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istrau2/app.html

Last active January 20, 2017 13:07
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BTC_XRP poloniex comparison
Raw
app.html
<template>
<require from="./relation-row"></require>
<table>
<thead>
<tr>
<th>
Underlying Pair
</th>
<th>
Correlated Pair
</th>
<th>
Fit Type
</th>
<th>
# Months
</th>
<th>
Actual/Predicted
</th>
<th></th>
</tr>
</thead>
<tbody>
<tr repeat.for="config of relationConfigs" as-element="compose" view-model='./relation-row' config.bind="config">
<tr repeat.for="customer of customers">
<td>
<select value.bind="newConfig.underlyingCurrencyPair">
<option repeat.for="currencyPair of currencyPairs" value.bind="currencyPair">${currencyPair}</option>
</select>
</td>
<td>
<select value.bind="newConfig.relatededCurrencyPair">
<option repeat.for="currencyPair of currencyPairs" value.bind="currencyPair">${currencyPair}</option>
</select>
</td>
<td>
<select value.bind="newConfig.fitType">
<option repeat.for="fitType of fitTypes" value.bind="fitType">${fitType}<option>
</select>
</td>
<td>
<input type="number" value.bind="newConfig.numMonths">
</td>
<td></td>
<td>
<button type="button" class="btn btn-success" click.trigger="addConfig()">Add</button>
</td>
</tr>
</tbody>
</table>
</template>
Raw
app.js
import {HttpClient} from './aurelia-fetch-client';
import {inject} from 'aurelia-framework';
@inject(HttpClient)
export class App {
fitTypes = [
'linear',
'exponential',
'logarithmic',
'power',
'polynomial'
];
relationConfigs = [];
newConfig = {};
constructor(httpClient) {
this.httpClient = httpClient;
}
activate() {
return this.httpClient.fetch('https://poloniex.com/public?command=returnTicker')
.then(response => response.json())
.then(tickers => {
this.currencyPairs = Object.keys(tickers);
});
}
addConfig() {
this.relationConfigs.push(newConfig);
newConfig = {};
}
}
Raw
index.html
<!doctype html>
<html>
<head>
<title>Aurelia</title>
<link href="https://maxcdn.bootstrapcdn.com/bootstrap/3.3.7/css/bootstrap.min.css" rel="stylesheet" integrity="sha384-BVYiiSIFeK1dGmJRAkycuHAHRg32OmUcww7on3RYdg4Va+PmSTsz/K68vbdEjh4u" crossorigin="anonymous">
<meta name="viewport" content="width=device-width, initial-scale=1">
</head>
<body aurelia-app>
<h1>Loading...</h1>
<script src="https://jdanyow.github.io/rjs-bundle/node_modules/requirejs/require.js"></script>
<script src="https://jdanyow.github.io/rjs-bundle/config.js"></script>
<script src="https://jdanyow.github.io/rjs-bundle/bundles/aurelia.js"></script>
<script src="https://jdanyow.github.io/rjs-bundle/bundles/babel.js"></script>
<script>
require(['aurelia-bootstrapper']);
</script>
</body>
</html>
Raw
regression.min.js
/**
* @license
*
* Regression.JS - Regression functions for javascript
* http://tom-alexander.github.com/regression-js/
*
* copyright(c) 2013 Tom Alexander
* Licensed under the MIT license.
