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610 lines
76 KiB
610 lines
76 KiB
1 year ago
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<meta http-equiv="X-UA-Compatible" content="IE=emulateIE7" />
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<title>Coverage for LSTMPredictStock\run.py: 81%</title>
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<h1>Coverage for <b>LSTMPredictStock\run.py</b> :
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<span class="pc_cov">81%</span>
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</h1>
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<h2 class="stats">
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126 statements
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<span class="run hide_run shortkey_r button_toggle_run">102 run</span>
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<span class="mis shortkey_m button_toggle_mis">24 missing</span>
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<span class="exc shortkey_x button_toggle_exc">0 excluded</span>
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</td>
|
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<td class="text">
|
||
|
|
<p id="t1" class="stm run hide_run"><span class="key">import</span> <span class="nam">keras</span><span class="strut"> </span></p>
|
||
|
|
<p id="t2" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t3" class="stm run hide_run"><span class="nam">__author__</span> <span class="op">=</span> <span class="str">"Jakob Aungiers"</span><span class="strut"> </span></p>
|
||
|
|
<p id="t4" class="stm run hide_run"><span class="nam">__copyright__</span> <span class="op">=</span> <span class="str">"Jakob Aungiers 2018"</span><span class="strut"> </span></p>
|
||
|
|
<p id="t5" class="stm run hide_run"><span class="nam">__version__</span> <span class="op">=</span> <span class="str">"2.0.0"</span><span class="strut"> </span></p>
|
||
|
|
<p id="t6" class="stm run hide_run"><span class="nam">__license__</span> <span class="op">=</span> <span class="str">"MIT"</span><span class="strut"> </span></p>
|
||
|
|
<p id="t7" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t8" class="stm run hide_run"><span class="key">import</span> <span class="nam">os</span><span class="strut"> </span></p>
|
||
|
|
<p id="t9" class="stm run hide_run"><span class="key">import</span> <span class="nam">json</span><span class="strut"> </span></p>
|
||
|
|
<p id="t10" class="stm run hide_run"><span class="key">import</span> <span class="nam">numpy</span> <span class="key">as</span> <span class="nam">np</span><span class="strut"> </span></p>
|
||
|
|
<p id="t11" class="stm run hide_run"><span class="key">import</span> <span class="nam">math</span><span class="strut"> </span></p>
|
||
|
|
<p id="t12" class="stm run hide_run"><span class="key">import</span> <span class="nam">pandas</span> <span class="key">as</span> <span class="nam">pd</span><span class="strut"> </span></p>
|
||
|
|
<p id="t13" class="stm run hide_run"><span class="key">import</span> <span class="nam">matplotlib</span><span class="op">.</span><span class="nam">pyplot</span> <span class="key">as</span> <span class="nam">plt</span><span class="strut"> </span></p>
|
||
|
|
<p id="t14" class="stm run hide_run"><span class="key">from</span> <span class="nam">LSTMPredictStock</span><span class="op">.</span><span class="nam">core</span><span class="op">.</span><span class="nam">data_processor</span> <span class="key">import</span> <span class="nam">DataLoader</span><span class="strut"> </span></p>
|
||
|
|
<p id="t15" class="stm run hide_run"><span class="key">from</span> <span class="nam">LSTMPredictStock</span><span class="op">.</span><span class="nam">core</span><span class="op">.</span><span class="nam">model</span> <span class="key">import</span> <span class="nam">Model</span><span class="strut"> </span></p>
|
||
|
|
<p id="t16" class="stm run hide_run"><span class="key">from</span> <span class="nam">datetime</span> <span class="key">import</span> <span class="nam">datetime</span><span class="op">,</span><span class="nam">timedelta</span><span class="strut"> </span></p>
|
||
|
|
<p id="t17" class="stm run hide_run"><span class="key">from</span> <span class="nam">LSTMPredictStock</span><span class="op">.</span><span class="nam">core</span><span class="op">.</span><span class="nam">get_domestic_hist_stock</span> <span class="key">import</span> <span class="nam">get_all_last_data</span><span class="strut"> </span></p>
|
||
|
|
<p id="t18" class="stm run hide_run"><span class="key">from</span> <span class="nam">LSTMPredictStock</span><span class="op">.</span><span class="nam">core</span><span class="op">.</span><span class="nam">get_domestic_hist_stock</span> <span class="key">import</span> <span class="nam">get_single_last_data</span><span class="strut"> </span></p>
|
||
|
|
<p id="t19" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t20" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t21" class="stm run hide_run"><span class="key">def</span> <span class="nam">plot_results</span><span class="op">(</span><span class="nam">predicted_data</span><span class="op">,</span> <span class="nam">true_data</span><span class="op">)</span><span class="op">:</span> <span class="com"># predicted_data与true_data：同长度一维数组</span><span class="strut"> </span></p>
|
||
|
|
<p id="t22" class="stm mis"> <span class="nam">fig</span> <span class="op">=</span> <span class="nam">plt</span><span class="op">.</span><span class="nam">figure</span><span class="op">(</span><span class="nam">facecolor</span><span class="op">=</span><span class="str">'white'</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t23" class="stm mis"> <span class="nam">ax</span> <span class="op">=</span> <span class="nam">fig</span><span class="op">.</span><span class="nam">add_subplot</span><span class="op">(</span><span class="num">111</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t24" class="stm mis"> <span class="nam">ax</span><span class="op">.</span><span class="nam">plot</span><span class="op">(</span><span class="nam">true_data</span><span class="op">,</span> <span class="nam">label</span><span class="op">=</span><span class="str">'True Data'</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t25" class="stm mis"> <span class="nam">plt</span><span class="op">.</span><span class="nam">plot</span><span class="op">(</span><span class="nam">predicted_data</span><span class="op">,</span> <span class="nam">label</span><span class="op">=</span><span class="str">'Prediction'</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t26" class="stm mis"> <span class="nam">plt</span><span class="op">.</span><span class="nam">legend</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t27" class="stm mis"> <span class="nam">plt</span><span class="op">.</span><span class="nam">show</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t28" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t29" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t30" class="pln"><span class="com"># predicted_data每个元素的长度必须为prediction_len</span><span class="strut"> </span></p>
