forked from Zaczero/CBBI
-
Notifications
You must be signed in to change notification settings - Fork 0
/
main.py
192 lines (156 loc) · 6.56 KB
/
main.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
import time
import traceback
from pathlib import Path
import fire
import numpy as np
import pandas as pd
import seaborn as sns
from matplotlib import pyplot as plt
from pyfiglet import figlet_format
from sty import bg, ef, fg, rs
from tqdm import tqdm
from fetch_bitcoin_data import fetch_bitcoin_data
from metrics.base_metric import BaseMetric
from metrics.mvrv_z_score import MVRVMetric
from metrics.pi_cycle import PiCycleMetric
from metrics.puell_multiple import PuellMetric
from metrics.reserve_risk import ReserveRiskMetric
from metrics.rhodl_ratio import RHODLMetric
from metrics.rupl import RUPLMetric
from metrics.trolololo import TrolololoMetric
from metrics.two_year_moving_average import TwoYearMovingAverageMetric
from metrics.woobull_topcap_cvdd import WoobullMetric
from utils import format_percentage, get_color
def get_metrics() -> list[BaseMetric]:
"""
Returns a list of available metrics to be calculated.
"""
return [
PiCycleMetric(),
RUPLMetric(),
RHODLMetric(),
PuellMetric(),
TwoYearMovingAverageMetric(),
TrolololoMetric(),
MVRVMetric(),
ReserveRiskMetric(),
WoobullMetric(),
]
def calculate_confidence_score(df: pd.DataFrame, cols: list[str]) -> pd.Series:
"""
Calculate the confidence score for a DataFrame.
This function takes in a DataFrame and a list of column names
and returns a Series with the mean value of the specified columns for each row.
Args:
df: A pandas DataFrame.
cols: A list of column names to include in the calculation.
Returns:
A pandas Series with the mean value for the specified columns for each row in the DataFrame.
"""
return df[cols].mean(axis=1)
def run(json_file: str, charts_file: str, output_dir: str | None) -> None:
output_dir_path = Path.cwd() if output_dir is None else Path(output_dir)
json_file_path = output_dir_path / Path(json_file)
charts_file_path = output_dir_path / Path(charts_file)
if not output_dir_path.exists():
output_dir_path.mkdir(mode=0o755, parents=True)
df_bitcoin = fetch_bitcoin_data()
df_bitcoin_org = df_bitcoin.copy()
current_price = df_bitcoin['Price'].tail(1).values[0]
print('Current Bitcoin price: ' + ef.b + fg.li_green + bg.da_green + f' $ {round(current_price):,} ' + rs.all)
metrics = get_metrics()
metrics_cols = []
metrics_descriptions = []
sns.set(
font_scale=0.15,
rc={
# 'font.size': 6,
'figure.titlesize': 8,
'axes.titlesize': 5,
'axes.labelsize': 4,
'xtick.labelsize': 4,
'ytick.labelsize': 4,
'lines.linewidth': 0.5,
'grid.linewidth': 0.3,
'savefig.dpi': 1000,
'figure.dpi': 300,
},
)
axes_per_metric = 2
fig, axes = plt.subplots(len(metrics), axes_per_metric, figsize=(4 * axes_per_metric, 3 * len(metrics)))
axes = axes.reshape(-1, axes_per_metric)
plt.tight_layout(pad=14)
for metric, ax in zip(metrics, axes, strict=True):
df_bitcoin[metric.name] = metric.calculate(df_bitcoin_org.copy(), ax).clip(0, 1)
metrics_cols.append(metric.name)
metrics_descriptions.append(metric.description)
print('Generating charts…')
plt.savefig(charts_file_path)
confidence_col = 'Confidence'
df_result = pd.DataFrame(df_bitcoin[['Date', 'Price', *metrics_cols]])
df_result.set_index('Date', inplace=True)
df_result[confidence_col] = calculate_confidence_score(df_result, metrics_cols)
df_result.to_json(json_file_path, double_precision=4, date_unit='s', indent=2)
df_result_last = df_result.tail(1)
confidence_details = {
description: df_result_last[name].iloc[0]
for name, description in zip(metrics_cols, metrics_descriptions, strict=True)
}
print('\n' + ef.b + ':: Confidence we are at the peak ::' + rs.all)
print(
fg.cyan
+ ef.bold
+ figlet_format(format_percentage(df_result_last[confidence_col].iloc[0], ''), font='univers')
+ rs.all,
end='',
)
for description, value in confidence_details.items():
if not np.isnan(value):
print(fg.white + get_color(value) + f'{format_percentage(value)} ' + rs.all, end='')
print(f' - {description}')
print()
print('Source code: ' + ef.u + fg.li_blue + 'https://github.com/Zaczero/CBBI' + rs.all)
print('License: ' + ef.b + 'AGPL-3.0' + rs.all)
print()
def run_and_retry(
json_file: str = 'latest.json',
charts_file: str = 'charts.svg',
output_dir: str | None = 'output',
max_attempts: int = 10,
sleep_seconds_on_error: int = 10,
) -> None:
"""
Calculates the current CBBI confidence value alongside all the required metrics.
Everything gets pretty printed to the current standard output and a clean copy
is saved to a JSON file specified by the path in the ``json_file`` argument.
A charts image is generated on the path specified by the ``charts_file`` argument
which summarizes all individual metrics' historical data in a visual way.
The execution is attempted multiple times in case an error occurs.
Args:
json_file: File path where the output is saved in the JSON format.
charts_file: File path where the charts image is saved (formats supported by pyplot.savefig).
output_dir: Directory path where the output is stored.
If set to ``None`` then use the current working directory.
If the directory does not exist, it will be created.
max_attempts: Maximum number of attempts before termination. An attempt is counted when an error occurs.
sleep_seconds_on_error: Duration of the sleep in seconds before attempting again after an error occurs.
Returns:
None
"""
assert max_attempts > 0, 'Value of the max_attempts argument must be positive'
assert sleep_seconds_on_error >= 0, 'Value of the sleep_seconds_on_error argument must be non-negative'
for _ in range(max_attempts):
try:
run(json_file, charts_file, output_dir)
exit(0)
except Exception:
print(fg.black + bg.yellow + ' An error has occurred! ' + rs.all)
traceback.print_exc()
print(f'\nRetrying in {sleep_seconds_on_error} seconds…', flush=True)
for _ in tqdm(range(sleep_seconds_on_error)):
time.sleep(1)
print(f'Max attempts limit has been reached ({max_attempts}).')
print('Better luck next time!')
exit(-1)
if __name__ == '__main__':
fire.Fire(run_and_retry)