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Daniele Lupo
Daniele Lupo
Last activity 2024 年 5 月 12 日

Which toolboxes for crypto trading?

Hi to all.
I'm trying to learn a bit about trading with cryptovalues. At the moment I'm using Freqtrade (in dry-run mode of course) for automatic trading. The tool is written in python and it allows to create custom strategies in python classes and then run them.
I've written some strategy just to learn how to do, but now I'd like to create some interesting algorithm. I've a matlab license, and I'd like to know what are suggested tollboxes for following work:
  • Create a criptocurrency strategy algorythm (for buying and selling some crypto like BTC, ETH etc).
  • Backtesting the strategy with historical data (I've a bunch of json files with different timeframes, downloaded with freqtrade from binance).
  • Optimize the strategy given some parameters (they can be numeric, like ROI, some kind of enumeration, like "selltype" and so on).
  • Convert the strategy algorithm in python, so I can use it with Freqtrade without worrying of manually copying formulas and parameters that's error prone.
  • I'd like to write both classic algorithm and some deep neural one, that try to find best strategy with little neural network (they should run on my pc with 32gb of ram and a 3080RTX if it can be gpu accelerated).
What do you suggest?
The study of the dynamics of the discrete Klein - Gordon equation (DKG) with friction is given by the equation :
above equation, W describes the potential function :
The objective of this simulation is to model the dynamics of a segment of DNA under thermal fluctuations with fixed boundaries using a modified discrete Klein-Gordon equation. The model incorporates elasticity, nonlinearity, and damping to provide insights into the mechanical behavior of DNA under various conditions.
% Parameters
numBases = 200; % Number of base pairs, representing a segment of DNA
kappa = 0.1; % Elasticity constant
omegaD = 0.2; % Frequency term
beta = 0.05; % Nonlinearity coefficient
delta = 0.01; % Damping coefficient
  • Position: Random initial perturbations between 0.01 and 0.02 to simulate the thermal fluctuations at the start.
  • Velocity: All bases start from rest, assuming no initial movement except for the thermal perturbations.
% Random initial perturbations to simulate thermal fluctuations
initialPositions = 0.01 + (0.02-0.01).*rand(numBases,1);
initialVelocities = zeros(numBases,1); % Assuming initial rest state
The simulation uses fixed ends to model the DNA segment being anchored at both ends, which is typical in experimental setups for studying DNA mechanics. The equations of motion for each base are derived from a modified discrete Klein-Gordon equation with the inclusion of damping:
% Define the differential equations
dt = 0.05; % Time step
tmax = 50; % Maximum time
tspan = 0:dt:tmax; % Time vector
x = zeros(numBases, length(tspan)); % Displacement matrix
x(:,1) = initialPositions; % Initial positions
% Velocity-Verlet algorithm for numerical integration
for i = 2:length(tspan)
% Compute acceleration for internal bases
acceleration = zeros(numBases,1);
for n = 2:numBases-1
acceleration(n) = kappa * (x(n+1, i-1) - 2 * x(n, i-1) + x(n-1, i-1)) ...
- delta * initialVelocities(n) - omegaD^2 * (x(n, i-1) - beta * x(n, i-1)^3);
end
% positions for internal bases
x(2:numBases-1, i) = x(2:numBases-1, i-1) + dt * initialVelocities(2:numBases-1) ...
+ 0.5 * dt^2 * acceleration(2:numBases-1);
% velocities using new accelerations
newAcceleration = zeros(numBases,1);
for n = 2:numBases-1
newAcceleration(n) = kappa * (x(n+1, i) - 2 * x(n, i) + x(n-1, i)) ...
- delta * initialVelocities(n) - omegaD^2 * (x(n, i) - beta * x(n, i)^3);
end
initialVelocities(2:numBases-1) = initialVelocities(2:numBases-1) + 0.5 * dt * (acceleration(2:numBases-1) + newAcceleration(2:numBases-1));
end
% Visualization of displacement over time for each base pair
figure;
hold on;
for n = 2:numBases-1
plot(tspan, x(n, :));
end
