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This project is a easily reproducible python/flask/docker project to
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create an API that predicts the price of BTC and ETH using OHLCV data.
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This project is a easily reproducible Python/Docker project to create an API that predicts the price of BTC and ETH using OHLCV data. The API is defined using Zalando's connexion package, which leverages the Flask framework.
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Current implementation smooths the raw close % change data (previous 72 hours) using a Haar discrete wavelet transformation. This data
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is fed into a stacked autoencoder. The encoded layer of the autoencoder feeds into a dual-layer LSTM with linear activation function. The autoencoder and LSTM are trained simultaneously (network graph coming soon!).
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Current implementation smooths the raw close % change data (previous 72 hours) using a Haar discrete wavelet transformation. This data is fed into a stacked autoencoder. The encoded layer of the autoencoder feeds into a dual-layer LSTM with linear activation function. The autoencoder and LSTM are trained simultaneously (network graph coming soon!).
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***Note: Anaconda is recommended to manage the project environment. Environment creation without Anaconda is untested***
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Make Commands
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========
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The Makefile contains the central entry points for common tasks related to this project.
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Run the following to create the project python environment, install packages, get the training data from Cryptocompare API, featurize the data, and train models for use in the docker API.
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## Install the Development Environment
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*from the top project directory*
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```bash
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mv .env_template .env # Must have a .env file for some functions to find correct path
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make create_environment
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conda activate crypto_predict
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make install_dev
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make test
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```
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## Get/Process Data and Train Models with crypr-* Commands
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