{ "cells": [ { "cell_type": "markdown", "id": "1b729e5b-09ec-42b6-ad6d-4b4c8947ae20", "metadata": {}, "source": [ "https://auto.gluon.ai/stable/tutorials/timeseries/forecasting-chronos.html" ] }, { "cell_type": "code", "execution_count": 1, "id": "1b98681b-7136-4726-bf1f-433910162939", "metadata": {}, "outputs": [], "source": [ "import os\n", "import pandas as pd\n", "from autogluon.timeseries import TimeSeriesDataFrame, TimeSeriesPredictor\n", "\n", "home = os.environ['HOME']\n" ] }, { "cell_type": "code", "execution_count": 2, "id": "be0a08ef-bd1e-4ef8-a776-d6289670a35b", "metadata": {}, "outputs": [], "source": [ "def load_df_from_db(file: str, query: str) -> pd.DataFrame:\n", " import sqlite3 \n", " \n", " conn = sqlite3.connect(file)\n", " df = pd.read_sql_query(query, conn)\n", " df['timestamp'] = pd.to_datetime(df['tstamp'])\n", " df.set_index('timestamp', inplace=True)\n", " return df\n" ] }, { "cell_type": "code", "execution_count": 7, "id": "16175ced-b6ed-4b6f-af7f-22208a867f71", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
| \n", " | id | \n", "tstamp | \n", "target | \n", "
|---|---|---|---|
| 0 | \n", "PAIR-BTC-USDT | \n", "1717200000000000000 | \n", "67566.835981 | \n", "
| 1 | \n", "PAIR-BTC-USDT | \n", "1717200060000000000 | \n", "67575.014916 | \n", "
| 2 | \n", "PAIR-BTC-USDT | \n", "1717200120000000000 | \n", "67572.550101 | \n", "
| 3 | \n", "PAIR-BTC-USDT | \n", "1717200180000000000 | \n", "67600.476125 | \n", "
| 4 | \n", "PAIR-BTC-USDT | \n", "1717200240000000000 | \n", "67636.363585 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "
| 1435 | \n", "PAIR-BTC-USDT | \n", "1717286100000000000 | \n", "67753.782261 | \n", "
| 1436 | \n", "PAIR-BTC-USDT | \n", "1717286160000000000 | \n", "67755.991209 | \n", "
| 1437 | \n", "PAIR-BTC-USDT | \n", "1717286220000000000 | \n", "67755.991295 | \n", "
| 1438 | \n", "PAIR-BTC-USDT | \n", "1717286280000000000 | \n", "67763.063589 | \n", "
| 1439 | \n", "PAIR-BTC-USDT | \n", "1717286340000000000 | \n", "67768.060160 | \n", "
1440 rows × 3 columns
\n", "| \n", " | \n", " | target | \n", "
|---|---|---|
| item_id | \n", "timestamp | \n", "\n", " |
| PAIR-BTC-USDT | \n", "2024-06-01 00:00:00 | \n", "67566.835981 | \n", "
| 2024-06-01 00:01:00 | \n", "67575.014916 | \n", "|
| 2024-06-01 00:02:00 | \n", "67572.550101 | \n", "|
| 2024-06-01 00:03:00 | \n", "67600.476125 | \n", "|
| 2024-06-01 00:04:00 | \n", "67636.363585 | \n", "