import os import pickle from zipfile import ZipFile from datetime import datetime import pandas as pd import numpy as np from sklearn.model_selection import train_test_split from sklearn import linear_model 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 download_data(): cm_or_um = "um" symbols = ["ETHUSDT"] intervals = ["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 download_binance_monthly_data( cm_or_um, symbols, intervals, years, months, download_path ) print(f"Downloaded monthly data to {download_path}.") current_datetime = datetime.now() current_year = current_datetime.year current_month = current_datetime.month download_binance_daily_data( cm_or_um, symbols, intervals, current_year, current_month, download_path ) print(f"Downloaded daily data to {download_path}.") def format_data(): files = sorted([x for x in os.listdir(binance_data_path)]) # No files to process if len(files) == 0: return price_df = pd.DataFrame() for file in files: zip_file_path = os.path.join(binance_data_path, file) if not zip_file_path.endswith(".zip"): continue myzip = ZipFile(zip_file_path) with myzip.open(myzip.filelist[0]) as f: line = f.readline() header = 0 if line.decode("utf-8").startswith("open_time") else None df = pd.read_csv(myzip.open(myzip.filelist[0]), header=header).iloc[:, :11] df.columns = [ "start_time", "open", "high", "low", "close", "volume", "end_time", "volume_usd", "n_trades", "taker_volume", "taker_volume_usd", ] df.index = [pd.Timestamp(x + 1, unit="ms") for x in df["end_time"]] df.index.name = "date" price_df = pd.concat([price_df, df]) price_df.sort_index().to_csv(training_price_data_path) def train_model(): # Load the eth price data price_data = pd.read_csv(training_price_data_path) df = pd.DataFrame() # Convert 'date' to a numerical value (timestamp) we can use for regression df["date"] = pd.to_datetime(price_data["date"]) df["date"] = df["date"].map(pd.Timestamp.timestamp) df["price"] = price_data[["open", "close", "high", "low"]].mean(axis=1) # Reshape the data to the shape expected by sklearn x = df["date"].values.reshape(-1, 1) y = df["price"].values.reshape(-1, 1) # Split the data into training set and test set x_train, _, y_train, _ = train_test_split(x, y, test_size=0.2, random_state=0) # Train the model print("Training model...") model = linear_model.Lasso(alpha=0.1) 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) # Save the trained model to a file with open(model_file_path, "wb") as f: pickle.dump(model, f) print(f"Trained model saved to {model_file_path}")