def main_ai_bt(timStr='', nday=2): # #1---init.sys print('\nmain_bt,nday:', nday) tfsys.xnday_down = nday zsys.web_get001txtFg = True #2---init.tfb rs0 = '/tfbDat/' fgid = rs0 + 'gid2018.dat' xtfb = tft.fb_init(rs0, fgid) if nday == -1: tfsys.xnday_down = xtfb.gid_nday + 10 print('nday,', tfsys.xnday_down) # #3---backtest print('\n#3,backtest') if nday != 0: xtfb.funPre = tfsty.sta00_pre #bt_1dayMain xtfb.funSta = tfsty.sta_ai_log01 xtfb.preVars = [] xtfb.staVars = [99, 99, 99] # # #3.a------ai.init zai.xmodel = {} xtfb.ai_mxfFN0 = rs0 + 'mlib/p7y2016_' xtfb.ai_mx_sgn_lst = ['log'] xtfb.ai_ysgn = 'kwin' xtfb.ai_xlst = [ 'cid', 'pwin0', 'pdraw0', 'plost0', 'pwin9', 'pdraw9', 'plost9' ] # zai.ai_f_mxRdlst(xtfb.ai_mxfFN0, xtfb.ai_mx_sgn_lst) #3.b-------预测 xtfb.kcid = '1' #cn,3=bet365 tfbt.bt_main(xtfb, timStr) # #4---main_ret print('\n#4,result.anz') tfbt.bt_main_ret(xtfb, True) print('kcid,', xtfb.kcid, ',nday,', nday) print('preVar,', xtfb.preVars) print('staVar,', xtfb.staVars) # #5 tn = zt.timNSec('', xtfb.tim0, '') print('\n#5,backtest,tim:{0:.2f} s'.format(tn)) # #6---end.main print('\n#6,end.main')
fsr0 = 'dat/ccpp_' print('#1', fsr0) mlst1 = [ 'line', 'log', 'bayes', 'knn', 'forest', 'dtree', 'svm', 'mlp', 'mlpreg' ] mlst2 = ['forest', 'dtree', 'svm'] mlst3 = ['line', 'log', 'bayes'] mlst4 = ['line', 'forest', 'dtree'] x_test = zai.ai_f_datRd010(fsr0 + 'xtest.csv') y_test = zai.ai_f_datRd010(fsr0 + 'ytest.csv', 1) #2 zai.xmodel = {} print('\n#2,ai_f_mxRdlst') zai.ai_f_mxRdlst(fsr0, mlst1) #3 print('\n#3,mlst1', mlst1) zai.mx_mul(mlst1, x_test, y_test, yk0=1, fgInt=False, fgDebug=False) #4 print('\n#4,mlst2', mlst2) zai.mx_mul(mlst2, x_test, y_test, yk0=1, fgInt=False, fgDebug=False) #5 print('\n#5,mlst3', mlst3) zai.mx_mul(mlst3, x_test, y_test, yk0=1, fgInt=False, fgDebug=False) #6 print('\n#6,mlst3', mlst4)
import ztools_data as zdat import zpd_talib as zta import ztop_ai as zai #--------------------------------------------------------------------------- #1 #读取测试数据,调用单组数据调用函数 #读取主数据,k0=0,读取以y开头的结果数据,需要进行缩放,并且转换成整数格式,所以参数不同。 fsr0 = 'dat/ccpp_' print('#1', fsr0) mxlst = [ 'line', 'log', 'bayes', 'knn', 'forest', 'dtree', 'svm', 'mlp', 'mlpreg' ] x_test = zai.ai_f_datRd010(fsr0 + 'xtest.csv') y_test = zai.ai_f_datRd010(fsr0 + 'ytest.csv', 1) #2 #批量读取算法模型 zai.xmodel = {} print('\n#2,ai_f_mxRdlst') zai.ai_f_mxRdlst(fsr0, mxlst) #3 #批量调用算法模型,并进行分析预测 print('\n#3,mx_funlst8mx') zai.mx_funlst8mx(mxlst, x_test, y_test, yk0=5, fgInt=False) #----------------------- print('\nok!')