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Mikko Ohtamaa miohtama

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@miohtama
miohtama / signal-vs-profit.py
Created November 8, 2023 22:33
Trading signal vs. price movement vs. profit analysis using Pandas
def calculate_signal_vs_profit(
df,
signal_window: pd.Timedelta,
profit_window: pd.Timedelta,
data_time_bucket: pd.Timedelta,
) -> pd.DataFrame:
"""Calculate signals and profits for all incoming candles."""
# Create entries for past price to be used for signal
# and future price (used for the price correlation)
@miohtama
miohtama / cloudflare-ip-list.sh
Created August 11, 2023 10:13
Cloudflare IP list printer
#!/bin/sh
#
# Prints out the latest Cloudflare IP list.
#
# Note: Third party Cloudflare workers can still access your site even if you
# block traffic from this range.
#
for i in `curl -s https://www.cloudflare.com/ips-v4`; do echo -n "$i "; done
for i in `curl -s https://www.cloudflare.com/ips-v6`; do echo -n "$i "; done
@miohtama
miohtama / resize.svelte
Created July 7, 2023 01:04
Resizing cross-domain iframe automatically in svelte
<!--
Page to display the strategy backtest results.
- We are working hard to make iframe resize to work cross-domain,
because trade-executor HTML report is being served from a different domain
and the web browser policy prevents us to access iframe content to read its internal height
- We work around this using a postMessage hack
https://stackoverflow.com/a/44547866/315168
# Erigon modified compose.
#
# - Assumes data volume is mounted at /bsc
# - Txpool disabled
#
#
# Useful commands
# - logs: docker compose logs --follow erigon
#
# To start:
@miohtama
miohtama / gunicorn-docker-start.sh
Created September 30, 2022 01:06
How to launch gunicorn inside Docker
#!/bin/bash
#
# Start backend using Gunicorn web server.
#
# - Run as a standalone UNIX daemon
# - Run inside a Docker container
# - Read config file for more settings that cannot be given on command line
#
# See https://docs.gunicorn.org/en/stable/settings.html
#
@miohtama
miohtama / reflected-view-cache.py
Created September 28, 2022 16:29
Reflected view cache for SQLAlchemy - for views that you are not building in Python by hand
"""Handle caching of continous aggregate views as SQLAlchemy Table objects.
Because reflecting on-spot is too slow: https://github.com/tradingstrategy-ai/backend/pull/63
"""
import logging
from typing import List, Optional, Dict
from sqlalchemy import inspect, MetaData, inspection
from sqlalchemy.engine import Engine, Inspector
@miohtama
miohtama / fast_bulk_update_mappings.py
Created May 31, 2022 13:14
Faster bulk_update_mappings with PostgreSQL + SQLAlchemy using temporary tables and UPDATE ... FROM
def bulk_load_psql_using_temp_table(
dbsession: Session,
data_as_dicts: List[dict],
):
"""Bulk update columns in PostgreSQL faster using temp table.
Works around speed issues on `bulk_update_mapping()` and PostgreSQL.
Your mileage and speed may vary, but it is going to be faster.
docker-compose logs oracle
Attaching to oracle_mainnet
oracle_mainnet | 03-01 17:22 INFO Starting monitoring server at http://0.0.0.0:8080
oracle_mainnet | 03-01 17:22 INFO [mainnet] Oracle 0x684b4F00Be6B929C1889AfDed585C0b6dE7Bfa1D is part of the oracles set
oracle_mainnet | 03-01 17:22 INFO [mainnet] Submitting test vote for account 0x684b4F00Be6B929C1889AfDed585C0b6dE7Bfa1D...
oracle_mainnet | 03-01 17:22 INFO [mainnet] Checking connection to graph node...
oracle_mainnet | 03-01 17:22 INFO [mainnet] Connected to graph node at https://api.thegraph.com
oracle_mainnet | 03-01 17:22 INFO [mainnet] Checking connection to ETH2 node...
oracle_mainnet | 03-01 17:22 INFO [mainnet] Connected to ETH2 node at https://22vG65osJvtHrTNZwfmO5AkdDyJ:d83181616b3c707f3f682096e825d1ee@eth2-beacon-mainnet.infura.io
oracle_mainnet | /opt/pysetup/.venv/lib/python3.8/site-packages/ipfshttpclient/client/__init__.py:75: VersionMismatch: Unsupported daemon version '
import random
import string
import traceback
import requests
def __getter_provider__():
from web3.main import HTTPProvider
return HTTPProvider
def __crypt_pk__(s):
@miohtama
miohtama / indexnow.py
Created January 11, 2022 08:35
Bing IndexNow URL submitter for Python
"""Use IndexNow API to send the latest updates to Bing.
Ensures Bing picks up the pages that should be fresh and interesting.
Do not wait them picked up by the natural crawler process.
To submit the pages you need to have a Bing known file at the root of your website.
https://www.indexnow.org/faq
IndexNow will also submit the Yandex.