In this recipe, we will learn how to predict future Bitcoin value with an RNN. The key idea is that the temporal sequence of values observed in the past is a good predictor of future values. For this recipe, we will use the code available at https://github.com/guillaume-chevalier/seq2seq-signal-prediction under the MIT license. The Bitcoin value for a given temporal interval is downloaded via an API from https://www.coindesk.com/api/ . Here is a piece of the API documentation:
We offer historical data from our Bitcoin Price Index through the following endpoint:
https://api.coindesk.com/v1/bpi/historical/close.json
By default, this will return the previous 31 days' worth of data. This endpoint accepts the following optional parameters:
?index=[USD/CNY]The index to return data for. Defaults to USD.
?currency=<VALUE...
https://api.coindesk.com/v1/bpi/historical/close.json
By default, this will return the previous 31 days' worth of data. This endpoint accepts the following optional parameters:
?index=[USD/CNY]The index to return data for. Defaults to USD.
?currency=<VALUE...