├── .gitignore ├── LICENSE ├── README.md ├── __init__.py ├── app ├── app.py ├── check_preds.py ├── performance.py ├── predict.py ├── run_charts.py ├── run_charts_extended.py ├── run_charts_performance.py ├── static │ ├── css │ │ ├── bootstrap.css │ │ ├── bootstrap.min.css │ │ └── portfolio-item.css │ ├── fonts │ │ ├── glyphicons-halflings-regular.eot │ │ ├── glyphicons-halflings-regular.svg │ │ ├── glyphicons-halflings-regular.ttf │ │ ├── glyphicons-halflings-regular.woff │ │ └── glyphicons-halflings-regular.woff2 │ └── js │ │ ├── bootstrap.js │ │ ├── bootstrap.min.js │ │ └── jquery.js └── templates │ ├── extended.html │ ├── index.html │ ├── layout.html │ └── performance.html ├── collect-data ├── collect_books.py └── collect_trades.py ├── images ├── live_results.png ├── strategy01.png ├── strategy05.png └── strategy10.png ├── model ├── __init__.py ├── features.py ├── model.py └── strategy.py ├── mongo-queries └── group_ltc.js └── presentation.pdf /.gitignore: -------------------------------------------------------------------------------- 1 | *.pyc 2 | *data/* 3 | *.pkl 4 | *.swp 5 | *ipynb* 6 | *0.0.0.0* 7 | *.sh 8 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | The MIT License (MIT) 2 | 3 | Copyright (c) 2015 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | 23 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # bitpredict 2 | 3 | ## Summary 4 | This project aims to make high frequency bitcoin price predictions from market microstructure data. The dataset is a series of one second snapshots of open buy and sell orders on the Bitfinex exchange, combined with a record of executed transactions. Data collection began 08/20/2015. 5 | 6 | A number of engineered features are used to train a Gradient Boosting model, and a theoretical trading strategy is simulated on historical and live data. 7 | 8 | ## Target 9 | The target for prediction is the midpoint price 30 seconds in the future. The midpoint price is the average of the best bid price and the best ask price. 10 | 11 | ## Features 12 | 13 | #### Width 14 | This is the difference between the best bid price and best ask price. 15 | 16 | #### Power Imbalance 17 | This is a measure of imbalance between buy and sell orders. For each order, a weight is calculated as the inverse distance to the current midpoint price, raised to a power. Total weighted sell order volume is then subtracted from total weighted buy order volume. Powers of 2, 4, and 8 are used to create three separate features. 18 | 19 | #### Power Adjusted Price 20 | This is similar to Power Imbalance, but the weighted distance to the current midpoint price (not inverted) is used for a weighted average of prices. The percent change from the current midpoint price to the weighted average is then calculated. Powers of 2, 4, and 8 are used to create three separate features. 21 | 22 | #### Trade Count 23 | This is the number of trades in the previous X seconds. Offsets of 30, 60, 120, and 180 are used to create four separate features. 24 | 25 | #### Trade Average 26 | This is the percent change from the current midpoint price to the average of trade prices in the previous X seconds. Offsets of 30, 60, 120, and 180 are used to create four separate features. 27 | 28 | #### Aggressor 29 | This is measure of whether buyers or sellers were more aggressive in the previous X seconds. A buy aggressor is calculated as a trade where the buy order was more recent than the sell order. A sell aggressor is the reverse. The total volume created by sell aggressors is subtracted from the total volume created by buy aggressors. Offsets of 30, 60, 120, and 180 are used to create four separate features. 30 | 31 | #### Trend 32 | This is the linear trend in trade prices over the previous X seconds. Offsets of 30, 60, 120, and 180 are used to create four separate features. 33 | 34 | ## Model 35 | The above features are used to train a Gradient Boosting model. The model is validated using a shifting 100,000 second window where test data always occurs after training data. The length of training data accumulates with each successive iteration. Average out of sample R-squared is used as an evaluation metric. With four weeks of data, an out of sample R-squared of 0.0846 is achieved. 36 | 37 | ## Backtest Results 38 | A theoretical trading strategy is implemented to visualize model performance. At any model prediction above a threshold, a simulated position is initiated and held for 30 seconds, with only one position allowed at a time. Theoretical execution is done at the midpoint price without transaction costs. 39 | 40 | The results at different thresholds can be seen below. Three weeks of data are used for training, with one week of data used for theoretical trading. 41 | 42 | ![Strategy with a 0.01% trading threshold.](images/strategy01.png) 43 | 44 | ![Strategy with a 0.05% trading threshold.](images/strategy05.png) 45 | 46 | ## Live Results 47 | The model was run on live data and theoretical results were displayed on a web app. Performance with a 0.01% trading threshold can be seen below. 48 | 49 | ![Live strategy with a 0.01% trading threshold.](images/live_results.png) 50 | -------------------------------------------------------------------------------- /__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/__init__.py -------------------------------------------------------------------------------- /app/app.py: -------------------------------------------------------------------------------- 1 | from flask import Flask, render_template 2 | app = Flask(__name__) 3 | 4 | 5 | @app.route('/') 6 | def index(): 7 | return render_template('index.html') 8 | 9 | 10 | @app.route('/extended') 11 | def extended(): 12 | return render_template('extended.html') 13 | 14 | 15 | @app.route('/performance') 16 | def performance(): 17 | return render_template('performance.html') 18 | 19 | if __name__ == '__main__': 20 | app.run(host='0.0.0.0', port=80) 21 | -------------------------------------------------------------------------------- /app/check_preds.py: -------------------------------------------------------------------------------- 1 | import pandas as pd 2 | import pymongo 3 | from sklearn.metrics import r2_score 4 | from math import log 5 | import sys 6 | 7 | client = pymongo.MongoClient() 8 | db = client['bitmicro'] 9 | predictions = db['btc_predictions'] 10 | 11 | if len(sys.argv) > 1: 12 | limit = int(sys.argv[1]) 13 | cursor = predictions.find().limit(limit).sort('_id', pymongo.DESCENDING) 14 | else: 15 | cursor = predictions.find().sort('_id', pymongo.DESCENDING) 16 | 17 | df = pd.DataFrame(list(cursor)) 18 | df = df[df.future_price != 0] 19 | df['actual'] = (df.future_price/df.price).apply(log) 20 | score = r2_score(df.actual.values, df.prediction.values) 21 | print 'observations:', len(df) 22 | print 'r^2:', score 23 | -------------------------------------------------------------------------------- /app/performance.py: -------------------------------------------------------------------------------- 1 | import pymongo 2 | import time 3 | import sys 4 | import pandas as pd 5 | 6 | client = pymongo.MongoClient() 7 | db = client['bitmicro'] 8 | symbol = sys.argv[1] 9 | frequency = int(sys.argv[2]) 10 | predictions = db[symbol+'_predictions'] 11 | performance = db[symbol+'_performance'] 12 | 13 | print 'Running...' 14 | last_timestamp = time.time() - frequency 15 | while True: 16 | start = time.time() 17 | 18 | query = {'_id': {'$gt': last_timestamp}} 19 | cursor = predictions.find(query).sort('_id', pymongo.DESCENDING) 20 | data = pd.DataFrame(list(cursor)) 21 | if not data.empty: 22 | data = data.set_index('_id') 23 | data = data.sort_index(ascending=True) 24 | returns = (data.position*data.change).sum() 25 | last_timestamp = data.index[-1] 26 | # Set as mongo update so it doesn't blow up if data is not updating 27 | performance.update_one({'_id': last_timestamp}, 28 | {'$setOnInsert': {'returns': returns}}, 29 | upsert=True) 30 | 31 | time_delta = time.time()-start 32 | time.sleep(frequency-time_delta) 33 | -------------------------------------------------------------------------------- /app/predict.py: -------------------------------------------------------------------------------- 1 | from bitpredict.model import features as f 2 | import pymongo 3 | import time 4 | import sys 5 | import pickle 6 | import numpy as np 7 | from math import log 8 | 9 | client = pymongo.MongoClient() 10 | db = client['bitmicro'] 11 | symbol = sys.argv[1] 12 | duration = int(sys.argv[2]) 13 | threshold = float(sys.argv[3]) 14 | predictions = db[symbol+'_predictions'] 15 | 16 | with open('cols.pkl', 'r') as file1: 17 | cols = pickle.load(file1) 18 | with open('model.pkl', 'r') as file2: 19 | model = pickle.load(file2) 20 | 21 | print 'Running...' 22 | trade = 0 23 | position = 0 24 | trade_time = 0 25 | change = 0 26 | previous_price = None 27 | while True: 28 | start = time.time() 29 | try: 30 | data = f.make_features(symbol, 31 | 1, 32 | [duration], 33 | [30, 60, 120, 180], 34 | [2, 4, 8], 35 | True) 36 | pred = model.predict(data[cols].values)[0] 37 | except Exception as e: 38 | print e 39 | sys.exc_clear() 40 | else: 41 | if data.width.iloc[0] > 0: 42 | # If a trade happened in the previous second 43 | if trade != 0: 44 | position = trade 45 | trade = 0 46 | # If an open position has expired 47 | if position != 0 and (start - trade_time) >= duration+1: 48 | position = 0 49 | # If we can execute a new trade 50 | if position == 0 and abs(pred) >= threshold: 51 | trade_time = time.time() 52 | trade = np.sign(pred) 53 | price = data.mid.iloc[0] 54 | if price and previous_price: 55 | change = log(price/previous_price) 56 | else: 57 | change = 0 58 | entry = {'prediction': pred, 59 | 'price': price, 60 | 'change': change, 61 | 'trade': trade, 62 | 'position': position, 63 | 'future_price': 0} 64 | # Set as mongo update so it doesn't blow up if data is not updating 65 | predictions.update_one({'_id': data.index[0]}, 66 | {'$setOnInsert': entry}, 67 | upsert=True) 68 | previous_price = price 69 | # Put in future price to use for simple (non live) calculations 70 | predictions.update_many({'_id': {'$gt': start-duration-.5, 71 | '$lt': start-duration+.5}}, 72 | {'$set': {'future_price': price}}) 73 | time_delta = time.time()-start 74 | if time_delta < 1.0: 75 | time.sleep(1-time_delta) 76 | -------------------------------------------------------------------------------- /app/run_charts.py: -------------------------------------------------------------------------------- 1 | import pandas as pd 2 | import pymongo 3 | from bokeh.plotting import cursession, figure, output_server, push 4 | from bokeh.models.formatters import DatetimeTickFormatter, PrintfTickFormatter 5 | from bokeh.io import vplot 6 | from bokeh import embed 7 | from json import load 8 | from urllib2 import urlopen 9 | import time 10 | 11 | client = pymongo.MongoClient() 12 | db = client['bitmicro'] 13 | collection = db['btc_predictions'] 14 | 15 | 16 | def get_data(): 17 | cursor = collection.find().limit(9*60).sort('_id', pymongo.DESCENDING) 18 | data = pd.DataFrame(list(cursor)) 19 | data = data.set_index('_id') 20 | data = data.sort_index(ascending=True) 21 | timestamps = pd.to_datetime(data.index, unit='s').to_series() 22 | prices = data.price 23 | predictions = data.prediction*10000 24 | returns = (data.position*data.change).cumsum()*10000 25 | return timestamps, prices, predictions, returns 26 | 27 | timestamps, prices, predictions, returns = get_data() 28 | output_server('bitpredict') 29 | 30 | background = '#f2f2f2' 31 | ylabel_standoff = 0 32 | xformatter = DatetimeTickFormatter(formats=dict(minutes=["%H:%M"])) 33 | yformatter = PrintfTickFormatter(format="%8.1f") 34 | p1 = figure(title=None, 35 | plot_width=750, 36 | plot_height=300, 37 | x_axis_type='datetime', 38 | min_border_top=10, 39 | min_border_bottom=33, 40 | background_fill=background, 41 | tools='', 42 | toolbar_location=None) 43 | p1.line(x=timestamps, 44 | y=prices, 45 | name='prices', 46 | color='#4271ae', 47 | line_width=1, 48 | legend='Bitcoin Bid/Ask Midpoint', 49 | line_cap='round', 50 | line_join='round') 51 | p1.legend.orientation = 'top_left' 52 | p1.legend.border_line_color = background 53 | p1.outline_line_color = None 54 | p1.xgrid.grid_line_color = 'white' 55 | p1.ygrid.grid_line_color = 'white' 56 | p1.axis.axis_line_color = None 57 | p1.axis.major_tick_line_color = None 58 | p1.axis.minor_tick_line_color = None 59 | p1.yaxis.axis_label = 'Price' 60 | p1.yaxis.axis_label_standoff = ylabel_standoff 61 | p1.xaxis.formatter = xformatter 62 | p1.yaxis.formatter = PrintfTickFormatter(format='%8.2f') 63 | p1.yaxis.major_label_text_font = 'courier' 64 | p1.xaxis.major_label_text_font = 'courier' 65 | 66 | p2 = figure(title=None, 67 | plot_width=750, 68 | plot_height=295, 69 | x_axis_type='datetime', 70 | min_border_top=5, 71 | min_border_bottom=33, 72 | background_fill=background, 73 | tools='', 74 | toolbar_location=None) 75 | p2.line(x=timestamps, 76 | y=predictions, 77 | name='predictions', 78 | color='#c82829', 79 | line_width=1, 80 | legend='30 Second Prediction', 81 | line_cap='round', 82 | line_join='round') 83 | p2.legend.orientation = 'top_left' 84 | p2.legend.border_line_color = background 85 | p2.outline_line_color = None 86 | p2.xgrid.grid_line_color = 'white' 87 | p2.ygrid.grid_line_color = 'white' 88 | p2.axis.axis_line_color = None 89 | p2.axis.major_tick_line_color = None 90 | p2.axis.minor_tick_line_color = None 91 | p2.yaxis.axis_label = 'Basis Points' 92 | p2.yaxis.axis_label_standoff = ylabel_standoff 93 | p2.xaxis.formatter = xformatter 94 | p2.yaxis.formatter = yformatter 95 | p2.yaxis.major_label_text_font = 'courier' 96 | p2.xaxis.major_label_text_font = 'courier' 97 | p2.x_range = p1.x_range 98 | 99 | p3 = figure(title=None, 100 | plot_width=750, 101 | plot_height=320, 102 | x_axis_type='datetime', 103 | min_border_top=5, 104 | min_border_bottom=10, 105 | background_fill=background, 106 | x_axis_label='Greenwich Mean Time', 107 | tools='', 108 | toolbar_location=None) 109 | p3.line(x=timestamps, 110 | y=returns, 111 | name='returns', 112 | color='#8959a8', 113 | line_width=1, 114 | legend='Cumulative Return', 115 | line_cap='round', 116 | line_join='round') 117 | p3.legend.orientation = 'top_left' 118 | p3.legend.border_line_color = background 119 | p3.outline_line_color = None 120 | p3.xgrid.grid_line_color = 'white' 121 | p3.ygrid.grid_line_color = 'white' 122 | p3.axis.axis_line_color = None 123 | p3.axis.major_tick_line_color = None 124 | p3.axis.minor_tick_line_color = None 125 | p3.yaxis.axis_label = 'Basis Points' 126 | p3.yaxis.axis_label_standoff = ylabel_standoff 127 | p3.xaxis.formatter = xformatter 128 | p3.yaxis.formatter = yformatter 129 | p3.xaxis.axis_label_standoff = 12 130 | p3.yaxis.major_label_text_font = 'courier' 131 | p3.xaxis.major_label_text_font = 'courier' 132 | p3.x_range = p1.x_range 133 | 134 | vp = vplot(p1, p2, p3) 135 | push() 136 | ip = load(urlopen('http://jsonip.com'))['ip'] 137 | ssn = cursession() 138 | ssn.publish() 139 | tag = embed.autoload_server(vp, ssn, public=True).replace('localhost', ip) 140 | html = """ 141 | {%% extends "layout.html" %%} 142 | {%% block bokeh %%} 143 | %s 144 | {%% endblock %%} 145 | """ % tag 146 | 147 | with open('templates/index.html', 'w+') as f: 148 | f.write(html) 149 | 150 | renderer = p1.select(dict(name='prices')) 151 | ds_prices = renderer[0].data_source 152 | renderer = p2.select(dict(name='predictions')) 153 | ds_predictions = renderer[0].data_source 154 | renderer = p3.select(dict(name='returns')) 155 | ds_returns = renderer[0].data_source 156 | 157 | while True: 158 | timestamps, prices, predictions, returns = get_data() 159 | ds_prices.data['x'] = timestamps 160 | ds_predictions.data['x'] = timestamps 161 | ds_returns.data['x'] = timestamps 162 | ds_prices.data['y'] = prices 163 | ds_predictions.data['y'] = predictions 164 | ds_returns.data['y'] = returns 165 | ssn.store_objects(ds_prices) 166 | ssn.store_objects(ds_predictions) 167 | ssn.store_objects(ds_returns) 168 | time.sleep(1) 169 | -------------------------------------------------------------------------------- /app/run_charts_extended.py: -------------------------------------------------------------------------------- 1 | import pandas as pd 2 | import pymongo 3 | from bokeh.plotting import cursession, figure, output_server, push 4 | from bokeh.models.formatters import DatetimeTickFormatter, PrintfTickFormatter 5 | from bokeh.io import vplot 6 | from bokeh import embed 7 | from json import load 8 | from urllib2 import urlopen 9 | import time 10 | 11 | client = pymongo.MongoClient() 12 | db = client['bitmicro'] 13 | collection = db['btc_predictions'] 14 | 15 | 16 | def get_data(): 17 | cursor = collection.find().limit(3*60*60).sort('_id', pymongo.DESCENDING) 18 | data = pd.DataFrame(list(cursor)) 19 | data = data.set_index('_id') 20 | data = data.sort_index(ascending=True) 21 | timestamps = pd.to_datetime(data.index, unit='s').to_series() 22 | prices = data.price 23 | predictions = data.prediction*10000 24 | returns = (data.position*data.change).cumsum()*10000 25 | return timestamps, prices, predictions, returns 26 | 27 | timestamps, prices, predictions, returns = get_data() 28 | output_server('bitpredict_extended') 29 | 30 | background = '#f2f2f2' 31 | ylabel_standoff = 0 32 | xformatter = DatetimeTickFormatter(formats=dict(hours=["%H:%M"])) 33 | yformatter = PrintfTickFormatter(format="%8.1f") 34 | p1 = figure(title=None, 35 | plot_width=750, 36 | plot_height=300, 37 | x_axis_type='datetime', 38 | min_border_top=10, 39 | min_border_bottom=33, 40 | background_fill=background, 41 | tools='', 42 | toolbar_location=None) 43 | p1.line(x=timestamps, 44 | y=prices, 45 | name='prices', 46 | color='#4271ae', 47 | line_width=1, 48 | legend='Bitcoin Bid/Ask Midpoint', 49 | line_cap='round', 50 | line_join='round') 51 | p1.legend.orientation = 'top_left' 52 | p1.legend.border_line_color = background 53 | p1.outline_line_color = None 54 | p1.xgrid.grid_line_color = 'white' 55 | p1.ygrid.grid_line_color = 'white' 56 | p1.axis.axis_line_color = None 57 | p1.axis.major_tick_line_color = None 58 | p1.axis.minor_tick_line_color = None 59 | p1.yaxis.axis_label = 'Price' 60 | p1.yaxis.axis_label_standoff = ylabel_standoff 61 | p1.xaxis.formatter = xformatter 62 | p1.yaxis.formatter = PrintfTickFormatter(format='%8.2f') 63 | p1.yaxis.major_label_text_font = 'courier' 64 | p1.xaxis.major_label_text_font = 'courier' 65 | 66 | p2 = figure(title=None, 67 | plot_width=750, 68 | plot_height=295, 69 | x_axis_type='datetime', 70 | min_border_top=5, 71 | min_border_bottom=33, 72 | background_fill=background, 73 | tools='', 74 | toolbar_location=None) 75 | p2.line(x=timestamps, 76 | y=predictions, 77 | name='predictions', 78 | color='#c82829', 79 | line_width=1, 80 | legend='30 Second Prediction', 81 | line_cap='round', 82 | line_join='round') 83 | p2.legend.orientation = 'top_left' 84 | p2.legend.border_line_color = background 85 | p2.outline_line_color = None 86 | p2.xgrid.grid_line_color = 'white' 87 | p2.ygrid.grid_line_color = 'white' 88 | p2.axis.axis_line_color = None 89 | p2.axis.major_tick_line_color = None 90 | p2.axis.minor_tick_line_color = None 91 | p2.yaxis.axis_label = 'Basis Points' 92 | p2.yaxis.axis_label_standoff = ylabel_standoff 93 | p2.xaxis.formatter = xformatter 94 | p2.yaxis.formatter = yformatter 95 | p2.yaxis.major_label_text_font = 'courier' 96 | p2.xaxis.major_label_text_font = 'courier' 97 | p2.x_range = p1.x_range 98 | 99 | p3 = figure(title=None, 100 | plot_width=750, 101 | plot_height=320, 102 | x_axis_type='datetime', 103 | min_border_top=5, 104 | min_border_bottom=10, 105 | background_fill=background, 106 | x_axis_label='Greenwich Mean Time', 107 | tools='', 108 | toolbar_location=None) 109 | p3.line(x=timestamps, 110 | y=returns, 111 | name='returns', 112 | color='#8959a8', 113 | line_width=1, 114 | legend='Cumulative Return', 115 | line_cap='round', 116 | line_join='round') 117 | p3.legend.orientation = 'top_left' 118 | p3.legend.border_line_color = background 119 | p3.outline_line_color = None 120 | p3.xgrid.grid_line_color = 'white' 121 | p3.ygrid.grid_line_color = 'white' 122 | p3.axis.axis_line_color = None 123 | p3.axis.major_tick_line_color = None 124 | p3.axis.minor_tick_line_color = None 125 | p3.yaxis.axis_label = 'Basis Points' 126 | p3.yaxis.axis_label_standoff = ylabel_standoff 127 | p3.xaxis.formatter = xformatter 128 | p3.yaxis.formatter = yformatter 129 | p3.xaxis.axis_label_standoff = 12 130 | p3.yaxis.major_label_text_font = 'courier' 131 | p3.xaxis.major_label_text_font = 'courier' 132 | p3.x_range = p1.x_range 133 | 134 | vp = vplot(p1, p2, p3) 135 | push() 136 | ip = load(urlopen('http://jsonip.com'))['ip'] 137 | ssn = cursession() 138 | ssn.publish() 139 | tag = embed.autoload_server(vp, ssn, public=True).replace('localhost', ip) 140 | html = """ 141 | {%% extends "layout.html" %%} 142 | {%% block bokeh %%} 143 | %s 144 | {%% endblock %%} 145 | """ % tag 146 | with open('templates/extended.html', 'w+') as f: 147 | f.write(html) 148 | 149 | renderer = p1.select(dict(name='prices')) 150 | ds_prices = renderer[0].data_source 151 | renderer = p2.select(dict(name='predictions')) 152 | ds_predictions = renderer[0].data_source 153 | renderer = p3.select(dict(name='returns')) 154 | ds_returns = renderer[0].data_source 155 | 156 | while True: 157 | timestamps, prices, predictions, returns = get_data() 158 | ds_prices.data['x'] = timestamps 159 | ds_predictions.data['x'] = timestamps 160 | ds_returns.data['x'] = timestamps 161 | ds_prices.data['y'] = prices 162 | ds_predictions.data['y'] = predictions 163 | ds_returns.data['y'] = returns 164 | ssn.store_objects(ds_prices) 165 | ssn.store_objects(ds_predictions) 166 | ssn.store_objects(ds_returns) 167 | time.sleep(60) 168 | -------------------------------------------------------------------------------- /app/run_charts_performance.py: -------------------------------------------------------------------------------- 1 | import pandas as pd 2 | import pymongo 3 | from bokeh.plotting import cursession, figure, output_server, push 4 | from bokeh.models.formatters import DatetimeTickFormatter, PrintfTickFormatter 5 | from bokeh import embed 6 | from json import load 7 | from urllib2 import urlopen 8 | import time 9 | 10 | client = pymongo.MongoClient() 11 | db = client['bitmicro'] 12 | collection = db['btc_performance'] 13 | 14 | 15 | def get_data(): 16 | cursor = collection.find() 17 | data = pd.DataFrame(list(cursor)) 18 | data = data.set_index('_id') 19 | data = data.sort_index(ascending=True) 20 | timestamps = pd.to_datetime(data.index, unit='s').to_series() 21 | returns = data.returns.cumsum()*100 22 | return timestamps, returns 23 | 24 | timestamps, returns = get_data() 25 | output_server('bitpredict_performance') 26 | 27 | background = '#f2f2f2' 28 | ylabel_standoff = 0 29 | xformatter = DatetimeTickFormatter(formats=dict(hours=["%H:%M"])) 30 | yformatter = PrintfTickFormatter(format="%8.1f") 31 | 32 | p = figure(title=None, 33 | plot_width=750, 34 | plot_height=500, 35 | x_axis_type='datetime', 36 | min_border_top=5, 37 | min_border_bottom=10, 38 | background_fill=background, 39 | x_axis_label='Date', 40 | tools='', 41 | toolbar_location=None) 42 | p.line(x=timestamps, 43 | y=returns, 44 | name='returns', 45 | color='#8959a8', 46 | line_width=1, 47 | legend='Cumulative Return', 48 | line_cap='round', 49 | line_join='round') 50 | p.legend.orientation = 'top_left' 51 | p.legend.border_line_color = background 52 | p.outline_line_color = None 53 | p.xgrid.grid_line_color = 'white' 54 | p.ygrid.grid_line_color = 'white' 55 | p.axis.axis_line_color = None 56 | p.axis.major_tick_line_color = None 57 | p.axis.minor_tick_line_color = None 58 | p.yaxis.axis_label = 'Percent' 59 | p.yaxis.axis_label_standoff = ylabel_standoff 60 | p.xaxis.formatter = xformatter 61 | p.yaxis.formatter = yformatter 62 | p.xaxis.axis_label_standoff = 12 63 | p.yaxis.major_label_text_font = 'courier' 64 | p.xaxis.major_label_text_font = 'courier' 65 | 66 | push() 67 | ip = load(urlopen('http://jsonip.com'))['ip'] 68 | ssn = cursession() 69 | ssn.publish() 70 | tag = embed.autoload_server(p, ssn, public=True).replace('localhost', ip) 71 | html = """ 72 | {%% extends "layout.html" %%} 73 | {%% block bokeh %%} 74 | %s 75 | {%% endblock %%} 76 | """ % tag 77 | 78 | with open('templates/performance.html', 'w+') as f: 79 | f.write(html) 80 | 81 | renderer = p.select(dict(name='returns')) 82 | ds_returns = renderer[0].data_source 83 | 84 | while True: 85 | timestamps, returns = get_data() 86 | ds_returns.data['x'] = timestamps 87 | ds_returns.data['y'] = returns 88 | ssn.store_objects(ds_returns) 89 | time.sleep(300) 90 | -------------------------------------------------------------------------------- /app/static/css/portfolio-item.css: -------------------------------------------------------------------------------- 1 | /*! 2 | * Start Bootstrap - Portfolio Item HTML Template (http://startbootstrap.com) 3 | * Code licensed under the Apache License v2.0. 4 | * For details, see http://www.apache.org/licenses/LICENSE-2.0. 5 | */ 6 | 7 | body { 8 | padding-top: 35px; /* Required padding for .navbar-fixed-top. Remove if using .navbar-static-top. Change if height of navigation changes. */ 9 | } 10 | 11 | .portfolio-item { 12 | margin-bottom: 25px; 13 | } 14 | 15 | footer { 16 | margin: 50px 0; 17 | } 18 | -------------------------------------------------------------------------------- /app/static/fonts/glyphicons-halflings-regular.eot: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/app/static/fonts/glyphicons-halflings-regular.eot -------------------------------------------------------------------------------- /app/static/fonts/glyphicons-halflings-regular.ttf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/app/static/fonts/glyphicons-halflings-regular.ttf -------------------------------------------------------------------------------- /app/static/fonts/glyphicons-halflings-regular.woff: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/app/static/fonts/glyphicons-halflings-regular.woff -------------------------------------------------------------------------------- /app/static/fonts/glyphicons-halflings-regular.woff2: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/app/static/fonts/glyphicons-halflings-regular.woff2 -------------------------------------------------------------------------------- /app/static/js/bootstrap.js: -------------------------------------------------------------------------------- 1 | /*! 2 | * Bootstrap v3.3.4 (http://getbootstrap.com) 3 | * Copyright 2011-2015 Twitter, Inc. 4 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 5 | */ 6 | 7 | if (typeof jQuery === 'undefined') { 8 | throw new Error('Bootstrap\'s JavaScript requires jQuery') 9 | } 10 | 11 | +function ($) { 12 | 'use strict'; 13 | var version = $.fn.jquery.split(' ')[0].split('.') 14 | if ((version[0] < 2 && version[1] < 9) || (version[0] == 1 && version[1] == 9 && version[2] < 1)) { 15 | throw new Error('Bootstrap\'s JavaScript requires jQuery version 1.9.1 or higher') 16 | } 17 | }(jQuery); 18 | 19 | /* ======================================================================== 20 | * Bootstrap: transition.js v3.3.4 21 | * http://getbootstrap.com/javascript/#transitions 22 | * ======================================================================== 23 | * Copyright 2011-2015 Twitter, Inc. 24 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 25 | * ======================================================================== */ 26 | 27 | 28 | +function ($) { 29 | 'use strict'; 30 | 31 | // CSS TRANSITION SUPPORT (Shoutout: http://www.modernizr.com/) 32 | // ============================================================ 33 | 34 | function transitionEnd() { 35 | var el = document.createElement('bootstrap') 36 | 37 | var transEndEventNames = { 38 | WebkitTransition : 'webkitTransitionEnd', 39 | MozTransition : 'transitionend', 40 | OTransition : 'oTransitionEnd otransitionend', 41 | transition : 'transitionend' 42 | } 43 | 44 | for (var name in transEndEventNames) { 45 | if (el.style[name] !== undefined) { 46 | return { end: transEndEventNames[name] } 47 | } 48 | } 49 | 50 | return false // explicit for ie8 ( ._.) 51 | } 52 | 53 | // http://blog.alexmaccaw.com/css-transitions 54 | $.fn.emulateTransitionEnd = function (duration) { 55 | var called = false 56 | var $el = this 57 | $(this).one('bsTransitionEnd', function () { called = true }) 58 | var callback = function () { if (!called) $($el).trigger($.support.transition.end) } 59 | setTimeout(callback, duration) 60 | return this 61 | } 62 | 63 | $(function () { 64 | $.support.transition = transitionEnd() 65 | 66 | if (!$.support.transition) return 67 | 68 | $.event.special.bsTransitionEnd = { 69 | bindType: $.support.transition.end, 70 | delegateType: $.support.transition.end, 71 | handle: function (e) { 72 | if ($(e.target).is(this)) return e.handleObj.handler.apply(this, arguments) 73 | } 74 | } 75 | }) 76 | 77 | }(jQuery); 78 | 79 | /* ======================================================================== 80 | * Bootstrap: alert.js v3.3.4 81 | * http://getbootstrap.com/javascript/#alerts 82 | * ======================================================================== 83 | * Copyright 2011-2015 Twitter, Inc. 84 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 85 | * ======================================================================== */ 86 | 87 | 88 | +function ($) { 89 | 'use strict'; 90 | 91 | // ALERT CLASS DEFINITION 92 | // ====================== 93 | 94 | var dismiss = '[data-dismiss="alert"]' 95 | var Alert = function (el) { 96 | $(el).on('click', dismiss, this.close) 97 | } 98 | 99 | Alert.VERSION = '3.3.4' 100 | 101 | Alert.TRANSITION_DURATION = 150 102 | 103 | Alert.prototype.close = function (e) { 104 | var $this = $(this) 105 | var selector = $this.attr('data-target') 106 | 107 | if (!selector) { 108 | selector = $this.attr('href') 109 | selector = selector && selector.replace(/.*(?=#[^\s]*$)/, '') // strip for ie7 110 | } 111 | 112 | var $parent = $(selector) 113 | 114 | if (e) e.preventDefault() 115 | 116 | if (!$parent.length) { 117 | $parent = $this.closest('.alert') 118 | } 119 | 120 | $parent.trigger(e = $.Event('close.bs.alert')) 121 | 122 | if (e.isDefaultPrevented()) return 123 | 124 | $parent.removeClass('in') 125 | 126 | function removeElement() { 127 | // detach from parent, fire event then clean up data 128 | $parent.detach().trigger('closed.bs.alert').remove() 129 | } 130 | 131 | $.support.transition && $parent.hasClass('fade') ? 