Ejemplo n.º 1
0
    def let_train_invest_twins(self, corp_code, corp_name, no):
        """겨별 세션과 통합세션에서 예측한 값의 평균을 예측값으로 한다."""
        stocks = Stocks(self.params)
        trains_data = TrainsData(self.params)
        learning = Learning(self.params)
        params_all = TrainParams('ALL_CORPS')
        learning_all = Learning(params_all)
        invest = MockInvestment(self.params)

        stock_data = stocks.get_stock_data(corp_code)
        data_params, scaler_close, dataX_last = trains_data.get_train_test(
            stock_data)
        rmse_val, train_cnt, rmse_vals, test_predict = learning.let_learning(
            corp_code, data_params)
        rmse_val_all, train_cnt_all, rmse_vals_all, test_predict_all = learning_all.let_learning(
            corp_code, data_params)
        last_money, last_predict, invest_predicts, all_invest_money = \
            invest.let_invest_and_all(corp_code, dataX_last, data_params, params_all)
        rmse_val = np.mean([rmse_val, rmse_val_all])
        train_cnt = train_cnt + train_cnt_all

        print(no, corp_code, corp_name, rmse_val, last_money, all_invest_money,
              train_cnt)
        return [
            no, corp_code, corp_name, rmse_val, last_money, all_invest_money,
            train_cnt
        ]
Ejemplo n.º 2
0
    def let_train_only(self, corp_code, stock_data, invest_count=None):
        """입력한 회사에 대해서 학습시킨다"""

        trains_data = TrainsData(self.params)
        learning = Learning(self.params)

        data_params, scaler_close, dataX_last = trains_data.get_train_test(
            stock_data, invest_count)
        rmse_val, train_cnt, rmse_vals, test_predict = learning.let_learning(
            corp_code, data_params)
        return rmse_val, train_cnt, data_params, dataX_last, scaler_close