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https://github.com/newnius/YAO-optimizer.git
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实现自己输入数据预测,从test_data.csv中读取
This commit is contained in:
67
main.py
67
main.py
@@ -4,6 +4,7 @@ import os
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from sklearn.model_selection import train_test_split
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from sklearn.model_selection import train_test_split
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from model_tensorflow import train, predict
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from model_tensorflow import train, predict
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frame = "tensorflow"
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frame = "tensorflow"
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@@ -21,14 +22,16 @@ class Config:
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hidden_size = 128
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hidden_size = 128
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lstm_layers = 2
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lstm_layers = 2
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dropout_rate = 0.2
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dropout_rate = 0.2
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time_step = 20
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time_step = 5
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do_train = True
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do_train = True
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# do_train = False
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do_predict = True
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do_predict = True
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add_train = False
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add_train = False
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shuffle_train_data = True
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shuffle_train_data = True
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train_data_rate = 0.95
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# train_data_rate = 0.95 #comment yqy
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train_data_rate = 1 #add yqy
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valid_data_rate = 0.15
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valid_data_rate = 0.15
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batch_size = 64
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batch_size = 64
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@@ -44,9 +47,16 @@ class Config:
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batch_size = 1
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batch_size = 1
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continue_flag = "continue_"
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continue_flag = "continue_"
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train_data_path = "./data/stock_data.csv"
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#comment yqy
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# train_data_path = "./data/stock_data.csv"
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model_save_path = "./checkpoint/"
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model_save_path = "./checkpoint/"
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figure_save_path = "./figure/"
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figure_save_path = "./figure/"
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#comment end
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# add yqy
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train_data_path = "./data/stock_data_30.csv"
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# model_save_path = "./checkpoint/30/"
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# figure_save_path = "./figure/30/"
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# add end
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do_figure_save = False
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do_figure_save = False
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if not os.path.exists(model_save_path):
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if not os.path.exists(model_save_path):
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os.mkdir(model_save_path)
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os.mkdir(model_save_path)
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@@ -114,6 +124,16 @@ class Data:
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return np.array(test_x), label_data
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return np.array(test_x), label_data
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return np.array(test_x)
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return np.array(test_x)
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# add yqy
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def get_test_data_yqy(self, test_data_yqy=None):
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if test_data_yqy is None:
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test_data_yqy = []
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# test_data_yqy=test_data_yqy[1:21]
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feature_data=(test_data_yqy - self.mean) / self.std
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test_x=[feature_data]
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return np.array(test_x)
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# add end
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def draw(config, origin_data, predict_norm_data):
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def draw(config, origin_data, predict_norm_data):
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label_norm_data = origin_data.norm_data[origin_data.train_num + origin_data.start_num_in_test:,
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label_norm_data = origin_data.norm_data[origin_data.train_num + origin_data.start_num_in_test:,
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@@ -137,21 +157,58 @@ def draw(config, origin_data, predict_norm_data):
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origin_data.mean[config.label_in_feature_columns]
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origin_data.mean[config.label_in_feature_columns]
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print(label_data)
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print(label_data)
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print("____________________________________________")
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print(predict_data)
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print(predict_data)
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def draw_yqy(config, origin_data, predict_norm_data,mean_yqy,std_yqy):# 这里origin_data等同于test_data_values_yqy
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label_norm_data = (origin_data - mean_yqy) / std_yqy
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assert label_norm_data.shape[0] == predict_norm_data.shape[0], "The element number in origin and predicted data is different"
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#label_norm_data=label_norm_data[:,1]
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label_name = 'high'
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label_column_num = 1
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loss = np.mean((label_norm_data[config.predict_day:][:,1] - predict_norm_data[:-config.predict_day][0:]) ** 2, axis=0)[1]
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print("The mean squared error of stock {} is ".format(label_name), loss)
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# label_X = range(origin_data.data_num - origin_data.train_num - origin_data.start_num_in_test)
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# predict_X = [x + config.predict_day for x in label_X]
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label_data = label_norm_data[:,1] * std_yqy[1]+ mean_yqy[1]
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predict_data = predict_norm_data * std_yqy[1]+ mean_yqy[1]
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print(label_data)
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print(predict_data)
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# print(label_data[-1])
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# print(predict_data[-1][0])
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def main(config):
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def main(config):
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np.random.seed(config.random_seed)
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np.random.seed(config.random_seed)
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data_gainer = Data(config)
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data_gainer = Data(config)
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# add yqy
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mean_yqy=Data(config).mean
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std_yqy=Data(config).std
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#add end
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if config.do_train:
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if config.do_train:
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train_X, valid_X, train_Y, valid_Y = data_gainer.get_train_and_valid_data()
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train_X, valid_X, train_Y, valid_Y = data_gainer.get_train_and_valid_data()
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train(config, train_X, train_Y, valid_X, valid_Y)
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train(config, train_X, train_Y, valid_X, valid_Y)
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if config.do_predict:
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if config.do_predict:
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test_X, test_Y = data_gainer.get_test_data(return_label_data=True)
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# add yqy
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test_data_yqy = pd.read_csv("./data/test_data.csv",usecols=list([2, 5]))
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test_data_values_yqy=test_data_yqy.values[:]
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# test_data_yqy=[104.3,104.39]
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test_X =data_gainer.get_test_data_yqy(test_data_values_yqy)
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# add end
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# test_X, test_Y = data_gainer.get_test_data(return_label_data=True)# comment yqy
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pred_result = predict(config, test_X)
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pred_result = predict(config, test_X)
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draw(config, data_gainer, pred_result)
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# draw(config, data_gainer, pred_result)# comment yqy
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draw_yqy(config, test_data_values_yqy, pred_result,mean_yqy,std_yqy)
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if __name__ == "__main__":
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if __name__ == "__main__":
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