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import data_source.crypto_compare as cc
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
from sklearn.preprocessing import MinMaxScaler
from keras.models import Sequential, load_model
from keras.layers import Dense
from keras.layers import LSTM
from keras.layers import Dropout
import logging
import os

# Initial ltsm code building off of

def import_tensorflow():
    # Filter tensorflow version warnings
    # https://stackoverflow.com/questions/40426502/is-there-a-way-to-suppress-the-messages-tensorflow-prints/40426709
    os.environ['TF_CPP_MIN_LOG_LEVEL'] = '3'  # or any {'0', '1', '2'}
    os.environ['CUDA_VISIBLE_DEVICES'] = '-1'
    
    import warnings
    # https://stackoverflow.com/questions/15777951/how-to-suppress-pandas-future-warning
    warnings.simplefilter(action='ignore', category=FutureWarning)
    warnings.simplefilter(action='ignore', category=Warning)
    
    import tensorflow as tf
    tf.get_logger().setLevel('INFO')
    tf.autograph.set_verbosity(0)
    
    tf.get_logger().setLevel(logging.ERROR)
    
    return tf
tf = import_tensorflow()  

class BtcLtsm:
    def __init__(self):
        self._data_source = cc.CryptoCompare()
        self._train_name_base = 'btc_price_train'
        self._test_name_base = 'btc_price_test'
        self._model_name_base = 'btc_ltsm'
        self._history = 60
        self._layer_size = 50
        self._dropout = 0.2
    
    def update_dataset(self, percent_train=0.98, limit=2000):
        try:
            ohlcv_df = self._data_source.get_daily_history('BTC', 'USDT', limit=limit)
            
            test_start_idx = int(len(ohlcv_df) * percent_train)
            
            train_df = ohlcv_df[:test_start_idx]
            test_df = ohlcv_df[test_start_idx:]
            train_df.to_csv(os.path.join('datasets', f'{self._train_name_base}.csv'), index=False)
            test_df.to_csv(os.path.join('datasets', f'{self._test_name_base}.csv'), index=False)
            return True
        except Exception as e:
            # Catch all exceptions and print the error message
            print(f"An error occurred: {e}")
            return False
    
    def train(self):
        train_file_name = os.path.join('datasets', f'{self._train_name_base}.csv')
        data_train = pd.read_csv(train_file_name)
        train_set = data_train.iloc[:, 1:2].values
        
        sc = MinMaxScaler(feature_range=(0, 1))
        train_set = sc.fit_transform(train_set)
        logging.debug(f'training set:\n{train_set}')
        
        # Creating a data structure with 60 timesteps and 1 output
        history = 60
        features_train = []
        results_train = []
        for i in range(history, len(train_set)):
            features_train.append(train_set[i-history:i, 0])
            results_train.append(train_set[i, 0])
        features_train, results_train = np.array(features_train), np.array(results_train)
        
        # Reshaping
        features_train = np.reshape(features_train, (features_train.shape[0], features_train.shape[1], 1))
        
        model_path = os.path.join('predictors/saved', f'{self._model_name_base}.h5')
        self._create_rnn(model_path, features_train, results_train)
    
    def load(self):
        model_path = os.path.join('predictors/saved', f'{self._model_name_base}.h5')
        self._regressor = load_model(model_path)
        
    def test_model(self):
        train_file_name = os.path.join('datasets', f'{self._train_name_base}.csv')
        test_file_name = os.path.join('datasets', f'{self._test_name_base}.csv')
        
        # Getting the real stock price of 2017
        dataset_test = pd.read_csv(test_file_name)
        real_stock_price = dataset_test.iloc[:, 1:2].values
        
        dataset_train = pd.read_csv(train_file_name)
        train_set = dataset_train.iloc[:, 1:2].values
        
        sc = MinMaxScaler(feature_range = (0, 1))
        train_set = sc.fit_transform(train_set)
        
