added documentation to analysis.py

This commit is contained in:
Yasha Sheynin
2025-02-04 15:01:15 -05:00
parent e6220846d2
commit 9dd0fe5ead
80 changed files with 1505 additions and 111 deletions
+218
View File
@@ -299,6 +299,224 @@
"print(client.fine_tuning.jobs.list(limit=10))\n"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [
{
"data": {
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"<div>\n",
"<style scoped>\n",
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" vertical-align: middle;\n",
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"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>vwap_direction_next_5min</th>\n",
" <th>confidence_score</th>\n",
" <th>expected_vwap_change</th>\n",
" <th>volatility_estimate</th>\n",
" <th>suggested_entry</th>\n",
" <th>suggested_stop_loss</th>\n",
" <th>suggested_take_profit</th>\n",
" <th>key_signals</th>\n",
" <th>reasoning</th>\n",
" <th>timestamp_prediction</th>\n",
" <th>actual_vwap_change</th>\n",
" <th>actual_price_change</th>\n",
" <th>actual_volume</th>\n",
" <th>actual_return</th>\n",
" <th>actual_movement</th>\n",
" <th>prediction_correct</th>\n",
" <th>hour</th>\n",
" <th>day_of_week</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>up</td>\n",
" <td>0.85</td>\n",
" <td>0.01</td>\n",
" <td>0.02</td>\n",
" <td>701.50</td>\n",
" <td>700.5</td>\n",
" <td>702.5</td>\n",
" <td>['Consistent upward VWAP movement', 'Price abo...</td>\n",
" <td>The current market window shows a consistent u...</td>\n",
" <td>2025-01-31 10:50:00-05:00</td>\n",
" <td>0.000048</td>\n",
" <td>0.000126</td>\n",
" <td>149963.0</td>\n",
" <td>0.000048</td>\n",
" <td>up</td>\n",
" <td>True</td>\n",
" <td>10</td>\n",
" <td>4</td>\n",
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" <td>0.01</td>\n",
" <td>0.02</td>\n",
" <td>699.50</td>\n",
" <td>698.5</td>\n",
" <td>700.5</td>\n",
" <td>['Consistent upward VWAP movement', 'Price sta...</td>\n",
" <td>The current market window shows a consistent u...</td>\n",
" <td>2025-01-31 10:55:00-05:00</td>\n",
" <td>0.000044</td>\n",
" <td>-0.000251</td>\n",
" <td>135296.6</td>\n",
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" <td>4</td>\n",
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" <td>0.85</td>\n",
" <td>0.01</td>\n",
" <td>0.02</td>\n",
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" <td>['Consistent upward VWAP movement', 'Price sta...</td>\n",
" <td>The current market window shows a consistent u...</td>\n",
" <td>2025-01-31 11:00:00-05:00</td>\n",
" <td>0.000043</td>\n",
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" <td>0.01</td>\n",
" <td>0.02</td>\n",
" <td>700.84</td>\n",
" <td>699.5</td>\n",
" <td>702.0</td>\n",
" <td>['Consistent upward VWAP movement', 'Price sta...</td>\n",
" <td>The current market window shows a consistent u...</td>\n",
" <td>2025-01-31 11:05:00-05:00</td>\n",
" <td>0.000041</td>\n",
" <td>-0.000457</td>\n",
" <td>131642.2</td>\n",
" <td>0.000041</td>\n",
" <td>up</td>\n",
" <td>True</td>\n",
" <td>11</td>\n",
" <td>4</td>\n",
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" <td>up</td>\n",
" <td>0.85</td>\n",
" <td>0.01</td>\n",
" <td>0.02</td>\n",
" <td>699.50</td>\n",
" <td>698.5</td>\n",
" <td>700.5</td>\n",
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" <td>The current market window shows a consistent u...</td>\n",
" <td>2025-01-31 11:10:00-05:00</td>\n",
" <td>0.000044</td>\n",
" <td>-0.000564</td>\n",
" <td>139622.6</td>\n",
" <td>0.000044</td>\n",
" <td>up</td>\n",
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" <td>11</td>\n",
" <td>4</td>\n",
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],
"text/plain": [
" vwap_direction_next_5min confidence_score expected_vwap_change \\\n",
"0 up 0.85 0.01 \n",
"1 up 0.85 0.01 \n",
"2 up 0.85 0.01 \n",
"3 up 0.85 0.01 \n",
"4 up 0.85 0.01 \n",
"\n",
" volatility_estimate suggested_entry suggested_stop_loss \\\n",
"0 0.02 701.50 700.5 \n",
"1 0.02 699.50 698.5 \n",
"2 0.02 700.00 698.5 \n",
"3 0.02 700.84 699.5 \n",
"4 0.02 699.50 698.5 \n",
"\n",
" suggested_take_profit key_signals \\\n",
"0 702.5 ['Consistent upward VWAP movement', 'Price abo... \n",
"1 700.5 ['Consistent upward VWAP movement', 'Price sta... \n",
"2 701.5 ['Consistent upward VWAP movement', 'Price sta... \n",
"3 702.0 ['Consistent upward VWAP movement', 'Price sta... \n",
"4 700.5 ['Consistent upward VWAP movement', 'Price sta... \n",
"\n",
" reasoning \\\n",
"0 The current market window shows a consistent u... \n",
"1 The current market window shows a consistent u... \n",
"2 The current market window shows a consistent u... \n",
"3 The current market window shows a consistent u... \n",
"4 The current market window shows a consistent u... \n",
"\n",
" timestamp_prediction actual_vwap_change actual_price_change \\\n",
"0 2025-01-31 10:50:00-05:00 0.000048 0.000126 \n",
"1 2025-01-31 10:55:00-05:00 0.000044 -0.000251 \n",
"2 2025-01-31 11:00:00-05:00 0.000043 0.000080 \n",
"3 2025-01-31 11:05:00-05:00 0.000041 -0.000457 \n",
"4 2025-01-31 11:10:00-05:00 0.000044 -0.000564 \n",
"\n",
" actual_volume actual_return actual_movement prediction_correct hour \\\n",
"0 149963.0 0.000048 up True 10 \n",
"1 135296.6 0.000044 up True 10 \n",
"2 131817.6 0.000043 up True 11 \n",
"3 131642.2 0.000041 up True 11 \n",
"4 139622.6 0.000044 up True 11 \n",
"\n",
" day_of_week \n",
"0 4 \n",
"1 4 \n",
"2 4 \n",
"3 4 \n",
"4 4 "
]
},
"execution_count": 2,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"import pandas as pd\n",
"df = pd.read_csv('/Users/ysheynin/deepseek_playground/market_predictor/output/META_2025-01-29_2025-02-02_20250204_044205/predictions.csv')\n",
"df.head()"
]
},
{
"cell_type": "code",
"execution_count": null,