Skip to content
Time Series Forecast with Bitcoin value, to detect upward/down trends with Machine Learning Algorithms
Branch: master
Clone or download
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
.gitignore ignore datas Jul 17, 2017
EDA.ipynb
LICENSE Update LICENSE May 11, 2018
README.md migrate to python3 and using a new technical analysis library to get … May 27, 2018
XGBoost.ipynb migrate to python3 and using a new technical analysis library to get … May 27, 2018
XGBoost_next_row.ipynb predict next timestamp Jul 18, 2017
get_data.py migrate to python3 and using a new technical analysis library to get … May 27, 2018
get_data_python2.py migrate to python3 and using a new technical analysis library to get … May 27, 2018
ideas.txt
requirements.txt migrate to python3 and using a new technical analysis library to get … May 27, 2018
settings.py
utils.py migrate to python3 and using a new technical analysis library to get … May 27, 2018

README.md

btctrading

This is my personal code to predict the Bitcoin value using Machine Learning / Deep Learning Algorithms.

We will consider our problem as:

  1. Regression Problem.
  2. Classification Multiclass Problem [UP, KEEP, DOWN].

Get data from https://bitcoincharts.com/charts, you can choose period, symbol and exchange market and save the datas in a csv file.

Deployment instructions

Installation (python3):

> git clone https://github.com/bukosabino/btctrading.git
> cd btctrading
> virtualenv -p python3 virtualenvironment
> source virtualenvironment/bin/activate
> pip install -r requirements.txt

Get data:

API: http://bitcoincharts.com/charts

period = ['1-min', '5-min', '15-min', '30-min', 'Hourly', '2-hour', '6-hour', '12-hour', 'Daily', 'Weekly']

market = ['krakenEUR', 'bitstampUSD'] -> list of markets: https://bitcoincharts.com/charts/volumepie/

> python get_data.py

Run

> jupyter lab

TODO:

  • Simulator validation (backtesting)
  • Add features -> Global Indicators (EUR/USD, S&P500, etc).
  • Add different algorithms or ideas (LSTM, Reinforcement Learning, Q-Learning).
  • Alert System (email, twitter, telegram).

Developed by Bukosabino at Lecrin Technologies - http://lecrintech.com

Please, let us know about any comment or feedback.

You can’t perform that action at this time.