examples/Cryptocurrencies/README.md

In ANearchou/RDataScience: Miscellaneous tools for data science

Cryptocurrencies Data can be found here: https://www.kaggle.com/sudalairajkumar/cryptocurrencypricehistory

You can find a lot of crypto data on kaggle, with resolution as deep as 1-minute!

At this script we will impliment some Moving Averages on Bitcoin

library(data.table)
btc <- fread("C:/Users/user/Desktop/Andreas/R/kaggle/crypto_daily/coin_Bitcoin.csv")
btc[,setdiff(names(btc), names(btc)[1:3]), with = FALSE]

Date|High|Low|Open|Close|Volume|Marketcap -|-|-|-|-|-|- 2013-04-29 23:59:59| 147.488| 134.0000| 134.444| 144.54| 0| 1603768865 2013-04-30 23:59:59| 146.930| 134.0500 | 144.000| 139.00 | 0 | 1542813125 2013-05-01 23:59:59| 139.890 | 107.7200 | 139.000 | 116.99 | 0 | 1298954594 2013-05-02 23:59:59| 125.600| 92.2819| 116.380| 105.21 | 0 | 1168517495 2013-05-03 23:59:59| 108.128| 79.1000 | 106.250| 97.75 | 0 | 1085995169 ... | ... | ... | ... | ... |...| ... 2021-02-23 23:59:59| 54204.930| 45290.5903| 54204.930| 48824.43| 106102492824| 909925854460 2021-02-24 23:59:59| 51290.137| 47213.4982| 48835.088| 49705.33| 63695521388| 926393090751 2021-02-25 23:59:59| 51948.967| 47093.8530| 49709.082| 47093.85| 54506565949| 877766126138 2021-02-26 23:59:59| 48370.785| 44454.8421| 47180.464| 46339.76| 350967941479| 863752275053 2021-02-27 23:59:59| 48253.270| 45269.0258| 46344.772| 46188.45| 45910946382| 860978135421

btc[,names(btc)[1:3] := NULL]
btc <- btc[order(-Date)]
btc[,x := Close]
btc[,`:=`(
    sma_20 = RDataScience::simple_moving_avg(btc, 20),      # 20 days simple moving average
    sma_100 = RDataScience::simple_moving_avg(btc, 100)     # 100 days
)][,x:= NULL]

btc

Date | High| Low | Open | Close | Volume | Marketcap | sma_20 | sma_100 -|-|-|-|-|-|-|-|- 2021-02-27 23:59:59| 48253.270| 45269.0258| 46344.772| 46188.45| 45910946382| 860978135421| 49584.66| 32121.58 2021-02-26 23:59:59| 48370.785| 44454.8421| 47180.464| 46339.76| 350967941479| 863752275053| 49220.41| 31837.87 2021-02-25 23:59:59| 51948.967| 47093.8530| 49709.082| 47093.85| 54506565949| 877766126138| 48866.72| 31552.51 2021-02-24 23:59:59| 51290.137| 47213.4982| 48835.088| 49705.33| 63695521388| 926393090751| 48419.25| 31258.02 2021-02-23 23:59:59| 54204.930| 45290.5903| 54204.930| 48824.43| 106102492824| 909925854460| 47780.28| 30928.13 ... | ... | ... | ... | ... |...|...|...| ... 2013-05-03 23:59:59| 108.128| 79.1000| 106.250| 97.75| 0| 1085995169| 0.00| 0.00 2013-05-02 23:59:59| 125.600| 92.2819| 116.380| 105.21| 0| 1168517495| 0.00| 0.00 2013-05-01 23:59:59| 139.890| 107.7200| 139.000| 116.99| 0| 1298954594| 0.00| 0.00 2013-04-30 23:59:59| 146.930| 134.0500| 144.000| 139.00| 0| 1542813125| 0.00| 0.00 2013-04-29 23:59:59| 147.488| 134.0000| 134.444| 144.54| 0| 1603768865| 0.00| 0.00

ANearchou/RDataScience documentation built on Dec. 17, 2021, 6:42 a.m.