コード例 #1
0
            and (code[:2] == '60' \
                         or code[:2] == '00' \
                         or code[:2] == '30'):
        if code[:2] == '60':
            stock_list.append("sh" + code)
        else:
            stock_list.append("sz" + code)

from DataProviders.DailyFullMarket2D import DailyFullMarket2D as Provider
from Models.ModelChange_AE import ModelChange as Model

low, high, step, samples = -9.5, 9.5, 1, 3500
data_segment = 'today_full'
result_cols = ['nextday_close']

provider = Provider(start_date, end_date, [])
model = Model()

cond = " `{0}` > {1} AND `{0}` < {2} ".format(result_cols[0], low, high)

results = provider.fetch_resultset(result_cols, cond)
results = provider.balance_result(result_cols[0], low, high, step, samples)
results = results[result_cols].as_matrix()
results = results[:, 0]
data = provider.fetch_dataset(data_segment)

# results = results * 0.1
# data = data[:10000]
# results = results[:10000]

count = data.shape[0]
コード例 #2
0
            and (code[:2] == '60' \
                         or code[:2] == '00' \
                         or code[:2] == '30'):
        if code[:2] == '60':
            stock_list.append("sh" + code)
        else:
            stock_list.append("sz" + code)

from DataProviders.DailyFullMarket2D import DailyFullMarket2D as Provider
from Models.ModelCNN_NDC_relu import Model_CNN_NDC_relu as Model

low, high, categories, step, samples = -5, 5, 3, 1, 2000
data_segment = 'today_full'
result_cols = ['nextday_close']

provider = Provider(start_date, end_date, stock_list)
model = Model(low, high, categories)

cond = " `{0}` > {1} AND `{0}` < {2} ".format(result_cols[0], low, high)

results = provider.fetch_resultset(result_cols, cond)
results = provider.balance_result(result_cols[0], low, high, step, samples)
results = results[result_cols].as_matrix()
results = results[:, 0]
data = provider.fetch_dataset(data_segment)

# results = results * 0.1
# data = data[:10000]
# results = results[:10000]

count = data.shape[0]