def showPlot(root, statistics=None, canvas=None):
global ARRAY_LENGTHS, ARRAY_TIMES
figure = Figure(figsize=(5, 4), dpi=100)
if len(ARRAY_TIMES) == 0:
statistics = [0, 0]
else:
statistics = [ARRAY_LENGTHS, ARRAY_TIMES]
figure.add_subplot(111).plot(statistics[0],
statistics[1],
color='black',
linestyle='dashed',
marker='o',
markerfacecolor='red',
markersize=7)
figure.add_subplot(111).set_xlabel('количество N')
figure.add_subplot(111).set_ylabel('время t')
if canvas is None:
canvas = FigureCanvasTkAgg(figure, master=root)
canvas.draw()
canvas.get_tk_widget().grid(row=1, column=4, rowspan=2)
else:
canvas.figure = figure
canvas.draw()
canvas.get_tk_widget().update()
return canvas
def trainFunction():
global df
global dates_list
global model
global graph
graph1 = FigureCanvasTkAgg(fig, master=root)
graph1.get_tk_widget().place(x=0, y=20)
with graph.as_default():
commission = commission_value.get()
gain = gain_value.get()
loss = loss_value.get()
n_day = nday_value.get()
epochs = epochs_value.get()
df = func_utils.add_features(df)
df = func_utils.add_label(df,
gain=gain,
loss=loss,
n_day=n_day,
commission=commission)
start_train_date = getDate(start_year_train.get(),
start_month_train.get(),
start_day_train.get())
end_train_date = getDate(end_year_train.get(),
end_month_train.get(),
end_day_train.get())
start_test_date = getDate(start_year_test.get(),
start_month_test.get(),
start_day_test.get())
end_test_date = getDate(end_year_test.get(), end_month_test.get(),
end_day_test.get())
df_train, df_test, X_train, X_test, y_train, y_test = func_utils.split_df_date(
df, start_train_date, end_train_date, start_test_date,
end_test_date)
# ------------ Normalizamos los datos ------------ #
sc = StandardScaler()
X_train = preprocessing.scale(X_train)
X_test = preprocessing.scale(X_test)
# Ponemos los datos en formato correcto para usarlos en keras
X_train = np.reshape(X_train,
(X_train.shape[0], X_train.shape[1], 1))
X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))
# ------------ Obtenemos el modelo de predicción ------------ #
print("Entrenando red neuronal...")
clf = model.NeuralNetwork()
clf.build_model(input_shape=(X_train.shape[1], 1))
clf.train(X_train, y_train, epochs=epochs)
# ------------ Comenzar la simulación ------------ #
clf.init_memory(X_train[len(X_train) - 15:len(X_train)],
y_train[len(y_train) - 15:len(y_train)])
dates_list = df.index.strftime('%Y-%m-%d')
print("Realizando simulación...")
predictions = []
#n_steps = 1
n_steps = int(len(X_test) / 4)
for k in range(1, n_steps + 1):
# Creamos la instancia cerebro
cerebro = myCerebro.MyCerebro()
tam = (int)(k * 1.0 * len(X_test) / n_steps)
start_to_predict = (int)((k - 1) * 1.0 * len(X_test) / n_steps)
#tam = k
# Creamos una instancia de la clase TestStrategy
ts = testStrategyInteractive.TestStrategy
ts.X_test = X_test[0:tam]
ts.y_test = y_test[0:tam]
ts.model = clf
ts.n_day = n_day
ts.dates_list = df.index.strftime('%Y-%m-%d')
ts.start_to_predict = start_to_predict
ts.predictions = predictions
# Añadimos la estrategia al cerebro
cerebro.addstrategy(ts)
# Añadimos los datos al cerebro
data = bt.feeds.PandasData(dataname=df_test[0:tam])
cerebro.adddata(data)
# Fijamos el dinero inicial y la comisión
cerebro.broker.setcash(cash_value.get())
cerebro.broker.setcommission(commission=commission)
result = cerebro.run()
predictions = result[0].predictions
clf = result[0].model
if k == n_steps:
fig_cerebro = cerebro.getFig(iplot=False)[0][0]
else:
fig_cerebro = cerebro.getFig(iplot=False,
start=max(tam - 60, 0),
end=tam)[0][0]
fig_cerebro.set_figheight(figure_h)
fig_cerebro.set_figwidth(figure_w)
plt.subplots_adjust(top=0.98,
bottom=0.1,
left=0.05,
right=0.95,
hspace=0.0,
wspace=0.0)
graph1.figure = fig_cerebro
graph1.draw()
print("Simulación realizada con éxito...")
def draw_figure(canvas: FigureCanvasTkAgg, figure: Figure) -> None:
canvas.figure = figure
canvas.draw()
