コード例 #1
0
ファイル: preProcessor.py プロジェクト: MakaloLee/exercise1
    def run(self):
        clean_data = CleanData()
        clean_data.run()

        calc_corr = CalcCorrMatrix()
        calc_corr.run()

        data_generator = DataGenerator()
        train_feature, train_label, test_feature, test_label = data_generator.run()

        return train_feature, train_label, test_feature, test_label
コード例 #2
0
ファイル: preProcessor.py プロジェクト: ssh352/stockPred
    def run(self):
        if self.preprocess == 1:
            print "cleaning data...\n"
            clean_data = CleanData(self.file_path)
            clean_data.run()
            print "cleaning data successfully\n"

        print "calculating correlation matrix...\n"
        calc_corr = CalcCorrMatrix()
        corr_matrix = calc_corr.run()
        print "calculatE successfully\n"

        print "generating dataset...\n"
        data_generator = DataGenerator('../data/', self.code, self.ratio,
                                       corr_matrix, self.train_set_choice)
        train_feature, train_label, test_feature, test_label = data_generator.run(
        )
        print "generate successfully\n"

        return train_feature, train_label, test_feature, test_label, corr_matrix
コード例 #3
0
    args = parser.parse_args()

    file_path = args.filepath
    code = str(args.code)
    method = args.method
    # create pre processor
    print args.preprocess
    if args.preprocess:
        data_cleaner = PreProcessor(file_path)
        data_cleaner.run()

    data_generator = DataGenerator(file_path,
                                   code,
                                   test_set_ratio=args.ratio,
                                   ahead_num=11)
    train_feature, train_label, test_feature, test_label = data_generator.run()
    reg = LearningModel(method)
    reg.fit(train_feature, train_label)
    pred_label = reg.predict(test_feature)
    # print type(pred_label)
    # print type(test_label)

    score = reg.score(test_feature, test_label)
    print score
    print reg.MSE(test_label, pred_label)
    #
    # score = reg.score(test_label, pred_label)
    #
    drawer = PicDrawer(file_path, code, train_label, test_label, pred_label)
    drawer.run()