|
||
|
|
<p id="t31" class="stm run hide_run"><span class="key">def</span> <span class="nam">plot_results_multiple</span><span class="op">(</span><span class="nam">predicted_data</span><span class="op">,</span> <span class="nam">true_data</span><span class="op">,</span> <span class="nam">prediction_len</span><span class="op">)</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t32" class="stm mis"> <span class="nam">fig</span> <span class="op">=</span> <span class="nam">plt</span><span class="op">.</span><span class="nam">figure</span><span class="op">(</span><span class="nam">facecolor</span><span class="op">=</span><span class="str">'white'</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t33" class="stm mis"> <span class="nam">ax</span> <span class="op">=</span> <span class="nam">fig</span><span class="op">.</span><span class="nam">add_subplot</span><span class="op">(</span><span class="num">111</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t34" class="stm mis"> <span class="nam">ax</span><span class="op">.</span><span class="nam">plot</span><span class="op">(</span><span class="nam">true_data</span><span class="op">,</span> <span class="nam">label</span><span class="op">=</span><span class="str">'True Data'</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t35" class="pln"> <span class="com"># Pad the list of predictions to shift it in the graph to it's correct start</span><span class="strut"> </span></p>
|
||
|
|
<p id="t36" class="stm mis"> <span class="key">for</span> <span class="nam">i</span><span class="op">,</span> <span class="nam">data</span> <span class="key">in</span> <span class="nam">enumerate</span><span class="op">(</span><span class="nam">predicted_data</span><span class="op">)</span><span class="op">:</span> <span class="com"># data为一维数组，长度为prediction_len。predicted_data：二维数组，每个元素为list</span><span class="strut"> </span></p>
|
||
|
|
<p id="t37" class="stm mis"> <span class="nam">padding</span> <span class="op">=</span> <span class="op">[</span><span class="key">None</span> <span class="key">for</span> <span class="nam">p</span> <span class="key">in</span> <span class="nam">range</span><span class="op">(</span><span class="nam">i</span> <span class="op">*</span> <span class="nam">prediction_len</span><span class="op">)</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t38" class="stm mis"> <span class="nam">plt</span><span class="op">.</span><span class="nam">plot</span><span class="op">(</span><span class="nam">padding</span> <span class="op">+</span> <span class="nam">data</span><span class="op">,</span> <span class="nam">label</span><span class="op">=</span><span class="str">'Prediction'</span><span class="op">)</span> <span class="com"># padding + data：list拼接操作</span><span class="strut"> </span></p>
|
||
|
|
<p id="t39" class="stm mis"> <span class="nam">plt</span><span class="op">.</span><span class="nam">legend</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t40" class="stm mis"> <span class="nam">plt</span><span class="op">.</span><span class="nam">show</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t41" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t42" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t43" class="pln"><span class="com"># 只用于训练模型，但同时可根据参数进行模型的评估</span><span class="strut"> </span></p>
|
||
|
|
<p id="t44" class="stm run hide_run"><span class="key">def</span> <span class="nam">train_model</span><span class="op">(</span><span class="nam">stock_code</span><span class="op">,</span> <span class="nam">predict</span><span class="op">=</span><span class="key">False</span><span class="op">)</span><span class="op">:</span> <span class="com"># 训练指定股票代码的模型</span><span class="strut"> </span></p>
|
||
|
|
<p id="t45" class="pln"> <span class="str">'''</span><span class="strut"> </span></p>
|
||
|
|
<p id="t46" class="pln"><span class="str"> 训练并保存模型，同时根据测试数据对模型进行评估（绘图方式）</span><span class="strut"> </span></p>
|
||
|
|
<p id="t47" class="pln"><span class="str"> '''</span><span class="strut"> </span></p>
|
||
|
|
<p id="t48" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t49" class="stm run hide_run"> <span class="nam">configs</span> <span class="op">=</span> <span class="nam">json</span><span class="op">.</span><span class="nam">load</span><span class="op">(</span><span class="nam">open</span><span class="op">(</span><span class="nam">get_config_path</span><span class="op">(</span><span class="op">)</span><span class="op">,</span> <span class="str">'r'</span><span class="op">)</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t50" class="stm run hide_run"> <span class="key">if</span> <span class="key">not</span> <span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">exists</span><span class="op">(</span><span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="op">,</span><span class="nam">configs</span><span class="op">[</span><span class="str">'model'</span><span class="op">]</span><span class="op">[</span><span class="str">'save_dir'</span><span class="op">]</span><span class="op">)</span><span class="op">)</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t51" class="stm mis"> <span class="nam">os</span><span class="op">.</span><span class="nam">makedirs</span><span class="op">(</span><span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="op">,</span><span class="nam">configs</span><span class="op">[</span><span class="str">'model'</span><span class="op">]</span><span class="op">[</span><span class="str">'save_dir'</span><span class="op">]</span><span class="op">)</span><span class="op">)</span> <span class="com"># 创建保存模型的目录</span><span class="strut"> </span></p>
|
||
|
|
<p id="t52" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t53" class="stm run hide_run"> <span class="nam">split</span> <span class="op">=</span> <span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'train_test_split'</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t54" class="stm run hide_run"> <span class="key">if</span> <span class="key">not</span> <span class="nam">predict</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t55" class="stm run hide_run"> <span class="nam">split</span> <span class="op">=</span> <span class="num">1</span> <span class="com"># 若不评估模型准确度，则将全部历史数据用于训练</span><span class="strut"> </span></p>
