Example #1
0
    # model.add(SimpleRNN(32))
    # model.add(Dense(4, activation='softmax'))
    #
    # model.compile(loss='categorical_crossentropy', optimizer='adadelta', metrics=['accuracy'])

    if os.path.exists(cf.GENERAL_MODEL_NAME):
        model = load_model(cf.GENERAL_MODEL_NAME)

        return model
    else:
        return None


mongo_engine = MongoEngine()
list = mongo_engine.getAllData()
x_l, y_l, t_l, i_l = dd.list_data2train_data(list)
x_list = np.array(x_l)
y_list = np.array(y_l)
t_list = np.array(t_l)
i_list = np.array(i_l)

n_initial = 1000
idx = []
up_and_down_count = 0
not_order_count = 0
for i in range(len(y_list)):
    if y_list[i] == 1 or y_list[i] == -1 or y_list[i] == 2:
        up_and_down_count += 1
        idx.append(i)
order_idx = idx
not_order_idx = []
Example #2
0
        plt.yticks()
        plt.title(self.instrumentID)
        plt.xlabel("time")
        plt.ylabel("price")

        self.draw_button_up(self.up_buttion)
        self.draw_button_down(self.down_buttion)
        self.draw_button_damped(self.damped_buttion)
        self.draw_button_not_order(self.not_order_buttion)

        # fig.set_facecolor('green')
        # mpf.index_bar(ax,data_list)
        mpf.candlestick_ohlc(ax,
                             self.data_list,
                             width=0.8,
                             colorup='r',
                             colordown='b')

        plt.grid()

        plt.show()


if __name__ == '__main__':
    a = {'instrumentID': 'ag1812'}
    mongo_engine = MongoEngine()
    list = mongo_engine.findLast(a, cf.ROW_LENGTH)
    x_list, y_list, t_list, i_list = dd.list_data2train_data(list)
    data = (x_list[0], y_list[0], t_list[0], i_list[0])
    histogram = Histogram(data)
    histogram.createImage()