Stock & crypto value prediction app
This is a very simple initial version of the app.
At this moment it only can use some linear algorithms, SquareLevels, Support Vector Regression and a basic linear regression based on Cumulative Moving Averages.
Next steps:
- apply something more sophisticated as prediction algorithm, being able to make a complete technical analysis of the stock historical values.
- gather information about the stock from Twitter and financial news, to build a sentiment graph around the stock, to affect the predictions.
- apply some ML to find patterns between the stock value evolution and other stocks in the same segment, to affect the predictions.
- ...¿?
Installation
Install PHP 7.2 and Git in your local machine (Example for Mac)
Install Homebrew (package manager) if you don't have it yet, and install Git + PHP 7.2 + Composer:
$ /usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)`
$ brew install git php composerDownload app and install all dependencies
$ git clone https://github.com/obokaman-com/stock-forecast
$ cd stock-forecast
$ composer installExamples
Forecast
You can try it with bin/console forecast:stock <base_currency> <stock/crypto code> <date_interval_magnitude (minutes/hours/days)>
$ bin/console forecast:stock USD BTC daysThis will generate a table with the historical price information and a prevision for the next period based in the historical data, giving you three estimations, based on short-term, medium-term and long-term.
Output:
===== BUILDING FORECAST FOR BTC - USD USING DATA FROM LAST 30 days =====
Last real measurements:
+------------------+----------+----------+----------+------------+----------+----------+------------+---------------+
| Date | Open | Close | Change | Change (%) | High | Low | Volatility | Volume |
+------------------+----------+----------+----------+------------+----------+----------+------------+---------------+
| 2017-11-15 00:00 | 6597.06 | 7283.22 | 686.16 | 10.4% | 7330.06 | 6596.94 | 733.12 | 922828348.24 |
| 2017-11-16 00:00 | 7283.02 | 7853.68 | 570.66 | 7.84% | 7964.64 | 7119.17 | 845.47 | 1009996825.41 |
| ------...------- | --...--- | --...--- | ---...-- | ----...--- | ---...-- | ---...-- | ----...--- | -----...----- |
| 2017-12-13 00:00 | 17083.9 | 16286.82 | -797.08 | -4.67% | 17267.96 | 15669.86 | 1598.1 | 2575900534.34 |
| 2017-12-14 00:00 | 16286.82 | 16459.79 | 172.97 | 1.06% | 16941.08 | 16023.64 | 917.44 | 1744832688.08 |
+------------------+----------+----------+----------+------------+----------+----------+------------+---------------+
Forecast for next days:
+---------------+----------+----------+---------+------------+----------+----------+------------+---------------+
| Date interval | Open | Close | Change | Change (%) | High | Low | Volatility | Volume |
+---------------+----------+----------+---------+------------+----------+----------+------------+---------------+
| Short term | 16459.79 | 16014.7 | -445.09 | -2.7% | 17645.78 | 17189.89 | 455.88 | 1708072344.68 |
| Medium term | 16459.79 | 16648.77 | 188.98 | 1.15% | 19085.95 | 16795.52 | 2290.42 | 3094114369.44 |
| Long term | 16459.79 | 16886.1 | 426.31 | 2.59% | 17608.83 | 15276.44 | 2332.38 | 2923450650.25 |
+---------------+----------+----------+---------+------------+----------+----------+------------+---------------+
Insights & signals
You can try it with bin/console forecast:signal <base_currency> <stock/crypto code> -t (optional for including forecast table)
$ bin/console forecast:signals EUR ETCThis will output some signals and score built based on last month / day / hour for given currency / crypto pair, or the default pairs if none are given.
Output:
===== SOME SIGNALS FOR EUR - ETC ON Jan 14th, 15:21h =====
Signals based on last hour (Score: 0):
- Stable in this period.
Signals based on last day (Score: -1):
- Loosing value in short term.
Signals based on last month (Score: 3):
- Improving exponentially.
- Recovering value in short term.
- Having a noticeable improvement recently (6.62%).
There is a forecast:test command too that allow you to test different predicition strategies with sample sequences.
Telegram bot (@CryptoInsightsBot)
You can use this project to run a robo-advisor using Telegram. You'll find some commands and callbacks implemented under App/Controller/Telegram
If you want to test with your own bot, you should add an environment variable called TELEGRAM_BOT_TOKEN, with your assigned token. More information about creating your own Telegram bot on https://core.telegram.org/bots
An example Telegram bot is running as @CryptoInsightsBot. You can test it at https://t.me/CryptoInsightsBot
It implements two simple commands:
/insights: allow you to view signals for choosen currency - crypto pair/subscribe: allow you to receive real-time alerts with relevant signals for choosen currency - crypto pair signal.
