数字货币算力和价格数据研究

由think创建，最终由think更新于2022-11-20 03:34 被浏览 84 用户

Overview

• 研究数字货币价格走势
• 算力变化对数字货币价格的影响

获取数字货币代码列表

• 使用 f2pool 的数据

def bigquant_run(input_1, input_2, input_3):
    import requests
    response = requests.post(
        "https://www.f2pool.com/coins",
        data={"sort_by": "output24h", "sort_type": "desc"}
    )
    data = response.json()
    ds = DataSource.write_pickle(data)
    return Outputs(data_1=ds)

获取数字货币算力和价格数据

• 这里获取过去30天的小时数据

def bigquant_run(input_1, input_2, input_3):
    # date 没有实际使用，更新这个值缓存可以更新
    def fetch_coin_data(currency_code, date=None):
        import requests
        response = requests.post(
            "https://www.f2pool.com/coins-chart",
            data={"currency_code": currency_code, "history_days": "30d", "interval": "60m"}
        )
        try:
            data = response.json()
            df = pd.DataFrame(data["data"]["chart_data"])
            df["timestamp"] = pd.to_datetime(df['timestamp'], unit="ms")
            ds = DataSource.write_df(df)
        except Exception as e:
            T.log.exception(e)
            ds = None
        return Outputs(data=ds)

    coins = input_1.read()
    i = 0
    for coin in coins["data"]["top100"]:
        i += 1
        T.log.info(f'fetch {i}/{len(coins["data"]["top100"])} {coin["code"]} ..')
        coin["data_ds"] = M.cached.v3(
            run=fetch_coin_data,
            params={"currency_code": coin["code"], "date": "2021-08-17"}
        ).data

    data = DataSource.write_pickle(coins)

    return Outputs(data_1=data)

完整代码

https://bigquant.com/experimentshare/e7911af273f144d693e5290d0accbded

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