xlabel('Time');
ylabel('Displacement');
legend(arrayfun(@(n) ['Base ' num2str(n)], 2:numBases-1, 'UniformOutput', false));
title('Displacement of DNA Bases Over Time');
hold off;
The results are visualized using a plot that shows the displacements of each base over time . Key observations from the simulation include :
  • Wave Propagation: The initial perturbations lead to wave-like dynamics along the segment, with visible propagation and reflection at the boundaries.
  • Damping Effects: The inclusion of damping leads to a gradual reduction in the amplitude of the oscillations, indicating energy dissipation over time.
  • Nonlinear Behavior: The nonlinear term influences the response, potentially stabilizing the system against large displacements or leading to complex dynamic patterns.
% 3D plot for displacement
figure;
[X, T] = meshgrid(1:numBases, tspan);
surf(X', T', x);
xlabel('Base Pair');
ylabel('Time');
zlabel('Displacement');
title('3D View of DNA Base Displacements');
colormap('jet');
shading interp;
colorbar; % Adds a color bar to indicate displacement magnitude
% Snapshot visualization at a specific time
snapshotTime = 40; % Desired time for the snapshot
[~, snapshotIndex] = min(abs(tspan - snapshotTime)); % Find closest index
snapshotSolution = x(:, snapshotIndex); % Extract displacement at the snapshot time
% Plotting the snapshot
figure;
stem(1:numBases, snapshotSolution, 'filled'); % Discrete plot using stem
title(sprintf('DNA Model Displacement at t = %d seconds', snapshotTime));
xlabel('Base Pair Index');
ylabel('Displacement');
% Time vector for detailed sampling
tDetailed = 0:0.5:50; % Detailed time steps
% Initialize an empty array to hold the data
data = [];
% Generate the data for 3D plotting
for i = 1:numBases
% Interpolate to get detailed solution data for each base pair
detailedSolution = interp1(tspan, x(i, :), tDetailed);
% Concatenate the current base pair's data to the main data array
data = [data; repmat(i, length(tDetailed), 1), tDetailed', detailedSolution'];
end
% 3D Plot
figure;
scatter3(data(:,1), data(:,2), data(:,3), 10, data(:,3), 'filled');
xlabel('Base Pair');
ylabel('Time');
zlabel('Displacement');
title('3D Plot of DNA Base Pair Displacements Over Time');
colorbar; % Adds a color bar to indicate displacement magnitude
As far as I know, the MATLAB Community (including Matlab Central and Mathworks' official GitHub repository) has always been a vibrant and diverse professional and amateur community of MATLAB users from various fields globally. Being a part of it myself, especially in recent years, I have not only benefited continuously from the community but also tried to give back by helping other users in need.
I am a senior MATLAB user from Shenzhen, China, and I have a deep passion for MATLAB, applying it in various scenarios. Due to the less than ideal job market in my current social environment, I am hoping to find a position for remote support work within the Matlab Community. I wonder if this is realistic. For instance, Mathworks has been open-sourcing many repositories in recent years, especially in the field of deep learning with typical applications across industries. I am eager to use the latest MATLAB features to implement state-of-the-art algorithms. Additionally, I occasionally contribute through GitHub issues and pull requests.
In conclusion, I am looking forward to the opportunity to formally join the Matlab Community in a remote support role, dedicating more energy to giving back to the community and making the world a better place! (If a Mathworks employer can contact me, all the better~)
What's your way?
I created an ellipse visualizer in #MATLAB using App Designer! To read more about it, and how it ties to the recent total solar eclipse, check out my latest blog post:
https://www.davidyding.com/navPages/Ellipse
Github Repo of the app (you can open it on MATLAB Online!):
https://github.com/dvfire123/EllipseVisualizer/tree/main
Vonny Groose
Vonny Groose
Last activity 2024 年 11 月 8 日 21:03