|
||
|
|
<p id="t56" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t57" class="stm run hide_run"> <span class="nam">data</span> <span class="op">=</span> <span class="nam">DataLoader</span><span class="op">(</span> <span class="com"># 从本地加载训练和测试数据</span><span class="strut"> </span></p>
|
||
|
|
<p id="t58" class="pln"> <span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="op">,</span><span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="str">'data'</span><span class="op">,</span> <span class="nam">stock_code</span> <span class="op">+</span> <span class="str">".csv"</span><span class="op">)</span><span class="op">)</span><span class="op">,</span> <span class="com"># configs['data']['filename']</span><span class="strut"> </span></p>
|
||
|
|
<p id="t59" class="pln"> <span class="nam">split</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t60" class="pln"> <span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'columns'</span><span class="op">]</span> <span class="com"># 选择某些列的数据进行训练</span><span class="strut"> </span></p>
|
||
|
|
<p id="t61" class="pln"> <span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t62" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t63" class="stm run hide_run"> <span class="nam">model</span> <span class="op">=</span> <span class="nam">Model</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t64" class="stm run hide_run"> <span class="nam">model</span><span class="op">.</span><span class="nam">build_model</span><span class="op">(</span><span class="nam">configs</span><span class="op">)</span> <span class="com"># 根据配置文件新建模型</span><span class="strut"> </span></p>
|
||
|
|
<p id="t65" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t66" class="pln"> <span class="str">'''</span><span class="strut"> </span></p>
|
||
|
|
<p id="t67" class="pln"><span class="str"> # in-memory training</span><span class="strut"> </span></p>
|
||
|
|
<p id="t68" class="pln"><span class="str"> model.train(</span><span class="strut"> </span></p>
|
||
|
|
<p id="t69" class="pln"><span class="str"> x,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t70" class="pln"><span class="str"> y,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t71" class="pln"><span class="str"> epochs = configs['training']['epochs'],</span><span class="strut"> </span></p>
|
||
|
|
<p id="t72" class="pln"><span class="str"> batch_size = configs['training']['batch_size'],</span><span class="strut"> </span></p>
|
||
|
|
<p id="t73" class="pln"><span class="str"> save_dir = configs['model']['save_dir']</span><span class="strut"> </span></p>
|
||
|
|
<p id="t74" class="pln"><span class="str"> )</span><span class="strut"> </span></p>
|
||
|
|
<p id="t75" class="pln"><span class="str"> '''</span><span class="strut"> </span></p>
|
||
|
|
<p id="t76" class="pln"> <span class="com"># 训练模型：</span><span class="strut"> </span></p>
|
||
|
|
<p id="t77" class="pln"> <span class="com"># out-of memory generative training</span><span class="strut"> </span></p>
|
||
|
|
<p id="t78" class="stm run hide_run"> <span class="nam">steps_per_epoch</span> <span class="op">=</span> <span class="nam">math</span><span class="op">.</span><span class="nam">ceil</span><span class="op">(</span><span class="strut"> </span></p>
|
||
|
|
<p id="t79" class="pln"> <span class="op">(</span><span class="nam">data</span><span class="op">.</span><span class="nam">len_train</span> <span class="op">-</span> <span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="op">)</span> <span class="op">/</span> <span class="nam">configs</span><span class="op">[</span><span class="str">'training'</span><span class="op">]</span><span class="op">[</span><span class="str">'batch_size'</span><span class="op">]</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t80" class="stm run hide_run"> <span class="nam">model</span><span class="op">.</span><span class="nam">train_generator</span><span class="op">(</span><span class="strut"> </span></p>
|
||
|
|
<p id="t81" class="pln"> <span class="nam">data_gen</span><span class="op">=</span><span class="nam">data</span><span class="op">.</span><span class="nam">generate_train_batch</span><span class="op">(</span><span class="strut"> </span></p>
|
||
|
|
<p id="t82" class="pln"> <span class="nam">seq_len</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t83" class="pln"> <span class="nam">batch_size</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'training'</span><span class="op">]</span><span class="op">[</span><span class="str">'batch_size'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t84" class="pln"> <span class="nam">normalise</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'normalise'</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t85" class="pln"> <span class="op">)</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t86" class="pln"> <span class="nam">epochs</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'training'</span><span class="op">]</span><span class="op">[</span><span class="str">'epochs'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t87" class="pln"> <span class="nam">batch_size</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'training'</span><span class="op">]</span><span class="op">[</span><span class="str">'batch_size'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t88" class="pln"> <span class="nam">steps_per_epoch</span><span class="op">=</span><span class="nam">steps_per_epoch</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t89" class="pln"> <span class="nam">save_dir</span><span class="op">=</span><span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="op">,</span><span class="nam">configs</span><span class="op">[</span><span class="str">'model'</span><span class="op">]</span><span class="op">[</span><span class="str">'save_dir'</span><span class="op">]</span><span class="op">)</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t90" class="pln"> <span class="nam">save_name</span><span class="op">=</span><span class="nam">stock_code</span><span class="strut"> </span></p>
|
||
|
|
<p id="t91" class="pln"> <span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t92" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t93" class="pln"> <span class="com"># 预测</span><span class="strut"> </span></p>
|
||
|
|