        # Getting the predicted stock price of 2017
        dataset_total = pd.concat((dataset_train['open'], dataset_test['open']), axis = 0)
        inputs = dataset_total[len(dataset_total) - len(dataset_test) - 60:].values
        inputs = inputs.reshape(-1,1)
        inputs = sc.transform(inputs)
        features_test = []
        for i in range(self._history, len(inputs)):
            features_test.append(inputs[i-self._history:i, 0])
        features_test = np.array(features_test)
        features_test = np.reshape(features_test, (features_test.shape[0], features_test.shape[1], 1))
        predicted_stock_price = self._regressor.predict(features_test)
        predicted_stock_price = sc.inverse_transform(predicted_stock_price)
        
        # Visualising the results
        plt.plot(real_stock_price, color = 'red', label = 'Real Price')
        plt.plot(predicted_stock_price, color = 'blue', label = 'Predicted Price')
        plt.title('BTC Price Prediction')
        plt.xlabel('Time')
        plt.ylabel('BTC Price')
        plt.legend()
        plt.savefig('btc_price_prediction.png')
    
    def _create_rnn(self, model_name, features_train, results_train, epochs=100, batch_size=32):
        # Initialising the RNN
        self._regressor = Sequential()
        
        # Adding the first LSTM layer and some Dropout regularisation
        self._regressor.add(LSTM(units = self._layer_size, return_sequences = True, input_shape = (features_train.shape[1], 1)))
        self._regressor.add(Dropout(self._dropout))
        
        # Adding a second LSTM layer and some Dropout regularisation
        self._regressor.add(LSTM(units = self._layer_size, return_sequences = True))
        self._regressor.add(Dropout(self._dropout))
        
        # Adding a third LSTM layer and some Dropout regularisation
        self._regressor.add(LSTM(units = self._layer_size, return_sequences = True))
        self._regressor.add(Dropout(self._dropout))
        
        # Adding a fourth LSTM layer and some Dropout regularisation
        self._regressor.add(LSTM(units = self._layer_size))
        self._regressor.add(Dropout(self._dropout))
        
        # Adding the output layer
        self._regressor.add(Dense(units = 1))
        
        # Compiling the RNN
        self._regressor.compile(optimizer = 'adam', loss = 'mean_squared_error')
        
        # Fitting the RNN to the Training set
        self._regressor.fit(features_train, results_train, epochs = epochs, batch_size = batch_size)
        self._regressor.save(model_ethereum_mixtral)

	import data_source.crypto_compare as cc
	import matplotlib.pyplot as plt
	import pandas as pd
	import numpy as np
	from sklearn.preprocessing import MinMaxScaler
	from keras.models import Sequential, load_model
	from keras.layers import Dense
	from keras.layers import LSTM
	from keras.layers import Dropout
	import logging
	import os

	# Initial ltsm code building off of

	def import_tensorflow():
	# Filter tensorflow version warnings
	# https://stackoverflow.com/questions/40426502/is-there-a-way-to-suppress-the-messages-tensorflow-prints/40426709
	os.environ['TF_CPP_MIN_LOG_LEVEL'] = '3' # or any {'0', '1', '2'}
	os.environ['CUDA_VISIBLE_DEVICES'] = '-1'

	import warnings
	# https://stackoverflow.com/questions/15777951/how-to-suppress-pandas-future-warning
	warnings.simplefilter(action='ignore', category=FutureWarning)
	warnings.simplefilter(action='ignore', category=Warning)

	import tensorflow as tf
	tf.get_logger().setLevel('INFO')
	tf.autograph.set_verbosity(0)

	tf.get_logger().setLevel(logging.ERROR)

	return tf
	tf = import_tensorflow()

	class BtcLtsm:
	def __init__(self):
	self._data_source = cc.CryptoCompare()
	self._train_name_base = 'btc_price_train'
	self._test_name_base = 'btc_price_test'
	self._model_name_base = 'btc_ltsm'
	self._history = 60
	self._layer_size = 50
	self._dropout = 0.2

	def update_dataset(self, percent_train=0.98, limit=2000):
	try:
	ohlcv_df = self._data_source.get_daily_history('BTC', 'USDT', limit=limit)

	test_start_idx = int(len(ohlcv_df) * percent_train)

	train_df = ohlcv_df[:test_start_idx]
	test_df = ohlcv_df[test_start_idx:]
	train_df.to_csv(os.path.join('datasets', f'{self._train_name_base}.csv'), index=False)
	test_df.to_csv(os.path.join('datasets', f'{self._test_name_base}.csv'), index=False)
	return True
	except Exception as e:
	# Catch all exceptions and print the error message
	print(f"An error occurred: {e}")
	return False

	def train(self):
	train_file_name = os.path.join('datasets', f'{self._train_name_base}.csv')
	data_train = pd.read_csv(train_file_name)
	train_set = data_train.iloc[:, 1:2].values

	sc = MinMaxScaler(feature_range=(0, 1))
	train_set = sc.fit_transform(train_set)
	logging.debug(f'training set:\n{train_set}')

