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}]}