132 | $parent 133 | .one('bsTransitionEnd', removeElement) 134 | .emulateTransitionEnd(Alert.TRANSITION_DURATION) : 135 | removeElement() 136 | } 137 | 138 | 139 | // ALERT PLUGIN DEFINITION 140 | // ======================= 141 | 142 | function Plugin(option) { 143 | return this.each(function () { 144 | var $this = $(this) 145 | var data = $this.data('bs.alert') 146 | 147 | if (!data) $this.data('bs.alert', (data = new Alert(this))) 148 | if (typeof option == 'string') data[option].call($this) 149 | }) 150 | } 151 | 152 | var old = $.fn.alert 153 | 154 | $.fn.alert = Plugin 155 | $.fn.alert.Constructor = Alert 156 | 157 | 158 | // ALERT NO CONFLICT 159 | // ================= 160 | 161 | $.fn.alert.noConflict = function () { 162 | $.fn.alert = old 163 | return this 164 | } 165 | 166 | 167 | // ALERT DATA-API 168 | // ============== 169 | 170 | $(document).on('click.bs.alert.data-api', dismiss, Alert.prototype.close) 171 | 172 | }(jQuery); 173 | 174 | /* ======================================================================== 175 | * Bootstrap: button.js v3.3.4 176 | * http://getbootstrap.com/javascript/#buttons 177 | * ======================================================================== 178 | * Copyright 2011-2015 Twitter, Inc. 179 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 180 | * ======================================================================== */ 181 | 182 | 183 | +function ($) { 184 | 'use strict'; 185 | 186 | // BUTTON PUBLIC CLASS DEFINITION 187 | // ============================== 188 | 189 | var Button = function (element, options) { 190 | this.$element = $(element) 191 | this.options = $.extend({}, Button.DEFAULTS, options) 192 | this.isLoading = false 193 | } 194 | 195 | Button.VERSION = '3.3.4' 196 | 197 | Button.DEFAULTS = { 198 | loadingText: 'loading...' 199 | } 200 | 201 | Button.prototype.setState = function (state) { 202 | var d = 'disabled' 203 | var $el = this.$element 204 | var val = $el.is('input') ? 'val' : 'html' 205 | var data = $el.data() 206 | 207 | state = state + 'Text' 208 | 209 | if (data.resetText == null) $el.data('resetText', $el[val]()) 210 | 211 | // push to event loop to allow forms to submit 212 | setTimeout($.proxy(function () { 213 | $el[val](data[state] == null ? this.options[state] : data[state]) 214 | 215 | if (state == 'loadingText') { 216 | this.isLoading = true 217 | $el.addClass(d).attr(d, d) 218 | } else if (this.isLoading) { 219 | this.isLoading = false 220 | $el.removeClass(d).removeAttr(d) 221 | } 222 | }, this), 0) 223 | } 224 | 225 | Button.prototype.toggle = function () { 226 | var changed = true 227 | var $parent = this.$element.closest('[data-toggle="buttons"]') 228 | 229 | if ($parent.length) { 230 | var $input = this.$element.find('input') 231 | if ($input.prop('type') == 'radio') { 232 | if ($input.prop('checked') && this.$element.hasClass('active')) changed = false 233 | else $parent.find('.active').removeClass('active') 234 | } 235 | if (changed) $input.prop('checked', !this.$element.hasClass('active')).trigger('change') 236 | } else { 237 | this.$element.attr('aria-pressed', !this.$element.hasClass('active')) 238 | } 239 | 240 | if (changed) this.$element.toggleClass('active') 241 | } 242 | 243 | 244 | // BUTTON PLUGIN DEFINITION 245 | // ======================== 246 | 247 | function Plugin(option) { 248 | return this.each(function () { 249 | var $this = $(this) 250 | var data = $this.data('bs.button') 251 | var options = typeof option == 'object' && option 252 | 253 | if (!data) $this.data('bs.button', (data = new Button(this, options))) 254 | 255 | if (option == 'toggle') data.toggle() 256 | else if (option) data.setState(option) 257 | }) 258 | } 259 | 260 | var old = $.fn.button 261 | 262 | $.fn.button = Plugin 263 | $.fn.button.Constructor = Button 264 | 265 | 266 | // BUTTON NO CONFLICT 267 | // ================== 268 | 269 | $.fn.button.noConflict = function () { 270 | $.fn.button = old 271 | return this 272 | } 273 | 274 | 275 | // BUTTON DATA-API 276 | // =============== 277 | 278 | $(document) 279 | .on('click.bs.button.data-api', '[data-toggle^="button"]', function (e) { 280 | var $btn = $(e.target) 281 | if (!$btn.hasClass('btn')) $btn = $btn.closest('.btn') 282 | Plugin.call($btn, 'toggle') 283 | e.preventDefault() 284 | }) 285 | .on('focus.bs.button.data-api blur.bs.button.data-api', '[data-toggle^="button"]', function (e) { 286 | $(e.target).closest('.btn').toggleClass('focus', /^focus(in)?$/.test(e.type)) 287 | }) 288 | 289 | }(jQuery); 290 | 291 | /* ======================================================================== 292 | * Bootstrap: carousel.js v3.3.4 293 | * http://getbootstrap.com/javascript/#carousel 294 | * ======================================================================== 295 | * Copyright 2011-2015 Twitter, Inc. 296 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 297 | * ======================================================================== */ 298 | 299 | 300 | +function ($) { 301 | 'use strict'; 302 | 303 | // CAROUSEL CLASS DEFINITION 304 | // ========================= 305 | 306 | var Carousel = function (element, options) { 307 | this.$element = $(element) 308 | this.$indicators = this.$element.find('.carousel-indicators') 309 | this.options = options 310 | this.paused = null 311 | this.sliding = null 312 | this.interval = null 313 | this.$active = null 314 | this.$items = null 315 | 316 | this.options.keyboard && this.$element.on('keydown.bs.carousel', $.proxy(this.keydown, this)) 317 | 318 | this.options.pause == 'hover' && !('ontouchstart' in document.documentElement) && this.$element 319 | .on('mouseenter.bs.carousel', $.proxy(this.pause, this)) 320 | .on('mouseleave.bs.carousel', $.proxy(this.cycle, this)) 321 | } 322 | 323 | Carousel.VERSION = '3.3.4' 324 | 325 | Carousel.TRANSITION_DURATION = 600 326 | 327 | Carousel.DEFAULTS = { 328 | interval: 5000, 329 | pause: 'hover', 330 | wrap: true, 331 | keyboard: true 332 | } 333 | 334 | Carousel.prototype.keydown = function (e) { 335 | if (/input|textarea/i.test(e.target.tagName)) return 336 | switch (e.which) { 337 | case 37: this.prev(); break 338 | case 39: this.next(); break 339 | default: return 340 | } 341 | 342 | e.preventDefault() 343 | } 344 | 345 | Carousel.prototype.cycle = function (e) { 346 | e || (this.paused = false) 347 | 348 | this.interval && clearInterval(this.interval) 349 | 350 | this.options.interval 351 | && !this.paused 352 | && (this.interval = setInterval($.proxy(this.next, this), this.options.interval)) 353 | 354 | return this 355 | } 356 | 357 | Carousel.prototype.getItemIndex = function (item) { 358 | this.$items = item.parent().children('.item') 359 | return this.$items.index(item || this.$active) 360 | } 361 | 362 | Carousel.prototype.getItemForDirection = function (direction, active) { 363 | var activeIndex = this.getItemIndex(active) 364 | var willWrap = (direction == 'prev' && activeIndex === 0) 365 | || (direction == 'next' && activeIndex == (this.$items.length - 1)) 366 | if (willWrap && !this.options.wrap) return active 367 | var delta = direction == 'prev' ? -1 : 1 368 | var itemIndex = (activeIndex + delta) % this.$items.length 369 | return this.$items.eq(itemIndex) 370 | } 371 | 372 | Carousel.prototype.to = function (pos) { 373 | var that = this 374 | var activeIndex = this.getItemIndex(this.$active = this.$element.find('.item.active')) 375 | 376 | if (pos > (this.$items.length - 1) || pos < 0) return 377 | 378 | if (this.sliding) return this.$element.one('slid.bs.carousel', function () { that.to(pos) }) // yes, "slid" 379 | if (activeIndex == pos) return this.pause().cycle() 380 | 381 | return this.slide(pos > activeIndex ? 'next' : 'prev', this.$items.eq(pos)) 382 | } 383 | 384 | Carousel.prototype.pause = function (e) { 385 | e || (this.paused = true) 386 | 387 | if (this.$element.find('.next, .prev').length && $.support.transition) { 388 | this.$element.trigger($.support.transition.end) 389 | this.cycle(true) 390 | } 391 | 392 | this.interval = clearInterval(this.interval) 393 | 394 | return this 395 | } 396 | 397 | Carousel.prototype.next = function () { 398 | if (this.sliding) return 399 | return this.slide('next') 400 | } 401 | 402 | Carousel.prototype.prev = function () { 403 | if (this.sliding) return 404 | return this.slide('prev') 405 | } 406 | 407 | Carousel.prototype.slide = function (type, next) { 408 | var $active = this.$element.find('.item.active') 409 | var $next = next || this.getItemForDirection(type, $active) 410 | var isCycling = this.interval 411 | var direction = type == 'next' ? 'left' : 'right' 412 | var that = this 413 | 414 | if ($next.hasClass('active')) return (this.sliding = false) 415 | 416 | var relatedTarget = $next[0] 417 | var slideEvent = $.Event('slide.bs.carousel', { 418 | relatedTarget: relatedTarget, 419 | direction: direction 420 | }) 421 | this.$element.trigger(slideEvent) 422 | if (slideEvent.isDefaultPrevented()) return 423 | 424 | this.sliding = true 425 | 426 | isCycling && this.pause() 427 | 428 | if (this.$indicators.length) { 429 | this.$indicators.find('.active').removeClass('active') 430 | var $nextIndicator = $(this.$indicators.children()[this.getItemIndex($next)]) 431 | $nextIndicator && $nextIndicator.addClass('active') 432 | } 433 | 434 | var slidEvent = $.Event('slid.bs.carousel', { relatedTarget: relatedTarget, direction: direction }) // yes, "slid" 435 | if ($.support.transition && this.$element.hasClass('slide')) { 436 | $next.addClass(type) 437 | $next[0].offsetWidth // force reflow 438 | $active.addClass(direction) 439 | $next.addClass(direction) 440 | $active 441 | .one('bsTransitionEnd', function () { 442 | $next.removeClass([type, direction].join(' ')).addClass('active') 443 | $active.removeClass(['active', direction].join(' ')) 444 | that.sliding = false 445 | setTimeout(function () { 446 | that.$element.trigger(slidEvent) 447 | }, 0) 448 | }) 449 | .emulateTransitionEnd(Carousel.TRANSITION_DURATION) 450 | } else { 451 | $active.removeClass('active') 452 | $next.addClass('active') 453 | this.sliding = false 454 | this.$element.trigger(slidEvent) 455 | } 456 | 457 | isCycling && this.cycle() 458 | 459 | return this 460 | } 461 | 462 | 463 | // CAROUSEL PLUGIN DEFINITION 464 | // ========================== 465 | 466 | function Plugin(option) { 467 | return this.each(function () { 468 | var $this = $(this) 469 | var data = $this.data('bs.carousel') 470 | var options = $.extend({}, Carousel.DEFAULTS, $this.data(), typeof option == 'object' && option) 471 | var action = typeof option == 'string' ? option : options.slide 472 | 473 | if (!data) $this.data('bs.carousel', (data = new Carousel(this, options))) 474 | if (typeof option == 'number') data.to(option) 475 | else if (action) data[action]() 476 | else if (options.interval) data.pause().cycle() 477 | }) 478 | } 479 | 480 | var old = $.fn.carousel 481 | 482 | $.fn.carousel = Plugin 483 | $.fn.carousel.Constructor = Carousel 484 | 485 | 486 | // CAROUSEL NO CONFLICT 487 | // ==================== 488 | 489 | $.fn.carousel.noConflict = function () { 490 | $.fn.carousel = old 491 | return this 492 | } 493 | 494 | 495 | // CAROUSEL DATA-API 496 | // ================= 497 | 498 | var clickHandler = function (e) { 499 | var href 500 | var $this = $(this) 501 | var $target = $($this.attr('data-target') || (href = $this.attr('href')) && href.replace(/.*(?=#[^\s]+$)/, '')) // strip for ie7 502 | if (!$target.hasClass('carousel')) return 503 | var options = $.extend({}, $target.data(), $this.data()) 504 | var slideIndex = $this.attr('data-slide-to') 505 | if (slideIndex) options.interval = false 506 | 507 | Plugin.call($target, options) 508 | 509 | if (slideIndex) { 510 | $target.data('bs.carousel').to(slideIndex) 511 | } 512 | 513 | e.preventDefault() 514 | } 515 | 516 | $(document) 517 | .on('click.bs.carousel.data-api', '[data-slide]', clickHandler) 518 | .on('click.bs.carousel.data-api', '[data-slide-to]', clickHandler) 519 | 520 | $(window).on('load', function () { 521 | $('[data-ride="carousel"]').each(function () { 522 | var $carousel = $(this) 523 | Plugin.call($carousel, $carousel.data()) 524 | }) 525 | }) 526 | 527 | }(jQuery); 528 | 529 | /* ======================================================================== 530 | * Bootstrap: collapse.js v3.3.4 531 | * http://getbootstrap.com/javascript/#collapse 532 | * ======================================================================== 533 | * Copyright 2011-2015 Twitter, Inc. 534 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 535 | * ======================================================================== */ 536 | 537 | 538 | +function ($) { 539 | 'use strict'; 540 | 541 | // COLLAPSE PUBLIC CLASS DEFINITION 542 | // ================================ 543 | 544 | var Collapse = function (element, options) { 545 | this.$element = $(element) 546 | this.options = $.extend({}, Collapse.DEFAULTS, options) 547 | this.$trigger = $('[data-toggle="collapse"][href="#' + element.id + '"],' + 548 | '[data-toggle="collapse"][data-target="#' + element.id + '"]') 549 | this.transitioning = null 550 | 551 | if (this.options.parent) { 552 | this.$parent = this.getParent() 553 | } else { 554 | this.addAriaAndCollapsedClass(this.$element, this.$trigger) 555 | } 556 | 557 | if (this.options.toggle) this.toggle() 558 | } 559 | 560 | Collapse.VERSION = '3.3.4' 561 | 562 | Collapse.TRANSITION_DURATION = 350 563 | 564 | Collapse.DEFAULTS = { 565 | toggle: true 566 | } 567 | 568 | Collapse.prototype.dimension = function () { 569 | var hasWidth = this.$element.hasClass('width') 570 | return hasWidth ? 'width' : 'height' 571 | } 572 | 573 | Collapse.prototype.show = function () { 574 | if (this.transitioning || this.$element.hasClass('in')) return 575 | 576 | var activesData 577 | var actives = this.$parent && this.$parent.children('.panel').children('.in, .collapsing') 578 | 579 | if (actives && actives.length) { 580 | activesData = actives.data('bs.collapse') 581 | if (activesData && activesData.transitioning) return 582 | } 583 | 584 | var startEvent = $.Event('show.bs.collapse') 585 | this.$element.trigger(startEvent) 586 | if (startEvent.isDefaultPrevented()) return 587 | 588 | if (actives && actives.length) { 589 | Plugin.call(actives, 'hide') 590 | activesData || actives.data('bs.collapse', null) 591 | } 592 | 593 | var dimension = this.dimension() 594 | 595 | this.$element 596 | .removeClass('collapse') 597 | .addClass('collapsing')[dimension](0) 598 | .attr('aria-expanded', true) 599 | 600 | this.$trigger 601 | .removeClass('collapsed') 602 | .attr('aria-expanded', true) 603 | 604 | this.transitioning = 1 605 | 606 | var complete = function () { 607 | this.$element 608 | .removeClass('collapsing') 609 | .addClass('collapse in')[dimension]('') 610 | this.transitioning = 0 611 | this.$element 612 | .trigger('shown.bs.collapse') 613 | } 614 | 615 | if (!$.support.transition) return complete.call(this) 616 | 617 | var scrollSize = $.camelCase(['scroll', dimension].join('-')) 618 | 619 | this.$element 620 | .one('bsTransitionEnd', $.proxy(complete, this)) 621 | .emulateTransitionEnd(Collapse.TRANSITION_DURATION)[dimension](this.$element[0][scrollSize]) 622 | } 623 | 624 | Collapse.prototype.hide = function () { 625 | if (this.transitioning || !this.$element.hasClass('in')) return 626 | 627 | var startEvent = $.Event('hide.bs.collapse') 628 | this.