	# Creating a data structure with 60 timesteps and 1 output
	history = 60
	features_train = []
	results_train = []
	for i in range(history, len(train_set)):
	features_train.append(train_set[i-history:i, 0])
	results_train.append(train_set[i, 0])
	features_train, results_train = np.array(features_train), np.array(results_train)

	# Reshaping
	features_train = np.reshape(features_train, (features_train.shape[0], features_train.shape[1], 1))

	model_path = os.path.join('predictors/saved', f'{self._model_name_base}.h5')
	self._create_rnn(model_path, features_train, results_train)

	def load(self):
	model_path = os.path.join('predictors/saved', f'{self._model_name_base}.h5')
	self._regressor = load_model(model_path)

	def test_model(self):
	train_file_name = os.path.join('datasets', f'{self._train_name_base}.csv')
	test_file_name = os.path.join('datasets', f'{self._test_name_base}.csv')

	# Getting the real stock price of 2017
	dataset_test = pd.read_csv(test_file_name)
	real_stock_price = dataset_test.iloc[:, 1:2].values

	dataset_train = pd.read_csv(train_file_name)
	train_set = dataset_train.iloc[:, 1:2].values

	sc = MinMaxScaler(feature_range = (0, 1))
	train_set = sc.fit_transform(train_set)

	# Getting the predicted stock price of 2017
	dataset_total = pd.concat((dataset_train['open'], dataset_test['open']), axis = 0)
	inputs = dataset_total[len(dataset_total) - len(dataset_test) - 60:].values
	inputs = inputs.reshape(-1,1)
	inputs = sc.transform(inputs)
	features_test = []
	for i in range(self._history, len(inputs)):
	features_test.append(inputs[i-self._history:i, 0])
	features_test = np.array(features_test)
	features_test = np.reshape(features_test, (features_test.shape[0], features_test.shape[1], 1))
	predicted_stock_price = self._regressor.predict(features_test)
	predicted_stock_price = sc.inverse_transform(predicted_stock_price)

	# Visualising the results
	plt.plot(real_stock_price, color = 'red', label = 'Real Price')
	plt.plot(predicted_stock_price, color = 'blue', label = 'Predicted Price')
	plt.title('BTC Price Prediction')
	plt.xlabel('Time')
	plt.ylabel('BTC Price')
	plt.legend()
	plt.savefig('btc_price_prediction.png')

	def _create_rnn(self, model_name, features_train, results_train, epochs=100, batch_size=32):
	# Initialising the RNN
	self._regressor = Sequential()

	# Adding the first LSTM layer and some Dropout regularisation
	self._regressor.add(LSTM(units = self._layer_size, return_sequences = True, input_shape = (features_train.shape[1], 1)))
	self._regressor.add(Dropout(self._dropout))

	# Adding a second LSTM layer and some Dropout regularisation
	self._regressor.add(LSTM(units = self._layer_size, return_sequences = True))
	self._regressor.add(Dropout(self._dropout))

	# Adding a third LSTM layer and some Dropout regularisation
	self._regressor.add(LSTM(units = self._layer_size, return_sequences = True))
	self._regressor.add(Dropout(self._dropout))

	# Adding a fourth LSTM layer and some Dropout regularisation
	self._regressor.add(LSTM(units = self._layer_size))
	self._regressor.add(Dropout(self._dropout))

	# Adding the output layer
	self._regressor.add(Dense(units = 1))

	# Compiling the RNN
	self._regressor.compile(optimizer = 'adam', loss = 'mean_squared_error')

	# Fitting the RNN to the Training set
	self._regressor.fit(features_train, results_train, epochs = epochs, batch_size = batch_size)
	self._regressor.save(model_ethereum_mixtral)