writing results in db and file, ajusted with no smoothing window by default

This commit is contained in:
Simon Moisy 2025-03-24 16:31:50 +08:00
parent 876f1f37a1
commit 19f1aa36f1

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@ -5,7 +5,22 @@ from scipy.signal import find_peaks
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
import matplotlib import matplotlib
from sklearn.linear_model import LinearRegression from sklearn.linear_model import LinearRegression
from matplotlib.widgets import Slider from sqlalchemy import create_engine, Column, Integer, String, Float, MetaData, Table
from sqlalchemy.ext.declarative import declarative_base
from sqlalchemy.orm import sessionmaker
from sqlalchemy.exc import OperationalError
Base = declarative_base()
class PriceExtreme(Base):
__tablename__ = 'price_extremes'
id = Column(Integer, primary_key=True, autoincrement=True)
timestamp = Column(String)
price = Column(Float)
type = Column(String)
prominence = Column(Float)
class BitcoinTrendAnalysis: class BitcoinTrendAnalysis:
@ -28,7 +43,6 @@ class BitcoinTrendAnalysis:
print("Failed to load data. DataFrame is empty or None.") print("Failed to load data. DataFrame is empty or None.")
def adaptive_find_peaks(self, smooth_prices, window, factor, distance): def adaptive_find_peaks(self, smooth_prices, window, factor, distance):
print(factor)
prominences = np.zeros_like(smooth_prices) prominences = np.zeros_like(smooth_prices)
for i in range(len(smooth_prices)): for i in range(len(smooth_prices)):
@ -38,12 +52,11 @@ class BitcoinTrendAnalysis:
local_min = np.min(smooth_prices[start:end]) local_min = np.min(smooth_prices[start:end])
prominences[i] = (local_max - local_min) * factor prominences[i] = (local_max - local_min) * factor
print(prominences)
peaks, _ = find_peaks(smooth_prices, prominence=prominences, distance=distance) peaks, _ = find_peaks(smooth_prices, prominence=prominences, distance=distance)
valleys, _ = find_peaks(-smooth_prices, prominence=prominences, distance=distance) valleys, _ = find_peaks(-smooth_prices, prominence=prominences, distance=distance)
return peaks, valleys, prominences return peaks, valleys, prominences
def analyze_trends_peaks(self, resample_window='D', smoothing_window=10, prominence_factor=0.5, window=30, def analyze_trends_peaks(self, resample_window='D', smoothing_window=1, prominence_factor=0.5, window=30,
distance=None): distance=None):
matplotlib.use('TkAgg') matplotlib.use('TkAgg')
@ -54,6 +67,7 @@ class BitcoinTrendAnalysis:
self.df = self.df.resample(resample_window).agg({'Close': 'last'}) self.df = self.df.resample(resample_window).agg({'Close': 'last'})
prices = self.df['Close'].values prices = self.df['Close'].values
smooth_prices = pd.Series(prices).rolling(window=smoothing_window).mean() smooth_prices = pd.Series(prices).rolling(window=smoothing_window).mean()
print(f"Smooth prices: {len(smooth_prices)} vs prices {len(prices)}")
fig, ax = plt.subplots(figsize=(14, 7)) fig, ax = plt.subplots(figsize=(14, 7))
plt.subplots_adjust(bottom=0.25) plt.subplots_adjust(bottom=0.25)
@ -62,18 +76,65 @@ class BitcoinTrendAnalysis:
distance=distance) distance=distance)
ax.plot(self.df.index, smooth_prices, label='Bitcoin Smooth Price') ax.plot(self.df.index, smooth_prices, label='Bitcoin Smooth Price')
ax.plot(self.df.index, prices, label='Bitcoin Price')
ax.scatter(self.df.index[peaks], smooth_prices[peaks], color='green', s=100, marker='^', label='Local Maxima') ax.scatter(self.df.index[peaks], smooth_prices[peaks], color='green', s=100, marker='^', label='Local Maxima')
ax.scatter(self.df.index[valleys], smooth_prices[valleys], color='red', s=100, marker='v', label='Local Minima') ax.scatter(self.df.index[valleys], smooth_prices[valleys], color='red', s=100, marker='v', label='Local Minima')
for peak, valley in zip(peaks, valleys):
ax.plot([self.df.index[peak], self.df.index[valley]], [smooth_prices[peak], smooth_prices[valley]],
color='orange', lw=1)
ax.set_title(f'Bitcoin Price Trends Analysis\nfactor={prominence_factor}') ax.set_title(f'Bitcoin Price Trends Analysis\nfactor={prominence_factor}')
ax.set_xlabel('Date') ax.set_xlabel('Date')
ax.set_ylabel('Price') ax.set_ylabel('Price')
ax.legend() ax.legend()
ax.grid(True) ax.grid(True)
engine = create_engine('sqlite:///bitcoin_trends.db')
Base.metadata.create_all(engine)
Session = sessionmaker(bind=engine)
session = Session()
try:
session.query(PriceExtreme).delete()
except OperationalError as e:
print(f"Error occurred: {e}. The table may not exist.")
extremes_to_insert = []
with open(f'peaks_and_valleys_{resample_window}_{smoothing_window}_{prominence_factor}_{window}_{distance}.txt', 'w') as file:
for peak in peaks:
peak_date = self.df.index[peak].strftime('%Y-%m-%d %H:%M:%S')
peak_price = float(smooth_prices[peak])
peak_prominence = float(prominences[peak])
extremes_to_insert.append(
PriceExtreme(
timestamp=peak_date,
price=peak_price,
type='peak',
prominence=peak_prominence
)
)
file.write(f"Peak: {peak_date}, Price: {peak_price}, Prominence: {peak_prominence}\n")
for valley in valleys:
valley_date = self.df.index[valley].strftime('%Y-%m-%d %H:%M:%S')
valley_price = float(smooth_prices[valley])
valley_prominence = float(prominences[valley])
extremes_to_insert.append(
PriceExtreme(
timestamp=valley_date,
price=valley_price,
type='valley',
prominence=valley_prominence
)
)
file.write(f"Valley: {valley_date}, Price: {valley_price}, Prominence: {valley_prominence}\n")
session.bulk_save_objects(extremes_to_insert)
session.commit()
session.close()
print(f"Saved {len(peaks)} peaks and {len(valleys)} valleys to bitcoin_trends.db")
print("Peaks and valleys written to peaks_and_valleys.txt")
plt.show() plt.show()