def test_ohlc_add_all_feature(self): data = pd.read_csv('d:/stock/new-data/SH600741.TXT', sep='\t') ohlc = OHLCVD(data.values) ohlc.add_all_ta_feature() data = ohlc.get_dataframe() result = data.replace(np.nan, -1.0).replace(np.inf, -2.0).replace(-np.inf, -3.0) sql_line = '''insert into stock_with_feature values('sh600741', '%s', %s )'''%(result.values[1, 0], ','.join([str(x) for x in result.values[1, 1:]]), ) print sql_line db = MySQLUtils('root', '1988', 'stock', 'stock_with_feature') db.execute_sql(sql_line) self.assertEqual(ohlc.data.shape[1], 149)
def test_ohlc_add_all_feature(self): data = pd.read_csv('d:/stock/new-data/SH600741.TXT', sep='\t') ohlc = OHLCVD(data.values) ohlc.add_all_ta_feature() data = ohlc.get_dataframe() result = data.replace(np.nan, -1.0).replace(np.inf, -2.0).replace(-np.inf, -3.0) sql_line = '''insert into stock_with_feature values('sh600741', '%s', %s )''' % ( result.values[1, 0], ','.join([str(x) for x in result.values[1, 1:]]), ) print sql_line db = MySQLUtils('root', '1988', 'stock', 'stock_with_feature') db.execute_sql(sql_line) self.assertEqual(ohlc.data.shape[1], 149)
ohlc.add_jump_empty_down() ohlc.normalize() results.append(ohlc.data) label = ohlc.future_return(5) labels.append(label) print len(results) print len(labels) return results if __name__ == '__main__': db = MySQLUtils('root', '1988', 'stock', 'stock_with_feature') import pandas as pd data = pd.read_csv('d:/stock/new-data/sh600741.txt', sep='\t') result = OHLCVD(data.values) result.add_all_ta_feature() result = result.data_frame.replace(np.nan, -1.0).replace(np.inf, -2.0).replace(-np.inf, -3.0) db_name = "stock_with_feature" db.create_feature_db(db_name) db.insert_feature_data(db_name, result.values, 'sh600741') # result = db.get_array('sh600741', begin='2007-10-10', end='2015-12-12') # ohlc = OHLCVD(data=result) # ohlc.add_macd() # ohlc.add_fall_days(5) # ohlc.add_raise_day(5) # ohlc.add_raise_day(3) # ohlc.add_ma(60) # ohlc.add_jump_empty_down() # ohlc.normalize() # # print ohlc.columns
ohlc.add_jump_empty_down() ohlc.normalize() results.append(ohlc.data) label = ohlc.future_return(5) labels.append(label) print len(results) print len(labels) return results if __name__ == '__main__': db = MySQLUtils('root', '1988', 'stock', 'stock_with_feature') import pandas as pd data = pd.read_csv('d:/stock/new-data/sh600741.txt', sep='\t') result = OHLCVD(data.values) result.add_all_ta_feature() result = result.data_frame.replace(np.nan, -1.0).replace(np.inf, -2.0).replace( -np.inf, -3.0) db_name = "stock_with_feature" db.create_feature_db(db_name) db.insert_feature_data(db_name, result.values, 'sh600741') # result = db.get_array('sh600741', begin='2007-10-10', end='2015-12-12') # ohlc = OHLCVD(data=result) # ohlc.add_macd() # ohlc.add_fall_days(5) # ohlc.add_raise_day(5) # ohlc.add_raise_day(3) # ohlc.add_ma(60) # ohlc.add_jump_empty_down() # ohlc.normalize()