<p id="t94" class="stm run hide_run"> <span class="key">if</span> <span class="nam">predict</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t95" class="stm mis"> <span class="nam">x_test</span><span class="op">,</span> <span class="nam">y_test</span> <span class="op">=</span> <span class="nam">data</span><span class="op">.</span><span class="nam">get_test_data</span><span class="op">(</span><span class="strut"> </span></p>
|
||
|
|
<p id="t96" class="pln"> <span class="nam">seq_len</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t97" class="pln"> <span class="nam">normalise</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'normalise'</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t98" class="pln"> <span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t99" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t100" class="stm mis"> <span class="nam">predictions</span> <span class="op">=</span> <span class="nam">model</span><span class="op">.</span><span class="nam">predict_sequences_multiple</span><span class="op">(</span><span class="nam">x_test</span><span class="op">,</span> <span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t101" class="pln"> <span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t102" class="stm mis"> <span class="nam">print</span><span class="op">(</span><span class="str">"训练：\n"</span><span class="op">,</span> <span class="nam">predictions</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t103" class="pln"> <span class="com"># plot_results_multiple(predictions, y_test, configs['data']['sequence_length'])</span><span class="strut"> </span></p>
|
||
|
|
<p id="t104" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t105" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t106" class="pln"><span class="com"># 对指定公司的股票进行预测</span><span class="strut"> </span></p>
|
||
|
|
<p id="t107" class="stm run hide_run"><span class="key">def</span> <span class="nam">prediction</span><span class="op">(</span><span class="nam">stock_code</span><span class="op">,</span> <span class="nam">real</span><span class="op">=</span><span class="key">True</span><span class="op">,</span> <span class="nam">pre_len</span><span class="op">=</span><span class="num">30</span><span class="op">,</span> <span class="nam">plot</span><span class="op">=</span><span class="key">False</span><span class="op">)</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t108" class="pln"> <span class="str">'''</span><span class="strut"> </span></p>
|
||
|
|
<p id="t109" class="pln"><span class="str"> 使用保存的模型，对输入数据进行预测</span><span class="strut"> </span></p>
|
||
|
|
<p id="t110" class="pln"><span class="str"> '''</span><span class="strut"> </span></p>
|
||
|
|
<p id="t111" class="stm run hide_run"> <span class="nam">config_path</span> <span class="op">=</span> <span class="nam">get_config_path</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t112" class="stm run hide_run"> <span class="nam">configs</span> <span class="op">=</span> <span class="nam">json</span><span class="op">.</span><span class="nam">load</span><span class="op">(</span><span class="nam">open</span><span class="op">(</span><span class="nam">config_path</span><span class="op">,</span> <span class="str">'r'</span><span class="op">)</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t113" class="stm run hide_run"> <span class="nam">data</span> <span class="op">=</span> <span class="nam">DataLoader</span><span class="op">(</span><span class="strut"> </span></p>
|
||
|
|
<p id="t114" class="pln"> <span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">get_data_path</span><span class="op">(</span><span class="op">)</span><span class="op">,</span> <span class="nam">stock_code</span> <span class="op">+</span> <span class="str">".csv"</span><span class="op">)</span><span class="op">,</span> <span class="com"># configs['data']['filename']</span><span class="strut"> </span></p>
|
||
|
|
<p id="t115" class="pln"> <span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'train_test_split'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t116" class="pln"> <span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'columns'</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t117" class="pln"> <span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t118" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t119" class="stm run hide_run"> <span class="nam">file_path</span> <span class="op">=</span> <span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="op">,</span><span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="str">"saved_models"</span><span class="op">,</span><span class="nam">stock_code</span> <span class="op">+</span> <span class="str">".h5"</span><span class="op">)</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t120" class="stm run hide_run"> <span class="nam">model</span> <span class="op">=</span> <span class="nam">Model</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t121" class="stm run hide_run"> <span class="nam">keras</span><span class="op">.</span><span class="nam">backend</span><span class="op">.</span><span class="nam">clear_session</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t122" class="stm run hide_run"> <span class="nam">model</span><span class="op">.</span><span class="nam">load_model</span><span class="op">(</span><span class="nam">file_path</span><span class="op">)</span> <span class="com"># 根据配置文件新建模型</span><span class="strut"> </span></p>
|
||
|
|
<p id="t123" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t124" class="pln"> <span class="com"># predict_length = configs['data']['sequence_length'] # 预测长度</span><span class="strut"> </span></p>
|
||
|
|
<p id="t125" class="stm run hide_run"> <span class="nam">predict_length</span> <span class="op">=</span> <span class="nam">pre_len</span><span class="strut"> </span></p>
|
||
|
|
<p id="t126" class="stm run hide_run"> <span class="key">if</span> <span class="nam">real</span><span class="op">:</span> <span class="com"># 用最近一个窗口的数据进行预测，没有对比数据</span><span class="strut"> </span></p>
|
||
|
|
<p id="t127" class="stm run hide_run"> <span class="nam">win_position</span> <span class="op">=</span> <span class="op">-</span><span class="num">1</span><span class="strut"> </span></p>
|
||
|
|
<p id="t128" class="pln"> <span class="key">else</span><span class="op">:</span> <span class="com"># 用指定位置的一个窗口数据进行预测，有对比真实数据（用于绘图对比）</span><span class="strut"> </span></p>
|
||
|
|
