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deep learning for time series cryptocurrency trading

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ADA_model
ADA_model
 
 
BTC_model
BTC_model
 
 
DOGE_model
DOGE_model
 
 
ETH_model
ETH_model
 
 
LINK_model
LINK_model
 
 
LTC_model
LTC_model
 
 
.gitignore
.gitignore
 
 
ADA.csv
ADA.csv
 
 
BCH_model.h5
BCH_model.h5
 
 
BTC.csv
BTC.csv
 
 
BTC_accuracy_future_price.png
BTC_accuracy_future_price.png
 
 
BTC_model.h5
BTC_model.h5
 
 
BTC_pred.csv
BTC_pred.csv
 
 
DOGE.csv
DOGE.csv
 
 
DOGE_model.h5
DOGE_model.h5
 
 
ETH.csv
ETH.csv
 
 
ETH_accuracy_future_price.png
ETH_accuracy_future_price.png
 
 
ETH_model.h5
ETH_model.h5
 
 
ETH_pred.csv
ETH_pred.csv
 
 
LINK.csv
LINK.csv
 
 
LSTM_next_day_model_BTC.h5
LSTM_next_day_model_BTC.h5
 
 
LSTM_next_day_model_ETH.h5
LSTM_next_day_model_ETH.h5
 
 
LTC.csv
LTC.csv
 
 
LTC_model.h5
LTC_model.h5
 
 
LTC_pred.csv
LTC_pred.csv
 
 
README.md
README.md
 
 
TRX_model.h5
TRX_model.h5
 
 
TRX_pred.csv
TRX_pred.csv
 
 
apecoin_prophet_model.pickle
apecoin_prophet_model.pickle
 
 
avalanche_prophet_model.pickle
avalanche_prophet_model.pickle
 
 
bash_conda_install.sh
bash_conda_install.sh
 
 
bitcoin_prophet_model.pickle
bitcoin_prophet_model.pickle
 
 
cardano_prophet_model.pickle
cardano_prophet_model.pickle
 
 
chainlink_prophet_model.pickle
chainlink_prophet_model.pickle
 
 
check_acc.py
check_acc.py
 
 
check_lstm_predictions.py
check_lstm_predictions.py
 
 
classifier_ADA.joblib
classifier_ADA.joblib
 
 
classifier_BTC.joblib
classifier_BTC.joblib
 
 
classifier_DOGE.joblib
classifier_DOGE.joblib
 
 
classifier_ETH.joblib
classifier_ETH.joblib
 
 
classifier_LINK.joblib
classifier_LINK.joblib
 
 
classifier_LTC.joblib
classifier_LTC.joblib
 
 
classify_deep.h5
classify_deep.h5
 
 
classify_pos_neg.py
classify_pos_neg.py
 
 
crypto_deep_many_features.py
crypto_deep_many_features.py
 
 
deep.yml
deep.yml
 
 
doge_prophet_model.pickle
doge_prophet_model.pickle
 
 
elrond_prophet_model.pickle
elrond_prophet_model.pickle
 
 
ensemble_time_series_forecast.py
ensemble_time_series_forecast.py
 
 
ethereum_prophet_model.pickle
ethereum_prophet_model.pickle
 
 
execute_prophet_batch.sh
execute_prophet_batch.sh
 
 
fear_greed.csv
fear_greed.csv
 
 
filecoin_prophet_model.pickle
filecoin_prophet_model.pickle
 
 
final_cryptos_buy.csv
final_cryptos_buy.csv
 
 
flow_prophet_model.pickle
flow_prophet_model.pickle
 
 
forecst_sentiment.py
forecst_sentiment.py
 
 
internetcomputer_prophet_model.pickle
internetcomputer_prophet_model.pickle
 
 
lstm_forecast.py
lstm_forecast.py
 
 
lstm_next_day.py
lstm_next_day.py
 
 
lstm_prediction.py
lstm_prediction.py
 
 
mana_prophet_model.pickle
mana_prophet_model.pickle
 
 
next_day_BTC.csv
next_day_BTC.csv
 
 
next_day_ETH.csv
next_day_ETH.csv
 
 
next_day_LTC.csv
next_day_LTC.csv
 
 
notes.txt
notes.txt
 
 
polkadot_prophet_model.pickle
polkadot_prophet_model.pickle
 
 
polygon_prophet_model.pickle
polygon_prophet_model.pickle
 
 
prophet_forecast.py
prophet_forecast.py
 
 
shibainu_prophet_model.pickle
shibainu_prophet_model.pickle
 
 
solana_prophet_model.pickle
solana_prophet_model.pickle
 
 
tezos_prophet_model.pickle
tezos_prophet_model.pickle
 
 
train_val_loss.png
train_val_loss.png
 
 
tron_prophet_model.pickle
tron_prophet_model.pickle
 
 
zcash_prophet_model.pickle
zcash_prophet_model.pickle
 
 

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Cryptocurrency Time Series Forecasting

Deep learning, mainly LSTMs, for cryptocurrency with yfinance

Current MAPE on test data for different cryptocurrencies: BTC: 2.21% error ETH: 184.52% error DOGE: 245.15% error TRX: 108.81% error MANA: 171.94% error LTC: 114.19% error DOT: 105.18% error BCH: 136.55% error

Installation

conda env create -f deep.yaml 
or 
bash -i bash_conda_install.sh

Usage

# Time Series Forecasting - cumulative log returns
python crypto_deep_many_features.py BTC test
python crypto_deep_many_features.py BTC future

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.

Current predictions - BTC

alt text

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deep learning for time series cryptocurrency trading

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deep-learning cryptocurrency time-series-forecasting

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