Pet Day with PetWorks photo contest

Mari is helping Dad work.
Today, he got dressed for work to design some new dog toy-making algorithms. #nationalpetday
Transforming my furry friend into a grayscale masterpiece with MATLAB! 🐾 #MATLABPetsDay ✌️
Hans Scharler
Hans Scharler
Last activity 2024 年 4 月 11 日

Stella while compiling the project...

This is Stella while waiting to see if the code works...
I'm excited to share some valuable resources that I've found to be incredibly helpful for anyone looking to enhance their MATLAB skills. Whether you're just starting out, studying as a student, or are a seasoned professional, these guides and books offer a wealth of information to aid in your learning journey.
Matlab Books
INTRODUCTION TO MATLAB FOR ENGINEERING STUDENTS
A Guide to MATLAB
MATLAB® Notes for Professionals book
These materials are freely available and can be a great addition to your learning resources. They cover a wide range of topics and are designed to help users at all levels to improve their proficiency in MATLAB.
Happy learning and I hope you find these resources as useful as I have!
I found this link posted on Reddit.
https://workhunty.com/job-blog/where-is-the-best-place-to-be-a-programmer/Matlab/
Let S be the closed surface composed of the hemisphere and the base Let be the electric field defined by . Find the electric flux through S. (Hint: Divide S into two parts and calculate ).
% Define the limits of integration for the hemisphere S1
theta_lim = [-pi/2, pi/2];
phi_lim = [0, pi/2];
% Perform the double integration over the spherical surface of the hemisphere S1
% Define the electric flux function for the hemisphere S1
flux_function_S1 = @(theta, phi) 2 * sin(phi);
electric_flux_S1 = integral2(flux_function_S1, theta_lim(1), theta_lim(2), phi_lim(1), phi_lim(2));
% For the base of the hemisphere S2, the electric flux is 0 since the electric
% field has no z-component at the base
electric_flux_S2 = 0;
% Calculate the total electric flux through the closed surface S
total_electric_flux = electric_flux_S1 + electric_flux_S2;
% Display the flux calculations
disp(['Electric flux through the hemisphere S1: ', num2str(electric_flux_S1)]);
disp(['Electric flux through the base of the hemisphere S2: ', num2str(electric_flux_S2)]);
disp(['Total electric flux through the closed surface S: ', num2str(total_electric_flux)]);
% Parameters for the plot
radius = 1; % Radius of the hemisphere
% Create a meshgrid for theta and phi for the plot
[theta, phi] = meshgrid(linspace(theta_lim(1), theta_lim(2), 20), linspace(phi_lim(1), phi_lim(2), 20));
% Calculate Cartesian coordinates for the points on the hemisphere
x = radius * sin(phi) .* cos(theta);
y = radius * sin(phi) .* sin(theta);
z = radius * cos(phi);
% Define the electric field components
Ex = 2 * x;
Ey = 2 * y;
Ez = 2 * z;
% Plot the hemisphere
figure;
surf(x, y, z, 'FaceAlpha', 0.5, 'EdgeColor', 'none');
hold on;
% Plot the electric field vectors
quiver3(x, y, z, Ex, Ey, Ez, 'r');
% Plot the base of the hemisphere
[x_base, y_base] = meshgrid(linspace(-radius, radius, 20), linspace(-radius, radius, 20));
z_base = zeros(size(x_base));
surf(x_base, y_base, z_base, 'FaceColor', 'cyan', 'FaceAlpha', 0.3);
% Additional plot settings
colormap('cool');
axis equal;
grid on;
xlabel('X');
ylabel('Y');
zlabel('Z');
title('Hemisphere and Electric Field');
Hannah
Hannah
Last activity 2024 年 4 月 1 日