$element.trigger(startEvent) 629 | if (startEvent.isDefaultPrevented()) return 630 | 631 | var dimension = this.dimension() 632 | 633 | this.$element[dimension](this.$element[dimension]())[0].offsetHeight 634 | 635 | this.$element 636 | .addClass('collapsing') 637 | .removeClass('collapse in') 638 | .attr('aria-expanded', false) 639 | 640 | this.$trigger 641 | .addClass('collapsed') 642 | .attr('aria-expanded', false) 643 | 644 | this.transitioning = 1 645 | 646 | var complete = function () { 647 | this.transitioning = 0 648 | this.$element 649 | .removeClass('collapsing') 650 | .addClass('collapse') 651 | .trigger('hidden.bs.collapse') 652 | } 653 | 654 | if (!$.support.transition) return complete.call(this) 655 | 656 | this.$element 657 | [dimension](0) 658 | .one('bsTransitionEnd', $.proxy(complete, this)) 659 | .emulateTransitionEnd(Collapse.TRANSITION_DURATION) 660 | } 661 | 662 | Collapse.prototype.toggle = function () { 663 | this[this.$element.hasClass('in') ? 'hide' : 'show']() 664 | } 665 | 666 | Collapse.prototype.getParent = function () { 667 | return $(this.options.parent) 668 | .find('[data-toggle="collapse"][data-parent="' + this.options.parent + '"]') 669 | .each($.proxy(function (i, element) { 670 | var $element = $(element) 671 | this.addAriaAndCollapsedClass(getTargetFromTrigger($element), $element) 672 | }, this)) 673 | .end() 674 | } 675 | 676 | Collapse.prototype.addAriaAndCollapsedClass = function ($element, $trigger) { 677 | var isOpen = $element.hasClass('in') 678 | 679 | $element.attr('aria-expanded', isOpen) 680 | $trigger 681 | .toggleClass('collapsed', !isOpen) 682 | .attr('aria-expanded', isOpen) 683 | } 684 | 685 | function getTargetFromTrigger($trigger) { 686 | var href 687 | var target = $trigger.attr('data-target') 688 | || (href = $trigger.attr('href')) && href.replace(/.*(?=#[^\s]+$)/, '') // strip for ie7 689 | 690 | return $(target) 691 | } 692 | 693 | 694 | // COLLAPSE PLUGIN DEFINITION 695 | // ========================== 696 | 697 | function Plugin(option) { 698 | return this.each(function () { 699 | var $this = $(this) 700 | var data = $this.data('bs.collapse') 701 | var options = $.extend({}, Collapse.DEFAULTS, $this.data(), typeof option == 'object' && option) 702 | 703 | if (!data && options.toggle && /show|hide/.test(option)) options.toggle = false 704 | if (!data) $this.data('bs.collapse', (data = new Collapse(this, options))) 705 | if (typeof option == 'string') data[option]() 706 | }) 707 | } 708 | 709 | var old = $.fn.collapse 710 | 711 | $.fn.collapse = Plugin 712 | $.fn.collapse.Constructor = Collapse 713 | 714 | 715 | // COLLAPSE NO CONFLICT 716 | // ==================== 717 | 718 | $.fn.collapse.noConflict = function () { 719 | $.fn.collapse = old 720 | return this 721 | } 722 | 723 | 724 | // COLLAPSE DATA-API 725 | // ================= 726 | 727 | $(document).on('click.bs.collapse.data-api', '[data-toggle="collapse"]', function (e) { 728 | var $this = $(this) 729 | 730 | if (!$this.attr('data-target')) e.preventDefault() 731 | 732 | var $target = getTargetFromTrigger($this) 733 | var data = $target.data('bs.collapse') 734 | var option = data ? 'toggle' : $this.data() 735 | 736 | Plugin.call($target, option) 737 | }) 738 | 739 | }(jQuery); 740 | 741 | /* ======================================================================== 742 | * Bootstrap: dropdown.js v3.3.4 743 | * http://getbootstrap.com/javascript/#dropdowns 744 | * ======================================================================== 745 | * Copyright 2011-2015 Twitter, Inc. 746 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 747 | * ======================================================================== */ 748 | 749 | 750 | +function ($) { 751 | 'use strict'; 752 | 753 | // DROPDOWN CLASS DEFINITION 754 | // ========================= 755 | 756 | var backdrop = '.dropdown-backdrop' 757 | var toggle = '[data-toggle="dropdown"]' 758 | var Dropdown = function (element) { 759 | $(element).on('click.bs.dropdown', this.toggle) 760 | } 761 | 762 | Dropdown.VERSION = '3.3.4' 763 | 764 | Dropdown.prototype.toggle = function (e) { 765 | var $this = $(this) 766 | 767 | if ($this.is('.disabled, :disabled')) return 768 | 769 | var $parent = getParent($this) 770 | var isActive = $parent.hasClass('open') 771 | 772 | clearMenus() 773 | 774 | if (!isActive) { 775 | if ('ontouchstart' in document.documentElement && !$parent.closest('.navbar-nav').length) { 776 | // if mobile we use a backdrop because click events don't delegate 777 | $('
').insertAfter($(this)).on('click', clearMenus) 778 | } 779 | 780 | var relatedTarget = { relatedTarget: this } 781 | $parent.trigger(e = $.Event('show.bs.dropdown', relatedTarget)) 782 | 783 | if (e.isDefaultPrevented()) return 784 | 785 | $this 786 | .trigger('focus') 787 | .attr('aria-expanded', 'true') 788 | 789 | $parent 790 | .toggleClass('open') 791 | .trigger('shown.bs.dropdown', relatedTarget) 792 | } 793 | 794 | return false 795 | } 796 | 797 | Dropdown.prototype.keydown = function (e) { 798 | if (!/(38|40|27|32)/.test(e.which) || /input|textarea/i.test(e.target.tagName)) return 799 | 800 | var $this = $(this) 801 | 802 | e.preventDefault() 803 | e.stopPropagation() 804 | 805 | if ($this.is('.disabled, :disabled')) return 806 | 807 | var $parent = getParent($this) 808 | var isActive = $parent.hasClass('open') 809 | 810 | if ((!isActive && e.which != 27) || (isActive && e.which == 27)) { 811 | if (e.which == 27) $parent.find(toggle).trigger('focus') 812 | return $this.trigger('click') 813 | } 814 | 815 | var desc = ' li:not(.disabled):visible a' 816 | var $items = $parent.find('[role="menu"]' + desc + ', [role="listbox"]' + desc) 817 | 818 | if (!$items.length) return 819 | 820 | var index = $items.index(e.target) 821 | 822 | if (e.which == 38 && index > 0) index-- // up 823 | if (e.which == 40 && index < $items.length - 1) index++ // down 824 | if (!~index) index = 0 825 | 826 | $items.eq(index).trigger('focus') 827 | } 828 | 829 | function clearMenus(e) { 830 | if (e && e.which === 3) return 831 | $(backdrop).remove() 832 | $(toggle).each(function () { 833 | var $this = $(this) 834 | var $parent = getParent($this) 835 | var relatedTarget = { relatedTarget: this } 836 | 837 | if (!$parent.hasClass('open')) return 838 | 839 | $parent.trigger(e = $.Event('hide.bs.dropdown', relatedTarget)) 840 | 841 | if (e.isDefaultPrevented()) return 842 | 843 | $this.attr('aria-expanded', 'false') 844 | $parent.removeClass('open').trigger('hidden.bs.dropdown', relatedTarget) 845 | }) 846 | } 847 | 848 | function getParent($this) { 849 | var selector = $this.attr('data-target') 850 | 851 | if (!selector) { 852 | selector = $this.attr('href') 853 | selector = selector && /#[A-Za-z]/.test(selector) && selector.replace(/.*(?=#[^\s]*$)/, '') // strip for ie7 854 | } 855 | 856 | var $parent = selector && $(selector) 857 | 858 | return $parent && $parent.length ? $parent : $this.parent() 859 | } 860 | 861 | 862 | // DROPDOWN PLUGIN DEFINITION 863 | // ========================== 864 | 865 | function Plugin(option) { 866 | return this.each(function () { 867 | var $this = $(this) 868 | var data = $this.data('bs.dropdown') 869 | 870 | if (!data) $this.data('bs.dropdown', (data = new Dropdown(this))) 871 | if (typeof option == 'string') data[option].call($this) 872 | }) 873 | } 874 | 875 | var old = $.fn.dropdown 876 | 877 | $.fn.dropdown = Plugin 878 | $.fn.dropdown.Constructor = Dropdown 879 | 880 | 881 | // DROPDOWN NO CONFLICT 882 | // ==================== 883 | 884 | $.fn.dropdown.noConflict = function () { 885 | $.fn.dropdown = old 886 | return this 887 | } 888 | 889 | 890 | // APPLY TO STANDARD DROPDOWN ELEMENTS 891 | // =================================== 892 | 893 | $(document) 894 | .on('click.bs.dropdown.data-api', clearMenus) 895 | .on('click.bs.dropdown.data-api', '.dropdown form', function (e) { e.stopPropagation() }) 896 | .on('click.bs.dropdown.data-api', toggle, Dropdown.prototype.toggle) 897 | .on('keydown.bs.dropdown.data-api', toggle, Dropdown.prototype.keydown) 898 | .on('keydown.bs.dropdown.data-api', '[role="menu"]', Dropdown.prototype.keydown) 899 | .on('keydown.bs.dropdown.data-api', '[role="listbox"]', Dropdown.prototype.keydown) 900 | 901 | }(jQuery); 902 | 903 | /* ======================================================================== 904 | * Bootstrap: modal.js v3.3.4 905 | * http://getbootstrap.com/javascript/#modals 906 | * ======================================================================== 907 | * Copyright 2011-2015 Twitter, Inc. 908 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 909 | * ======================================================================== */ 910 | 911 | 912 | +function ($) { 913 | 'use strict'; 914 | 915 | // MODAL CLASS DEFINITION 916 | // ====================== 917 | 918 | var Modal = function (element, options) { 919 | this.options = options 920 | this.$body = $(document.body) 921 | this.$element = $(element) 922 | this.$dialog = this.$element.find('.modal-dialog') 923 | this.$backdrop = null 924 | this.isShown = null 925 | this.originalBodyPad = null 926 | this.scrollbarWidth = 0 927 | this.ignoreBackdropClick = false 928 | 929 | if (this.options.remote) { 930 | this.$element 931 | .find('.modal-content') 932 | .load(this.options.remote, $.proxy(function () { 933 | this.$element.trigger('loaded.bs.modal') 934 | }, this)) 935 | } 936 | } 937 | 938 | Modal.VERSION = '3.3.4' 939 | 940 | Modal.TRANSITION_DURATION = 300 941 | Modal.BACKDROP_TRANSITION_DURATION = 150 942 | 943 | Modal.DEFAULTS = { 944 | backdrop: true, 945 | keyboard: true, 946 | show: true 947 | } 948 | 949 | Modal.prototype.toggle = function (_relatedTarget) { 950 | return this.isShown ? this.hide() : this.show(_relatedTarget) 951 | } 952 | 953 | Modal.prototype.show = function (_relatedTarget) { 954 | var that = this 955 | var e = $.Event('show.bs.modal', { relatedTarget: _relatedTarget }) 956 | 957 | this.$element.trigger(e) 958 | 959 | if (this.isShown || e.isDefaultPrevented()) return 960 | 961 | this.isShown = true 962 | 963 | this.checkScrollbar() 964 | this.setScrollbar() 965 | this.$body.addClass('modal-open') 966 | 967 | this.escape() 968 | this.resize() 969 | 970 | this.$element.on('click.dismiss.bs.modal', '[data-dismiss="modal"]', $.proxy(this.hide, this)) 971 | 972 | this.$dialog.on('mousedown.dismiss.bs.modal', function () { 973 | that.$element.one('mouseup.dismiss.bs.modal', function (e) { 974 | if ($(e.target).is(that.$element)) that.ignoreBackdropClick = true 975 | }) 976 | }) 977 | 978 | this.backdrop(function () { 979 | var transition = $.support.transition && that.$element.hasClass('fade') 980 | 981 | if (!that.$element.parent().length) { 982 | that.$element.appendTo(that.$body) // don't move modals dom position 983 | } 984 | 985 | that.$element 986 | .show() 987 | .scrollTop(0) 988 | 989 | that.adjustDialog() 990 | 991 | if (transition) { 992 | that.$element[0].offsetWidth // force reflow 993 | } 994 | 995 | that.$element 996 | .addClass('in') 997 | .attr('aria-hidden', false) 998 | 999 | that.enforceFocus() 1000 | 1001 | var e = $.Event('shown.bs.modal', { relatedTarget: _relatedTarget }) 1002 | 1003 | transition ? 1004 | that.$dialog // wait for modal to slide in 1005 | .one('bsTransitionEnd', function () { 1006 | that.$element.trigger('focus').trigger(e) 1007 | }) 1008 | .emulateTransitionEnd(Modal.TRANSITION_DURATION) : 1009 | that.$element.trigger('focus').trigger(e) 1010 | }) 1011 | } 1012 | 1013 | Modal.prototype.hide = function (e) { 1014 | if (e) e.preventDefault() 1015 | 1016 | e = $.Event('hide.bs.modal') 1017 | 1018 | this.$element.trigger(e) 1019 | 1020 | if (!this.isShown || e.isDefaultPrevented()) return 1021 | 1022 | this.isShown = false 1023 | 1024 | this.escape() 1025 | this.resize() 1026 | 1027 | $(document).off('focusin.bs.modal') 1028 | 1029 | this.$element 1030 | .removeClass('in') 1031 | .attr('aria-hidden', true) 1032 | .off('click.dismiss.bs.modal') 1033 | .off('mouseup.dismiss.bs.modal') 1034 | 1035 | this.$dialog.off('mousedown.dismiss.bs.modal') 1036 | 1037 | $.support.transition && this.$element.hasClass('fade') ? 1038 | this.$element 1039 | .one('bsTransitionEnd', $.proxy(this.hideModal, this)) 1040 | .emulateTransitionEnd(Modal.TRANSITION_DURATION) : 1041 | this.hideModal() 1042 | } 1043 | 1044 | Modal.prototype.enforceFocus = function () { 1045 | $(document) 1046 | .off('focusin.bs.modal') // guard against infinite focus loop 1047 | .on('focusin.bs.modal', $.proxy(function (e) { 1048 | if (this.$element[0] !== e.target && !this.$element.has(e.target).length) { 1049 | this.$element.trigger('focus') 1050 | } 1051 | }, this)) 1052 | } 1053 | 1054 | Modal.prototype.escape = function () { 1055 | if (this.isShown && this.options.keyboard) { 1056 | this.$element.on('keydown.dismiss.bs.modal', $.proxy(function (e) { 1057 | e.which == 27 && this.hide() 1058 | }, this)) 1059 | } else if (!this.isShown) { 1060 | this.$element.off('keydown.dismiss.bs.modal') 1061 | } 1062 | } 1063 | 1064 | Modal.prototype.resize = function () { 1065 | if (this.isShown) { 1066 | $(window).on('resize.bs.modal', $.proxy(this.handleUpdate, this)) 1067 | } else { 1068 | $(window).off('resize.bs.modal') 1069 | } 1070 | } 1071 | 1072 | Modal.prototype.hideModal = function () { 1073 | var that = this 1074 | this.$element.hide() 1075 | this.backdrop(function () { 1076 | that.$body.removeClass('modal-open') 1077 | that.resetAdjustments() 1078 | that.resetScrollbar() 1079 | that.$element.trigger('hidden.bs.modal') 1080 | }) 1081 | } 1082 | 1083 | Modal.prototype.removeBackdrop = function () { 1084 | this.$backdrop && this.$backdrop.remove() 1085 | this.$backdrop = null 1086 | } 1087 | 1088 | Modal.prototype.backdrop = function (callback) { 1089 | var that = this 1090 | var animate = this.$element.hasClass('fade') ? 'fade' : '' 1091 | 1092 | if (this.isShown && this.options.backdrop) { 1093 | var doAnimate = $.support.transition && animate 1094 | 1095 | this.$backdrop = $('
