{

"cells": [

"cell_type": "code",

"execution_count": None,

"id": "f309c3c3",

"metadata": {},

"outputs": [],

"source": [

"import nest_asyncio\n",

"import asyncio\n",

"from binance import BinanceSocketManager, AsyncClient\n",

"import numpy as np\n",

"from [Link] import entropy\n",

"from [Link] import simps, tplquad, dblquad\n",

"from [Link] import ARIMA\n",

"from sympy import symbols, Function, Eq, dsolve\n",

"from [Link] import CubicSpline\n",

"import [Link] as plt\n",

"import torch\n",

"import [Link] as nn\n",

"import [Link] as optim\n",

"from hmmlearn import hmm\n",

"import pandas as pd\n",

"import [Link] as jnp\n",

"import jax\n",

"\n",

"nest_asyncio.apply() # Permite usar event loops en Google Colab\n",

"\n",

"# Configuración de claves API\n",

"API_KEY = 'XX(PONER AQUÍ TU API)XXXXXXXX'\n",

"\n",

"# Clase de red neuronal avanzada con embeddings latentes\n",

"class LatentEmbedding([Link]):\n",

" def __init__(self, input_size, latent_dim):\n",

" super(LatentEmbedding, self).__init__()\n",

" [Link] = [Link](\n",

" [Link](input_size, 128),\n",

" [Link](),\n",

" [Link](128, latent_dim)\n",

" )\n",

" [Link] = [Link](\n",

" [Link](latent_dim, 128),\n",

" [Link](),\n",

" [Link](128, input_size)\n",

" )\n",

" \n",

" def forward(self, x):\n",

" latent = [Link](x)\n",

" reconstruction = [Link](latent)\n",

" return latent, reconstruction\n",

"\n",

"# Pérdida contrastiva para aprendizaje de embeddings\n",

"def contrastive_loss(anchor, positive, negative, margin=1.0):\n",

" positive_dist = [Link]((anchor - positive) ** 2, axis=1)\n",

" negative_dist = [Link]((anchor - negative) ** 2, axis=1)\n",

" loss = [Link]([Link](positive_dist - negative_dist + margin, min=0))\n",

" return loss\n",

"\n",

"# Crear datos de entrenamiento usando splines\n",

"def generar_datos_spline():\n",
" x_puntos = [Link]([-4, 3, 10])\n",

" y_puntos = [Link]([0.79, 481.38, 598744.17])\n",

" \n",

" spline = CubicSpline(x_puntos, y_puntos)\n",

" x_train = [Link](-4, 10, 50).reshape(-1, 1)\n",

" y_train = spline(x_train).reshape(-1, 1)\n",

" return x_train, y_train\n",

"\n",

"# Entrenamiento de embeddings latentes\n",

"def entrenar_embeddings(model, x_train, epochs=100, learning_rate=0.001):\n",

" optimizer = [Link]([Link](), lr=learning_rate)\n",

" criterion = [Link]()\n",

" \n",

" x_train_tensor = [Link](x_train, dtype=torch.float32)\n",

" for epoch in range(epochs):\n",

" [Link]()\n",

" optimizer.zero_grad()\n",

" latent, reconstruction = model(x_train_tensor)\n",

" loss = criterion(reconstruction, x_train_tensor)\n",

" [Link]()\n",

" [Link]()\n",

" if (epoch + 1) % 10 == 0:\n",

" print(f'Epoch [{epoch + 1}/{epochs}], Loss: {[Link]():.4f}')\n",

"\n",

"# Optimización de hiperparámetros\n",

"def optimizar_hiperparametros(x_train):\n",

" from itertools import product\n",

" latent_dims = [2, 3, 5]\n",

" learning_rates = [0.0001, 0.001, 0.01]\n",

" epochs_list = [50, 100, 200]\n",

"\n",
" mejor_loss = float('inf')\n",

" mejor_config = None\n",

"\n",

" for latent_dim, lr, epochs in product(latent_dims, learning_rates, epochs_list):\n",

" print(f'Probando: latent_dim={latent_dim}, learning_rate={lr}, epochs={epochs}')\n",

" model = LatentEmbedding(input_size=1, latent_dim=latent_dim)\n",

" optimizer = [Link]([Link](), lr=lr)\n",

" criterion = [Link]()\n",

" \n",

" x_train_tensor = [Link](x_train, dtype=torch.float32)\n",

" for epoch in range(epochs):\n",

" [Link]()\n",

" optimizer.zero_grad()\n",

" _, reconstruction = model(x_train_tensor)\n",

" loss = criterion(reconstruction, x_train_tensor)\n",

" [Link]()\n",

" [Link]()\n",

" \n",

" final_loss = criterion(model(x_train_tensor)[1], x_train_tensor).item()\n",

" print(f'Final Loss for config: {final_loss:.4f}')\n",

"\n",

" if final_loss < mejor_loss:\n",

" mejor_loss = final_loss\n",

" mejor_config = {\"latent_dim\": latent_dim, \"learning_rate\": lr, \"epochs\":