<p id="t129" class="stm mis"> <span class="nam">win_position</span> <span class="op">=</span> <span class="op">-</span><span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t130" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t131" class="stm run hide_run"> <span class="nam">x_test</span><span class="op">,</span> <span class="nam">y_test</span> <span class="op">=</span> <span class="nam">data</span><span class="op">.</span><span class="nam">get_test_data</span><span class="op">(</span><span class="strut"> </span></p>
|
||
|
|
<p id="t132" class="pln"> <span class="nam">seq_len</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t133" class="pln"> <span class="nam">normalise</span><span class="op">=</span><span class="key">False</span><span class="strut"> </span></p>
|
||
|
|
<p id="t134" class="pln"> <span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t135" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t136" class="stm run hide_run"> <span class="nam">x_test</span> <span class="op">=</span> <span class="nam">x_test</span><span class="op">[</span><span class="nam">win_position</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t137" class="stm run hide_run"> <span class="nam">x_test</span> <span class="op">=</span> <span class="nam">x_test</span><span class="op">[</span><span class="nam">np</span><span class="op">.</span><span class="nam">newaxis</span><span class="op">,</span> <span class="op">:</span><span class="op">,</span> <span class="op">:</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t138" class="stm run hide_run"> <span class="key">if</span> <span class="key">not</span> <span class="nam">real</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t139" class="stm mis"> <span class="nam">y_test_real</span> <span class="op">=</span> <span class="nam">y_test</span><span class="op">[</span><span class="nam">win_position</span><span class="op">:</span><span class="nam">win_position</span> <span class="op">+</span> <span class="nam">predict_length</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t140" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t141" class="stm run hide_run"> <span class="nam">base</span> <span class="op">=</span> <span class="nam">x_test</span><span class="op">[</span><span class="num">0</span><span class="op">]</span><span class="op">[</span><span class="num">0</span><span class="op">]</span><span class="op">[</span><span class="num">0</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t142" class="stm run hide_run"> <span class="nam">print</span><span class="op">(</span><span class="str">"base value:\n"</span><span class="op">,</span> <span class="nam">base</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t143" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t144" class="stm run hide_run"> <span class="nam">x_test</span><span class="op">,</span> <span class="nam">y_test</span> <span class="op">=</span> <span class="nam">data</span><span class="op">.</span><span class="nam">get_test_data</span><span class="op">(</span><span class="strut"> </span></p>
|
||
|
|
<p id="t145" class="pln"> <span class="nam">seq_len</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="op">,</span><span class="strut"> </span></p>
|
||
|
|
<p id="t146" class="pln"> <span class="nam">normalise</span><span class="op">=</span><span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'normalise'</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t147" class="pln"> <span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t148" class="stm run hide_run"> <span class="nam">x_test</span> <span class="op">=</span> <span class="nam">x_test</span><span class="op">[</span><span class="nam">win_position</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t149" class="stm run hide_run"> <span class="nam">x_test</span> <span class="op">=</span> <span class="nam">x_test</span><span class="op">[</span><span class="nam">np</span><span class="op">.</span><span class="nam">newaxis</span><span class="op">,</span> <span class="op">:</span><span class="op">,</span> <span class="op">:</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t150" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t151" class="pln"> <span class="com"># predictions = model.predict_sequences_multiple(x_test, configs['data']['sequence_length'],</span><span class="strut"> </span></p>
|
||
|
|
<p id="t152" class="pln"> <span class="com"># predict_length)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t153" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t154" class="stm run hide_run"> <span class="nam">predictions</span> <span class="op">=</span> <span class="nam">model</span><span class="op">.</span><span class="nam">predict_1_win_sequence</span><span class="op">(</span><span class="nam">x_test</span><span class="op">,</span> <span class="nam">configs</span><span class="op">[</span><span class="str">'data'</span><span class="op">]</span><span class="op">[</span><span class="str">'sequence_length'</span><span class="op">]</span><span class="op">,</span> <span class="nam">predict_length</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t155" class="pln"> <span class="com"># 反归一化</span><span class="strut"> </span></p>
|
||
|
|
<p id="t156" class="stm run hide_run"> <span class="nam">predictions_array</span> <span class="op">=</span> <span class="nam">np</span><span class="op">.</span><span class="nam">array</span><span class="op">(</span><span class="nam">predictions</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t157" class="stm run hide_run"> <span class="nam">predictions_array</span> <span class="op">=</span> <span class="nam">base</span> <span class="op">*</span> <span class="op">(</span><span class="num">1</span> <span class="op">+</span> <span class="nam">predictions_array</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t158" class="stm run hide_run"> <span class="nam">predictions</span> <span class="op">=</span> <span class="nam">predictions_array</span><span class="op">.</span><span class="nam">tolist</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t159" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t160" class="pln"> <span class="com"># print("预测数据:\n", predictions)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t161" class="stm run hide_run"> <span class="key">if</span> <span class="key">not</span> <span class="nam">real</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t162" class="stm mis"> <span class="nam">print</span><span class="op">(</span><span class="str">"真实数据：\n"</span><span class="op">,</span> <span class="nam">y_test_real</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t163" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t164" class="pln"> <span class="com"># plot_results_multiple(predictions, y_test, predict_length)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t165" class="stm run hide_run"> <span class="key">if</span> <span class="nam">plot</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t166" class="stm mis"> <span class="key">if</span> <span class="nam">real</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t167" class="stm mis"> <span class="nam">plot_results</span><span class="op">(</span><span class="nam">predictions</span><span class="op">,</span> <span class="op">[</span><span class="op">]</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t168" class="pln"> <span class="key">else</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t169" class="stm mis"> <span class="nam">plot_results</span><span class="op">(</span><span class="nam">predictions</span><span class="op">,</span> <span class="nam">y_test_real</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t170" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t171" class="stm run hide_run"> <span class="key">return</span> <span class="nam">format_predictions</span><span class="op">(</span><span class="nam">predictions</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t172" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t173" class="stm run hide_run"><span class="key">def</span> <span class="nam">format_predictions</span><span class="op">(</span><span class="nam">predictions</span><span class="op">)</span><span class="op">:</span> <span class="com"># 给预测数据添加对应日期</span><span class="strut"> </span></p>
|
||
|
|
<p id="t174" class="stm run hide_run"> <span class="nam">date_predict</span> <span class="op">=</span> <span class="op">[</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t175" class="stm run hide_run"> <span class="nam">cur</span> <span class="op">=</span> <span class="nam">datetime</span><span class="op">.</span><span class="nam">now</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t176" class="stm run hide_run"> <span class="nam">cur</span> <span class="op">+=</span> <span class="nam">timedelta</span><span class="op">(</span><span class="nam">days</span><span class="op">=</span><span class="num">1</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t177" class="stm run hide_run"> <span class="nam">counter</span> <span class="op">=</span> <span class="num">0</span><span class="strut"> </span></p>
|
||
|
|
<p id="t178" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t179" class="stm run hide_run"> <span class="key">while</span> <span class="nam">counter</span> <span class="op"><</span> <span class="nam">len</span><span class="op">(</span><span class="nam">predictions</span><span class="op">)</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t180" class="stm run hide_run"> <span class="key">if</span> <span class="nam">cur</span><span class="op">.</span><span class="nam">isoweekday</span><span class="op">(</span><span class="op">)</span> <span class="op">==</span> <span class="num">6</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t181" class="stm run hide_run"> <span class="nam">cur</span> <span class="op">=</span> <span class="nam">cur</span> <span class="op">+</span> <span class="nam">timedelta</span><span class="op">(</span><span class="nam">days</span><span class="op">=</span><span class="num">2</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t182" class="stm run hide_run"> <span class="key">if</span> <span class="nam">cur</span><span class="op">.</span><span class="nam">isoweekday</span><span class="op">(</span><span class="op">)</span> <span class="op">==</span> <span class="num">7</span><span class="op">:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t183" class="stm run hide_run"> <span class="nam">cur</span> <span class="op">=</span> <span class="nam">cur</span> <span class="op">+</span> <span class="nam">timedelta</span><span class="op">(</span><span class="nam">days</span><span class="op">=</span><span class="num">1</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t184" class="stm run hide_run"> <span class="nam">date_predict</span><span class="op">.</span><span class="nam">append</span><span class="op">(</span><span class="op">[</span><span class="nam">cur</span><span class="op">.</span><span class="nam">strftime</span><span class="op">(</span><span class="str">"%Y-%m-%d"</span><span class="op">)</span><span class="op">,</span><span class="nam">predictions</span><span class="op">[</span><span class="nam">counter</span><span class="op">]</span><span class="op">]</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t185" class="stm run hide_run"> <span class="nam">cur</span> <span class="op">=</span> <span class="nam">cur</span> <span class="op">+</span> <span class="nam">timedelta</span><span class="op">(</span><span class="nam">days</span><span class="op">=</span><span class="num">1</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t186" class="stm run hide_run"> <span class="nam">counter</span> <span class="op">+=</span> <span class="num">1</span><span class="strut"> </span></p>
|
||
|
|
<p id="t187" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t188" class="stm run hide_run"> <span class="key">return</span> <span class="nam">date_predict</span><span class="strut"> </span></p>
|
||
|
|
<p id="t189" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t190" class="pln"><span class="str">'''</span><span class="strut"> </span></p>
|
||
|
|
<p id="t191" class="pln"><span class="str">def main(stock_code, train=False, predict=False):</span><span class="strut"> </span></p>
|
||
|
|
<p id="t192" class="pln"><span class="str"> configs = json.load(open(get_config_path(), 'r'))</span><span class="strut"> </span></p>
|
||
|
|
<p id="t193" class="pln"><span class="str"> companies = configs['companies']</span><span class="strut"> </span></p>
|
||
|
|
<p id="t194" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t195" class="pln"><span class="str"> if stock_code not in companies.keys():</span><span class="strut"> </span></p>
|
||
|
|
<p id="t196" class="pln"><span class="str"> print("该公司不在指定范围内")</span><span class="strut"> </span></p>
|
||
|
|
<p id="t197" class="pln"><span class="str"> return -1</span><span class="strut"> </span></p>
|
||
|
|
<p id="t198" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t199" class="pln"><span class="str"> if train:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t200" class="pln"><span class="str"> train_model(stock_code)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t201" class="pln"><span class="str"> return 0 # 训练完成</span><span class="strut"> </span></p>
|
||
|
|
