def __separate_data(self, data_filename):
data_analyzer = DataAnalyzer(data_filename)
self.mean_list = data_analyzer.get_mean_list()
self.stdev_list = data_analyzer.get_stdev_list()
# feature scale, and add column of 1s to X
all_X = data_analyzer.X
all_X = self.__apply_feature_scaling(all_X)
all_X = np.c_[np.ones(all_X.shape[0]), all_X]
all_Y = data_analyzer.Y
all_data = np.c_[all_X, all_Y]
np.random.shuffle(all_data)
split_row_index = int(all_data.shape[0] *
0.8) # top 80% of rows will be for training
training_data = all_data[:split_row_index, :]
validation_data = all_data[split_row_index:, :]
self.training_X = training_data[:, :-1]
self.training_Y = training_data[:, -1]
self.training_Y = self.training_Y.reshape(self.training_Y.shape[0], 1)
self.validation_X = validation_data[:, :-1]
self.validation_Y = validation_data[:, -1]
self.validation_Y = self.validation_Y.reshape(
self.validation_Y.shape[0], 1)
def __init__(self,
path,
start_date,
interested_symbols,
interested_start_date,
interested_end_date,
num_std=3,
frequency=FrequencyMap.Minute,
forward=True,
model_type='CloseToClose',
clean=True):
"""
:param path: str
:param start_date: datetime.date
:param interested_symbols: list[str]
:param interested_start_date: datetime.date
:param interested_end_date: datetime.date
:param num_std: int
:param frequency: FrequencyMap
:param forward: boolean
:param model_type: str
:param clean: boolean
"""
self.interested_symbols = interested_symbols
self.interested_start_date = interested_start_date
self.interested_end_date = interested_end_date
self.frequency = frequency
self.analysis_window = 30 if frequency is not FrequencyMap.Month else 10
self.loader = DataLoader(path, start_date)
self.pre_process = DataPreProcessor(num_std, frequency, forward)
self.estimator = VolatilityEstimator(model_type, clean, frequency)
self.data_analyzer = DataAnalyzer()
self.model = Garch11('Constant', 'Garch')
self.error_estimator = ErrorEstimator(self.model, self.estimator,
self.frequency)
def on_pre_enter(self):
try:
self.Dm = DataAnalyzer('data/tweets.json')
self.Dm.create_dataframe()
self.Dm.sentiment_analysis()
self.Dm.create_csv()
self.Dm.create_graphs()
except:
pass
def __init_training_data(self, training_filename):
data_analyzer = DataAnalyzer(training_filename)
self.mean_list = data_analyzer.get_mean_list()
self.stdev_list = data_analyzer.get_stdev_list()
# feature scale, and add column of 1s to X
self.training_X = data_analyzer.X
self.training_X = self.__apply_feature_scaling(self.training_X)
self.training_X = np.c_[np.ones(self.training_X.shape[0]),
self.training_X]
self.training_Y = data_analyzer.Y
def main():
# check argv
if len(sys.argv) != 2:
print('usage: ' + Fore.RED + 'python3' + Fore.BLUE + ' histogram.py ' + Fore.RESET + 'data_file.csv')
sys.exit(-1)
data_file = sys.argv[1]
try:
data_analyzer = DataAnalyzer(data_file)
data_analyzer.show_histograms()
except IOError as e:
print(Style.BRIGHT + Fore.RED + 'I/O Error: ' + Style.RESET_ALL + Fore.RESET + str(e))
except ParserException as e:
print(Style.BRIGHT + Fore.RED + 'ParserException: ' + Style.RESET_ALL + Fore.RESET + str(e))
class Task:
"""
Core class of this volatility library
It schedules each component.
Read raw data.
Pre process data.
Analyze data.
Make prediction.
Output results.
