From 6890e8df7c03264ddf14fd6355c22a61ef363dd2 Mon Sep 17 00:00:00 2001 From: user_client2024 Date: Mon, 14 Oct 2024 05:46:27 +0000 Subject: [PATCH] System save at 14/10/2024 11:16 by user_client2024 --- .ipynb_checkpoints/main-checkpoint.ipynb | 75 ++++++++++++++++++++++-- main.ipynb | 75 ++++++++++++++++++++++-- main.py | 9 +-- 3 files changed, 143 insertions(+), 16 deletions(-) diff --git a/.ipynb_checkpoints/main-checkpoint.ipynb b/.ipynb_checkpoints/main-checkpoint.ipynb index f9046c2..c65c767 100644 --- a/.ipynb_checkpoints/main-checkpoint.ipynb +++ b/.ipynb_checkpoints/main-checkpoint.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "code", - "execution_count": 4, + "execution_count": 1, "id": "90c70e46-71a0-44a6-8090-f53aad3193c3", "metadata": { "tags": [] @@ -64,6 +64,7 @@ " (buy_volume / NULLIF(total_volume, 0)) * 100 AS \"Volume (%)\"\n", "FROM aggregated_trades\n", "WHERE buy_volume > 0 OR sell_volume > 0\n", + "limit 1000\n", "\"\"\"\n", "\n", "class Scenario:\n", @@ -116,14 +117,76 @@ }, { "cell_type": "code", - "execution_count": 5, + "execution_count": 3, "id": "caee5554-5254-4388-bf24-029281d77890", - "metadata": {}, - "outputs": [], + "metadata": { + "tags": [] + }, + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "Query start time: 2024-10-14 05:44:12.616270\n", + "Query end time: 2024-10-14 05:44:12.873749\n" + ] + }, + { + "data": { + "text/html": [ + "
\n", + "\n", + "\n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + "
START_DATE_TIMEEND_DATE_TIMEFOCAL_IDMIN_PRICEMAX_PRICEPRICE_CHANGE (%)PARTICIPANT_VOLUMETOTAL_VOLUMEVOLUME (%)PARTICIPANT_VOLUME_PCTSegmentSAR_FLAGRisk
\n", + "
" + ], + "text/plain": [ + "Empty DataFrame\n", + "Columns: [START_DATE_TIME, END_DATE_TIME, FOCAL_ID, MIN_PRICE, MAX_PRICE, PRICE_CHANGE (%), PARTICIPANT_VOLUME, TOTAL_VOLUME, VOLUME (%), PARTICIPANT_VOLUME_PCT, Segment, SAR_FLAG, Risk]\n", + "Index: []" + ] + }, + "execution_count": 3, + "metadata": {}, + "output_type": "execute_result" + } + ], "source": [ "# Instantiate and execute logic\n", - "#scenario = Scenario()\n", - "#scenario.logic(validation_window=1000)" + "scenario = Scenario()\n", + "scenario.logic(validation_window=100000)" ] }, { diff --git a/main.ipynb b/main.ipynb index f9046c2..c65c767 100644 --- a/main.ipynb +++ b/main.ipynb @@ -2,7 +2,7 @@ "cells": [ { "cell_type": "code", - "execution_count": 4, + "execution_count": 1, "id": "90c70e46-71a0-44a6-8090-f53aad3193c3", "metadata": { "tags": [] @@ -64,6 +64,7 @@ " (buy_volume / NULLIF(total_volume, 0)) * 100 AS \"Volume (%)\"\n", "FROM aggregated_trades\n", "WHERE buy_volume > 0 OR sell_volume > 0\n", + "limit 1000\n", "\"\"\"\n", "\n", "class Scenario:\n", @@ -116,14 +117,76 @@ }, { "cell_type": "code", - "execution_count": 5, + "execution_count": 3, "id": "caee5554-5254-4388-bf24-029281d77890", - "metadata": {}, - "outputs": [], + "metadata": { + "tags": [] + }, + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "Query start time: 2024-10-14 05:44:12.616270\n", + "Query end time: 2024-10-14 05:44:12.873749\n" + ] + }, + { + "data": { + "text/html": [ + "
\n", + "\n", + "\n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + " \n", + "
START_DATE_TIMEEND_DATE_TIMEFOCAL_IDMIN_PRICEMAX_PRICEPRICE_CHANGE (%)PARTICIPANT_VOLUMETOTAL_VOLUMEVOLUME (%)PARTICIPANT_VOLUME_PCTSegmentSAR_FLAGRisk
\n", + "
" + ], + "text/plain": [ + "Empty DataFrame\n", + "Columns: [START_DATE_TIME, END_DATE_TIME, FOCAL_ID, MIN_PRICE, MAX_PRICE, PRICE_CHANGE (%), PARTICIPANT_VOLUME, TOTAL_VOLUME, VOLUME (%), PARTICIPANT_VOLUME_PCT, Segment, SAR_FLAG, Risk]\n", + "Index: []" + ] + }, + "execution_count": 3, + "metadata": {}, + "output_type": "execute_result" + } + ], "source": [ "# Instantiate and execute logic\n", - "#scenario = Scenario()\n", - "#scenario.logic(validation_window=1000)" + "scenario = Scenario()\n", + "scenario.logic(validation_window=100000)" ] }, { diff --git a/main.py b/main.py index 3f4b66d..44b83ea 100644 --- a/main.py +++ b/main.py @@ -1,7 +1,7 @@ #!/usr/bin/env python # coding: utf-8 -# In[4]: +# In[1]: from datetime import datetime @@ -59,6 +59,7 @@ SELECT (buy_volume / NULLIF(total_volume, 0)) * 100 AS "Volume (%)" FROM aggregated_trades WHERE buy_volume > 0 OR sell_volume > 0 +limit 1000 """ class Scenario: @@ -109,12 +110,12 @@ class Scenario: -# In[5]: +# In[3]: # Instantiate and execute logic -#scenario = Scenario() -#scenario.logic(validation_window=1000) +scenario = Scenario() +scenario.logic(validation_window=100000) # In[ ]: