コード例 #1
0
def run(tday, history, logfile):
    logstr = ''
    #
    w, x, y = history.grab(nsample, ntracks, tday + 1)
    x = xfilter(x)
    timer = timer_c()
    lsvm = svmutil.svm_train(y, x, options)
    #svmutil.svm_save_model('benchmark.svm', lsvm)
    #lsvm = svmutil.svm_load_model('benchmark.svm')
    print 'svm trained successfully in %s sec.' % (str(
        float('{0:.3f}'.format(timer.lag()))))
    #
    timer = timer_c()
    p_labels, p_acc, p_vals = svmutil.svm_predict(y, x, lsvm, '')
    print 'svm predicted successfully in %s sec.' % (str(
        float('{0:.3f}'.format(timer.lag()))))
    plotdraw(p_labels, y)
    #
    timer = timer_c()
    w, x, y = history.grab(1, ntracks, tday)
    x = xfilter(x)
    p_labels, p_acc, p_vals = svmutil.svm_predict(y, x, lsvm, '')
    print 'svm predicted successfully in %s sec.' % (str(
        float('{0:.3f}'.format(timer.lag()))))
    plotdraw(p_labels, y)
コード例 #2
0
ファイル: train.py プロジェクト: jki14/the-cat-of-wall-street
def run(history):
    #
    w, x, y = history.grab(nsample, ntracks, 0)
    timer = timer_c()
    lsvm = svmutil.svm_train(y, x, options)
    svmutil.svm_save_model('temp.svm', lsvm)
    print 'svm trained successfully in %s sec.' % (str(float('{0:.3f}'.format(timer.lag()))))
    #
    timer = timer_c()
    p_labels, p_acc, p_vals = svmutil.svm_predict(y, x, lsvm, '')
    print 'svm predicted successfully in %s sec.' % (str(float('{0:.3f}'.format(timer.lag()))))
    plotdraw(p_labels, y)
コード例 #3
0
def run(history, tweek, pref):
    #
    timer = timer_c()
    lsvm = svmutil.svm_load_model('temp.svm')
    print 'svm loaded successfully in %s sec.' % (str(float('{0:.3f}'.format(timer.lag()))))
    #
    w, x, y = history.grab(1, ntracks, tweek-1, pref)
    x = xfilter(x)
    timer.reset()
    p_labels, p_acc, p_vals = svmutil.svm_predict(y, x, lsvm, '')
    print 'svm predicted successfully in %s sec with %d samples.' % (str(float('{0:.3f}'.format(timer.lag()))), len(w))
    plotdraw(p_labels, y)
    #
    foo = []
    for i in xrange(len(w)):
        foo.append((w[i], p_labels[i], y[i]))
    foo.sort(key = lambda tup: (tup[1]))
    for row in foo:
        print '%s y\' = %.6f, y = %.6f' % row