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wenwen.tang
robo-dividend
Commits
6d823536
Commit
6d823536
authored
Dec 11, 2023
by
wenwen.tang
😕
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npe bugfix
parent
e96fb03c
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2 changed files
with
8 additions
and
5 deletions
+8
-5
EstimateMarketTrendV20.py
ai/EstimateMarketTrendV20.py
+6
-4
training_data_builder.py
ai/training_data_builder.py
+2
-1
No files found.
ai/EstimateMarketTrendV20.py
View file @
6d823536
...
...
@@ -4,12 +4,13 @@ from py_jftech import autowired
from
ai.data_access
import
DataAccess
from
ai.model_trainer
import
ModelTrainer
from
ai.noticer
import
upload_predict
from
ai.training_data_builder
import
TrainingDataBuilder
from
api
import
DataSync
# 截止日期
#
max_date = None
max_date
=
'2023-11-24
'
max_date
=
None
# max_date = '2023-12-01
'
# 待预测指数
# PREDICT_LIST = [67]
...
...
@@ -33,7 +34,8 @@ def predictionFromMoel(the_model, scaledX_forecast, predict_item):
predictionStr
=
'UP'
content
=
f
"""
\n
On day {forecastDay.strftime("
%
m/
%
d/
%
Y")}, the model predicts {predict_item} to be {predictionStr} in {str(numForecastDays)} business days.
\n
"""
print
(
content
)
# upload_predict(predict_item, forecastDay, predictionStr)
# if predict_item == 'SPX':
# upload_predict(f'{predict_item} Index', forecastDay, predictionStr)
# send(content)
return
prediction
...
...
@@ -41,7 +43,7 @@ def predictionFromMoel(the_model, scaledX_forecast, predict_item):
########################################
if
__name__
==
'__main__'
:
sync
()
toForecast
=
Tru
e
# False means test, True means forecast
toForecast
=
Fals
e
# False means test, True means forecast
# define some parameters
win1W
=
5
# 1 week
win1M
=
21
# 1 Month
...
...
ai/training_data_builder.py
View file @
6d823536
...
...
@@ -122,6 +122,7 @@ class TrainingDataBuilder(ABC):
def
build_train_test
(
self
,
pid
,
indexData
,
vixData
,
indexOtherData
,
cpiData
,
FDTRData
,
NAPMPMIData
):
###### Merge Data to one table
predictData
=
self
.
build_predict_data
(
indexData
,
pid
)
forecastDay
=
None
if
(
self
.
_toForecast
):
forecastDay
=
predictData
[
'date'
]
.
iloc
[
-
1
]
DataAll
=
pd
.
merge
(
predictData
,
vixData
,
how
=
'outer'
,
on
=
'date'
)
...
...
@@ -177,7 +178,7 @@ class TrainingDataBuilder(ABC):
# scaledX = scaler.fit_transform(X)
DataScaler
=
scaler
.
fit
(
X
)
scaledX
=
DataScaler
.
transform
(
X
)
scaledX_forecast
=
None
if
(
self
.
_toForecast
):
scaledX_forecast
=
DataScaler
.
transform
(
X_forecast
)
...
...
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