') 1096 | .appendTo(this.$body) 1097 | 1098 | this.$element.on('click.dismiss.bs.modal', $.proxy(function (e) { 1099 | if (this.ignoreBackdropClick) { 1100 | this.ignoreBackdropClick = false 1101 | return 1102 | } 1103 | if (e.target !== e.currentTarget) return 1104 | this.options.backdrop == 'static' 1105 | ? this.$element[0].focus() 1106 | : this.hide() 1107 | }, this)) 1108 | 1109 | if (doAnimate) this.$backdrop[0].offsetWidth // force reflow 1110 | 1111 | this.$backdrop.addClass('in') 1112 | 1113 | if (!callback) return 1114 | 1115 | doAnimate ? 1116 | this.$backdrop 1117 | .one('bsTransitionEnd', callback) 1118 | .emulateTransitionEnd(Modal.BACKDROP_TRANSITION_DURATION) : 1119 | callback() 1120 | 1121 | } else if (!this.isShown && this.$backdrop) { 1122 | this.$backdrop.removeClass('in') 1123 | 1124 | var callbackRemove = function () { 1125 | that.removeBackdrop() 1126 | callback && callback() 1127 | } 1128 | $.support.transition && this.$element.hasClass('fade') ? 1129 | this.$backdrop 1130 | .one('bsTransitionEnd', callbackRemove) 1131 | .emulateTransitionEnd(Modal.BACKDROP_TRANSITION_DURATION) : 1132 | callbackRemove() 1133 | 1134 | } else if (callback) { 1135 | callback() 1136 | } 1137 | } 1138 | 1139 | // these following methods are used to handle overflowing modals 1140 | 1141 | Modal.prototype.handleUpdate = function () { 1142 | this.adjustDialog() 1143 | } 1144 | 1145 | Modal.prototype.adjustDialog = function () { 1146 | var modalIsOverflowing = this.$element[0].scrollHeight > document.documentElement.clientHeight 1147 | 1148 | this.$element.css({ 1149 | paddingLeft: !this.bodyIsOverflowing && modalIsOverflowing ? this.scrollbarWidth : '', 1150 | paddingRight: this.bodyIsOverflowing && !modalIsOverflowing ? this.scrollbarWidth : '' 1151 | }) 1152 | } 1153 | 1154 | Modal.prototype.resetAdjustments = function () { 1155 | this.$element.css({ 1156 | paddingLeft: '', 1157 | paddingRight: '' 1158 | }) 1159 | } 1160 | 1161 | Modal.prototype.checkScrollbar = function () { 1162 | var fullWindowWidth = window.innerWidth 1163 | if (!fullWindowWidth) { // workaround for missing window.innerWidth in IE8 1164 | var documentElementRect = document.documentElement.getBoundingClientRect() 1165 | fullWindowWidth = documentElementRect.right - Math.abs(documentElementRect.left) 1166 | } 1167 | this.bodyIsOverflowing = document.body.clientWidth < fullWindowWidth 1168 | this.scrollbarWidth = this.measureScrollbar() 1169 | } 1170 | 1171 | Modal.prototype.setScrollbar = function () { 1172 | var bodyPad = parseInt((this.$body.css('padding-right') || 0), 10) 1173 | this.originalBodyPad = document.body.style.paddingRight || '' 1174 | if (this.bodyIsOverflowing) this.$body.css('padding-right', bodyPad + this.scrollbarWidth) 1175 | } 1176 | 1177 | Modal.prototype.resetScrollbar = function () { 1178 | this.$body.css('padding-right', this.originalBodyPad) 1179 | } 1180 | 1181 | Modal.prototype.measureScrollbar = function () { // thx walsh 1182 | var scrollDiv = document.createElement('div') 1183 | scrollDiv.className = 'modal-scrollbar-measure' 1184 | this.$body.append(scrollDiv) 1185 | var scrollbarWidth = scrollDiv.offsetWidth - scrollDiv.clientWidth 1186 | this.$body[0].removeChild(scrollDiv) 1187 | return scrollbarWidth 1188 | } 1189 | 1190 | 1191 | // MODAL PLUGIN DEFINITION 1192 | // ======================= 1193 | 1194 | function Plugin(option, _relatedTarget) { 1195 | return this.each(function () { 1196 | var $this = $(this) 1197 | var data = $this.data('bs.modal') 1198 | var options = $.extend({}, Modal.DEFAULTS, $this.data(), typeof option == 'object' && option) 1199 | 1200 | if (!data) $this.data('bs.modal', (data = new Modal(this, options))) 1201 | if (typeof option == 'string') data[option](_relatedTarget) 1202 | else if (options.show) data.show(_relatedTarget) 1203 | }) 1204 | } 1205 | 1206 | var old = $.fn.modal 1207 | 1208 | $.fn.modal = Plugin 1209 | $.fn.modal.Constructor = Modal 1210 | 1211 | 1212 | // MODAL NO CONFLICT 1213 | // ================= 1214 | 1215 | $.fn.modal.noConflict = function () { 1216 | $.fn.modal = old 1217 | return this 1218 | } 1219 | 1220 | 1221 | // MODAL DATA-API 1222 | // ============== 1223 | 1224 | $(document).on('click.bs.modal.data-api', '[data-toggle="modal"]', function (e) { 1225 | var $this = $(this) 1226 | var href = $this.attr('href') 1227 | var $target = $($this.attr('data-target') || (href && href.replace(/.*(?=#[^\s]+$)/, ''))) // strip for ie7 1228 | var option = $target.data('bs.modal') ? 'toggle' : $.extend({ remote: !/#/.test(href) && href }, $target.data(), $this.data()) 1229 | 1230 | if ($this.is('a')) e.preventDefault() 1231 | 1232 | $target.one('show.bs.modal', function (showEvent) { 1233 | if (showEvent.isDefaultPrevented()) return // only register focus restorer if modal will actually get shown 1234 | $target.one('hidden.bs.modal', function () { 1235 | $this.is(':visible') && $this.trigger('focus') 1236 | }) 1237 | }) 1238 | Plugin.call($target, option, this) 1239 | }) 1240 | 1241 | }(jQuery); 1242 | 1243 | /* ======================================================================== 1244 | * Bootstrap: tooltip.js v3.3.4 1245 | * http://getbootstrap.com/javascript/#tooltip 1246 | * Inspired by the original jQuery.tipsy by Jason Frame 1247 | * ======================================================================== 1248 | * Copyright 2011-2015 Twitter, Inc. 1249 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 1250 | * ======================================================================== */ 1251 | 1252 | 1253 | +function ($) { 1254 | 'use strict'; 1255 | 1256 | // TOOLTIP PUBLIC CLASS DEFINITION 1257 | // =============================== 1258 | 1259 | var Tooltip = function (element, options) { 1260 | this.type = null 1261 | this.options = null 1262 | this.enabled = null 1263 | this.timeout = null 1264 | this.hoverState = null 1265 | this.$element = null 1266 | 1267 | this.init('tooltip', element, options) 1268 | } 1269 | 1270 | Tooltip.VERSION = '3.3.4' 1271 | 1272 | Tooltip.TRANSITION_DURATION = 150 1273 | 1274 | Tooltip.DEFAULTS = { 1275 | animation: true, 1276 | placement: 'top', 1277 | selector: false, 1278 | template: '', 1279 | trigger: 'hover focus', 1280 | title: '', 1281 | delay: 0, 1282 | html: false, 1283 | container: false, 1284 | viewport: { 1285 | selector: 'body', 1286 | padding: 0 1287 | } 1288 | } 1289 | 1290 | Tooltip.prototype.init = function (type, element, options) { 1291 | this.enabled = true 1292 | this.type = type 1293 | this.$element = $(element) 1294 | this.options = this.getOptions(options) 1295 | this.$viewport = this.options.viewport && $(this.options.viewport.selector || this.options.viewport) 1296 | 1297 | if (this.$element[0] instanceof document.constructor && !this.options.selector) { 1298 | throw new Error('`selector` option must be specified when initializing ' + this.type + ' on the window.document object!') 1299 | } 1300 | 1301 | var triggers = this.options.trigger.split(' ') 1302 | 1303 | for (var i = triggers.length; i--;) { 1304 | var trigger = triggers[i] 1305 | 1306 | if (trigger == 'click') { 1307 | this.$element.on('click.' + this.type, this.options.selector, $.proxy(this.toggle, this)) 1308 | } else if (trigger != 'manual') { 1309 | var eventIn = trigger == 'hover' ? 'mouseenter' : 'focusin' 1310 | var eventOut = trigger == 'hover' ? 'mouseleave' : 'focusout' 1311 | 1312 | this.$element.on(eventIn + '.' + this.type, this.options.selector, $.proxy(this.enter, this)) 1313 | this.$element.on(eventOut + '.' + this.type, this.options.selector, $.proxy(this.leave, this)) 1314 | } 1315 | } 1316 | 1317 | this.options.selector ? 1318 | (this._options = $.extend({}, this.options, { trigger: 'manual', selector: '' })) : 1319 | this.fixTitle() 1320 | } 1321 | 1322 | Tooltip.prototype.getDefaults = function () { 1323 | return Tooltip.DEFAULTS 1324 | } 1325 | 1326 | Tooltip.prototype.getOptions = function (options) { 1327 | options = $.extend({}, this.getDefaults(), this.$element.data(), options) 1328 | 1329 | if (options.delay && typeof options.delay == 'number') { 1330 | options.delay = { 1331 | show: options.delay, 1332 | hide: options.delay 1333 | } 1334 | } 1335 | 1336 | return options 1337 | } 1338 | 1339 | Tooltip.prototype.getDelegateOptions = function () { 1340 | var options = {} 1341 | var defaults = this.getDefaults() 1342 | 1343 | this._options && $.each(this._options, function (key, value) { 1344 | if (defaults[key] != value) options[key] = value 1345 | }) 1346 | 1347 | return options 1348 | } 1349 | 1350 | Tooltip.prototype.enter = function (obj) { 1351 | var self = obj instanceof this.constructor ? 1352 | obj : $(obj.currentTarget).data('bs.' + this.type) 1353 | 1354 | if (self && self.$tip && self.$tip.is(':visible')) { 1355 | self.hoverState = 'in' 1356 | return 1357 | } 1358 | 1359 | if (!self) { 1360 | self = new this.constructor(obj.currentTarget, this.getDelegateOptions()) 1361 | $(obj.currentTarget).data('bs.' + this.type, self) 1362 | } 1363 | 1364 | clearTimeout(self.timeout) 1365 | 1366 | self.hoverState = 'in' 1367 | 1368 | if (!self.options.delay || !self.options.delay.show) return self.show() 1369 | 1370 | self.timeout = setTimeout(function () { 1371 | if (self.hoverState == 'in') self.show() 1372 | }, self.options.delay.show) 1373 | } 1374 | 1375 | Tooltip.prototype.leave = function (obj) { 1376 | var self = obj instanceof this.constructor ? 1377 | obj : $(obj.currentTarget).data('bs.' + this.type) 1378 | 1379 | if (!self) { 1380 | self = new this.constructor(obj.currentTarget, this.getDelegateOptions()) 1381 | $(obj.currentTarget).data('bs.' + this.type, self) 1382 | } 1383 | 1384 | clearTimeout(self.timeout) 1385 | 1386 | self.hoverState = 'out' 1387 | 1388 | if (!self.options.delay || !self.options.delay.hide) return self.hide() 1389 | 1390 | self.timeout = setTimeout(function () { 1391 | if (self.hoverState == 'out') self.hide() 1392 | }, self.options.delay.hide) 1393 | } 1394 | 1395 | Tooltip.prototype.show = function () { 1396 | var e = $.Event('show.bs.' + this.type) 1397 | 1398 | if (this.hasContent() && this.enabled) { 1399 | this.$element.trigger(e) 1400 | 1401 | var inDom = $.contains(this.$element[0].ownerDocument.documentElement, this.$element[0]) 1402 | if (e.isDefaultPrevented() || !inDom) return 1403 | var that = this 1404 | 1405 | var $tip = this.tip() 1406 | 1407 | var tipId = this.getUID(this.type) 1408 | 1409 | this.setContent() 1410 | $tip.attr('id', tipId) 1411 | this.$element.attr('aria-describedby', tipId) 1412 | 1413 | if (this.options.animation) $tip.addClass('fade') 1414 | 1415 | var placement = typeof this.options.placement == 'function' ? 1416 | this.options.placement.call(this, $tip[0], this.$element[0]) : 1417 | this.options.placement 1418 | 1419 | var autoToken = /\s?auto?\s?/i 1420 | var autoPlace = autoToken.test(placement) 1421 | if (autoPlace) placement = placement.replace(autoToken, '') || 'top' 1422 | 1423 | $tip 1424 | .detach() 1425 | .css({ top: 0, left: 0, display: 'block' }) 1426 | .addClass(placement) 1427 | .data('bs.' + this.type, this) 1428 | 1429 | this.options.container ? $tip.appendTo(this.options.container) : $tip.insertAfter(this.$element) 1430 | 1431 | var pos = this.getPosition() 1432 | var actualWidth = $tip[0].offsetWidth 1433 | var actualHeight = $tip[0].offsetHeight 1434 | 1435 | if (autoPlace) { 1436 | var orgPlacement = placement 1437 | var $container = this.options.container ? $(this.options.container) : this.$element.parent() 1438 | var containerDim = this.getPosition($container) 1439 | 1440 | placement = placement == 'bottom' && pos.bottom + actualHeight > containerDim.bottom ? 'top' : 1441 | placement == 'top' && pos.top - actualHeight < containerDim.top ? 'bottom' : 1442 | placement == 'right' && pos.right + actualWidth > containerDim.width ? 'left' : 1443 | placement == 'left' && pos.left - actualWidth < containerDim.left ? 'right' : 1444 | placement 1445 | 1446 | $tip 1447 | .removeClass(orgPlacement) 1448 | .addClass(placement) 1449 | } 1450 | 1451 | var calculatedOffset = this.getCalculatedOffset(placement, pos, actualWidth, actualHeight) 1452 | 1453 | this.applyPlacement(calculatedOffset, placement) 1454 | 1455 | var complete = function () { 1456 | var prevHoverState = that.hoverState 1457 | that.$element.trigger('shown.bs.' + that.type) 1458 | that.hoverState = null 1459 | 1460 | if (prevHoverState == 'out') that.leave(that) 1461 | } 1462 | 1463 | $.support.transition && this.$tip.hasClass('fade') ? 1464 | $tip 1465 | .one('bsTransitionEnd', complete) 1466 | .emulateTransitionEnd(Tooltip.TRANSITION_DURATION) : 1467 | complete() 1468 | } 1469 | } 1470 | 1471 | Tooltip.prototype.applyPlacement = function (offset, placement) { 1472 | var $tip = this.tip() 1473 | var width = $tip[0].offsetWidth 1474 | var height = $tip[0].offsetHeight 1475 | 1476 | // manually read margins because getBoundingClientRect includes difference 1477 | var marginTop = parseInt($tip.css('margin-top'), 10) 1478 | var marginLeft = parseInt($tip.css('margin-left'), 10) 1479 | 1480 | // we must check for NaN for ie 8/9 1481 | if (isNaN(marginTop)) marginTop = 0 1482 | if (isNaN(marginLeft)) marginLeft = 0 1483 | 1484 | offset.top = offset.top + marginTop 1485 | offset.left = offset.left + marginLeft 1486 | 1487 | // $.fn.offset doesn't round pixel values 1488 | // so we use setOffset directly with our own function B-0 1489 | $.offset.setOffset($tip[0], $.extend({ 1490 | using: function (props) { 1491 | $tip.css({ 1492 | top: Math.round(props.top), 1493 | left: Math.round(props.left) 1494 | }) 1495 | } 1496 | }, offset), 0) 1497 | 1498 | $tip.addClass('in') 1499 | 1500 | // check to see if placing tip in new offset caused the tip to resize itself 1501 | var actualWidth = $tip[0].offsetWidth 1502 | var actualHeight = $tip[0].offsetHeight 1503 | 1504 | if (placement == 'top' && actualHeight != height) { 1505 | offset.top = offset.top + height - actualHeight 1506 | } 1507 | 1508 | var delta = this.getViewportAdjustedDelta(placement, offset, actualWidth, actualHeight) 1509 | 1510 | if (delta.left) offset.left += delta.left 1511 | else offset.top += delta.top 1512 | 1513 | var isVertical = /top|bottom/.test(placement) 1514 | var arrowDelta = isVertical ? delta.left * 2 - width + actualWidth : delta.top * 2 - height + actualHeight 1515 | var arrowOffsetPosition = isVertical ? 'offsetWidth' : 'offsetHeight' 1516 | 1517 | $tip.offset(offset) 1518 | this.replaceArrow(arrowDelta, $tip[0][arrowOffsetPosition], isVertical) 1519 | } 1520 | 1521 | Tooltip.prototype.replaceArrow = function (delta, dimension, isVertical) { 1522 | this.arrow() 1523 | .css(isVertical ? 'left' : 'top', 50 * (1 - delta / dimension) + '%') 1524 | .css(isVertical ? 'top' : 'left', '') 1525 | } 1526 | 1527 | Tooltip.prototype.setContent = function () { 1528 | var $tip = this.tip() 1529 | var title = this.getTitle() 1530 | 1531 | $tip.find('.tooltip-inner')[this.options.html ? 'html' : 'text'](title) 1532 | $tip.removeClass('fade in top bottom left right') 1533 | } 1534 | 1535 | Tooltip.prototype.hide = function (callback) { 1536 | var that = this 1537 | var $tip = $(this.$tip) 1538 | var e = $.Event('hide.bs.' + this.type) 1539 | 1540 | function complete() { 1541 | if (that.hoverState != 'in') $tip.detach() 1542 | that.$element 1543 | .removeAttr('aria-describedby') 1544 | .trigger('hidden.bs.' + that.type) 1545 | callback && callback() 1546 | } 1547 | 1548 | this.$element.trigger(e) 1549 | 1550 | if (e.isDefaultPrevented()) return 1551 | 1552 | $tip.removeClass('in') 1553 | 1554 | $.support.transition && $tip.hasClass('fade') ? 1555 | $tip 1556 | .one('bsTransitionEnd', complete) 1557 | .emulateTransitionEnd(Tooltip.TRANSITION_DURATION) : 1558 | complete() 1559 | 1560 | this.hoverState = null 1561 | 1562 | return this 1563 | } 1564 | 1565 | Tooltip.prototype.fixTitle = function () { 1566 | var $e = this.$element 1567 | if ($e.attr('title') || typeof ($e.attr('data-original-title')) != 'string') { 1568 | $e.attr('data-original-title', $e.attr('title') || '').attr('title', '') 1569 | } 1570 | } 1571 | 1572 | Tooltip.prototype.hasContent = function () { 1573 | return this.getTitle() 1574 | } 1575 | 1576 | Tooltip.prototype.getPosition = function ($element) { 1577 | $element = $element || this.$element 1578 | 1579 | var el = $element[0] 1580 | var isBody = el.tagName == 'BODY' 1581 | 1582 | var elRect = el.getBoundingClientRect() 1583 | if (elRect.width == null) { 1584 | // width and height are missing in IE8, so compute them manually; see https://github.com/twbs/bootstrap/issues/14093 1585 | elRect = $.extend({}, elRect, { width: elRect.right - elRect.left, height: elRect.bottom - elRect.top }) 1586 | } 1587 | var elOffset = isBody ? { top: 0, left: 0 } : $element.offset() 1588 | var scroll = { scroll: isBody ? document.documentElement.scrollTop || document.body.scrollTop : $element.scrollTop() } 1589 | var outerDims = isBody ? { width: $(window).width(), height: $(window).height() } : null 1590 | 1591 | return $.extend({}, elRect, scroll, outerDims, elOffset) 1592 | } 1593 | 1594 | Tooltip.prototype.getCalculatedOffset = function (placement, pos, actualWidth, actualHeight) { 1595 | return placement == 'bottom' ? { top: pos.top + pos.height, left: pos.left + pos.width / 2 - actualWidth / 2 } : 1596 | placement == 'top' ? { top: pos.top - actualHeight, left: pos.left + pos.width / 2 - actualWidth / 2 } : 1597 | placement == 'left' ? { top: pos.top + pos.height / 2 - actualHeight / 2, left: pos.left - actualWidth } : 1598 | /* placement == 'right' */ { top: pos.top + pos.height / 2 - actualHeight / 2, left: pos.left + pos.width } 1599 | 1600 | } 1601 | 1602 | Tooltip.prototype.getViewportAdjustedDelta = function (placement, pos, actualWidth, actualHeight) { 1603 | var delta = { top: 0, left: 0 } 1604 | if (!this.$viewport) return delta 1605 | 1606 | var viewportPadding = this.options.viewport && this.options.viewport.padding || 0 1607 | var viewportDimensions = this.getPosition(this.$viewport) 1608 | 1609 | if (/right|left/.test(placement)) { 1610 | var topEdgeOffset = pos.top - viewportPadding - viewportDimensions.scroll 1611 | var bottomEdgeOffset = pos.top + viewportPadding - viewportDimensions.scroll + actualHeight 1612 | if (topEdgeOffset < viewportDimensions.top) { // top overflow 1613 | delta.top = viewportDimensions.top - topEdgeOffset 1614 | } else if (bottomEdgeOffset > viewportDimensions.top + viewportDimensions.height) { // bottom overflow 1615 | delta.top = viewportDimensions.top + viewportDimensions.height - bottomEdgeOffset 1616 | } 1617 | } else { 1618 | var leftEdgeOffset = pos.left - viewportPadding 1619 | var rightEdgeOffset = pos.left + viewportPadding + actualWidth 1620 | if (leftEdgeOffset < viewportDimensions.left) { // left overflow 1621 | delta.left = viewportDimensions.left - leftEdgeOffset 1622 | } else if (rightEdgeOffset > viewportDimensions.width) { // right overflow 1623 | delta.left = viewportDimensions.left + viewportDimensions.width - rightEdgeOffset 1624 | } 1625 | } 1626 | 1627 | return delta 1628 | } 1629 | 1630 | Tooltip.prototype.getTitle = function () { 1631 | var title 1632 | var $e = this.$element 1633 | var o = this.options 1634 | 1635 | title = $e.attr('data-original-title') 1636 | || (typeof o.title == 'function' ? o.title.call($e[0]) : o.title) 1637 | 1638 | return title 1639 | } 1640 | 1641 | Tooltip.prototype.getUID = function (prefix) { 1642 | do prefix += ~~(Math.random() * 1000000) 1643 | while (document.getElementById(prefix)) 1644 | return prefix 1645 | } 1646 | 1647 | Tooltip.prototype.tip = function () { 1648 | return (this.$tip = this.$tip || $(this.options.template)) 1649 | } 1650 | 1651 | Tooltip.prototype.arrow = function () { 1652 | return (this.$arrow = this.$arrow || this.tip().find('.tooltip-arrow')) 1653 | } 1654 | 1655 | Tooltip.prototype.enable = function () { 1656 | this.enabled = true 1657 | } 1658 | 1659 | Tooltip.prototype.disable = function () { 1660 | this.enabled = false 1661 | } 1662 | 1663 | Tooltip.prototype.toggleEnabled = function () { 1664 | this.enabled = !this.enabled 1665 | } 1666 | 1667 | Tooltip.prototype.toggle = function (e) { 1668 | var self = this 1669 | if (e) { 1670 | self = $(e.currentTarget).data('bs.' + this.type) 1671 | if (!self) { 1672 | self = new this.constructor(e.currentTarget, this.getDelegateOptions()) 1673 | $(e.currentTarget).data('bs.' + this.type, self) 1674 | } 1675 | } 1676 | 1677 | self.tip().hasClass('in') ? self.leave(self) : self.enter(self) 1678 | } 1679 | 1680 | Tooltip.prototype.destroy = function () { 1681 | var that = this 1682 | clearTimeout(this.timeout) 1683 | this.hide(function () { 1684 | that.$element.off('.' + that.type).removeData('bs.' + that.type) 1685 | }) 1686 | } 1687 | 1688 | 1689 | // TOOLTIP PLUGIN DEFINITION 1690 | // ========================= 1691 | 1692 | function Plugin(option) { 1693 | return this.each(function () { 1694 | var $this = $(this) 1695 | var data = $this.data('bs.tooltip') 1696 | var options = typeof option == 'object' && option 1697 | 1698 | if (!data && /destroy|hide/.test(option)) return 1699 | if (!data) $this.data('bs.tooltip', (data = new Tooltip(this, options))) 1700 | if (typeof option == 'string') data[option]() 1701 | }) 1702 | } 1703 | 1704 | var old = $.fn.tooltip 1705 | 1706 | $.fn.tooltip = Plugin 1707 | $.fn.tooltip.Constructor = Tooltip 1708 | 1709 | 1710 | // TOOLTIP NO CONFLICT 1711 | // =================== 1712 | 1713 | $.fn.tooltip.noConflict = function () { 1714 | $.fn.tooltip = old 1715 | return this 1716 | } 1717 | 1718 | }(jQuery); 1719 | 1720 | /* ======================================================================== 1721 | * Bootstrap: popover.js v3.3.4 1722 | * http://getbootstrap.com/javascript/#popovers 1723 | * ======================================================================== 1724 | * Copyright 2011-2015 Twitter, Inc. 1725 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 1726 | * ======================================================================== */ 1727 | 1728 | 1729 | +function ($) { 1730 | 'use strict'; 1731 | 1732 | // POPOVER PUBLIC CLASS DEFINITION 1733 | // =============================== 1734 | 1735 | var Popover = function (element, options) { 1736 | this.init('popover', element, options) 1737 | } 1738 | 1739 | if (!$.fn.tooltip) throw new Error('Popover requires tooltip.js') 1740 | 1741 | Popover.VERSION = '3.3.4' 1742 | 1743 | Popover.DEFAULTS = $.extend({}, $.fn.tooltip.Constructor.DEFAULTS, { 1744 | placement: 'right', 1745 | trigger: 'click', 1746 | content: '', 1747 | template: '' 1748 | }) 1749 | 1750 | 1751 | // NOTE: POPOVER EXTENDS tooltip.js 1752 | // ================================ 1753 | 1754 | Popover.prototype = $.extend({}, $.fn.tooltip.Constructor.prototype) 1755 | 1756 | Popover.prototype.constructor = Popover 1757 | 1758 | Popover.prototype.getDefaults = function () { 1759 | return Popover.DEFAULTS 1760 | } 1761 | 1762 | Popover.prototype.setContent = function () { 1763 | var $tip = this.tip() 1764 | var title = this.getTitle() 1765 | var content = this.getContent() 1766 | 1767 | $tip.find('.popover-title')[this.options.html ? 'html' : 'text'](title) 1768 | $tip.find('.popover-content').children().detach().end()[ // we use append for html objects to maintain js events 1769 | this.options.html ? (typeof content == 'string' ? 'html' : 'append') : 'text' 1770 | ](content) 1771 | 1772 | $tip.removeClass('fade top bottom left right in') 1773 | 1774 | // IE8 doesn't accept hiding via the `:empty` pseudo selector, we have to do 1775 | // this manually by checking the contents. 1776 | if (!$tip.find('.popover-title').html()) $tip.find('.popover-title').hide() 1777 | } 1778 | 1779 | Popover.prototype.hasContent = function () { 1780 | return this.getTitle() || this.getContent() 1781 | } 1782 | 1783 | Popover.prototype.getContent = function () { 1784 | var $e = this.$element 1785 | var o = this.options 1786 | 1787 | return $e.attr('data-content') 1788 | || (typeof o.content == 'function' ? 1789 | o.content.call($e[0]) : 1790 | o.content) 1791 | } 1792 | 1793 | Popover.prototype.arrow = function () { 1794 | return (this.$arrow = this.$arrow || this.tip().find('.arrow')) 1795 | } 1796 | 1797 | 1798 | // POPOVER PLUGIN DEFINITION 1799 | // ========================= 1800 | 1801 | function Plugin(option) { 1802 | return this.each(function () { 1803 | var $this = $(this) 1804 | var data = $this.data('bs.popover') 1805 | var options = typeof option == 'object' && option 1806 | 1807 | if (!data && /destroy|hide/.test(option)) return 1808 | if (!data) $this.data('bs.popover', (data = new Popover(this, options))) 1809 | if (typeof option == 'string') data[option]() 1810 | }) 1811 | } 1812 | 1813 | var old = $.fn.popover 1814 | 1815 | $.fn.popover = Plugin 1816 | $.fn.popover.Constructor = Popover 1817 | 1818 | 1819 | // POPOVER NO CONFLICT 1820 | // =================== 1821 | 1822 | $.fn.popover.noConflict = function () { 1823 | $.fn.popover = old 1824 | return this 1825 | } 1826 | 1827 | }(jQuery); 1828 | 1829 | /* ======================================================================== 1830 | * Bootstrap: scrollspy.js v3.3.4 1831 | * http://getbootstrap.com/javascript/#scrollspy 1832 | * ======================================================================== 1833 | * Copyright 2011-2015 Twitter, Inc. 1834 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 1835 | * ======================================================================== */ 1836 | 1837 | 1838 | +function ($) { 1839 | 'use strict'; 1840 | 1841 | // SCROLLSPY CLASS DEFINITION 1842 | // ========================== 1843 | 1844 | function ScrollSpy(element, options) { 1845 | this.$body = $(document.body) 1846 | this.$scrollElement = $(element).is(document.body) ? $(window) : $(element) 1847 | this.options = $.extend({}, ScrollSpy.DEFAULTS, options) 1848 | this.selector = (this.options.target || '') + ' .nav li > a' 1849 | this.offsets = [] 1850 | this.targets = [] 1851 | this.activeTarget = null 1852 | this.scrollHeight = 0 1853 | 1854 | this.$scrollElement.on('scroll.bs.scrollspy', $.proxy(this.process, this)) 1855 | this.refresh() 1856 | this.process() 1857 | } 1858 | 1859 | ScrollSpy.VERSION = '3.3.4' 1860 | 1861 | ScrollSpy.DEFAULTS = { 1862 | offset: 10 1863 | } 1864 | 1865 | ScrollSpy.prototype.getScrollHeight = function () { 1866 | return this.$scrollElement[0].scrollHeight || Math.max(this.$body[0].scrollHeight, document.documentElement.scrollHeight) 1867 | } 1868 | 1869 | ScrollSpy.prototype.refresh = function () { 1870 | var that = this 1871 | var offsetMethod = 'offset' 1872 | var offsetBase = 0 1873 | 1874 | this.offsets = [] 1875 | this.targets = [] 1876 | this.scrollHeight = this.getScrollHeight() 1877 | 1878 | if (!$.isWindow(this.$scrollElement[0])) { 1879 | offsetMethod = 'position' 1880 | offsetBase = this.$scrollElement.scrollTop() 1881 | } 1882 | 1883 | this.$body 1884 | .find(this.selector) 1885 | .map(function () { 1886 | var $el = $(this) 1887 | var href = $el.data('target') || $el.attr('href') 1888 | var $href = /^#./.test(href) && $(href) 1889 | 1890 | return ($href 1891 | && $href.length 1892 | && $href.is(':visible') 1893 | && [[$href[offsetMethod]().top + offsetBase, href]]) || null 1894 | }) 1895 | .sort(function (a, b) { return a[0] - b[0] }) 1896 | .each(function () { 1897 | that.offsets.push(this[0]) 1898 | that.targets.push(this[1]) 1899 | }) 1900 | } 1901 | 1902 | ScrollSpy.prototype.process = function () { 1903 | var scrollTop = this.$scrollElement.scrollTop() + this.options.offset 1904 | var scrollHeight = this.getScrollHeight() 1905 | var maxScroll = this.options.offset + scrollHeight - this.$scrollElement.height() 1906 | var offsets = this.offsets 1907 | var targets = this.targets 1908 | var activeTarget = this.activeTarget 1909 | var i 1910 | 1911 | if (this.scrollHeight != scrollHeight) { 1912 | this.refresh() 1913 | } 1914 | 1915 | if (scrollTop >= maxScroll) { 1916 | return activeTarget != (i = targets[targets.length - 1]) && this.activate(i) 1917 | } 1918 | 1919 | if (activeTarget && scrollTop < offsets[0]) { 1920 | this.activeTarget = null 1921 | return this.clear() 1922 | } 1923 | 1924 | for (i = offsets.length; i--;) { 1925 | activeTarget != targets[i] 1926 | && scrollTop >= offsets[i] 1927 | && (offsets[i + 1] === undefined || scrollTop < offsets[i + 1]) 1928 | && this.activate(targets[i]) 1929 | } 1930 | } 1931 | 1932 | ScrollSpy.prototype.activate = function (target) { 1933 | this.activeTarget = target 1934 | 1935 | this.clear() 1936 | 1937 | var selector = this.selector + 1938 | '[data-target="' + target + '"],' + 1939 | this.selector + '[href="' + target + '"]' 1940 | 1941 | var active = $(selector) 1942 | .parents('li') 1943 | .addClass('active') 1944 | 1945 | if (active.parent('.dropdown-menu').length) { 1946 | active = active 1947 | .closest('li.dropdown') 1948 | .addClass('active') 1949 | } 1950 | 1951 | active.trigger('activate.bs.scrollspy') 1952 | } 1953 | 1954 | ScrollSpy.prototype.clear = function () { 1955 | $(this.selector) 1956 | .parentsUntil(this.options.target, '.active') 1957 | .removeClass('active') 1958 | } 1959 | 1960 | 1961 | // SCROLLSPY PLUGIN DEFINITION 1962 | // =========================== 1963 | 1964 | function Plugin(option) { 1965 | return this.each(function () { 1966 | var $this = $(this) 1967 | var data = $this.data('bs.scrollspy') 1968 | var options = typeof option == 'object' && option 1969 | 1970 | if (!data) $this.data('bs.scrollspy', (data = new ScrollSpy(this, options))) 1971 | if (typeof option == 'string') data[option]() 1972 | }) 1973 | } 1974 | 1975 | var old = $.fn.scrollspy 1976 | 1977 | $.fn.scrollspy = Plugin 1978 | $.fn.scrollspy.Constructor = ScrollSpy 1979 | 1980 | 1981 | // SCROLLSPY NO CONFLICT 1982 | // ===================== 1983 | 1984 | $.fn.scrollspy.noConflict = function () { 1985 | $.fn.scrollspy = old 1986 | return this 1987 | } 1988 | 1989 | 1990 | // SCROLLSPY DATA-API 1991 | // ================== 1992 | 1993 | $(window).on('load.bs.scrollspy.data-api', function () { 1994 | $('[data-spy="scroll"]').each(function () { 1995 | var $spy = $(this) 1996 | Plugin.call($spy, $spy.data()) 1997 | }) 1998 | }) 1999 | 2000 | }(jQuery); 2001 | 2002 | /* ======================================================================== 2003 | * Bootstrap: tab.js v3.3.4 2004 | * http://getbootstrap.com/javascript/#tabs 2005 | * ======================================================================== 2006 | * Copyright 2011-2015 Twitter, Inc. 2007 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 2008 | * ======================================================================== */ 2009 | 2010 | 2011 | +function ($) { 2012 | 'use strict'; 2013 | 2014 | // TAB CLASS DEFINITION 2015 | // ==================== 2016 | 2017 | var Tab = function (element) { 2018 | this.element = $(element) 2019 | } 2020 | 2021 | Tab.VERSION = '3.3.4' 2022 | 2023 | Tab.TRANSITION_DURATION = 150 2024 | 2025 | Tab.prototype.show = function () { 2026 | var $this = this.element 2027 | var $ul = $this.closest('ul:not(.dropdown-menu)') 2028 | var selector = $this.data('target') 2029 | 2030 | if (!selector) { 2031 | selector = $this.attr('href') 2032 | selector = selector && selector.replace(/.*(?