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