<p id="t202" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t203" class="pln"><span class="str"> if predict:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t204" class="pln"><span class="str"> # for root, dirs, files in os.walk('saved_models'):</span><span class="strut"> </span></p>
|
||
|
|
<p id="t205" class="pln"><span class="str"> # root:当前目录路径 dirs: 当前路径下所有子目录 files:当前路径下所有非目录子文件</span><span class="strut"> </span></p>
|
||
|
|
<p id="t206" class="pln"><span class="str"> if stock_code + ".h5" in os.listdir("saved_models"): # os.listdir:获得当前目录下的所有文件名。不包括子目录</span><span class="strut"> </span></p>
|
||
|
|
<p id="t207" class="pln"><span class="str"> return prediction(stock_code=stock_code, real=True, pre_len=20)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t208" class="pln"><span class="str"> else:</span><span class="strut"> </span></p>
|
||
|
|
<p id="t209" class="pln"><span class="str"> return -2 # 该公司还没有训练模型</span><span class="strut"> </span></p>
|
||
|
|
<p id="t210" class="pln"><span class="str">'''</span><span class="strut"> </span></p>
|
||
|
|
<p id="t211" class="pln"> <span class="com"># 二维数组：[[data,value],[...]]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t212" class="stm run hide_run"><span class="key">def</span> <span class="nam">get_hist_data</span><span class="op">(</span><span class="nam">stock_code</span><span class="op">,</span> <span class="nam">recent_day</span><span class="op">=</span><span class="num">30</span><span class="op">)</span><span class="op">:</span> <span class="com"># 获取某股票，指定天数的历史close数据,包含日期</span><span class="strut"> </span></p>
|
||
|
|
<p id="t213" class="stm run hide_run"> <span class="nam">get_single_last_data</span><span class="op">(</span><span class="nam">stock_code</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t214" class="stm run hide_run"> <span class="nam">root_dir</span> <span class="op">=</span> <span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t215" class="stm run hide_run"> <span class="nam">file_path</span> <span class="op">=</span> <span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">root_dir</span><span class="op">,</span> <span class="str">"data/"</span> <span class="op">+</span> <span class="nam">stock_code</span> <span class="op">+</span> <span class="str">".csv"</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t216" class="stm run hide_run"> <span class="nam">cols</span> <span class="op">=</span> <span class="op">[</span><span class="str">'Date'</span><span class="op">,</span> <span class="str">'Close'</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t217" class="stm run hide_run"> <span class="nam">data_frame</span> <span class="op">=</span> <span class="nam">pd</span><span class="op">.</span><span class="nam">read_csv</span><span class="op">(</span><span class="nam">file_path</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t218" class="stm run hide_run"> <span class="nam">close_data</span> <span class="op">=</span> <span class="nam">data_frame</span><span class="op">.</span><span class="nam">get</span><span class="op">(</span><span class="nam">cols</span><span class="op">)</span><span class="op">.</span><span class="nam">values</span><span class="op">[</span><span class="op">-</span><span class="nam">recent_day</span><span class="op">:</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t219" class="stm run hide_run"> <span class="key">return</span> <span class="nam">close_data</span><span class="op">.</span><span class="nam">tolist</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t220" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t221" class="pln"><span class="strut"> </span></p>
|
||
|
|
<p id="t222" class="stm run hide_run"><span class="key">def</span> <span class="nam">train_all_stock</span><span class="op">(</span><span class="op">)</span><span class="op">:</span> <span class="com">#</span><span class="strut"> </span></p>
|
||
|
|
<p id="t223" class="stm run hide_run"> <span class="nam">get_all_last_data</span><span class="op">(</span><span class="nam">start_date</span><span class="op">=</span><span class="str">"2010-01-01"</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t224" class="stm run hide_run"> <span class="nam">configs</span> <span class="op">=</span> <span class="nam">json</span><span class="op">.</span><span class="nam">load</span><span class="op">(</span><span class="nam">open</span><span class="op">(</span><span class="nam">get_config_path</span><span class="op">(</span><span class="op">)</span><span class="op">,</span> <span class="str">'r'</span><span class="op">)</span><span class="op">)</span><span class="strut"> </span></p>
|
||
|
|
<p id="t225" class="stm run hide_run"> <span class="nam">companies</span> <span class="op">=</span> <span class="nam">configs</span><span class="op">[</span><span class="str">'companies'</span><span class="op">]</span><span class="strut"> </span></p>
|
||
|
|
<p id="t226" class="stm run hide_run"> <span class="key">for</span> <span class="nam">stock_code</span> <span class="key">in</span> <span class="nam">companies</span><span class="op">.</span><span class="nam">keys</span><span class="op">(</span><span class="op">)</span><span class="op">:</span><span class="strut"> </span></p>
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<p id="t227" class="stm run hide_run"> <span class="nam">train_model</span><span class="op">(</span><span class="nam">stock_code</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t228" class="pln"><span class="strut"> </span></p>
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<p id="t229" class="stm run hide_run"> <span class="key">return</span> <span class="num">0</span><span class="strut"> </span></p>
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<p id="t230" class="pln"><span class="strut"> </span></p>
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<p id="t231" class="pln"><span class="strut"> </span></p>
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<p id="t232" class="stm run hide_run"><span class="key">def</span> <span class="nam">predict_all_stock</span><span class="op">(</span><span class="nam">pre_len</span><span class="op">=</span><span class="num">10</span><span class="op">)</span><span class="op">:</span><span class="strut"> </span></p>
