model
Description
Obtains the output data from a built-in machine-learning model.
Arguments
api_key : str
- a valid API key
time_in : datetime
- start datetime
time_end : datetime
- end datetime
Ticker : str
- the ticker symbol for the security on which the model is to operate
model_id : str
- the identifying string for the built-in model to use.
At present the only supported value is
'volume_alpha'
, which is a volatility prediction model.
version_id : str
- the version of the model to use. At present the only
supported value is
'default'
.
Simple Example
predictions = pq.model({'api_key':api_key,
'time_in':datetime.datetime(2020,6,1,5),
'time_end':datetime.datetime(2020,6,9,12),
'Ticker':'BTCUSDT',
'model_id':'volume_alpha',
'version_id':'default'},remote=True)
Simple Example Output
{'model': [{'DateTime': datetime.datetime(2020, 6, 1, 18, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 19, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 20, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 21, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 22, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 23, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 2, 0, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 2, 1, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 2, 2, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 2, 3, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 2, 4, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 2, 5, 0), 'model': 1.0121240615844727},
{'DateTime': datetime.datetime(2020, 6, 2, 6, 0), 'model': 1.1079683303833008},
{'DateTime': datetime.datetime(2020, 6, 2, 7, 0), 'model': 1.6384214162826538},
{'DateTime': datetime.datetime(2020, 6, 2, 8, 0), 'model': 2.7401134967803955},
{'DateTime': datetime.datetime(2020, 6, 2, 9, 0), 'model': 2.0020201206207275},
{'DateTime': datetime.datetime(2020, 6, 2, 10, 0), 'model': 1.5636205673217773},
{'DateTime': datetime.datetime(2020, 6, 2, 11, 0), 'model': 1.478354573249817},
{'DateTime': datetime.datetime(2020, 6, 2, 12, 0), 'model': 1.003968596458435}]}
Failure Examples
# the only value for 'model_id' supported at present is 'volume_alpha'
predictions = pq.model({'api_key':api_key,
'time_in':datetime.datetime(2020,6,1,5),
'time_end':datetime.datetime(2020,6,2,12),
'Ticker':'BTCUSDT',
'model_id':'volume_beta',
'version_id':'default'},remote=True)
print(predictions)
Failure Examples Output
{'error': 'could not locate stored model'}
Three Examples
# 1 a different set of start and end dates
predictions = pq.model({'api_key':api_key,
'time_in':datetime.datetime(2020,6,1,5),
'time_end':datetime.datetime(2020,6,1,22),
'Ticker':'BTCUSDT',
'model_id':'volume_alpha',
'version_id':'default'},remote=True)
print(predictions)
# 2 a different set of start and end dates
predictions = pq.model({'api_key':api_key,
'time_in':datetime.datetime(2018,7,3,10),
'time_end':datetime.datetime(2018,7,4,3),
'Ticker':'BTCUSDT',
'model_id':'volume_alpha',
'version_id':'default'},remote=True)
print(predictions)
# 3 no third example
Three Examples Output
{'model': [{'DateTime': datetime.datetime(2020, 6, 1, 18, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 19, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 20, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 21, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2020, 6, 1, 22, 0), 'model': 0.0}]}
{'model': [{'DateTime': datetime.datetime(2018, 7, 3, 23, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2018, 7, 4, 0, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2018, 7, 4, 1, 0), 'model': 0.7477163076400757},
{'DateTime': datetime.datetime(2018, 7, 4, 2, 0), 'model': 0.0},
{'DateTime': datetime.datetime(2018, 7, 4, 3, 0), 'model': 0.8645622730255127}]}