btcpowerlaw.jl

using CSV, DataFrames, Plots, CurveFit, Dates, Statistics

btc = CSV.read("/home/jeff/Downloads/bitcoinity_data.csv", DataFrame)

mmiddle(x,y) = ismissing(x) ? y : ismissing(y) ? x : middle(x,y)

merged = mmiddle.(btc[!,:coinbase], btc[!,:others])  # use both coinbase and "other" (early) data

deleteat!(btc, findall(ismissing, merged))

logprice = log10.(mmiddle.(btc[!,:coinbase], btc[!,:others]))

logdays = map(x->log10((Date(x[1:10])-Date(2009,1,3)).value-1), btc[!,:Time])  # days since genesis block!

plot(logdays, logprice, title="Bitcoin price history log-log", xlabel="log(days)", ylabel="log(dollars)", label=nothing, yformatter=:plain)

a, power = linear_fit(logdays, logprice)
@show power
fitline = a .+ power*logdays

plot!(logdays, fitline, label="power law fit")

savefig("btcpriceloglog.png")

@show cor(fitline, logprice)