Bianace Prediction Pytorch Model

Related tags

Deep Learningbinance_prediction_pytorch
Overview

Bianace Prediction Pytorch Model

Main Results

ETHUSDT from 2021-01-01 00:00:00 to 2021-12-01 00:00:00

Time interval ROI
1d (Human) 2.74%
1d (Model) 125.05%
4h (Human) 36.86%
4h (Model) 300.37%
1h (Human) 37.55%
1h (Model) 393.66%

BTCUSDT from 2021-01-01 00:00:00 to 2021-12-01 00:00:00

Time interval ROI
1d (Human) 3.11%
1d (Model) 30.08%
4h (Human) 18.30%
4h (Model) 30.67%
1h (Human) 19.79%
1h (Model) 32.07%

Getting started

Environment

  • Test OS: Ubuntu 16.04 LTS
  • Python version: 3.8

Preparation

  • Create folders.
mkdir images
mkdir checkpoints
  • Please run pip install –r requirements.txt to install the needed libraries.

Dataset

Binance Public Data

  • Clone the repo.
  • Follow the instruction to download required data.
# ETHUSDT
python download-kline.py -s ETHUSDT -startDate 2017-08-01 -endDate 2021-12-01

# BTCUSDT
python download-kline.py -s BTCUSDT -startDate 2017-08-01 -endDate 2021-12-01
  • It will download the required data as below. Unzip the zip files under the 1h, 4h and 1d directories.
binance_prediction_pytorch
    `-- binance-public-data
        `-- data
            `-- data
                `-- spot
                    |-- daily
                    `-- monthly
                        `-- klines
                            |-- ETHUSDT
                            `-- BTCUSDT
  • Then soft link the data directory to the repo root as below.
binance_prediction_pytorch
    |-- binance-public-data
    `-- data
        `-- spot
            |-- daily
            `-- monthly
                `-- klines
                    |-- ETHUSDT
                    `-- BTCUSDT

Experiments

Training

  • Run training and evaluation on ETHUSDT. It will store the checkpoints under checkpoints with ticker name and time interval if don't specify the checkpoint path with --ckpt.
# 1d
./run.sh ETHUSDT 1d

# 4h
./run.sh ETHUSDT 4h --sell_rate 0.03

# 1h
./run.sh ETHUSDT 1h --sell_rate 0.03
  • Run training and evaluation on BTCUSDT
# 1d
./run.sh BTCUSDT 1d

# 4h
./run.sh BTCUSDT 4h --sell_rate 0.03

# 1h
./run.sh BTCUSDT 1h --sell_rate 0.03

Inference

  • Specify the checkpoint path with eval mode to only do the inference.
./run.sh ETHUSDT 1h --sell_rate 0.03 --ckpt ${YOUR_CHECKPOINT_PATH} --eval
Owner
RoyYang
M.S. student @ VSLab
RoyYang
GitHub Repository
Count GitHub Stars ⭐

Count GitHub Stars per Day ⭐ Track GitHub stars per day over a date range to measure the open-source popularity of different repositories. Requirement

Ultralytics 20 Nov 20, 2022
Faune proche - Retrieval of Faune-France data near a google maps location

faune_proche Récupération des données de Faune-France près d'un lieu google maps

4 Feb 15, 2022
[ICLR'21] FedBN: Federated Learning on Non-IID Features via Local Batch Normalization

FedBN: Federated Learning on Non-IID Features via Local Batch Normalization This is the PyTorch implemention of our paper FedBN: Federated Learning on

<a href=[email protected]"> 156 Dec 15, 2022
Repo for paper "Dynamic Placement of Rapidly Deployable Mobile Sensor Robots Using Machine Learning and Expected Value of Information"

Repo for paper "Dynamic Placement of Rapidly Deployable Mobile Sensor Robots Using Machine Learning and Expected Value of Information" Notes I probabl

Berkeley Expert System Technologies Lab 0 Jul 01, 2021
Implementation of CVPR 2021 paper "Spatially-invariant Style-codes Controlled Makeup Transfer"

SCGAN Implementation of CVPR 2021 paper "Spatially-invariant Style-codes Controlled Makeup Transfer" Prepare The pre-trained model is avaiable at http

