Run projections and backtests in parallel.
This commit is contained in:
@@ -5,6 +5,7 @@ import matplotlib.pyplot as plt
|
||||
import seaborn as sns
|
||||
from scipy.stats import norm
|
||||
from scipy.signal import savgol_filter
|
||||
from multiprocessing import Process
|
||||
|
||||
|
||||
# Utility functions
|
||||
@@ -948,45 +949,13 @@ def create_backtest_plot(
|
||||
return historical_projections
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
analysis, df = analyze_bitcoin_prices("prices.csv")
|
||||
# create_plots(df) # Full history
|
||||
# create_plots(df, start='2022-01-01') # From 2022 onwards
|
||||
# create_plots(df, start='2023-01-01', end='2023-12-31') # Just 2023
|
||||
# Create plots with different time ranges and projections
|
||||
projections = create_plots(df, start="2011-01-01", project_days=365 * 4)
|
||||
def run_projection(df):
|
||||
projections = create_plots(df, start="2016-07-09", project_days=365 * 4)
|
||||
print("\nProjected Prices at Key Points:")
|
||||
print(projections.iloc[[29, 89, 179, 364]].round(2)) # 30, 90, 180, 365 days
|
||||
|
||||
# Create multiple backtests for different periods
|
||||
backtests = [
|
||||
# First to second halving
|
||||
{
|
||||
"start_date": "2012-11-28", # First halving
|
||||
"backtest_date": "2016-07-09", # Second halving
|
||||
"project_days": 1460, # 4 years
|
||||
},
|
||||
# Second to third halving
|
||||
{
|
||||
"start_date": "2016-07-09", # Second halving
|
||||
"backtest_date": "2020-05-11", # Third halving
|
||||
"project_days": 1460, # 4 years
|
||||
},
|
||||
# Third halving onwards
|
||||
{
|
||||
"start_date": "2020-05-11", # Third halving
|
||||
"backtest_date": "2024-04-19", # Fourth halving (projected)
|
||||
"project_days": 1460, # 4 years
|
||||
},
|
||||
{
|
||||
"start_date": "2016-07-09", # Second halving
|
||||
"backtest_date": "2024-04-19", # Fourth halving (projected)
|
||||
"project_days": 1460, # 4 years
|
||||
},
|
||||
]
|
||||
|
||||
# Run all backtests
|
||||
for params in backtests:
|
||||
def run_backtest(params, df):
|
||||
print(
|
||||
f"\nRunning backtest from {params['start_date']} to {params['backtest_date']}"
|
||||
)
|
||||
@@ -998,9 +967,7 @@ if __name__ == "__main__":
|
||||
actual_prices = validation_df.set_index("Date")["Close"]
|
||||
|
||||
for days in [30, 90, 180, 365]:
|
||||
target_date = pd.to_datetime(params["backtest_date"]) + pd.Timedelta(
|
||||
days=days
|
||||
)
|
||||
target_date = pd.to_datetime(params["backtest_date"]) + pd.Timedelta(days=days)
|
||||
if (
|
||||
target_date in actual_prices.index
|
||||
and target_date in backtest_projections.index
|
||||
@@ -1013,3 +980,49 @@ if __name__ == "__main__":
|
||||
print(
|
||||
f"Projected Range: ${projected['Lower_95']:,.2f} - ${projected['Upper_95']:,.2f}"
|
||||
)
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
analysis, df = analyze_bitcoin_prices("prices.csv")
|
||||
procs = []
|
||||
|
||||
# Create main projection
|
||||
proc = Process(target=run_projection, args=(df,))
|
||||
proc.start()
|
||||
procs.append(proc)
|
||||
|
||||
# Create multiple backtests for different periods
|
||||
backtests = [
|
||||
# First until fourth halving
|
||||
{
|
||||
"start_date": "2012-11-28",
|
||||
"backtest_date": "2024-04-19",
|
||||
"project_days": 1460,
|
||||
},
|
||||
# First until third halving
|
||||
{
|
||||
"start_date": "2012-11-28",
|
||||
"backtest_date": "2020-05-11",
|
||||
"project_days": 1460,
|
||||
},
|
||||
# Second until fourth halving
|
||||
{
|
||||
"start_date": "2016-07-09",
|
||||
"backtest_date": "2024-04-19",
|
||||
"project_days": 1460,
|
||||
},
|
||||
]
|
||||
|
||||
# Run all backtests
|
||||
for params in backtests:
|
||||
proc = Process(
|
||||
target=run_backtest,
|
||||
args=(
|
||||
params,
|
||||
df,
|
||||
),
|
||||
)
|
||||
procs.append(proc)
|
||||
proc.start()
|
||||
for proc in procs:
|
||||
proc.join()
|
||||
|
||||
+1
-1
@@ -1,5 +1,5 @@
|
||||
"Date","Price","Open","High","Low","Vol.","Change %"
|
||||
"11/15/2024","88,096.2","87,297.2","88,348.6","87,276.2","109.10K","0.92%"
|
||||
"11/15/2024","89,481.8","87,297.2","90,670.6","87,118.8","159.36K","2.51%"
|
||||
"11/14/2024","87,294.0","90,424.8","91,726.7","86,740.2","153.34K","-3.46%"
|
||||
"11/13/2024","90,422.2","87,971.2","93,226.6","86,168.4","257.57K","2.82%"
|
||||
"11/12/2024","87,941.3","88,665.0","89,929.6","85,122.2","288.68K","-0.82%"
|
||||
|
||||
|
Reference in New Issue
Block a user