*
* @module regression - Least-squares regression functions for JavaScript
**/
!function(a,b){var c;return c="function"==typeof define&&define.amd?define("regression",b):"undefined"!=typeof module?module.exports=b():a.regression=b()}(this,function(){"use strict";function a(a,b){var c=a.reduce(function(a,b){return a+b[1]},0),d=c/a.length,e=a.reduce(function(a,b){var c=b[1]-d;return a+c*c},0),f=a.reduce(function(a,c,d){var e=b[d],f=c[1]-e[1];return a+f*f},0);return 1-f/e}function b(a,b){var c=0,d=0,e=0,f=0,g=0,h=a.length-1,i=new Array(b);for(c=0;h>c;c++){for(f=c,d=c+1;h>d;d++)Math.abs(a[c][d])>Math.abs(a[c][f])&&(f=d);for(e=c;h+1>e;e++)g=a[e][c],a[e][c]=a[e][f],a[e][f]=g;for(d=c+1;h>d;d++)for(e=h;e>=c;e--)a[e][d]-=a[e][c]*a[c][d]/a[c][c]}for(d=h-1;d>=0;d--){for(g=0,e=d+1;h>e;e++)g+=a[e][d]*i[e];i[d]=(a[h][d]-g)/a[d][d]}return i}function c(a,b){var c=Math.pow(10,b);return Math.round(a*c)/c}var d,e=2,f={linear:function(b,d,e){for(var f,g,h,i=[0,0,0,0,0],j=b.length,k=0;j>k;k++)null!==b[k][1]&&(i[0]+=b[k][0],i[1]+=b[k][1],i[2]+=b[k][0]*b[k][0],i[3]+=b[k][0]*b[k][1],i[4]+=b[k][1]*b[k][1]);return g=(j*i[3]-i[0]*i[1])/(j*i[2]-i[0]*i[0]),h=i[1]/j-g*i[0]/j,f=b.map(function(a){var b=a[0];return[b,g*b+h]}),{r2:a(b,f),equation:[g,h],points:f,string:"y = "+c(g,e.precision)+"x + "+c(h,e.precision)}},linearthroughorigin:function(b,d,e){for(var f,g,h=[0,0],i=0;i<b.length;i++)null!==b[i][1]&&(h[0]+=b[i][0]*b[i][0],h[1]+=b[i][0]*b[i][1]);return f=h[1]/h[0],g=b.map(function(a){var b=a[0];return[b,f*b]}),{r2:a(b,g),equation:[f],points:g,string:"y = "+c(f,e.precision)+"x"}},exponential:function(b,d,e){for(var f,g,h,i,j=[0,0,0,0,0,0],k=0;k<b.length;k++)null!==b[k][1]&&(j[0]+=b[k][0],j[1]+=b[k][1],j[2]+=b[k][0]*b[k][0]*b[k][1],j[3]+=b[k][1]*Math.log(b[k][1]),j[4]+=b[k][0]*b[k][1]*Math.log(b[k][1]),j[5]+=b[k][0]*b[k][1]);return f=j[1]*j[2]-j[5]*j[5],g=Math.exp((j[2]*j[3]-j[5]*j[4])/f),h=(j[1]*j[4]-j[5]*j[3])/f,i=b.map(function(a){var b=a[0];return[b,g*Math.exp(h*b)]}),{r2:a(b,i),equation:[g,h],points:i,string:"y = "+c(g,e.precision)+"e^("+c(h,e.precision)+"x)"}},logarithmic:function(b,d,e){for(var f,g,h,i=[0,0,0,0],j=b.length,k=0;j>k;k++)null!==b[k][1]&&(i[0]+=Math.log(b[k][0]),i[1]+=b[k][1]*Math.log(b[k][0]),i[2]+=b[k][1],i[3]+=Math.pow(Math.log(b[k][0]),2));return g=(j*i[1]-i[2]*i[0])/(j*i[3]-i[0]*i[0]),f=(i[2]-g*i[0])/j,h=b.map(function(a){var b=a[0];return[b,f+g*Math.log(b)]}),{r2:a(b,h),equation:[f,g],points:h,string:"y = "+c(f,e.precision)+" + "+c(g,e.precision)+" ln(x)"}},power:function(b,d,e){for(var f,g,h,i=[0,0,0,0],j=b.length,k=0;j>k;k++)null!==b[k][1]&&(i[0]+=Math.log(b[k][0]),i[1]+=Math.log(b[k][1])*Math.log(b[k][0]),i[2]+=Math.log(b[k][1]),i[3]+=Math.pow(Math.log(b[k][0]),2));return g=(j*i[1]-i[2]*i[0])/(j*i[3]-i[0]*i[0]),f=Math.exp((i[2]-g*i[0])/j),h=b.map(function(a){var b=a[0];return[b,f*Math.pow(b,g)]}),{r2:a(b,h),equation:[f,g],points:h,string:"y = "+c(f,e.precision)+"x^"+c(g,e.precision)}},polynomial:function(d,e,f){var g,h,i,j,k,l,m,n,o=[],p=[],q=0,r=0,s=d.length;for(h="undefined"==typeof e?3:e+1,i=0;h>i;i++){for(k=0;s>k;k++)null!