"""
def __init__(self, path, start_date, interested_symbols, interested_start_date, interested_end_date,
num_std=3, frequency=FrequencyMap.Minute, forward=True, model_type='CloseToClose', clean=True):
"""
:param path: str
:param start_date: datetime.date
:param interested_symbols: list[str]
:param interested_start_date: datetime.date
:param interested_end_date: datetime.date
:param num_std: int
:param frequency: FrequencyMap
:param forward: boolean
:param model_type: str
:param clean: boolean
"""
self.interested_symbols = interested_symbols
self.interested_start_date = interested_start_date
self.interested_end_date = interested_end_date
self.frequency = frequency
self.analysis_window = 30 if frequency is not FrequencyMap.Month else 10
self.loader = DataLoader(path, start_date)
self.pre_process = DataPreProcessor(num_std, frequency, forward)
self.estimator = VolatilityEstimator(model_type, clean, frequency)
self.data_analyzer = DataAnalyzer()
self.model = Garch11('Constant', 'Garch')
self.error_estimator = ErrorEstimator(self.model, self.estimator, self.frequency)
def execute(self):
self.loader.load()
output = pd.DataFrame()
for symbol in self.interested_symbols:
df = self.loader.fetch(symbol, self.interested_start_date, self.interested_end_date)
df = self.pre_process.pre_process(df)
self.data_analyzer.analyze_data(df.copy())
self.estimator.analyze_realized_vol(df, self.interested_start_date, self.interested_end_date, self.analysis_window)
sample_size, error = self.error_estimator.get_best_sample_size(df)
predictions = self.model.get_predictions(df, sample_size, self.frequency)
output[symbol] = predictions[TimeSeriesDataFrameMap.Volatility]
index = predictions.index
output.set_index(index)
file_name = r'D:\programming\VOL\{frequency}_predictions.csv'.format(frequency=self.frequency)
output.to_csv(file_name)
class DataDisplay(Screen):
pos_wc = ObjectProperty(None)
neg_wc = ObjectProperty(None)
pie_chart = ObjectProperty(None)
line_chart = ObjectProperty(None)
def on_pre_enter(self):
try:
self.Dm = DataAnalyzer('data/tweets.json')
self.Dm.create_dataframe()
self.Dm.sentiment_analysis()
self.Dm.create_csv()
self.Dm.create_graphs()
except:
pass
def on_enter(self):
if os.path.exists('graphs/pos.png'):
self.pos_wc.source = 'graphs/pos.png'
self.pos_wc.reload()
if os.path.exists('graphs/neg.png'):
self.neg_wc.source = 'graphs/neg.png'
self.neg_wc.reload()
if os.path.exists('graphs/pie.png'):
self.pie_chart.source = 'graphs/pie.png'
self.pie_chart.reload()
if os.path.exists('graphs/line.png'):
self.line_chart.source = 'graphs/line.png'
self.line_chart.reload()
def train_data(self, filename): print(Style.BRIGHT + 'Training model for data in ' + Fore.MAGENTA + filename + Fore.RESET + Style.RESET_ALL) data_analyzer = DataAnalyzer(filename) self.__sample_count = data_analyzer.sample_count Y_labeled = data_analyzer.Y_labeled self.__X = data_analyzer.X[:, 9:] self.__mean_list = [data_analyzer.all_descriptions[i].mean for i in range(9, len(data_analyzer.all_descriptions))] self.__stdev_list = [data_analyzer.all_descriptions[i].standard_deviation for i in range(9, len(data_analyzer.all_descriptions))] # Apply feature scaling for i in range(self.__X.shape[1]): self.__X[:, i] = (self.__X[:, i] - self.__mean_list[i]) / self.__stdev_list[i] self.__X = np.c_[np.ones(self.__sample_count), self.__X] # Find theta for a model that determines GRYFFINDOR or NOT print(Style.BRIGHT + Fore.BLUE + 'Running gradient descent to determine GRYFFINDOR or NOT...' + Style.RESET_ALL + Fore.RESET) theta_gryffindor = self.__run_gradient_descent(np.where(Y_labeled == 'Gryffindor', 1, 0)) # Find theta for a model that determines HUFFLEPUFF or NOT print(Style.BRIGHT + Fore.BLUE + 'Running gradient descent to determine HUFFLEPUFF or NOT...' + Style.RESET_ALL + Fore.RESET) theta_hufflepuff = self.__run_gradient_descent(np.where(Y_labeled == 'Hufflepuff', 1, 0)) # Find theta for a model that determines RAVENCLAW or NOT print(Style.BRIGHT + Fore.BLUE + 'Running gradient descent to determine RAVENCLAW or NOT...' + Style.RESET_ALL + Fore.RESET) theta_ravenclaw = self.__run_gradient_descent(np.where(Y_labeled == 'Ravenclaw', 1, 0)) # Find theta for a model that determines SLYTHERIN or NOT print(Style.BRIGHT + Fore.BLUE + 'Running gradient descent to determine SLYTHERIN or NOT...' + Style.RESET_ALL + Fore.RESET) theta_slytherin = self.__run_gradient_descent(np.where(Y_labeled == 'Slytherin', 1, 0)) # Merge all theta in one matrix self.__theta = np.c_[theta_gryffindor, theta_hufflepuff, theta_ravenclaw, theta_slytherin] self.__save_weights_file()