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<p id="t233" class="stm run hide_run"> <span class="nam">file_path</span> <span class="op">=</span> <span class="nam">get_config_path</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t234" class="stm run hide_run"> <span class="nam">configs</span> <span class="op">=</span> <span class="nam">json</span><span class="op">.</span><span class="nam">load</span><span class="op">(</span><span class="nam">open</span><span class="op">(</span><span class="nam">file_path</span><span class="op">,</span> <span class="str">'r'</span><span class="op">)</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t235" class="stm run hide_run"> <span class="nam">companies</span> <span class="op">=</span> <span class="nam">configs</span><span class="op">[</span><span class="str">'companies'</span><span class="op">]</span><span class="strut"> </span></p>
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<p id="t236" class="stm run hide_run"> <span class="nam">predict_list</span> <span class="op">=</span> <span class="op">[</span><span class="op">]</span><span class="strut"> </span></p>
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<p id="t237" class="stm run hide_run"> <span class="key">for</span> <span class="nam">stock_code</span> <span class="key">in</span> <span class="nam">companies</span><span class="op">.</span><span class="nam">keys</span><span class="op">(</span><span class="op">)</span><span class="op">:</span><span class="strut"> </span></p>
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<p id="t238" class="stm run hide_run"> <span class="nam">predict_list</span><span class="op">.</span><span class="nam">append</span><span class="op">(</span><span class="nam">prediction</span><span class="op">(</span><span class="nam">stock_code</span><span class="op">=</span><span class="nam">stock_code</span><span class="op">,</span> <span class="nam">real</span><span class="op">=</span><span class="key">True</span><span class="op">,</span> <span class="nam">pre_len</span><span class="op">=</span><span class="nam">pre_len</span><span class="op">)</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t239" class="pln"><span class="strut"> </span></p>
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<p id="t240" class="stm run hide_run"> <span class="key">return</span> <span class="nam">predict_list</span><span class="strut"> </span></p>
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<p id="t241" class="pln"><span class="strut"> </span></p>
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<p id="t242" class="pln"><span class="strut"> </span></p>
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<p id="t243" class="stm run hide_run"><span class="key">def</span> <span class="nam">get_config_path</span><span class="op">(</span><span class="op">)</span><span class="op">:</span> <span class="com"># config.json的绝对路径</span><span class="strut"> </span></p>
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<p id="t244" class="stm run hide_run"> <span class="nam">root_dir</span> <span class="op">=</span> <span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t245" class="stm run hide_run"> <span class="key">return</span> <span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">root_dir</span><span class="op">,</span> <span class="str">"config.json"</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t246" class="pln"><span class="strut"> </span></p>
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<p id="t247" class="pln"><span class="strut"> </span></p>
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<p id="t248" class="stm run hide_run"><span class="key">def</span> <span class="nam">get_data_path</span><span class="op">(</span><span class="op">)</span><span class="op">:</span> <span class="com"># data目录的绝对路径</span><span class="strut"> </span></p>
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<p id="t249" class="stm run hide_run"> <span class="nam">root_dir</span> <span class="op">=</span> <span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t250" class="stm run hide_run"> <span class="key">return</span> <span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">join</span><span class="op">(</span><span class="nam">root_dir</span><span class="op">,</span> <span class="str">"data"</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t251" class="pln"><span class="strut"> </span></p>
|
||
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<p id="t252" class="pln"><span class="strut"> </span></p>
|
||
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<p id="t253" class="stm run hide_run"><span class="key">def</span> <span class="nam">get_parent_dir</span><span class="op">(</span><span class="op">)</span><span class="op">:</span> <span class="com"># 当前文件的父目录绝对路径</span><span class="strut"> </span></p>
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<p id="t254" class="stm run hide_run"> <span class="key">return</span> <span class="nam">os</span><span class="op">.</span><span class="nam">path</span><span class="op">.</span><span class="nam">dirname</span><span class="op">(</span><span class="nam">__file__</span><span class="op">)</span><span class="strut"> </span></p>
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<p id="t255" class="pln"><span class="strut"> </span></p>
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<p id="t256" class="pln"><span class="strut"> </span></p>
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<p id="t257" class="pln"><span class="com"># if __name__ == '__main__':</span><span class="strut"> </span></p>
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||
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<p id="t258" class="pln"><span class="com"># # get_all_last_data("2010-01-01") # 先获得最新数据</span><span class="strut"> </span></p>
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<p id="t259" class="pln"><span class="com"># train_all_stock()</span><span class="strut"> </span></p>
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<p id="t260" class="pln"><span class="com"># # predict_all_stock()</span><span class="strut"> </span></p>
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</td>
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</tr>
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<div id="footer">
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<div class="content">
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<p>
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<a class="nav" href="index.html">« index</a> <a class="nav" href="https://coverage.readthedocs.io">coverage.py v4.5.2</a>,
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created at 2018-12-22 16:41
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</p>
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</div>
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