For a detailed description of findings, methods, etc., please read "PredictingBitcoin.pdf"
To easily use this package, you will probably need to:
- Install pipenv--pip install pipenv
- pipenv shell
- pipenv install pandas
- pipenv install matplotlib
It may work by default if you have an existing python environment.
The basic suite of commands is in run_commands.py. This includes simulating all variants based on 1/0 buy/sell values, and plotting/animating the moving average of the predictions.
Uncomment "adjust_arrays" in plot_moving_average.py in order to see the predictions shifted to the right. This has been a useful way to visualize future price change for the 10 day MA.
Note on the "translator" function in run_commands: the original names for the strategy variants are confusing and don't match those used in the write up, which are superior. So, the translator functions translate the time stamped file names into the more understandable and accurate ones used in the paper.
All OTS files/zips containing predictions are in /stamps; the unzipped CSVs are in /variants, for your convenience.
Stamp Erratum: For June 3, there is no timestamp; June 21 has a stamp that is improperly named as June 22; and June 22 is stamped around 12 hours later than it should be. All others are stamped at 11:55 PM UTC the night of the date they are named for.