/altcoin_max_price_prediction

Predict altcoin's max price reach time and value using neural network based on bitcoin exchange market data.

Primary LanguagePythonMIT LicenseMIT

altcoin_max_price_prediction

Predict altcoin's max price reach time and value using neural network based on bitcoin exchange market data.

Requires

ubuntu 16.04 (I didn't test with other OS / Version.)

Python3.6

Mysql 5.7+

Python libs in requirements.txt

Main purpose

The main purpose is making neural network model to predict the max price reach time from altcoin exchange market.

Let's see one of the altcoin price time graph.

Based on 12 hours history data, the NN model will predict "max price reach time index" and "max price value" in future 6 hours.

If we can predict what time altcoin price can reach the max value during specific times and how much price will be then it means we can make a money based on this NN model.

how to setup?

First, clone this repository.

git clone https://github.com/SkyHenryk/altcoin_max_price_prediction.git

Second, write mysql credentials information in "mysql_credentials.yaml".

host:
port:
id:
pw:
schema: quant_db

Third, get training data during 24 hours(1 day). It will get Bittrex trade data every minute.

After 24 hours, it will prepare training data based on trade data.

cd altcoin_max_price_prediction
bash build/get_training_data.sh

Fourth, start to training the neural network model based on prepared training data.

bash build/train_model.sh

Done! You can find the model result in "model_info" table in "quant_db" schema in Mysql.

Or, You can check the graph using tensorboard.

ex)

tensorboard --logdir ./tools/result/TrainerA_1/TrainerA_1_0.02_2500_10_0.2_32_300_relu_sigmoid_360_a1_last_max_index/graph
tensorboard --logdir ./tools/result/TrainerA_1/TrainerA_1_0.02_250_10_0.2_32_300_relu_sigmoid_360_a1_last_max/graph