import?os
import?shutil
import?sys
from?time?import?time
from?uuid?import?uuid4

import?numpy?as?np
import?pandas?as?pd

from?data_manager?import?file_processor
from?returns_quantization?import?add_returns_in_place
from?utils?import?*

np.set_printoptions（threshold=np.nan）
pd.set_option（‘display.max_rows‘?500）
pd.set_option（‘display.max_columns‘?500）
pd.set_option（‘display.width‘?1000）


def?generate_quantiles（data_folder?bitcoin_file）:
????def?get_label（btc_df?btc_slice?i?slice_size）:
????????class_name?=?str（btc_df[i?+?slice_size:i?+?slice_size?+?1][‘close_price_returns_labels‘].values[0]）
????????return?class_name

????return?generate_cnn_dataset（data_folder?bitcoin_file?get_label）


def?generate_up_down（data_folder?bitcoin_file）:
????def?get_price_direction（btc_df?btc_slice?i?slice_size）:
????????#?last_price?=?btc_slice[-2:-1][‘price_close‘].values[0]?#this?is?actually?the?second?last?price
????????last_price?=?btc_slice[-1:][‘price_close‘].values[0]?#one?option?to?get?the?correct?last?price
????????#?last_price?=?btc_df[i?+?slice_size?-?1:i?+?slice_size][‘price_close‘].values[0]?#another?option?to?get?the?correct?last?price

????????next_price?=?btc_df[i?+?slice_size:i?+?slice_size?+?1][‘price_close‘].values[0]
????????if?last_price?????????????class_name?=?‘UP‘
????????else:
????????????class_name?=?‘DOWN‘
????????return?class_name

????return?generate_cnn_dataset（data_folder?bitcoin_file?get_price_direction）


def?generate_cnn_dataset（data_folder?bitcoin_file?get_class_name）:
????btc_df?=?file_processor（bitcoin_file）
????btc_df?levels?=?add_returns_in_place（btc_df）

????print（‘-‘?*?80）
????print（‘Those?values?should?be?roughly?equal?to?1/len（levels）:‘）
????for?ii?in?range（len（levels））:
????????print（ii?np.mean（（btc_df[‘close_price_returns_labels‘]?==?ii）.values））
????print（levels）
????print（‘-‘?*?80）

????slice_size?=?40
????test_every_steps?=?10
????n?=?len（btc_df）?-?slice_size

????shutil.rmtree（data_folder?ignore_errors=True）
????for?epoch?in?range（int（1e6））:
????????st?=?time（）

????????i?=?np.random.choice（n）
????????btc_slice?=?btc_df[i:i?+?slice_size]

????????if?btc_slice.isnull（）.values.any（）:
????????????#?sometimes?prices?are?discontinuous?and?nothing?happened?in?one?5min?bucket.
????????????#?in?that?case?we?consider?this?slice?as?wrong?and?we?raise?an?exception.
????????????#?it‘s?likely?to?happen?at?the?beginning?of?the?data?set?where?the?volumes?are?low.
????????????raise?Exception（‘NaN?values?detected.?Please?remove?them.‘）

????????class_name?=?get_class_name（btc_df?btc_slice?i?slice_size）
????????save_dir?=?os.path.join（data_folder?‘train‘?class_name）
????????if?epoch?%?test_every_steps?==?0:
????????????save_dir?=?os.path.join（data_folder?‘test‘?class_name）
????????mkdir_p（save_dir）
????????filename?=?save_dir?+?‘/‘?+?str（uuid4（））?+?‘.png‘
????????save_to_file（btc_slice?filename=filename）
????????print（‘epoch?=?{0}?time?=?{1:.3f}?filename?=?{2}‘.format（str（epoch）.zfill（8）?ti

?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2018-07-27?06:53??deep-learning-bitcoin-master\
?????文件????????1181??2018-07-27?06:53??deep-learning-bitcoin-master\.gitignore
?????文件?????????394??2018-07-27?06:53??deep-learning-bitcoin-master\Dockerfile
?????文件???????11357??2018-07-27?06:53??deep-learning-bitcoin-master\LICENSE
?????文件????????3959??2018-07-27?06:53??deep-learning-bitcoin-master\README.md
?????目錄???????????0??2018-07-27?06:53??deep-learning-bitcoin-master\assets\
?????文件??????151782??2018-07-27?06:53??deep-learning-bitcoin-master\assets\1.png
?????文件??????405816??2018-07-27?06:53??deep-learning-bitcoin-master\assets\2.png
?????文件?????????119??2018-07-27?06:53??deep-learning-bitcoin-master\data_download.sh
?????文件????????3528??2018-07-27?06:53??deep-learning-bitcoin-master\data_generator.py
?????文件?????????952??2018-07-27?06:53??deep-learning-bitcoin-master\data_manager.py
?????文件??????????24??2018-07-27?06:53??deep-learning-bitcoin-master\requirements.txt
?????文件?????????924??2018-07-27?06:53??deep-learning-bitcoin-master\returns_quantization.py
?????文件????????1546??2018-07-27?06:53??deep-learning-bitcoin-master\utils.py