Skip to content

Instantly share code, notes, and snippets.

View vsmelov's full-sized avatar

Smelov Vladimir vsmelov

15 followers · 3 following
View GitHub Profile
@vsmelov
vsmelov / rolling_statistic.py
Created June 27, 2018 09:57
http://jonisalonen.com/2014/efficient-and-accurate-rolling-standard-deviation/
class RollingStatistic(object):
def __init__(self, window_size, average, variance):
self.N = window_size
self.average = average
self.variance = variance
self.stddev = sqrt(variance)
def update(new, old):
oldavg = self.average
@vsmelov
vsmelov / gist:b25ef2dee1da2e9c7021ac6c5976b0c0
Created August 7, 2018 13:16
import time
import hashlib
import base64
from pprint import pformat
import json
import asyncio
from collections import OrderedDict
from websockets import connect
@vsmelov
vsmelov / test_asyncio_gather.py
Created September 24, 2018 09:04
async def long_coro():
await asyncio.sleep(1000)
async def fail_coro():
raise ValueError
async def timeout_coro():
print('start')
@vsmelov
vsmelov / zmq_close_and_fail.py
Last active October 23, 2018 08:37
How to close ZMQ Context and fail program on exception
import asyncio
import zmq.asyncio
import logging
logger = logging.getLogger()
logger.setLevel(logging.DEBUG)
sh = logging.StreamHandler()
sh.setLevel(logging.DEBUG)
logger.addHandler(sh)
@vsmelov
vsmelov / asyncio_fail_on_task_exception.py
Created October 23, 2018 09:05
asyncio.Task fail doesn't cause to all program exit if it was set to some variable
import asyncio
import sys
import logging
logger = logging.getLogger()
logger.setLevel(logging.DEBUG)
sh = logging.StreamHandler()
sh.setLevel(logging.DEBUG)
logger.addHandler(sh)
@vsmelov
vsmelov / elasticsearch_log.py
Last active October 26, 2018 13:39
import socket
import logging
from contextlib import closing
import datetime
from sshtunnel import SSHTunnelForwarder
from cmreslogging.handlers import CMRESHandler
logger = logging.getLogger(__name__)
@vsmelov
vsmelov / base_price_1.log
Created November 16, 2018 15:57
This file has been truncated, but you can view the full file.
254'), 'token': None, 'aggregatedCap': Decimal('1'), 'timestamp': 1542383692233}
2018-11-16 16:54:55,699 - theo_calculator.py:263 - INFO - found_eff_vol=60000.00000000000000000000000
2018-11-16 16:54:55,699 - theo_calculator.py:266 - INFO - total_eff_vol_for_theo=53.54822760785947532988284620
2018-11-16 16:54:55,699 - theo_calculator.py:268 - INFO - total_vol_for_theo=0.009672938653992030036925841023
2018-11-16 16:54:55,699 - theo_calculator.py:276 - INFO - calculate_theo: processed 7 trades (found_eff_vol=60000.00000000000000000000000 >= eff_max_vol=60000)
2018-11-16 16:54:55,699 - theo_calculator.py:290 - INFO - Trade theo=5535.879997105127519920974511, total_eff_vol_for_theo=53.54822760785947532988284620, total_vol_for_theo=0.009672938653992030036925841023
update theo in 0.0041997432708740234sec
2018-11-16 16:54:55,997 - run.py:77 - INFO - get 1 trades for gemini {'since': 1542383681457, 'limit': 500}
2018-11-16 16:54:55,997 - run.py:79 - INFO - trades[0]: {'id': '4817350539', 'order': None, 'info': {'time
@vsmelov
vsmelov / tinder_experiments_monte_carlo.py
Created December 8, 2018 23:47
import random
N_EXPERIMENTS = 10000
N_SWIPES = 250
A_REAL_RATE = 66 / 250
B_REAL_RATE = 70 / 250
def experiment():
""" observable rate for A and B """
@vsmelov
vsmelov / datetime2time.py
Created January 8, 2019 10:09
time.mktime(datetime.strptime('2019-01-07 09:43:20,158', '%Y-%m-%d %H:%M:%S,%f').timetuple())
@vsmelov
vsmelov / elk-apm.yml
Created April 24, 2019 16:15
apm-server:
image: docker.elastic.co/apm/apm-server:6.7.1
# image: docker.elastic.co/apm/apm-server:6.5.3
command: -strict.perms=false
volumes:
- /etc/localtime:/etc/localtime:ro
- ./apm/apm-server.yml:/usr/share/apm-server/apm-server.yml
depends_on:
- es-tunnel
logging: