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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
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@ -4,64 +4,78 @@ import pandas as pd
import numpy as np
from datetime import datetime
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
app = Flask(__name__)
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()
format_data()
train_model()
for token in tokens:
format_data(token)
train_model(token)
def get_eth_inference():
"""Load model and predict current price."""
def get_inference(token, period):
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)
# 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)
# Используем последние значения признаков для предсказания
X_new = (
price_data[
last_row = price_data.iloc[-1]
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",
"price_diff",
"volatility",
"volume",
"moving_avg_7",
"moving_avg_30",
new_timestamp,
last_row["price_diff"],
last_row["volatility"],
last_row["volume"],
last_row["moving_avg_7"],
last_row["moving_avg_30"],
]
]
.iloc[-1]
.values.reshape(1, -1)
)
).reshape(1, -1)
# 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:
print(f"Error during inference: {str(e)}")
raise
@app.route("/inference/<string:token>")
def generate_inference(token):
"""Generate inference for given token."""
if not token or token != "ETH":
error_msg = "Token is required" if not token else "Token not supported"
return Response(
json.dumps({"error": error_msg}), status=400, mimetype="application/json"
)
def convert_period_to_seconds(period):
"""Конвертируем период в секунды."""
if period.endswith("min"):
return int(period[:-3]) * 60
elif period.endswith("h"):
return int(period[:-1]) * 3600
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:
inference = get_eth_inference()
inference = get_inference(token, period)
return Response(str(inference), status=200)
except Exception as e:
return Response(
@ -81,4 +95,4 @@ def update():
if __name__ == "__main__":
update_data()
app.run(host="0.0.0.0", port=8000)
app.run(host="0.0.0.0", port=8080)

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@ -2,4 +2,15 @@ import os
app_base_path = os.getenv("APP_BASE_PATH", default=os.getcwd())
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")

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@ -3,20 +3,26 @@ import pickle
import numpy as np
from xgboost import XGBRegressor
from zipfile import ZipFile
from datetime import datetime
from datetime import datetime, timedelta
import pandas as pd
from sklearn.model_selection import train_test_split
from updater import download_binance_monthly_data, download_binance_daily_data
from config import data_base_path, model_file_path
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():
cm_or_um = "um"
symbols = ["ETHUSDT"]
intervals = ["1d"]
symbols = ["ETHUSDT", "BTCUSDT", "SOLUSDT", "BNBUSDT", "ARBUSDT"]
intervals = ["10min", "1d"]
years = ["2020", "2021", "2022", "2023", "2024"]
months = ["01", "02", "03", "04", "05", "06", "07", "08", "09", "10", "11", "12"]
download_path = binance_data_path
@ -33,8 +39,10 @@ def download_data():
print(f"Downloaded daily data to {download_path}.")
def format_data():
files = sorted([x for x in os.listdir(binance_data_path) if x.endswith(".zip")])
def format_data(token):
files = sorted(
[x for x in os.listdir(binance_data_path) if x.endswith(".zip") and token in x]
)
if len(files) == 0:
return
@ -75,10 +83,12 @@ def format_data():
price_df.dropna(inplace=True)
# Сохраняем данные
training_price_data_path = get_training_data_path(token)
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)
# Используем дополнительные признаки
@ -98,20 +108,16 @@ def train_model():
x, y, test_size=0.2, random_state=0
)
# Train the model
print("Training model...")
model = XGBRegressor()
model.fit(x_train, y_train)
print("Model trained.")
# create the model's parent directory if it doesn't exist
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)
# Save the trained model to a file
with open(model_file_path, "wb") as f:
with open(token_model_path, "wb") as 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
y_pred = model.predict(x_test)