def __init__(self, path, start_date, interested_symbols, interested_start_date, interested_end_date,
num_std=3, frequency=FrequencyMap.Minute, forward=True, model_type='CloseToClose', clean=True):
"""
:param path: str
:param start_date: datetime.date
:param interested_symbols: list[str]
:param interested_start_date: datetime.date
:param interested_end_date: datetime.date
:param num_std: int
:param frequency: FrequencyMap
:param forward: boolean
:param model_type: str
:param clean: boolean
"""
self.interested_symbols = interested_symbols
self.interested_start_date = interested_start_date
self.interested_end_date = interested_end_date
self.frequency = frequency
self.analysis_window = 30 if frequency is not FrequencyMap.Month else 10
self.loader = DataLoader(path, start_date)
self.pre_process = DataPreProcessor(num_std, frequency, forward)
self.estimator = VolatilityEstimator(model_type, clean, frequency)
self.data_analyzer = DataAnalyzer()
self.model = Garch11('Constant', 'Garch')
self.error_estimator = ErrorEstimator(self.model, self.estimator, self.frequency)
def sentiment_dost_analysis(self, massive_comments):
if massive_comments == False:
return 'There are no comments on the video, and we cannot analyze it at the moment'
else:
analysis_dictionary = DataAnalyzer.get_dost_analysis(
massive_comments)
self.analysis_string += f"Анализ третьей(положительные) - {analysis_dictionary['positive']}, анализ третьей(негативные) - {analysis_dictionary['negative']}"
def make_la_figs(stock_data):
da = DataAnalyzer(stock_data)
data = da.normalize_dataframe()
# making the figures
# normalized data
da.plot_data(data,
'months',
'stock data',
'Stock Data',
'../data/figures/no_all.png')
# mean of normalized data
da.plot_data(data.mean(axis=1),
'months',
'stock data',
'Stock Data',
'../data/figures/no_mean.png')
def make_graphs(stock_data):
da = DataAnalyzer(stock_data.data)
data = da.normalize_dataframe()
# making the figures
# norms
da.plot_data(data,
'months',
'stock data',
'Test',
'../data/figures/all.png')
# mean of the norms
da.plot_data(data.mean(axis=1),
'months',
'stock data mean',
'Price Means',
'../data/figures/mean.png')
import click
import sys
from tkinter import *
from data_analyzer import DataAnalyzer
data_analyzer = DataAnalyzer()
@click.group()
def analyzer():
"""This is the cli for analyzing the data of the rated movies by the users"""
@analyzer.command()
def get_ratings_movies():
"""Get a joined table of ratings and movies"""
click.echo(data_analyzer.ratings_movies)
@analyzer.command()
def get_ratings_users():
"""Get a joined table of ratings and users"""
click.echo(data_analyzer.ratings_users)
@analyzer.command()
def get_ratings_movies_users():
"""Get a joined table of ratings, movies and users"""
click.echo(data_analyzer.ratings_movies_users)
from .form import Form
from tkinter import *
from data_analyzer import DataAnalyzer
data_analyzer = DataAnalyzer.get_instance()
class CompareTwoMoviesByTitlesForm(Form):
__instance = None
@staticmethod
def get_instance():
if CompareTwoMoviesByTitlesForm.__instance is None:
CompareTwoMoviesByTitlesForm()
return CompareTwoMoviesByTitlesForm.__instance
def __init__(self):
self._labels = {
'Title One': StringVar(),
'Title Two': StringVar(),
'Graphic Results': BooleanVar()
}
self._dropdowns = {'Title One', 'Title Two'}
self._data = None
if CompareTwoMoviesByTitlesForm.__instance is not None:
raise Exception("This class is a singleton!")
