yuyasugano

const MetaCoin = artifacts.require("./MetaCoin.sol");
const utils = require('./utils.js');

contract('MetaCoin', (accounts) => {
  describe('Token', () =>  {
    let balance;
    let instance;
    const [alice, bob] = accounts;

    before(async () => {

yuyasugano

const MetaCoin = artifacts.require("./MetaCoin.sol");
const utils = require('./utils.js');

contract('MetaCoin', (accounts) => {
  describe('Token', () =>  {
    let balance;
    let instance;
    const [alice, bob] = accounts;

    before(async () => {

yuyasugano

CREATE EXTERNAL TABLE IF NOT EXISTS <Database>.<Table> (
  host STRING,
  identity STRING,
  user STRING,
  time STRING,
  request STRING,
  status STRING,
  size STRING,
  referer STRING,
  agent STRING

yuyasugano

#!/usr/bin/python
import json
import pandas as pd
import seaborn as sns
import python_bitbankcc

# Ticker information
def get_btc(obj):
    ret = obj.get_ticker('btc_jpy')
    return ret

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# df copy
df_ = df.copy()
df_["ma25"] = df_.close.rolling(window=25).mean()
df_["ma75"] = df_.close.rolling(window=75).mean()
df_["diff"] = df_.ma25-df_.ma75
df_["unixtime"] = [datetime.timestamp(t) for t in df.index]

# line and Moving Average
xdate = [x.date() for x in df_.index]
plt.figure(figsize=(15,5))

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def Bollinger(df, window=25):
    df1 = df.copy()
    df1["ma"] = df1.close.rolling(window=window).mean()
    df1["sigma"] =  df1.close.rolling(window=window).std()
    df1["ma+2sigma"] = df1.ma + 2*df1.sigma
    df1["ma-2sigma"] = df1.ma - 2*df1.sigma
    df1["diffplus"] = df1.close - df1["ma+2sigma"] 
    df1["diffminus"] = df1["ma-2sigma"] - df1.close
    s_up = df1[df1["diffplus"] > 0]["close"]
    s_down = df1[df1["diffminus"] > 0]["close"]

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def MACD(df):
    df1 = df.copy()
    df1["MACD"] = df1.close.ewm(span=12, min_periods=1).mean() - df1.close.ewm(span=26, min_periods=1).mean()
    df1["signal"] = df1.MACD.ewm(span=9, min_periods=1).mean()
    df1["macd_diff"] = df1["MACD"] - df1["signal"]

    xdate = [x.date() for x in df1.index]
    plt.figure(figsize=(15,10))
    # plot the original
    plt.subplot(211)

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def plot_RSI(df, window):
    df1 = df.copy()
    diff = df1.close.diff(periods=1).values
    xdate = [x.date() for x in df1.index]
    RSI = []
    for i in range(window+1, len(xdate)):
        neg = 0
        pos = 0
        for value in diff[i-window:i+1]:
            if value > 0:

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def Ichimoku(df):
    df1 = df.copy()
    max_9 = df1.high.rolling(window=9).max()
    min_9 = df1.high.rolling(window=9).min()
    df1["tenkan"] = (max_9+min_9)/2
    df1["base"] = (df1.high.rolling(window=26).max()+df1.high.rolling(window=26).min())/2
    xdate = [x.date() for x in df1.index]
    plt.figure(figsize=(15,5))    
    plt.grid()
    plt.plot(xdate, df1.close, color="b", lw=1, linestyle="dotted", label="original")

yuyasugano

from pubnub.pubnub import PubNub
from pubnub.enums import PNStatusCategory
from pubnub.callbacks import SubscribeCallback
from pubnub.pnconfiguration import PNConfiguration

SUBSCRIBE_KEY = 'sub-c-e12e9174-dd60-11e6-806b-02ee2ddab7fe'
TICKER_CHANNEL = 'ticker_btc_jpy'

class BitbankSubscriberCallback(SubscribeCallback):
    def presence(self, pubnub, presence):