Submitting predictions using python

The main choices are

  1. Use MicroWriter to send predictions for a specific stream and forecast horizon (read on).
  2. Use MicroCrawler instead, which will drive an algorithm to many streams (instructions)
  3. Use StreamSkater, which is a special case of MicroCrawler that makes it easy to use the timemachines functionality (instructions).

The first option is suitable if you intend to run a program on a schedule, say using cron.

Option 1. Use MicroWriter

The MicroWriter.submit() method to get the job done. This is illustratd by callable_flea.py

from microprediction import MicroWriter
from microprediction.live.xraytickers import get_xray_stock_names
from microprediction.live.xrayportfolios import XRAY_PORTFOLIO_NAMES
from microconventions import MicroConventions
NAMES = get_xray_stock_names() + XRAY_PORTFOLIO_NAMES
mw = MicroWriter(write_key='YOUR WRITE KEY HERE')

for name in NAMES:
    lagged_values = mw.get_lagged_values(name=name)
    padded = [-1, 0, 1 ] + list(lagged_values) + list(lagged_values[:5]) + list(lagged_values[:15])
    devo = np.std(padded)
    values = sorted( [ devo*mw.norminv(p) +  0.001 * np.random.randn() for p in mw.percentiles()] )
    nudged = StatsConventions.nudged(values)
    for delay in mw.DELAYS:
        mw.submit(name=name, values=values, delay=delay)
        time.sleep(1)  # <-- Out of consideration for the system

This might be run once an hour, or once a day say. Naturally you’ll want to replace the dubious model above with your own statistical ingenuity.

Option 1a: MicroWriter copula submission

There is a rather specialized option that can make submission to so-called copula streams easier. For explanation, seepredict-using-python-copulas.

Option 2: Use MicroCrawler.run()

As noted there is an alternative to scheduled predictions. You can use a single long running process as follows:

  1. Subclass MicroCrawler
  2. Instantiate with your WRITE_KEY
  3. Call the run() method

This will create an algorithm that slowly explores the stream universe. In the first step you can override the default prediction and navigation logic. See predict-using-python-microcrawler.

Option 2a: Use a specialized version of MicroCrawler

See in particular:

You can also hunt in the repository.

Reminder: write keys

You can use a colab notebook to burn a new WRITE_KEY.

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