=#[^\s]*$)/, '') // strip for ie7 2033 | } 2034 | 2035 | if ($this.parent('li').hasClass('active')) return 2036 | 2037 | var $previous = $ul.find('.active:last a') 2038 | var hideEvent = $.Event('hide.bs.tab', { 2039 | relatedTarget: $this[0] 2040 | }) 2041 | var showEvent = $.Event('show.bs.tab', { 2042 | relatedTarget: $previous[0] 2043 | }) 2044 | 2045 | $previous.trigger(hideEvent) 2046 | $this.trigger(showEvent) 2047 | 2048 | if (showEvent.isDefaultPrevented() || hideEvent.isDefaultPrevented()) return 2049 | 2050 | var $target = $(selector) 2051 | 2052 | this.activate($this.closest('li'), $ul) 2053 | this.activate($target, $target.parent(), function () { 2054 | $previous.trigger({ 2055 | type: 'hidden.bs.tab', 2056 | relatedTarget: $this[0] 2057 | }) 2058 | $this.trigger({ 2059 | type: 'shown.bs.tab', 2060 | relatedTarget: $previous[0] 2061 | }) 2062 | }) 2063 | } 2064 | 2065 | Tab.prototype.activate = function (element, container, callback) { 2066 | var $active = container.find('> .active') 2067 | var transition = callback 2068 | && $.support.transition 2069 | && (($active.length && $active.hasClass('fade')) || !!container.find('> .fade').length) 2070 | 2071 | function next() { 2072 | $active 2073 | .removeClass('active') 2074 | .find('> .dropdown-menu > .active') 2075 | .removeClass('active') 2076 | .end() 2077 | .find('[data-toggle="tab"]') 2078 | .attr('aria-expanded', false) 2079 | 2080 | element 2081 | .addClass('active') 2082 | .find('[data-toggle="tab"]') 2083 | .attr('aria-expanded', true) 2084 | 2085 | if (transition) { 2086 | element[0].offsetWidth // reflow for transition 2087 | element.addClass('in') 2088 | } else { 2089 | element.removeClass('fade') 2090 | } 2091 | 2092 | if (element.parent('.dropdown-menu').length) { 2093 | element 2094 | .closest('li.dropdown') 2095 | .addClass('active') 2096 | .end() 2097 | .find('[data-toggle="tab"]') 2098 | .attr('aria-expanded', true) 2099 | } 2100 | 2101 | callback && callback() 2102 | } 2103 | 2104 | $active.length && transition ? 2105 | $active 2106 | .one('bsTransitionEnd', next) 2107 | .emulateTransitionEnd(Tab.TRANSITION_DURATION) : 2108 | next() 2109 | 2110 | $active.removeClass('in') 2111 | } 2112 | 2113 | 2114 | // TAB PLUGIN DEFINITION 2115 | // ===================== 2116 | 2117 | function Plugin(option) { 2118 | return this.each(function () { 2119 | var $this = $(this) 2120 | var data = $this.data('bs.tab') 2121 | 2122 | if (!data) $this.data('bs.tab', (data = new Tab(this))) 2123 | if (typeof option == 'string') data[option]() 2124 | }) 2125 | } 2126 | 2127 | var old = $.fn.tab 2128 | 2129 | $.fn.tab = Plugin 2130 | $.fn.tab.Constructor = Tab 2131 | 2132 | 2133 | // TAB NO CONFLICT 2134 | // =============== 2135 | 2136 | $.fn.tab.noConflict = function () { 2137 | $.fn.tab = old 2138 | return this 2139 | } 2140 | 2141 | 2142 | // TAB DATA-API 2143 | // ============ 2144 | 2145 | var clickHandler = function (e) { 2146 | e.preventDefault() 2147 | Plugin.call($(this), 'show') 2148 | } 2149 | 2150 | $(document) 2151 | .on('click.bs.tab.data-api', '[data-toggle="tab"]', clickHandler) 2152 | .on('click.bs.tab.data-api', '[data-toggle="pill"]', clickHandler) 2153 | 2154 | }(jQuery); 2155 | 2156 | /* ======================================================================== 2157 | * Bootstrap: affix.js v3.3.4 2158 | * http://getbootstrap.com/javascript/#affix 2159 | * ======================================================================== 2160 | * Copyright 2011-2015 Twitter, Inc. 2161 | * Licensed under MIT (https://github.com/twbs/bootstrap/blob/master/LICENSE) 2162 | * ======================================================================== */ 2163 | 2164 | 2165 | +function ($) { 2166 | 'use strict'; 2167 | 2168 | // AFFIX CLASS DEFINITION 2169 | // ====================== 2170 | 2171 | var Affix = function (element, options) { 2172 | this.options = $.extend({}, Affix.DEFAULTS, options) 2173 | 2174 | this.$target = $(this.options.target) 2175 | .on('scroll.bs.affix.data-api', $.proxy(this.checkPosition, this)) 2176 | .on('click.bs.affix.data-api', $.proxy(this.checkPositionWithEventLoop, this)) 2177 | 2178 | this.$element = $(element) 2179 | this.affixed = null 2180 | this.unpin = null 2181 | this.pinnedOffset = null 2182 | 2183 | this.checkPosition() 2184 | } 2185 | 2186 | Affix.VERSION = '3.3.4' 2187 | 2188 | Affix.RESET = 'affix affix-top affix-bottom' 2189 | 2190 | Affix.DEFAULTS = { 2191 | offset: 0, 2192 | target: window 2193 | } 2194 | 2195 | Affix.prototype.getState = function (scrollHeight, height, offsetTop, offsetBottom) { 2196 | var scrollTop = this.$target.scrollTop() 2197 | var position = this.$element.offset() 2198 | var targetHeight = this.$target.height() 2199 | 2200 | if (offsetTop != null && this.affixed == 'top') return scrollTop < offsetTop ? 'top' : false 2201 | 2202 | if (this.affixed == 'bottom') { 2203 | if (offsetTop != null) return (scrollTop + this.unpin <= position.top) ? false : 'bottom' 2204 | return (scrollTop + targetHeight <= scrollHeight - offsetBottom) ? false : 'bottom' 2205 | } 2206 | 2207 | var initializing = this.affixed == null 2208 | var colliderTop = initializing ? scrollTop : position.top 2209 | var colliderHeight = initializing ? targetHeight : height 2210 | 2211 | if (offsetTop != null && scrollTop <= offsetTop) return 'top' 2212 | if (offsetBottom != null && (colliderTop + colliderHeight >= scrollHeight - offsetBottom)) return 'bottom' 2213 | 2214 | return false 2215 | } 2216 | 2217 | Affix.prototype.getPinnedOffset = function () { 2218 | if (this.pinnedOffset) return this.pinnedOffset 2219 | this.$element.removeClass(Affix.RESET).addClass('affix') 2220 | var scrollTop = this.$target.scrollTop() 2221 | var position = this.$element.offset() 2222 | return (this.pinnedOffset = position.top - scrollTop) 2223 | } 2224 | 2225 | Affix.prototype.checkPositionWithEventLoop = function () { 2226 | setTimeout($.proxy(this.checkPosition, this), 1) 2227 | } 2228 | 2229 | Affix.prototype.checkPosition = function () { 2230 | if (!this.$element.is(':visible')) return 2231 | 2232 | var height = this.$element.height() 2233 | var offset = this.options.offset 2234 | var offsetTop = offset.top 2235 | var offsetBottom = offset.bottom 2236 | var scrollHeight = $(document.body).height() 2237 | 2238 | if (typeof offset != 'object') offsetBottom = offsetTop = offset 2239 | if (typeof offsetTop == 'function') offsetTop = offset.top(this.$element) 2240 | if (typeof offsetBottom == 'function') offsetBottom = offset.bottom(this.$element) 2241 | 2242 | var affix = this.getState(scrollHeight, height, offsetTop, offsetBottom) 2243 | 2244 | if (this.affixed != affix) { 2245 | if (this.unpin != null) this.$element.css('top', '') 2246 | 2247 | var affixType = 'affix' + (affix ? '-' + affix : '') 2248 | var e = $.Event(affixType + '.bs.affix') 2249 | 2250 | this.$element.trigger(e) 2251 | 2252 | if (e.isDefaultPrevented()) return 2253 | 2254 | this.affixed = affix 2255 | this.unpin = affix == 'bottom' ? this.getPinnedOffset() : null 2256 | 2257 | this.$element 2258 | .removeClass(Affix.RESET) 2259 | .addClass(affixType) 2260 | .trigger(affixType.replace('affix', 'affixed') + '.bs.affix') 2261 | } 2262 | 2263 | if (affix == 'bottom') { 2264 | this.$element.offset({ 2265 | top: scrollHeight - height - offsetBottom 2266 | }) 2267 | } 2268 | } 2269 | 2270 | 2271 | // AFFIX PLUGIN DEFINITION 2272 | // ======================= 2273 | 2274 | function Plugin(option) { 2275 | return this.each(function () { 2276 | var $this = $(this) 2277 | var data = $this.data('bs.affix') 2278 | var options = typeof option == 'object' && option 2279 | 2280 | if (!data) $this.data('bs.affix', (data = new Affix(this, options))) 2281 | if (typeof option == 'string') data[option]() 2282 | }) 2283 | } 2284 | 2285 | var old = $.fn.affix 2286 | 2287 | $.fn.affix = Plugin 2288 | $.fn.affix.Constructor = Affix 2289 | 2290 | 2291 | // AFFIX NO CONFLICT 2292 | // ================= 2293 | 2294 | $.fn.affix.noConflict = function () { 2295 | $.fn.affix = old 2296 | return this 2297 | } 2298 | 2299 | 2300 | // AFFIX DATA-API 2301 | // ============== 2302 | 2303 | $(window).on('load', function () { 2304 | $('[data-spy="affix"]').each(function () { 2305 | var $spy = $(this) 2306 | var data = $spy.data() 2307 | 2308 | data.offset = data.offset || {} 2309 | 2310 | if (data.offsetBottom != null) data.offset.bottom = data.offsetBottom 2311 | if (data.offsetTop != null) data.offset.top = data.offsetTop 2312 | 2313 | Plugin.call($spy, data) 2314 | }) 2315 | }) 2316 | 2317 | }(jQuery); 2318 | -------------------------------------------------------------------------------- /app/static/js/bootstrap.min.js: -------------------------------------------------------------------------------- 1 | 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-------------------------------------------------------------------------------- 1 | 2 | {% extends "layout.html" %} 3 | {% block bokeh %} 4 | 17 | {% endblock %} 18 | -------------------------------------------------------------------------------- /app/templates/index.html: -------------------------------------------------------------------------------- 1 | 2 | {% extends "layout.html" %} 3 | {% block bokeh %} 4 | 17 | {% endblock %} 18 | -------------------------------------------------------------------------------- /app/templates/layout.html: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | bitpredict.io 13 | 14 | 15 | 16 | 17 | 18 | 19 | 20 | 21 | 22 | 26 | 27 | 28 | 29 | 30 | 31 | 32 | 62 | 63 | 64 |
65 | 66 | 67 |
68 |
69 |

70 | Machine Learning for High Frequency Bitcoin Price Prediction 71 |

72 |
73 |
74 | 75 | 76 | 77 |
78 | 79 |
80 | {% block bokeh %}{% endblock %} 81 |
82 | 83 |
84 |

Implementation

85 |

At one second intervals, a trained model makes a 30 second price forecast using live order and trade data from the Bitfinex exchange.

86 |

Simulated trades are executed at a one basis point threshold and held for 30 seconds, with only one open position allowed at a time.

87 |

Theoretical returns are calculated purely as measure of predictive performance. Most of the price movements are too small to be profitable in practice. Transaction costs are not considered.

88 |
89 | 90 |
91 | 92 |
93 | 94 | 95 |
96 |
97 |
98 |

© Christopher Bynum - cbynum@cdbcap.com 99 |

100 |
101 |
102 | 103 |
104 | 105 |
106 | 107 | 108 | 109 | 110 | 111 | 112 | 113 | 114 | 115 | 116 | 117 | -------------------------------------------------------------------------------- /app/templates/performance.html: -------------------------------------------------------------------------------- 1 | 2 | {% extends "layout.html" %} 3 | {% block bokeh %} 4 | 17 | {% endblock %} 18 | -------------------------------------------------------------------------------- /collect-data/collect_books.py: -------------------------------------------------------------------------------- 1 | import urllib2 2 | import time 3 | import json 4 | from pymongo import MongoClient 5 | import sys 6 | 7 | api = 'https://api.bitfinex.com/v1' 8 | symbol = sys.argv[1] 9 | limit = 25 10 | book_url = '{0}/book/{1}usd?limit_bids={2}&limit_asks={2}'\ 11 | .format(api, symbol, limit) 12 | 13 | client = MongoClient() 14 | db = client['bitmicro'] 15 | ltc_books = db[symbol+'_books'] 16 | 17 | 18 | def format_book_entry(entry): 19 | ''' 20 | Converts book data to float 21 | ''' 22 | if all(key in entry for key in ('amount', 'price', 'timestamp')): 23 | entry['amount'] = float(entry['amount']) 24 | entry['price'] = float(entry['price']) 25 | entry['timestamp'] = float(entry['timestamp']) 26 | return entry 27 | 28 | 29 | def get_json(url): 30 | ''' 31 | Gets json from the API 32 | ''' 33 | resp = urllib2.urlopen(url) 34 | return json.load(resp, object_hook=format_book_entry), resp.getcode() 35 | 36 | 37 | print 'Running...' 38 | while True: 39 | start = time.time() 40 | try: 41 | book, code = get_json(book_url) 42 | except Exception as e: 43 | print e 44 | sys.exc_clear() 45 | else: 46 | if code != 200: 47 | print code 48 | else: 49 | book['_id'] = time.time() 50 | ltc_books.insert_one(book) 51 | time_delta = time.time()-start 52 | if time_delta < 1.0: 53 | time.sleep(1-time_delta) 54 | -------------------------------------------------------------------------------- /collect-data/collect_trades.py: -------------------------------------------------------------------------------- 1 | import urllib2 2 | import time 3 | import json 4 | from pymongo import MongoClient 5 | import sys 6 | 7 | api = 'https://api.bitfinex.com/v1' 8 | symbol = sys.argv[1] 9 | limit = 1000 10 | 11 | client = MongoClient() 12 | db = client['bitmicro'] 13 | ltc_trades = db[symbol+'_trades'] 14 | 15 | 16 | def format_trade(trade): 17 | ''' 18 | Formats trade data 19 | ''' 20 | if all(key in trade for key in ('tid', 'amount', 'price', 'timestamp')): 21 | trade['_id'] = trade.pop('tid') 22 | trade['amount'] = float(trade['amount']) 23 | trade['price'] = float(trade['price']) 24 | trade['timestamp'] = float(trade['timestamp']) 25 | 26 | return trade 27 | 28 | 29 | def get_json(url): 30 | ''' 31 | Gets json from the API 32 | ''' 33 | resp = urllib2.urlopen(url) 34 | return json.load(resp, object_hook=format_trade), resp.getcode() 35 | 36 | 37 | print 'Running...' 38 | last_timestamp = 0 39 | while True: 40 | start = time.time() 41 | url = '{0}/trades/{1}usd?timestamp={2}&limit_trades={3}'\ 42 | .format(api, symbol, last_timestamp, limit) 43 | try: 44 | trades, code = get_json(url) 45 | except Exception as e: 46 | print e 47 | sys.exc_clear() 48 | else: 49 | if code != 200: 50 | print code 51 | else: 52 | for trade in trades: 53 | ltc_trades.update_one({'_id': trade['_id']}, 54 | {'$setOnInsert': trade}, upsert=True) 55 | last_timestamp = trades[0]['timestamp'] - 5 56 | time_delta = time.time()-start 57 | if time_delta < 1.0: 58 | time.sleep(1-time_delta) 59 | -------------------------------------------------------------------------------- /images/live_results.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/images/live_results.png -------------------------------------------------------------------------------- /images/strategy01.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/images/strategy01.png -------------------------------------------------------------------------------- /images/strategy05.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/images/strategy05.png -------------------------------------------------------------------------------- /images/strategy10.