
									
								
							@ -1,15 +1,14 @@
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import os
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					import os
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import pickle
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					import pickle
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					import numpy as np 
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					from xgboost import XGBRegressor
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from zipfile import ZipFile
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					from zipfile import ZipFile
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from datetime import datetime
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					from datetime import datetime
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import pandas as pd
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					import pandas as pd
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import numpy as np
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from sklearn.model_selection import train_test_split
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					from sklearn.model_selection import train_test_split
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from sklearn import linear_model
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from updater import download_binance_monthly_data, download_binance_daily_data
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					from updater import download_binance_monthly_data, download_binance_daily_data
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from config import data_base_path, model_file_path
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					from config import data_base_path, model_file_path
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binance_data_path = os.path.join(data_base_path, "binance/futures-klines")
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					binance_data_path = os.path.join(data_base_path, "binance/futures-klines")
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training_price_data_path = os.path.join(data_base_path, "eth_price_data.csv")
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					training_price_data_path = os.path.join(data_base_path, "eth_price_data.csv")
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@ -35,19 +34,14 @@ def download_data():
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def format_data():
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					def format_data():
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    files = sorted([x for x in os.listdir(binance_data_path)])
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					    files = sorted([x for x in os.listdir(binance_data_path) if x.endswith(".zip")])
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    # No files to process
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    if len(files) == 0:
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					    if len(files) == 0:
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        return
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					        return
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    price_df = pd.DataFrame()
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					    price_df = pd.DataFrame()
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    for file in files:
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					    for file in files:
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        zip_file_path = os.path.join(binance_data_path, file)
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					        zip_file_path = os.path.join(binance_data_path, file)
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        if not zip_file_path.endswith(".zip"):
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            continue
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        myzip = ZipFile(zip_file_path)
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					        myzip = ZipFile(zip_file_path)
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        with myzip.open(myzip.filelist[0]) as f:
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					        with myzip.open(myzip.filelist[0]) as f:
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            line = f.readline()
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					            line = f.readline()
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@ -70,30 +64,43 @@ def format_data():
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        df.index.name = "date"
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					        df.index.name = "date"
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        price_df = pd.concat([price_df, df])
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					        price_df = pd.concat([price_df, df])
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					    price_df["timestamp"] = price_df.index.map(pd.Timestamp.timestamp)
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					    price_df["price_diff"] = price_df["close"].diff()
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					    price_df["volatility"] = (price_df["high"] - price_df["low"]) / price_df["open"]
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					    price_df["volume"] = price_df["volume"]
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					    price_df["moving_avg_7"] = price_df["close"].rolling(window=7).mean()
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					    price_df["moving_avg_30"] = price_df["close"].rolling(window=30).mean()
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					    # Удаляем строки с NaN значениями
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					    price_df.dropna(inplace=True)
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					    # Сохраняем данные
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    price_df.sort_index().to_csv(training_price_data_path)
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					    price_df.sort_index().to_csv(training_price_data_path)
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def train_model():
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					def train_model():
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    # Load the eth price data
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    price_data = pd.read_csv(training_price_data_path)
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					    price_data = pd.read_csv(training_price_data_path)
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    df = pd.DataFrame()
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    # Convert 'date' to a numerical value (timestamp) we can use for regression
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					    # Используем дополнительные признаки
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    df["date"] = pd.to_datetime(price_data["date"])
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					    x = price_data[
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    df["date"] = df["date"].map(pd.Timestamp.timestamp)
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					        [
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					            "timestamp",
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					            "price_diff",
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					            "volatility",
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					            "volume",
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					            "moving_avg_7",
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					            "moving_avg_30",
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					        ]
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					    ]
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					    y = price_data["close"]
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    df["price"] = price_data[["open", "close", "high", "low"]].mean(axis=1)
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					    x_train, x_test, y_train, y_test = train_test_split(
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					        x, y, test_size=0.2, random_state=0
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    # Reshape the data to the shape expected by sklearn
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					    )
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    x = df["date"].values.reshape(-1, 1)
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    y = df["price"].values.reshape(-1, 1)
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    # Split the data into training set and test set
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    x_train, _, y_train, _ = train_test_split(x, y, test_size=0.2, random_state=0)
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    # Train the model
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					    # Train the model
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    print("Training model...")
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					    print("Training model...")
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    model = linear_model.Lasso(alpha=0.1)
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					    model = XGBRegressor()
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    model.fit(x_train, y_train)
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					    model.fit(x_train, y_train)
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    print("Model trained.")
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					    print("Model trained.")
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@ -105,3 +112,7 @@ def train_model():
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        pickle.dump(model, f)
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					        pickle.dump(model, f)
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    print(f"Trained model saved to {model_file_path}")
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					    print(f"Trained model saved to {model_file_path}")
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					    # Optional: Оценка модели
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					    y_pred = model.predict(x_test)
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					    print(f"Mean Absolute Error: {np.mean(np.abs(y_test - y_pred))}")
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@ -5,3 +5,12 @@ pandas==2.1.3
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Requests==2.32.0
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					Requests==2.32.0
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scikit_learn==1.3.2
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					scikit_learn==1.3.2
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werkzeug>=3.0.3 # not directly required, pinned by Snyk to avoid a vulnerability
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					werkzeug>=3.0.3 # not directly required, pinned by Snyk to avoid a vulnerability
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					itsdangerous
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					Jinja2
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					MarkupSafe
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					python-dateutil
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					pytz
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					scipy
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					six
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					scikit-learn
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					xgboost
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