else:
CompareTwoMoviesByTitlesForm.__instance = self
def make_graph(self, data):
analyzer = DataAnalyzer(data)
data_norm = analyzer.normalize_dataframe()
analyzer.plot_data(data_norm, 'month', 'stuff', 'title stuff',
'../data/figures/local_eco.png')
class ArmAnalyzer(Analyzer):
"""Analyzer 30: in-line assembling of low-level code and data into the gdb's arm simulator"""
# definition of subanalyzers
address_analyzer = AddressAnalyzer()
data_analyzer = DataAnalyzer()
instdat_analyzer = InstdatAnalyzer()
instmul_analyzer = InstmulAnalyzer()
instjmp_analyzer = InstjmpAnalyzer()
instmem_analyzer = InstmemAnalyzer()
instmsc_analyzer = InstmscAnalyzer()
# definition of internal helper functions (methods)
def update_address(self, match):
override = 0
if match: # new address = specified address + size of elements * number of elements
result = self.result # helper variable to avoid using 'self.' so many times
rid = 0 if len(result) == 2 else 2 # reference index (2 in case of relative PC addressing mode)
if result[rid] % result[rid + 1][0] != 0: # if current address is misaligned
previous_address = result[rid] # compute the remainder positions up to the next aligned address
remainder_shift = result[rid + 1][0] - (previous_address % self.result[rid + 1][0])
alignment_type = 'halfword' if (result[rid + 1][0] == 2) else 'word'
if self.state == 2: # in case of implicit address setting
result[rid] = previous_address + remainder_shift # update current address
if result[rid] >= 2 ** 32:
override = -4006 # overriding error: too big address error after alignment
if rid == 2: # if there is a second address + data entry
result[0] = result[0] + remainder_shift # also move forward the second address
if result[0] >= 2 ** 32:
override = -4006 # second overriding error: too big address error after alignment
print "WARNING: implicit %s address automatically aligned skipping %d position%s,\n\tfrom 0x%X to 0x%X" \
% (alignment_type, remainder_shift, 's' if remainder_shift > 1 else '',
previous_address, result[rid])
else: # in case of explicit address (self.state == 1)
print "WARNING: explicit %s address misaligned by %d position%s" \
% (alignment_type, result[rid + 1][0] - remainder_shift,
's' if (result[rid + 1][0] - remainder_shift) > 1 else '')
# update the implicit address for next instructions
self.next_address = result[rid] + result[rid + 1][0] * (len(result[rid + 1]) - 1)
return override
# definition of internal transition actions (methods)
def implicit_address(self, match, sub_result, sub_state, super_result):
if match: # use the current address as starting address
self.result.append(self.next_address)
return 0
def stack_info(self, match, sub_result, sub_state, super_result):
override = 0
if match:
self.result.append(list(sub_result))
sub_result *= 0
override = self.update_address(match)
else:
override = self.error_spring(match, sub_result, sub_state, super_result)
return override
def __init__(self):
Analyzer.__init__(self)
self.next_address = 0x8000
# definition of error spring list
self.error_list = [-1002, -1003, -1004, -1005, -1006,
-1102, -1103, -1104, -1105, -1202, -1203, -1204,
-1301, -1302, -1303, -1304, -1403, -1502, -1503, -1504,
-1603, -1604, -1605, -1606, -1607, -1702, -1703, -1704, -1705, -1706,
-2002, -2003, -2004,
-2102, -2103, -2104, -2105, -2106, -2107,
-2204, -2205, -2207, -2302, -2303, -2304, -2306, -2308, -2310, -2311,
-2402, -2403, -2404, -2405, -2406, -2407, -2408, -2409, -2410, -2411, -2412,
-2502, -2503, -2504, -2505, -2506, -2510, -2511, -2512, -2513,
-3102, -3104, -3105,
-3202, -3204, -3205, -3207, -3208,
-3302, -3304, -3305, -3307, -3308,
-3403, -3404, -3405, -3406, -3407, -3408, -3409, -3410,
-3502, -3504, -3505
]
# definition of the (instance) parsing graph
self.graph = {0: # initial state
([(None, None, -4001, None), # T40.0.0 EOSeq -> missing hex address
(' ', None, 0, None), # T40.0.1 skip initial spaces
('>', ' ', -4003, None, # T40.0.2a found '>' at end of seqence
2, self.implicit_address, # T40.0.2b found '> ', stack address and go to 2
-4003, None), # t40.0.2c found '>' followed by strange char
(self.address_analyzer, None, 1, self.error_spring)], # T40.0.3 get the address
-4002), # T40.0.4 wrong initial hex address
1: # decoder state after hex address
([(None, None, -4004, None), # T40.1.0 EOSeq -> missing info
(self.data_analyzer, None, 1000, self.stack_info), # T40.1.1 get the data
(self.instdat_analyzer, None, 1000, self.stack_info), # T40.1.2 get data instr.
(self.instmul_analyzer, None, 1000, self.stack_info), # T40.1.3 get multiply instr.
(self.instjmp_analyzer, None, 1000, self.stack_info), # T40.1.4 get branch instr.
(self.instmem_analyzer, None, 1000, self.stack_info), # T40.1.5 get mem transfer instr.
(self.instmsc_analyzer, None, 1000, self.stack_info)], # T40.1.6 get miscellanea instr.
-4005), # T40.1.7 unrecognized instruction or directive
2: # decoder state after '>' symbol
([(None, None, -4004, None), # T40.2.0 EOSeq -> missing info
(self.data_analyzer, None, 1000, self.stack_info), # T40.2.1 get the data
(self.instdat_analyzer, None, 1000, self.stack_info), # T40.2.2 get data instr.
(self.instmul_analyzer, None, 1000, self.stack_info), # T40.2.3 get multiply instr.
(self.instjmp_analyzer, None, 1000, self.stack_info), # T40.2.4 get branch instr.
(self.instmem_analyzer, None, 1000, self.stack_info), # T40.2.5 get mem transfer instr.
(self.instmsc_analyzer, None, 1000, self.stack_info)], # T40.2.6 get miscellanea instr.
-4005) # T40.2.7 unrecognized instruction or directive
}
def plot_data():
da = DataAnalyzer()
# da.show()
da.plot_data()
da.plot_ratio()
da.plot_order()
evolution = GeneticAlgorithm(population_size=10000, chromosome_size=65)
evolution.createPopulation()
total_generations = evolution.evolve(file_training,
crossing_probability=1,
mutation_rate=0.1,
plague_max_percent=0.4,
plague_probability=0.1,
selection_exp_const=1,
min_num_vars=3,
max_generations=200,
const_num_digits=3,
satisfactory_mse=0.01)
print("\n\n\nBest subject: ", evolution.best_expr)
print("sqrt(MSE): ", np.sqrt(min(evolution.mse_list)))
print("In ", total_generations, "generations")
analysis = DataAnalyzer('testing.csv')
strength = analysis.strength(evolution.best_expr)
with open('sub0.csv', mode='w') as f:
sample_writer = csv.writer(f,
delimiter=',',
quotechar='"',
quoting=csv.QUOTE_MINIMAL)
sample_writer.writerow(['ID', 'strength'])
i = 722
for value in strength:
sample_writer.writerow([i, value])
i += 1
def main():
analyzer = DataAnalyzer.create()
with open('../stats.json') as stats_input:
stats = map(json.loads, stats_input.readlines())
print 'Read stats.json: %s entries found' % len(stats)
