Compare commits

...

2 Commits

Author SHA1 Message Date
vvzvlad
ca552f5a7a add many tokens 2024-09-04 22:25:48 +03:00
vvzvlad
2475e22c1a add universal for many periods 2024-09-04 22:22:25 +03:00
3 changed files with 82 additions and 51 deletions

78
app.py
View File

@ -4,64 +4,78 @@ 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_eth_inference(): def get_inference(token, period):
"""Load model and predict current price."""
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
X_new = ( last_row = price_data.iloc[-1]
price_data[ last_timestamp = last_row["timestamp"]
# Преобразуем период в секунды
period_seconds = convert_period_to_seconds(period)
new_timestamp = last_timestamp + period_seconds
# Формируем данные для предсказания с новым timestamp
X_new = np.array(
[ [
"timestamp", new_timestamp,
"price_diff", last_row["price_diff"],
"volatility", last_row["volatility"],
"volume", last_row["volume"],
"moving_avg_7", last_row["moving_avg_7"],
"moving_avg_30", last_row["moving_avg_30"],
] ]
] ).reshape(1, -1)
.iloc[-1]
.values.reshape(1, -1)
)
# Делаем предсказание # Делаем предсказание
current_price_pred = loaded_model.predict(X_new) future_price_pred = loaded_model.predict(X_new)
return future_price_pred[0]
return current_price_pred[0]
except Exception as e: except Exception as e:
print(f"Error during inference: {str(e)}") print(f"Error during inference: {str(e)}")
raise raise
@app.route("/inference/<string:token>") def convert_period_to_seconds(period):
def generate_inference(token): """Конвертируем период в секунды."""
"""Generate inference for given token.""" if period.endswith("min"):
if not token or token != "ETH": return int(period[:-3]) * 60
error_msg = "Token is required" if not token else "Token not supported" elif period.endswith("h"):
return Response( return int(period[:-1]) * 3600
json.dumps({"error": error_msg}), status=400, mimetype="application/json" elif period.endswith("d"):
) return int(period[:-1]) * 86400
else:
raise ValueError(f"Unknown period format: {period}")
@app.route("/inference/<string:token>/<string:period>")
def generate_inference(token, period):
"""Generate inference for given token and period."""
try: try:
inference = get_eth_inference() inference = get_inference(token, period)
return Response(str(inference), status=200) return Response(str(inference), status=200)
except Exception as e: except Exception as e:
return Response( return Response(
@ -81,4 +95,4 @@ def update():
if __name__ == "__main__": if __name__ == "__main__":
update_data() update_data()
app.run(host="0.0.0.0", port=8000) app.run(host="0.0.0.0", port=8080)

View File

@ -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")

View File

@ -3,20 +3,26 @@ import pickle
import numpy as np import numpy as np
from xgboost import XGBRegressor from xgboost import XGBRegressor
from zipfile import ZipFile from zipfile import ZipFile
from datetime import datetime from datetime import datetime, timedelta
import pandas as pd import pandas as pd
from sklearn.model_selection import train_test_split from sklearn.model_selection import train_test_split
from updater import download_binance_monthly_data, download_binance_daily_data 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 = ["1d"] 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
@ -98,20 +108,16 @@ 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.")
# create the model's parent directory if it doesn't exist token_model_path = model_file_path[token]
os.makedirs(os.path.dirname(model_file_path), exist_ok=True) os.makedirs(os.path.dirname(token_model_path), exist_ok=True)
# Save the trained model to a file with open(token_model_path, "wb") as f:
with open(model_file_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)