#!/usr/bin/env python
# coding: utf-8

# In[1]:


get_ipython().run_line_magic('matplotlib', 'inline')
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import poloniex
import time
import talib as ta
import seaborn as sns


# In[2]:


polo = poloniex.Poloniex()
polo.timeout = 2


# In[3]:


btc_price = polo.marketChart('USDT_BTC', period=polo.DAY, start=time.time() - polo.DAY * 90 , end=time.time())
btc_close = [btc_price[i]['close'] for i in range(len(btc_price))]


# In[4]:


eth_price = polo.marketChart('USDT_ETH', period=polo.DAY, start=time.time() - polo.DAY * 90 , end=time.time())
eth_close = [eth_price[i]['close'] for i in range(len(eth_price))]


# In[5]:


xmr_price = polo.marketChart('USDT_XMR', period=polo.DAY, start=time.time() - polo.DAY * 90 , end=time.time())
xmr_close = [xmr_price[i]['close'] for i in range(len(xmr_price))]


# In[6]:


etc_price = polo.marketChart('USDT_ETC', period=polo.DAY, start=time.time() - polo.DAY * 90 , end=time.time())
etc_close = [etc_price[i]['close'] for i in range(len(etc_price))]


# In[7]:


xrp_price = polo.marketChart('USDT_XRP', period=polo.DAY, start=time.time() - polo.DAY * 90 , end=time.time())
xrp_close = [xrp_price[i]['close'] for i in range(len(xrp_price))]


# In[8]:


df = pd.DataFrame({'BTC':btc_close,'ETH':eth_close,'XMR':xmr_close,'ETC':etc_close,'XRP':xrp_close})


# In[9]:


change = df.pct_change()


# In[10]:


change.describe()


# In[11]:


change.plot()


# In[12]:


sns.jointplot('BTC', 'ETH', change)


# In[13]:


sns.jointplot('BTC', 'XMR', change)


# In[14]:


sns.jointplot('BTC', 'ETC', change)


# In[15]:


sns.jointplot('BTC', 'XRP', change)


# In[16]:


sns.jointplot('ETH', 'XRP', change)


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