Solar Eclipse

Although, I think I will only get to see a partial eclipse (April 8th!) from where I am at in the U.S. I will always have MATLAB to make my own solar eclipse. Just as good as the real thing.
Code (found on the @MATLAB instagram)
a=716;
v=255;
X=linspace(-10,10,a);
[~,r]=cart2pol(X,X');
colormap(gray.*[1 .78 .3]);
[t,g]=cart2pol(X+2.6,X'+1.4);
image(rescale(-1*(2*sin(t*10)+60*g.^.2),0,v))
hold on
h=exp(-(r-3)).*abs(ifft2(r.^-1.8.*cos(7*rand(a))));
h(r<3)=0;
image(v*ones(a),'AlphaData',rescale(h,0,1))
camva(3.8)
One of the privileges of working at MathWorks is that I get to hang out with some really amazing people. Steve Eddins, of ‘Steve on Image Processing’ fame is one of those people. He recently announced his retirement and before his final day, I got the chance to interview him. See what he had to say over at The MATLAB Blog The Steve Eddins Interview: 30 years of MathWorking
Before we begin, you will need to make sure you have 'sir_age_model.m' installed. Once you've downloaded this folder into your working directory, which can be located at your current folder. If you can see this file in your current folder, then it's safe to use it. If you choose to use MATLAB online or MATLAB Mobile, you may upload this to your MATLAB Drive.
This is the code for the SIR model stratified into 2 age groups (children and adults). For a detailed explanation of how to derive the force of infection by age group.
% Main script to run the SIR model simulation
% Initial state values
initial_state_values = [200000; 1; 0; 800000; 0; 0]; % [S1; I1; R1; S2; I2; R2]
% Parameters
parameters = [0.05; 7; 6; 1; 10; 1/5]; % [b; c_11; c_12; c_21; c_22; gamma]
% Time span for the simulation (3 months, with daily steps)
tspan = [0 90];
% Solve the ODE
[t, y] = ode45(@(t, y) sir_age_model(t, y, parameters), tspan, initial_state_values);
% Plotting the results
plot(t, y);
xlabel('Time (days)');
ylabel('Number of people');
legend('S1', 'I1', 'R1', 'S2', 'I2', 'R2');
title('SIR Model with Age Structure');
What was the cumulative incidence of infection during this epidemic? What proportion of those infections occurred in children?
In the SIR model, the cumulative incidence of infection is simply the decline in susceptibility.
% Assuming 'y' contains the simulation results from the ode45 function
% and 't' contains the time points
% Total cumulative incidence
total_cumulative_incidence = (y(1,1) - y(end,1)) + (y(1,4) - y(end,4));
fprintf('Total cumulative incidence: %f\n', total_cumulative_incidence);
% Cumulative incidence in children
cumulative_incidence_children = (y(1,1) - y(end,1));
% Proportion of infections in children
proportion_infections_children = cumulative_incidence_children / total_cumulative_incidence;
fprintf('Proportion of infections in children: %f\n', proportion_infections_children);
927,447 people became infected during this epidemic, 20.5% of which were children.
Which age group was most affected by the epidemic?
To answer this, we can calculate the proportion of children and adults that became infected.
% Assuming 'y' contains the simulation results from the ode45 function
% and 't' contains the time points
% Proportion of children that became infected
initial_children = 200000; % initial number of susceptible children
final_susceptible_children = y(end,1); % final number of susceptible children
proportion_infected_children = (initial_children - final_susceptible_children) / initial_children;
fprintf('Proportion of children that became infected: %f\n', proportion_infected_children);
% Proportion of adults that became infected
initial_adults = 800000; % initial number of susceptible adults
final_susceptible_adults = y(end,4); % final number of susceptible adults
proportion_infected_adults = (initial_adults - final_susceptible_adults) / initial_adults;
fprintf('Proportion of adults that became infected: %f\n', proportion_infected_adults);
Throughout this epidemic, 95% of all children and 92% of all adults were infected. Children were therefore slightly more affected in proportion to their population size, even though the majority of infections occurred in adults.
Hans Scharler
Hans Scharler
Last activity 2024 年 4 月 7 日

Solar Eclipse 2024 and MATLAB R2024a

Are you going to be in the path of totality? How can you predict, track, and simulate the solar eclipse using MATLAB?
Image Analyst
Image Analyst
Last activity 2024 年 5 月 17 日

Puzzle challenge - distance to horizon

In one line of MATLAB code, compute how far you can see at the seashore. In otherwords, how far away is the horizon from your eyes? You can assume you know your height and the diameter or radius of the earth.
Keep calm and study PDEs
Adam Danz
Adam Danz
Last activity 2024 年 3 月 22 日

Look at this graph......

Me at the beginning of every meeting
https://youtu.be/sz2mmM-kN1I?si=tD-yaa-1qJy3LrkL
David
David
Last activity 2024 年 3 月 26 日

Pi Day conspiracy

A bit late. Compliments to Chris for sharing.