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The Algorithm import pandas as pd import numpy as np # Function to predict the future price def predict_price(data, c, n): # Extract relevant features from the data features = extract_features(data) # Apply the modified wave function to the features modified_features = apply_modified_wave_function(features, c, n) # Apply the refined modifications to the modified wave function refined_features = refine_modified_wave_function(modified_features) # Use a machine learning model to predict the future price predicted_price = model.predict(refined_features) return predicted_price # Function to place trades based on predicted prices def trade(data, c, n): # Predict the future price predicted_price = predict_price(data, c, n) # Buy or sell based on the predicted price if predicted_price > current_price: action = "buy" else: action = "sell" # Place the trade place_trade(action, quantity) # Function to extract relevant features from the data def extract_features(data): features = [] # Add relevant features to the list features.append(data["price"]) features.append(data["volume"]) features.append(data["moving_average"]) return features # Function to apply the modified wave function to the features def apply_modified_wave_function(features, c, n): modified_features = [] # Apply the modified wave function to each feature for feature in features: modified_features.append(c * np.abs(feature + 1j * feature) ** n) return modified_features # Function to refine the modified wave function def refine_modified_wave_function(modified_features): # Apply a normalization factor to the modified features normalized_features = normalize_features(modified_features) # Apply a filtering technique to the normalized features filtered_features = filter_features(normalized_features) return filtered_features # Function to normalize the features def normalize_features(features): # Apply a normalization function to each feature for i in range(len(features)): features[i] = (features[i] - min(features)) / (max(features) - min(features)) return features # Function to filter the features def filter_features(features): # Apply a filtering technique to select the most relevant features filtered_features = [] # Select features based on their correlation with the target variable (price) for feature in features: correlation = np.corrcoef(feature, data["price"])[0, 1] if abs(correlation) > 0.5: filtered_features.append(feature) return filtered_features # Function to place trades def place_trade(action, quantity): # Place the buy or sell order if action == "buy": order = Order(type="buy", quantity=quantity) execute_order(order) else: order = Order(type="sell", quantity=quantity) execute_order(order) # Function to execute trades based on predictions def execute_trades(data, c, n): for i in range(len(data)): trade(data[i:], c, n) # Load the data data = load_data() # Execute trades using the refined algorithm execute_trades(data, 0.5, 2) |