{"metadata":{"kernelspec":{"language":"python","display_name":"Python 3","name":"python3"},"language_info":{"pygments_lexer":"ipython3","nbconvert_exporter":"python","version":"3.6.4","file_extension":".py","codemirror_mode":{"name":"ipython","version":3},"name":"python","mimetype":"text/x-python"}},"nbformat_minor":4,"nbformat":4,"cells":[{"cell_type":"code","source":"import numpy as np\nimport pandas as pd\nimport gresearch_crypto\nenv = gresearch_crypto.make_env()\niter_test = env.iter_test()\ndf = pd.read_csv('/kaggle/input/g-research-crypto-forecasting/train.csv', \n                 usecols=['Target', 'Asset_ID','timestamp'], dtype={'Asset_ID': 'int8'})\ndf['datetime'] = pd.to_datetime(df['timestamp'], unit='s')\ndf = df.set_index('datetime').drop('timestamp', axis=1)\ndf = df[(df.index.year == 2021) & (df.index.month > 5)]\ndfs = {asset_id: df[df['Asset_ID'] == asset_id].resample('1min').interpolate().copy() for asset_id in df['Asset_ID'].unique()}\ndel df\nfor df_test, df_pred in iter_test:\n    df_test['datetime'] = pd.to_datetime(df_test['timestamp'], unit='s')\n    for _, row in df_test.iterrows():\n        try:\n            df = dfs[row['Asset_ID']]\n            closest_train_sample = df.iloc[df.index.get_loc(row['datetime'], method='nearest')]\n            df_pred.loc[df_pred['row_id'] == row['row_id'], 'Target'] = closest_train_sample['Target']\n        except:\n            df_pred.loc[df_pred['row_id'] == row['row_id'], 'Target'] = 0\n    df_pred['Target'] = df_pred['Target'].fillna(0)\n    env.predict(df_pred)","metadata":{"_uuid":"8f2839f25d086af736a60e9eeb907d3b93b6e0e5","_cell_guid":"b1076dfc-b9ad-4769-8c92-a6c4dae69d19","execution":{"iopub.status.busy":"2021-12-26T07:12:11.226705Z","iopub.execute_input":"2021-12-26T07:12:11.227078Z","iopub.status.idle":"2021-12-26T07:13:04.739573Z","shell.execute_reply.started":"2021-12-26T07:12:11.226987Z","shell.execute_reply":"2021-12-26T07:13:04.738620Z"},"trusted":true},"execution_count":null,"outputs":[]},{"cell_type":"code","source":"","metadata":{},"execution_count":null,"outputs":[]}]}