# by_champion is a object with 126 keys, one for each champion id.
# The value assigned to each key is a list of their game data generated
# from stats.json
by_champion = {}
for stat in stats:
champion = stat['champion']
if by_champion.get(champion, None):
by_champion[champion].append(stat)
else:
by_champion[champion] = [stat]
# build_stats is an object with 126 keys, one for each champion id.
# The value assigned to each key is a dict of the format:
# { itemId: effectivenessScore, itemId: effectivenessScore ...... }
# effectivenessScore is a score of the item's effectiveness based on
# win and KDA, and increases linearly with number of times built.
build_stats = {}
for champion in by_champion:
championName = analyzer.get_champion_name_by_id(champion)
build_stats[championName] = {}
for game in by_champion[champion]:
kda = 0
if game['kills']:
kda += game['kills']
if game['assists']:
kda += game['assists'] / 2
if game['deaths']:
kda /= float(game['deaths'])
effectivenessScore = kda
if game.get('win', False):
effectivenessScore += 2
for i in range(1, 7):
item = game.get('item%s' % i, None)
if item:
if build_stats[championName].get(item, None):
build_stats[championName][item] += effectivenessScore
else:
build_stats[championName][item] = effectivenessScore
# The build stats will be written into the /stats-by-champion directory
# with one JSON file per champion. We split this build data into viable
# end game builds and intermediate builds by sorting the build data by
# effectiveness score and parsing it then.
for champion in build_stats:
# trinkets, boots, endgame, and consumables all store items that people
# have built for this champion, sorted in order of effectiveness.
# buildObj is a dict that when dumped to a JSON object, becomes a valid
# build file that someone can put in the League of Legends directory and
# use.
build_output = {}
for category in CATEGORIES:
build_output[category] = []
effectiveness_sorted_items = sorted(
build_stats[champion], key=build_stats[champion].get)[::-1]
for item in effectiveness_sorted_items:
if analyzer.is_irrelevant(
item) or not analyzer.get_item_name_by_id(item):
continue
elif analyzer.is_starter(item):
build_output['Starting Items'].append(item)
elif analyzer.is_boot(item) and analyzer.get_item_depth(item) >= 2:
build_output['Boots'].append(item)
elif analyzer.is_jungle(
item) and analyzer.get_item_depth(item) >= 2:
build_output['Jungle Items'].append(item)
elif analyzer.is_elixir(item):
build_output['Elixirs'].append(item)
elif not analyzer.get_items_built_from(item) and (
not analyzer.is_trinket(item)):
build_output['Endgame Items'].append(item)
# For each category of item, we will only show a certain number of items and
# will will generate the item set for each category. We will also sort
# the items on build tree, where lower tier items will come first.
generator = ItemSetGenerator.create(champion)
for category in CATEGORIES:
build_output[category] = build_output[
category][:ITEM_LIMIT[category]]
if SORT_TIER[category]:
build_output[category] = sorted(
build_output[category],
key=lambda item: analyzer.get_item_data_by_id(item).get(
'depth', 0))
items = ItemSetBlockItems()
for item in build_output[category]:
items.add_item(item, 1)
generator.add_block('Recommended %s' % category, False,
items.get_items(), category == 'Jungle Items')
build_output[category] = map(analyzer.get_item_data_by_id,
build_output[category])
item_set = generator.get_item_set()
# We will write the build JSON file to one file and the parsed data to
# another.
data_file = Util.normalize_champion_name(champion)
with open('../builds/%s.json' % data_file, 'w') as champion_output:
champion_output.write(Util.json_dump(build_output))
print 'Wrote %s.json' % data_file
# As of now, only the build files are used, but we will store the champion
# data as well for future extendability.
build_file = '%s_build' % Util.normalize_champion_name(champion)
with open('../builds/%s.json' % build_file, 'w') as build_file_output:
build_file_output.write(Util.json_dump(item_set))
print 'Wrote %s.json' % build_file
print 'Successfully wrote champion data.'
class Task:
"""
Core class of this volatility library
It schedules each component.