==d[k][1]&&(q+=Math.pow(d[k][0],i)*d[k][1]);for(o.push(q),q=0,g=[],j=0;h>j;j++){for(k=0;s>k;k++)null!==d[k][1]&&(r+=Math.pow(d[k][0],i+j));g.push(r),r=0}p.push(g)}for(p.push(o),m=b(p,h),l=d.map(function(a){var b=a[0],c=m.reduce(function(a,c,d){return a+c*Math.pow(b,d)},0);return[b,c]}),n="y = ",i=m.length-1;i>=0;i--)n+=i>1?c(m[i],f.precision)+"x^"+i+" + ":1===i?c(m[i],f.precision)+"x + ":c(m[i],f.precision);return{r2:a(d,l),equation:m,points:l,string:n}},lastvalue:function(b,d,e){for(var f=[],g=null,h=0;h<b.length;h++)null!==b[h][1]&&isFinite(b[h][1])?(g=b[h][1],f.push([b[h][0],b[h][1]])):f.push([b[h][0],g]);return{r2:a(b,f),equation:[g],points:f,string:""+c(g,e.precision)}}};return d=function(a,b,c,d){var g="object"==typeof c&&"undefined"==typeof d?c:d||{};return g.precision||(g.precision=e),"string"==typeof a?f[a.toLowerCase()](b,c,g):null}});
Raw
relation-row.html
<template>
<tr>
<td>
${config.underlyingCurrencyPair & oneTime}
</td>
<td>
${config.relatedCurrencyPair & oneTime}
</td>
<td>
${config.fitType & oneTime}
</td>
<td>
${config.numMonths & oneTime}
</td>
<td>
${config.underlyingCurrencyPair & oneTime}
</td>
<td>
${actualValue + '/' + predictedValue & oneTime}
</td>
<td>
<button type="button" class="btn btn-default" click.trigger="recalculate()">
Recalculate
</button>
</td>
</tr>
</template>
Raw
relation-row.js
import {HttpClient} from './aurelia-fetch-client';
import {inject, bindable} from 'aurelia-framework';
import regression from './regression.min';
@inject(HttpClient)
export class RelationRowCustomElement {
@bindable config;
constructor(httpClient) {
this.httpClient = httpClient;
}
bind() {
recalculate();
}
recalculate() {
return Promise.all([
this.getChartData(this.config.underlyingCurrencyPair, this.config.nuMonths),
this.getChartData(this.config.relatedCurrencyPair, this.aconfig.numMonths)
])
.then(values => {
const equation = this.calculateRegression(values[0], values[1]);
const slope = equation.equation[0];
const yIntercept = equation.equation[1];
this.predictedValue = slope*values[0][values[0].length - 1] + yIntercept;
this.actualValue = values[1][values[1].length - 1];
});
}
calculateRegression(underlyingData, relatedData) {
const regressionData = underlyingData.map((dataPoint, index) => {
return [dataPoint.weightedAverage, relatedData[index].weightedAverage];
});
return regression('linear', data)
}
getChartData(currencyPair, months) {
const now = new Date();
const then = new Date();
then.setMonth(now).getMonth() - 3);
const nowUnix = parseInt((now.getTime() / 1000).toFixed(0));
const thenUnix = parseInt((then.getTime() / 1000).toFixed(0));
const url = 'https://poloniex.com/public?command=returnChartData&currencyPair=' + currencyPair +'&start=' + then + '&end=' + now + '&period=14400';
return this.httpClient.fetch(url)
.then(response => {
return response.json();
});
}
}
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