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/images/strategy10.png -------------------------------------------------------------------------------- /model/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/model/__init__.py -------------------------------------------------------------------------------- /model/features.py: -------------------------------------------------------------------------------- 1 | import pymongo 2 | import pandas as pd 3 | from math import log 4 | from time import time 5 | import sys 6 | from scipy.stats import linregress 7 | import pickle 8 | 9 | client = pymongo.MongoClient() 10 | db = client['bitmicro'] 11 | 12 | 13 | def get_book_df(symbol, limit, convert_timestamps=False): 14 | ''' 15 | Returns a DataFrame of book data 16 | ''' 17 | books_db = db[symbol+'_books'] 18 | cursor = books_db.find().sort('_id', -1).limit(limit) 19 | books = pd.DataFrame(list(cursor)) 20 | books = books.set_index('_id') 21 | if convert_timestamps: 22 | books.index = pd.to_datetime(books.index, unit='s') 23 | 24 | def to_df(x): 25 | return pd.DataFrame(x[:10]) 26 | return books.applymap(to_df).sort_index() 27 | 28 | 29 | def get_width_and_mid(books): 30 | ''' 31 | Returns width of best market and midpoint for each data point in DataFrame 32 | of book data 33 | ''' 34 | best_bid = books.bids.apply(lambda x: x.price[0]) 35 | best_ask = books.asks.apply(lambda x: x.price[0]) 36 | return best_ask-best_bid, (best_bid + best_ask)/2 37 | 38 | 39 | def get_future_mid(books, offset, sensitivity): 40 | ''' 41 | Returns percent change of future midpoints for each data point in DataFrame 42 | of book data 43 | ''' 44 | 45 | def future(timestamp): 46 | i = books.index.get_loc(timestamp+offset, method='nearest') 47 | if abs(books.index[i] - (timestamp+offset)) < sensitivity: 48 | return books.mid.iloc[i] 49 | return (books.index.map(future)/books.mid).apply(log) 50 | 51 | 52 | def get_power_imbalance(books, n=10, power=2): 53 | ''' 54 | Returns a measure of the imbalance between bids and offers for each data 55 | point in DataFrame of book data 56 | ''' 57 | 58 | def calc_imbalance(book): 59 | def calc(x): 60 | return x.amount*(.5*book.width/(x.price-book.mid))**power 61 | bid_imbalance = book.bids.iloc[:n].apply(calc, axis=1) 62 | ask_imbalance = book.asks.iloc[:n].apply(calc, axis=1) 63 | return (bid_imbalance-ask_imbalance).sum() 64 | imbalance = books.apply(calc_imbalance, axis=1) 65 | return imbalance 66 | 67 | 68 | def get_power_adjusted_price(books, n=10, power=2): 69 | ''' 70 | Returns the percent change of an average of order prices weighted by inverse 71 | distance-wieghted volume for each data point in DataFrame of book data 72 | ''' 73 | 74 | def calc_adjusted_price(book): 75 | def calc(x): 76 | return x.amount*(.5*book.width/(x.price-book.mid))**power 77 | bid_inv = 1/book.bids.iloc[:n].apply(calc, axis=1) 78 | ask_inv = 1/book.asks.iloc[:n].apply(calc, axis=1) 79 | bid_price = book.bids.price.iloc[:n] 80 | ask_price = book.asks.price.iloc[:n] 81 | return (bid_price*bid_inv + ask_price*ask_inv).sum() /\ 82 | (bid_inv + ask_inv).sum() 83 | adjusted = books.apply(calc_adjusted_price, axis=1) 84 | return (adjusted/books.mid).apply(log).fillna(0) 85 | 86 | 87 | def get_trade_df(symbol, min_ts, max_ts, convert_timestamps=False): 88 | ''' 89 | Returns a DataFrame of trades for symbol in time range 90 | ''' 91 | trades_db = db[symbol+'_trades'] 92 | query = {'timestamp': {'$gt': min_ts, '$lt': max_ts}} 93 | cursor = trades_db.find(query).sort('_id', pymongo.ASCENDING) 94 | trades = pd.DataFrame(list(cursor)) 95 | if not trades.empty: 96 | trades = trades.set_index('_id') 97 | if convert_timestamps: 98 | trades.index = pd.to_datetime(trades.index, unit='s') 99 | return trades 100 | 101 | 102 | def get_trades_indexes(books, trades, offset, live=False): 103 | ''' 104 | Returns indexes of trades in offset range for each data point in DataFrame 105 | of book data 106 | ''' 107 | def indexes(ts): 108 | ts = int(ts) 109 | i_0 = trades.timestamp.searchsorted([ts-offset], side='left')[0] 110 | if live: 111 | i_n = -1 112 | else: 113 | i_n = trades.timestamp.searchsorted([ts-1], side='right')[0] 114 | return (i_0, i_n) 115 | return books.index.map(indexes) 116 | 117 | 118 | def get_trades_count(books, trades): 119 | ''' 120 | Returns a count of trades for each data point in DataFrame of book data 121 | ''' 122 | def count(x): 123 | return len(trades.iloc[x.indexes[0]:x.indexes[1]]) 124 | return books.apply(count, axis=1) 125 | 126 | 127 | def get_trades_average(books, trades): 128 | ''' 129 | Returns the percent change of a volume-weighted average of trades for each 130 | data point in DataFrame of book data 131 | ''' 132 | 133 | def mean_trades(x): 134 | trades_n = trades.iloc[x.indexes[0]:x.indexes[1]] 135 | if not trades_n.empty: 136 | return (trades_n.price*trades_n.amount).sum()/trades_n.amount.sum() 137 | return (books.mid/books.apply(mean_trades, axis=1)).apply(log).fillna(0) 138 | 139 | 140 | def get_aggressor(books, trades): 141 | ''' 142 | Returns a measure of whether trade aggressors were buyers or sellers for 143 | each data point in DataFrame of book data 144 | ''' 145 | 146 | def aggressor(x): 147 | trades_n = trades.iloc[x.indexes[0]:x.indexes[1]] 148 | if trades_n.empty: 149 | return 0 150 | buys = trades_n['type'] == 'buy' 151 | buy_vol = trades_n[buys].amount.sum() 152 | sell_vol = trades_n[~buys].amount.sum() 153 | return buy_vol - sell_vol 154 | return books.apply(aggressor, axis=1) 155 | 156 | 157 | def get_trend(books, trades): 158 | ''' 159 | Returns the linear trend in previous trades for each data point in DataFrame 160 | of book data 161 | ''' 162 | 163 | def trend(x): 164 | trades_n = trades.iloc[x.indexes[0]:x.indexes[1]] 165 | if len(trades_n) < 3: 166 | return 0 167 | else: 168 | return linregress(trades_n.index.values, trades_n.price.values)[0] 169 | return books.apply(trend, axis=1) 170 | 171 | 172 | def check_times(books): 173 | ''' 174 | Returns list of differences between collection time and max book timestamps 175 | for verification purposes 176 | ''' 177 | time_diff = [] 178 | for i in range(len(books)): 179 | book = books.iloc[i] 180 | ask_ts = max(book.asks.timestamp) 181 | bid_ts = max(book.bids.timestamp) 182 | ts = max(ask_ts, bid_ts) 183 | time_diff.append(book.name-ts) 184 | return time_diff 185 | 186 | 187 | def make_features(symbol, sample, mid_offsets, 188 | trades_offsets, powers, live=False): 189 | ''' 190 | Returns a DataFrame with targets and features 191 | ''' 192 | start = time() 193 | stage = time() 194 | 195 | # Book related features: 196 | books = get_book_df(symbol, sample) 197 | if not live: 198 | print 'get book data run time:', (time()-stage)/60, 'minutes' 199 | stage = time() 200 | books['width'], books['mid'] = get_width_and_mid(books) 201 | if not live: 202 | print 'width and mid run time:', (time()-stage)/60, 'minutes' 203 | stage = time() 204 | for n in mid_offsets: 205 | books['mid{}'.format(n)] = get_future_mid(books, n, sensitivity=1) 206 | if not live: 207 | books = books.dropna() 208 | print 'offset mids run time:', (time()-stage)/60, 'minutes' 209 | stage = time() 210 | for p in powers: 211 | books['imbalance{}'.format(p)] = get_power_imbalance(books, 10, p) 212 | books['adj_price{}'.format(p)] = get_power_adjusted_price(books, 10, p) 213 | if not live: 214 | print 'power calcs run time:', (time()-stage)/60, 'minutes' 215 | stage = time() 216 | books = books.drop(['bids', 'asks'], axis=1) 217 | 218 | # Trade related features: 219 | min_ts = books.index.min() - trades_offsets[-1] 220 | max_ts = books.index.max() 221 | if live: 222 | max_ts += 10 223 | trades = get_trade_df(symbol, min_ts, max_ts) 224 | for n in trades_offsets: 225 | if trades.empty: 226 | books['indexes'] = 0 227 | books['t{}_count'.format(n)] = 0 228 | books['t{}_av'.format(n)] = 0 229 | books['agg{}'.format(n)] = 0 230 | books['trend{}'.format(n)] = 0 231 | else: 232 | books['indexes'] = get_trades_indexes(books, trades, n, live) 233 | books['t{}_count'.format(n)] = get_trades_count(books, trades) 234 | books['t{}_av'.format(n)] = get_trades_average(books, trades) 235 | books['agg{}'.format(n)] = get_aggressor(books, trades) 236 | books['trend{}'.format(n)] = get_trend(books, trades) 237 | if not live: 238 | print 'trade features run time:', (time()-stage)/60, 'minutes' 239 | stage = time() 240 | print 'make_features run time:', (time()-start)/60, 'minutes' 241 | 242 | return books.drop('indexes', axis=1) 243 | 244 | 245 | def make_data(symbol, sample): 246 | ''' 247 | Convenience function for calling make_features 248 | ''' 249 | data = make_features(symbol, 250 | sample=sample, 251 | mid_offsets=[30], 252 | trades_offsets=[30, 60, 120, 180], 253 | powers=[2, 4, 8]) 254 | return data 255 | 256 | if __name__ == '__main__' and len(sys.argv) == 4: 257 | data = make_data(sys.argv[1], int(sys.argv[2])) 258 | with open(sys.argv[3], 'w+') as f: 259 | pickle.dump(data, f) 260 | -------------------------------------------------------------------------------- /model/model.py: -------------------------------------------------------------------------------- 1 | import numpy as np 2 | from sklearn.ensemble import RandomForestRegressor 3 | from sklearn.ensemble import GradientBoostingRegressor 4 | import pickle 5 | import pandas as pd 6 | 7 | 8 | def cross_validate(X, y, model, window): 9 | ''' 10 | Cross validates time series data using a shifting window where train data is 11 | always before test data 12 | ''' 13 | in_sample_score = [] 14 | out_sample_score = [] 15 | for i in range(1, len(y)/window): 16 | train_index = np.arange(0, i*window) 17 | test_index = np.arange(i*window, (i+1)*window) 18 | y_train = y.take(train_index) 19 | y_test = y.take(test_index) 20 | X_train = X.take(train_index, axis=0) 21 | X_test = X.take(test_index, axis=0) 22 | model.fit(X_train, y_train) 23 | in_sample_score.append(model.score(X_train, y_train)) 24 | out_sample_score.append(model.score(X_test, y_test)) 25 | print 'Window', i 26 | print 'in-sample score', in_sample_score[-1] 27 | print 'out-sample score:', out_sample_score[-1] 28 | print '---' 29 | return model, np.mean(in_sample_score), np.mean(out_sample_score) 30 | 31 | 32 | def fit_forest(X, y, window=100000, estimators=100, 33 | samples_leaf=250, validate=True): 34 | ''' 35 | Fits Random Forest 36 | ''' 37 | model = RandomForestRegressor(n_estimators=estimators, 38 | min_samples_leaf=samples_leaf, 39 | random_state=42, 40 | n_jobs=-1) 41 | if validate: 42 | return cross_validate(X, y, model, window) 43 | return model.fit(X, y) 44 | 45 | 46 | def fit_boosting(X, y, window=100000, estimators=250, learning=.01, 47 | samples_leaf=500, depth=20, validate=False): 48 | ''' 49 | Fits Gradient Boosting 50 | ''' 51 | model = GradientBoostingRegressor(n_estimators=estimators, 52 | learning_rate=learning, 53 | min_samples_leaf=samples_leaf, 54 | max_depth=depth, 55 | random_state=42) 56 | if validate: 57 | return cross_validate(X, y, model, window) 58 | return model.fit(X, y) 59 | 60 | 61 | def grid_search(X, y, split, learn=[.01], samples_leaf=[250, 350, 500], 62 | depth=[10, 15]): 63 | ''' 64 | Runs a grid search for GBM on split data 65 | ''' 66 | for l in learn: 67 | for s in samples_leaf: 68 | for d in depth: 69 | model = GradientBoostingRegressor(n_estimators=250, 70 | learning_rate=l, 71 | min_samples_leaf=s, 72 | max_depth=d, 73 | random_state=42) 74 | model.fit(X.values[:split], y.values[:split]) 75 | in_score = model.score(X.values[:split], y.values[:split]) 76 | out_score = model.score(X.values[split:], y.values[split:]) 77 | print 'learning_rate: {}, min_samples_leaf: {}, max_depth: {}'.\ 78 | format(l, s, d) 79 | print 'in-sample score:', in_score 80 | print 'out-sample score:', out_score 81 | print '' 82 | 83 | 84 | def run_models(data, window, model_function, drop_zeros=False): 85 | ''' 86 | Runs cross-validated models with a range of target offsets and outputs 87 | results sorted by out-of-sample performance 88 | ''' 89 | mids = [col for col in data.columns if 'mid' in col] 90 | prevs = [col for col in data.columns if 'prev' in col] 91 | in_reg_scores = {} 92 | out_reg_scores = {} 93 | for i in range(len(mids)): 94 | print 'fitting model #{}...'.format(i+1) 95 | m = mids[i] 96 | p = prevs[i] 97 | if drop_zeros: 98 | y = data[data[m] != 0][m].values 99 | prev = data[data[m] != 0][p] 100 | X = data[data[m] != 0].drop(mids+prevs, axis=1) 101 | X = X.join(prev) 102 | X = X.values 103 | else: 104 | y = data[m].values 105 | prev = data[p] 106 | X = data.drop(mids+prevs, axis=1) 107 | X = X.join(prev) 108 | X = X.values 109 | 110 | _, in_reg_score, out_reg_score = model_function(X, y, window) 111 | in_reg_scores[m] = in_reg_score 112 | out_reg_scores[out_reg_score] = m 113 | 114 | print '\nrandom forest regressor r^2:' 115 | for score in sorted(out_reg_scores): 116 | m = out_reg_scores[score] 117 | print 'out-sample', m, score 118 | print 'in-sample', m, in_reg_scores[m], '\n' 119 | 120 | 121 | def get_feature_importances(fitted_model, labels): 122 | ''' 123 | Returns labels sorted by feature importance 124 | ''' 125 | labels = np.array(labels) 126 | importances = fitted_model.feature_importances_ 127 | indexes = np.argsort(importances)[::-1] 128 | for i in indexes: 129 | print '{}: {}'.format(labels[i], importances[i]) 130 | return labels[indexes] 131 | 132 | 133 | def get_pickle(filename): 134 | ''' 135 | Pickle convenience function 136 | ''' 137 | with open(filename, 'r') as f: 138 | data = pickle.load(f) 139 | return data 140 | 141 | 142 | def append_data(df1, df2): 143 | ''' 144 | Append df2 to df1 145 | ''' 146 | df = pd.concat((df1, df2)) 147 | return df.groupby(df.index).first() 148 | -------------------------------------------------------------------------------- /model/strategy.py: -------------------------------------------------------------------------------- 1 | import matplotlib.pyplot as plt 2 | from sklearn.ensemble import RandomForestRegressor 3 | import numpy as np 4 | import matplotlib.ticker as mtick 5 | 6 | 7 | def fit_and_trade(data, cols, split, threshold): 8 | ''' 9 | Fits and backtests a theoretical trading strategy 10 | ''' 11 | data = data[data.width > 0] 12 | X = data[cols] 13 | y = data.mid30 14 | X_train = X.iloc[:split] 15 | X_test = X.iloc[split:] 16 | y_train = y.iloc[:split] 17 | y_test = y.iloc[split:] 18 | regressor = RandomForestRegressor(n_estimators=100, 19 | min_samples_leaf=500, 20 | random_state=42, 21 | n_jobs=-1) 22 | regressor.fit(X_train.values, y_train.values) 23 | trade(X_test.values, y_test.values, regressor, threshold) 24 | 25 | 26 | def trade(X, y, index, model, threshold): 27 | ''' 28 | Backtests a theoretical trading strategy 29 | ''' 30 | print 'r-squared', model.score(X, y) 31 | preds = model.predict(X) 32 | trades = np.zeros(len(preds)) 33 | count = 0 34 | active = False 35 | for i, pred in enumerate(preds): 36 | if active: 37 | count += 1 38 | if count == 30: 39 | count = 0 40 | active = False 41 | elif abs(pred) > threshold: 42 | active = True 43 | trades[i] = np.sign(pred) 44 | 45 | returns = trades*y*100 46 | trades_only = returns[trades != 0] 47 | mean_return = trades_only.mean() 48 | accuracy = sum(trades_only > 0)*1./len(trades_only) 49 | profit = np.cumsum(returns) 50 | plt.figure(dpi=100000) 51 | fig, ax = plt.subplots() 52 | plt.plot(index, profit) 53 | plt.title('Trading at Every {}% Prediction (No Transaction Costs)' 54 | .format(threshold*100)) 55 | plt.ylabel('Returns') 56 | plt.xticks(rotation=45) 57 | formatter = mtick.FormatStrFormatter('%.0f%%') 58 | ax.yaxis.set_major_formatter(formatter) 59 | return_text = 'Average Return: {:.4f} %'.format(mean_return) 60 | trades_text = 'Total Trades: {:d}'.format(len(trades_only)) 61 | accuracy_text = 'Accuracy: {:.2f} %'.format(accuracy*100) 62 | plt.text(.05, .85, return_text, transform=ax.transAxes) 63 | plt.text(.05, .78, trades_text, transform=ax.transAxes) 64 | plt.text(.05, .71, accuracy_text, transform=ax.transAxes) 65 | plt.show() 66 | -------------------------------------------------------------------------------- /mongo-queries/group_ltc.js: -------------------------------------------------------------------------------- 1 | // group ltc trades by second, with volume-weigted price 2 | db.ltc_trades.aggregate([ 3 | { $match: { timestamp: { $gt: 1440117467} } }, 4 | { $group: { 5 | _id: "$timestamp", 6 | total_price: { $sum: { $multiply: [ "$price", "$amount" ] } }, 7 | total_quantity: { $sum: "$amount" } 8 | } }, 9 | { $project: { 10 | price: { $divide: [ "$total_price", "$total_quantity" ] }, 11 | amount: "$total_quantity" 12 | } }, 13 | { $sort: {_id: 1} }, 14 | { $out: "grouped_ltc_trades" } 15 | ]) 16 | -------------------------------------------------------------------------------- /presentation.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/cbyn/bitpredict/8ea47d23d604c11bedb2be5b63d710460fe06d9d/presentation.pdf 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