118 Dec 12, 2022
Chinese named entity recognization with BiLSTM using Keras

Chinese named entity recognization (Bilstm with Keras) Project Structure ./ ├── README.md ├── data │   ├── README.md │   ├── data 数据集 │   │   ├─

1 Dec 17, 2021
Neural Scene Graphs for Dynamic Scene (CVPR 2021)

Implementation of Neural Scene Graphs, that optimizes multiple radiance fields to represent different objects and a static scene background. Learned representations can be rendered with novel object

151 Dec 26, 2022
Relative Uncertainty Learning for Facial Expression Recognition

Relative Uncertainty Learning for Facial Expression Recognition The official implementation of the following paper at NeurIPS2021: Title: Relative Unc

35 Dec 28, 2022
Image-Stitching - Panorama composition using SIFT Features and a custom implementaion of RANSAC algorithm

About The Project Panorama composition using SIFT Features and a custom implementaion of RANSAC algorithm (Random Sample Consensus). Author: Andreas P

Andreas Panayiotou 3 Jan 03, 2023
This is the official implementation for "Do Transformers Really Perform Bad for Graph Representation?".

Graphormer By Chengxuan Ying, Tianle Cai, Shengjie Luo, Shuxin Zheng*, Guolin Ke, Di He*, Yanming Shen and Tie-Yan Liu. This repo is the official impl

Microsoft 1.3k Dec 29, 2022
[ICLR 2021] Is Attention Better Than Matrix Decomposition?

Enjoy-Hamburger 🍔 Official implementation of Hamburger, Is Attention Better Than Matrix Decomposition? (ICLR 2021) Under construction. Introduction T

Gsunshine 271 Dec 29, 2022
Official implementation of our paper "Learning to Bootstrap for Combating Label Noise"

Learning to Bootstrap for Combating Label Noise This repo is the official implementation of our paper "Learning to Bootstrap for Combating Label Noise

21 Apr 09, 2022
EMNLP 2021 Findings' paper, SCICAP: Generating Captions for Scientific Figures

SCICAP: Scientific Figures Dataset This is the Github repo of the EMNLP 2021 Findings' paper, SCICAP: Generating Captions for Scientific Figures (Hsu

Edward 26 Nov 21, 2022
Final project code: Implementing MAE with downscaled encoders and datasets, for ESE546 FA21 at University of Pennsylvania

546 Final Project: Masked Autoencoder Haoran Tang, Qirui Wu 1. Training To train the network, please run mae_pretraining.py. Please modify folder path

Haoran Tang 0 Apr 22, 2022
ICLR 2021: Pre-Training for Context Representation in Conversational Semantic Parsing

SCoRe: Pre-Training for Context Representation in Conversational Semantic Parsing This repository contains code for the ICLR 2021 paper "SCoRE: Pre-Tr

Microsoft 28 Oct 02, 2022
Main repository for the HackBio'2021 Virtual Internship Experience for #Team-Greider ❤️

Hello 🤟 #Team-Greider The team of 20 people for HackBio'2021 Virtual Bioinformatics Internship 💝 🖨️ 👨‍💻 HackBio: https://thehackbio.com 💬 Ask us

Siddhant Sharma 7 Oct 20, 2022
A simple editor for captions in .SRT file extension

WaySRT A simple editor for captions in .SRT file extension The program doesn't use any external dependecies, just run: python way_srt.py {file_name.sr

Gustavo Lopes 3 Nov 16, 2022
Codebase to experiment with a hybrid Transformer that combines conditional sequence generation with regression

Regression Transformer Codebase to experiment with a hybrid Transformer that combines conditional sequence generation with regression . Development se

International Business Machines 27 Jan 05, 2023
Multistream CNN for Robust Acoustic Modeling

Multistream Convolutional Neural Network (CNN) A multistream CNN is a novel neural network architecture for robust acoustic modeling in speech recogni

ASAPP Research 37 Sep 21, 2022
[NeurIPS 2021] "Delayed Propagation Transformer: A Universal Computation Engine towards Practical Control in Cyber-Physical Systems"

Delayed Propagation Transformer: A Universal Computation Engine towards Practical Control in Cyber-Physical Systems Introduction Multi-agent control i

VITA 6 May 05, 2022