"\n",

" print(f'Mejor configuración: {mejor_config}, Loss: {mejor_loss:.4f}')\n",

" return mejor_config\n",

"\n",

"# Modelo Oculto de Markov (HMM)\n",

"def calcular_hmm(data, n_states):\n",

" [Link](data)\n",

" hidden_states = [Link](data)\n",

" return hidden_states\n",

"\n",

"# Simulación Monte Carlo\n",

"def simulacion_monte_carlo(initial_price, drift, volatility, time_horizon, n_simulations):\n",

" dt = 1 / 252\n",

" prices = [Link]((time_horizon, n_simulations))\n",

" prices[0] = initial_price\n",

" for t in range(1, time_horizon):\n",

" rand = [Link](0, 1, n_simulations)\n",

" prices[t] = prices[t - 1] * [Link]((drift - 0.5 * volatility ** 2) * dt + volatility * [Link](dt)

" return prices\n",

"\n",

"# Ecuación de Black-Scholes/Merton\n",

"def black_scholes(S, K, T, r, sigma, tipo='call'):\n",

" from [Link] import norm\n",

" d1 = ([Link](S / K) + (r + 0.5 * sigma ** 2) * T) / (sigma * [Link](T))\n",

" d2 = d1 - sigma * [Link](T)\n",

" if tipo == 'call':\n",

" return S * [Link](d1) - K * [Link](-r * T) * [Link](d2)\n",

" elif tipo == 'put':\n",

" return K * [Link](-r * T) * [Link](-d2) - S * [Link](-d1)\n",

"\n",

"# Funciones matemáticas avanzadas\n",

"def calcular_divergencia(F, x, y, z):\n",

" return 2 * x + 2 * y + 2 * z\n",

"\n",

"def integral_volumen():\n",
" def integrand(z, y, x):\n",

" return calcular_divergencia(None, x, y, z)\n",

" \n",

" R = 1\n",

" result, _ = tplquad(\n",

" integrand, \n",

" -R, R, \n",

" lambda x: -[Link](R**2 - x**2), lambda x: [Link](R**2 - x**2), \n",

" lambda x, y: -[Link](R**2 - x**2 - y**2), lambda x, y: [Link](R**2 - x**2 - y**2)\n",

" )\n",

" return result\n",

"\n",

"def integral_superficie():\n",

" def integrand(phi, theta):\n",

" R = 1\n",

" x = R * [Link](theta) * [Link](phi)\n",

" y = R * [Link](theta) * [Link](phi)\n",

" z = R * [Link](theta)\n",

" return [Link]([x**2, y**2, z**2], [x, y, z]) * R**2 * [Link](theta)\n",

" \n",

" result, _ = dblquad(\n",

" integrand,\n",

" 0, 2 * [Link], \n",

" lambda _: 0, lambda _: [Link]\n",

" )\n",

" return result\n",

"\n",

"async def calcular_entropia(precios):\n",

" histograma, _ = [Link](precios, bins=10, density=True)\n",

" return entropy(histograma)\n",

"\n",
"async def modelo_arima(precios):\n",

" model = ARIMA(precios, order=(5, 1, 0))\n",

" fitted_model = [Link]()\n",

" forecast = fitted_model.forecast(steps=1)\n",

" return forecast[0]\n",

"\n",

"# Ciclo principal\n",

"async def main():\n",

" x_train, _ = generar_datos_spline()\n",

" mejor_config = optimizar_hiperparametros(x_train)\n",

" print(f'Mejor configuración encontrada: {mejor_config}')\n",

" model = LatentEmbedding(input_size=1, latent_dim=mejor_config[\"latent_dim\"])\n",

" entrenar_embeddings(model, x_train, epochs=mejor_config[\"epochs\"],

" volumen_integral = integral_volumen()\n",

" superficie_integral = integral_superficie()\n",

" print(f'Integral del volumen: {volumen_integral}')\n",

" print(f'Integral de la superficie: {superficie_integral}')\n",

" print(f'Diferencia: {abs(volumen_integral - superficie_integral)}')\n",

"\n",

" # Simulación Monte Carlo\n",

" simulated_prices = simulacion_monte_carlo(initial_price=50000, drift=0.05,

" [Link](simulated_prices.mean(axis=1), label='Monte Carlo Simulation')\n",

" [Link]('Simulación de precios - Monte Carlo')\n",

" [Link]()\n",

" [Link]()\n",

"\n",

" # HMM\n",

" hidden_states = calcular_hmm(x_train, n_states=3)\n",

" print('Estados ocultos (HMM):', hidden_states)\n",

"\n",
 " # Black-Scholes/Merton\n",

" call_price = black_scholes(S=50000, K=55000, T=1, r=0.05, sigma=0.2, tipo='call')\n",

" print(f'Precio Call (Black-Scholes/Merton): {call_price:.2f}')\n",

"\n",

"# Ejecutar el bot\n",

"if __name__ == '__main__':\n",

" [Link](main())"

],

"metadata": {

"kernelspec": {

"display_name": "Python 3",

"language": "python",

"name": "python3"

},

"language_info": {

"codemirror_mode": {

"name": "ipython",

"version": 3

},

"file_extension": ".py",

"mimetype": "text/x-python",

"name": "python",

"nbconvert_exporter": "python",

"pygments_lexer": "ipython3",

"version": "3.9.12"

},

"nbformat": 4,

"nbformat_minor": 5
}