Read raw data.
Pre process data.
Analyze data.
Make prediction.
Output results.
"""
def __init__(self,
path,
start_date,
interested_symbols,
interested_start_date,
interested_end_date,
num_std=3,
frequency=FrequencyMap.Minute,
forward=True,
model_type='CloseToClose',
clean=True):
"""
:param path: str
:param start_date: datetime.date
:param interested_symbols: list[str]
:param interested_start_date: datetime.date
:param interested_end_date: datetime.date
:param num_std: int
:param frequency: FrequencyMap
:param forward: boolean
:param model_type: str
:param clean: boolean
"""
self.interested_symbols = interested_symbols
self.interested_start_date = interested_start_date
self.interested_end_date = interested_end_date
self.frequency = frequency
self.analysis_window = 30 if frequency is not FrequencyMap.Month else 10
self.loader = DataLoader(path, start_date)
self.pre_process = DataPreProcessor(num_std, frequency, forward)
self.estimator = VolatilityEstimator(model_type, clean, frequency)
self.data_analyzer = DataAnalyzer()
self.model = Garch11('Constant', 'Garch')
self.error_estimator = ErrorEstimator(self.model, self.estimator,
self.frequency)
def execute(self):
self.loader.load()
output = pd.DataFrame()
for symbol in self.interested_symbols:
df = self.loader.fetch(symbol, self.interested_start_date,
self.interested_end_date)
df = self.pre_process.pre_process(df)
self.data_analyzer.analyze_data(df.copy())
self.estimator.analyze_realized_vol(df, self.interested_start_date,
self.interested_end_date,
self.analysis_window)
sample_size, error = self.error_estimator.get_best_sample_size(df)
predictions = self.model.get_predictions(df, sample_size,
self.frequency)
output[symbol] = predictions[TimeSeriesDataFrameMap.Volatility]
index = predictions.index
output.set_index(index)
file_name = r'D:\programming\VOL\{frequency}_predictions.csv'.format(
frequency=self.frequency)
output.to_csv(file_name)
def main():
analyzer = DataAnalyzer.create()
with open("../stats.json") as stats_input:
stats = map(json.loads, stats_input.readlines())
print "Read stats.json: %s entries found" % len(stats)
# by_champion is a object with 126 keys, one for each champion id.
# The value assigned to each key is a list of their game data generated
# from stats.json
by_champion = {}
for stat in stats:
champion = stat["champion"]
if by_champion.get(champion, None):
by_champion[champion].append(stat)
else:
by_champion[champion] = [stat]
# build_stats is an object with 126 keys, one for each champion id.
# The value assigned to each key is a dict of the format:
# { itemId: effectivenessScore, itemId: effectivenessScore ...... }
# effectivenessScore is a score of the item's effectiveness based on
# win and KDA, and increases linearly with number of times built.
build_stats = {}
for champion in by_champion:
championName = analyzer.get_champion_name_by_id(champion)
build_stats[championName] = {}
for game in by_champion[champion]:
kda = 0
if game["kills"]:
kda += game["kills"]
if game["assists"]:
kda += game["assists"] / 2
if game["deaths"]:
kda /= float(game["deaths"])
effectivenessScore = kda
if game.get("win", False):
effectivenessScore += 2
for i in range(1, 7):
item = game.get("item%s" % i, None)
if item:
if build_stats[championName].get(item, None):
build_stats[championName][item] += effectivenessScore
else:
build_stats[championName][item] = effectivenessScore
# The build stats will be written into the /stats-by-champion directory
# with one JSON file per champion. We split this build data into viable
# end game builds and intermediate builds by sorting the build data by
# effectiveness score and parsing it then.
for champion in build_stats:
