def __init__(self, code, startd="", endd=""):
'''
Constructor
'''
self.code = code
self.startd = startd
self.endd = endd
self.normal_lines = {}
self.base_lines = {}
self.trend_lines = {}
data = kf.get_kabuka([code], startd, endd, True)
if data.has_key(code):
self.data = kf.get_kabuka([code], startd, endd, True)[code]
else:
return None
if len(self.data) == 0:
return None
self._make_lines()
def __init__(self, meigaras, startd="", endd=""):
'''
Constructor
'''
self.startd = startd
self.endd = endd
self.normal_lines = {}
self.base_lines = {}
self.trend_lines = {}
self.data = kf.get_kabuka(meigaras, startd, endd)
self._make_lines()
f.log("finished preparation")
def set_params(self, startd, endd, save_folder, meigaras=[]):
if len(meigaras) > 0:
self.meigaras = meigaras
if save_folder == "":
savedir = "%s" % (PNFCKPT_DIR)
else:
savedir = "%s/%s" % (PNFCKPT_DIR, save_folder)
if os.path.exists(savedir) == False:
os.makedirs(savedir)
self.ckptfile = "%s/pnf.ckpt" % (savedir)
self.startd = startd
self.endd = endd
self.data = kf.get_kabuka(self.meigaras, self.startd, self.endd, True)
def __init__(self, code, startd="", endd="", buffer_days=60):
'''
Constructor
'''
code = str(code)
self.code = code
self.startd = dtf.datestrsub(startd, buffer_days)
self.endd = endd
self.buffer_days = buffer_days
self.normal_lines = {}
self.trend_lines = {}
data = kf.get_kabuka([code], startd, endd, True)
if data.has_key(code):
self.data = data[code]
else:
return None
if len(self.data) == 0:
return None
self._make_lines()
def get_line_data(self, meigaras=[]):
data = kf.get_kabuka(meigaras, self.startd, self.endd, True)
xbatch = []
ybatch = []
for code in data.keys():
(indexes, dates, open, high, low, close, volume) = data[code]
(pnf_joints, pnf_indexes, pnf_pmmask) = lines.get_pnf(high, low, close)
(avg, bollp2, bollm2) = lines.get_bollinger(close)
(pnf_indexes, pnf_pmmask) = self.add_mid_joints(pnf_indexes, pnf_pmmask)
for i in range(1, len(pnf_indexes)):
jointi = pnf_indexes[i]
if jointi >= MA_DAYS + WATCH_DAYS:
ylist = [0, 0, 1, 0, 0]
if pnf_pmmask[i] == -2:
ylist = [1, 0, 0, 0, 0]
if pnf_pmmask[i] == -1:
ylist = [0, 1, 0, 0, 0]
if pnf_pmmask[i] == 1:
ylist = [0, 0, 0, 1, 0]
if pnf_pmmask[i] == 2:
ylist = [0, 0, 0, 0, 1]
xlist = self.lines2image(
open[jointi - WATCH_DAYS + 1 : jointi + 1],
high[jointi - WATCH_DAYS + 1 : jointi + 1],
low[jointi - WATCH_DAYS + 1 : jointi + 1],
close[jointi - WATCH_DAYS + 1 : jointi + 1],
olines=[
avg[jointi - WATCH_DAYS + 1 : jointi + 1],
bollp2[jointi - WATCH_DAYS + 1 : jointi + 1],
bollm2[jointi - WATCH_DAYS + 1 : jointi + 1],
],
)
ylist = np.array(ylist)
if len(xbatch) == 0:
xbatch = np.array([xlist])
ybatch = np.array([ylist])
else:
xbatch = np.append(xbatch, [xlist], axis=0)
ybatch = np.append(ybatch, [ylist], axis=0)
return [xbatch, ybatch]
def get_line_data(self, meigaras=[]):
data = kf.get_kabuka(meigaras, self.startd, self.endd, True)
xbatch = []
ybatch = []
for code in data.keys():
(indexes, dates, open, high, low, close, volume) = data[code]
(pnf_joints, pnf_indexes, pnf_pmmask) = lines.get_pnf(high, low, close)
avg = lines.get_ma(close)
(pnf_indexes, pnf_pmmask) = self.add_mid_joints(pnf_indexes, pnf_pmmask)
for i in range(1, len(pnf_indexes)):
jointi = pnf_indexes[i]
if jointi >= MA_DAYS+WATCH_DAYS:
#xlist = open[jointi-5+1:jointi+1]
#xlist += high[jointi-5+1:jointi+1]
#xlist += low[jointi-5+1:jointi+1]
#xlist += close[jointi-5+1:jointi+1]
ylist = [0, 1, 0]
if pnf_pmmask[i] == -1:
ylist = [1, 0, 0]
if pnf_pmmask[i] == 1:
ylist = [0, 0, 1]
#xlist = self.normalize(np.array(xlist))
#xlist = np.append(xlist, self.normalize_volume(volume[jointi-5+1:jointi+1]))
#xlist = np.append(xlist, np.zeros(XSIZE-len(xlist)))
xlist = self.lines2image(
open[jointi-WATCH_DAYS+1:jointi+1],
high[jointi-WATCH_DAYS+1:jointi+1],
low[jointi-WATCH_DAYS+1:jointi+1],
close[jointi-WATCH_DAYS+1:jointi+1],
olines=[avg[jointi-WATCH_DAYS+1:jointi+1]])
ylist = np.array(ylist)
if len(xbatch) == 0:
xbatch = np.array([xlist])
ybatch = np.array([ylist])
else:
xbatch = np.append(xbatch, [xlist], axis=0)
ybatch = np.append(ybatch, [ylist], axis=0)
return [xbatch, ybatch]
def set_date(self, startd, endd):
self.startd = startd
self.endd = endd
self.data = kf.get_kabuka(self.meigaras, self.startd, self.endd, True)