# trinkets, boots, endgame, and consumables all store items that people
# have built for this champion, sorted in order of effectiveness.
# buildObj is a dict that when dumped to a JSON object, becomes a valid
# build file that someone can put in the League of Legends directory and
# use.
build_output = {}
for category in CATEGORIES:
build_output[category] = []
effectiveness_sorted_items = sorted(build_stats[champion], key=build_stats[champion].get)[::-1]
for item in effectiveness_sorted_items:
if analyzer.is_irrelevant(item) or not analyzer.get_item_name_by_id(item):
continue
elif analyzer.is_starter(item):
build_output["Starting Items"].append(item)
elif analyzer.is_boot(item) and analyzer.get_item_depth(item) >= 2:
build_output["Boots"].append(item)
elif analyzer.is_jungle(item) and analyzer.get_item_depth(item) >= 2:
build_output["Jungle Items"].append(item)
elif analyzer.is_elixir(item):
build_output["Elixirs"].append(item)
elif not analyzer.get_items_built_from(item) and (not analyzer.is_trinket(item)):
build_output["Endgame Items"].append(item)
# For each category of item, we will only show a certain number of items and
# will will generate the item set for each category. We will also sort
# the items on build tree, where lower tier items will come first.
generator = ItemSetGenerator.create(champion)
for category in CATEGORIES:
build_output[category] = build_output[category][: ITEM_LIMIT[category]]
if SORT_TIER[category]:
build_output[category] = sorted(
build_output[category], key=lambda item: analyzer.get_item_data_by_id(item).get("depth", 0)
)
items = ItemSetBlockItems()
for item in build_output[category]:
items.add_item(item, 1)
generator.add_block("Recommended %s" % category, False, items.get_items(), category == "Jungle Items")
build_output[category] = map(analyzer.get_item_data_by_id, build_output[category])
item_set = generator.get_item_set()
# We will write the build JSON file to one file and the parsed data to
# another.
data_file = Util.normalize_champion_name(champion)
with open("../builds/%s.json" % data_file, "w") as champion_output:
champion_output.write(Util.json_dump(build_output))
print "Wrote %s.json" % data_file
# As of now, only the build files are used, but we will store the champion
# data as well for future extendability.
build_file = "%s_build" % Util.normalize_champion_name(champion)
with open("../builds/%s.json" % build_file, "w") as build_file_output:
build_file_output.write(Util.json_dump(item_set))
print "Wrote %s.json" % build_file
print "Successfully wrote champion data."
elif prefix is None or prefix == '':
print('Prefix must be specified!')
else:
break
method = 'metric'
model_type = 'resnet' # should be in ['resnet', 'inception3']
train_root = '/home/ubuntu/Program/Tableware/DataArgumentation/dataset/o_train/'
test_root = '/home/ubuntu/Program/Tableware/DataArgumentation/dataset/n_test/'
sample_file_dir = '/home/ubuntu/Program/Tableware/DataArgumentation/dataset/n_base_sample_5'
load_model_path = None
# load_model_path = './model/pretrained/inception_v3_google-1a9a5a14.pth'
trainer = Trainer(model_type=model_type, load_model_path=load_model_path)
trainer.set_super_training_parameters(train_root=train_root,
test_root=test_root,
sample_file_dir=sample_file_dir,
prefix=prefix,
batch_size=128)
save_dir, maxacc = trainer.metric_training(balance_testset=False)
best_model_path = './model/keep/resnet_%s_%s_conv0.05_%.2f.tar' % (
prefix, method, maxacc * 100)
shutil.copy(os.path.join(save_dir, '%s_%s.pth.tar' % (prefix, method)),
best_model_path)
analyzer = DataAnalyzer(sample_file_dir=sample_file_dir,
test_dir=test_root,
num_of_classes=42,
prefix=prefix)
analyzer.analysis_for_inter_exter_acc(model_path=best_model_path)
