def __init__(self, base_price, portion, step_percent, cur_position,
start_time, end_time, init_balance):
# 基准价X
self.base_price = base_price
# 份数N
self.portion = portion
# 步长Y
self.step_percent = step_percent
# 当前持有份数S
self.cur_position = cur_position
# self.init_balance = init_balance
# 现金余额M
self.balance = init_balance
self.start_time = start_time
self.end_time = end_time
self.data = ReadData.read_datas_5min_test(start_time, end_time)
self.idt = self.data['id']
self.idt = self.idt[self.idt >= start_time]
self.dict = dict()
# 每次交易份数
self.portion_per_time = cur_position // portion
temp = self.data[self.data['id'] == start_time]
first_close_t = temp.iat[0, 2]
temp = self.data[self.data['id'] == end_time]
end_close_t = temp.iat[0, 2]
self.total_init = first_close_t * cur_position + init_balance
self.end_total = end_close_t * cur_position + init_balance
x = tf.placeholder(tf.float32, shape=[None, WND_HEIGHT, WND_WIDTH])
SeqLens = tf.placeholder(shape=[cfg.BatchSize], dtype=tf.int32)
x_expanded = tf.expand_dims(x, 3)
Inputs = CNN(x_expanded, phase_train, 'CNN_1')
logits = RNN(Inputs, SeqLens, 'RNN_1')
# CTC Beam Search Decoder to decode pred string from the prob map
decoded, log_prob = tf.nn.ctc_beam_search_decoder(logits, SeqLens)
#Reading test data...
InputListTest, SeqLensTest, _ = ReadData(cfg.TEST_LOCATION, cfg.TEST_LIST,
cfg.TEST_NB, WND_HEIGHT, WND_WIDTH,
WND_SHIFT, VEC_PER_WND, '')
print('Initializing...')
session = tf.Session()
session.run(tf.global_variables_initializer())
LoadModel(session, cfg.SaveDir + '/')
try:
session.run(tf.assign(phase_train, False))
randIxs = range(0, len(InputListTest))
dtype=tf.float32)
OverallValidationError = tf.Variable(0,
name='OverallValidationError',
dtype=tf.float32)
OverallTrainingLoss_s = tf.summary.scalar('OverallTrainingLoss',
OverallTrainingLoss)
OverallTrainingError_s = tf.summary.scalar('OverallTrainingError',
OverallTrainingError)
OverallValidationLoss_s = tf.summary.scalar('OverallValidationLoss',
OverallValidationLoss)
OverallValidationError_s = tf.summary.scalar('OverallValidationError',
OverallValidationError)
#Reading training data...
inputList, seqLens, targetList = ReadData(cfg.TRAIN_LOCATION, cfg.TRAIN_LIST,
cfg.TRAIN_NB, WND_HEIGHT, WND_WIDTH,
WND_SHIFT, VEC_PER_WND,
cfg.TRAIN_TRANS)
#Reading validation data...
if (cfg.VAL_NB > 0):
inputListVal, seqLensVal, targetListVal = ReadData(
cfg.VAL_LOCATION, cfg.VAL_LIST, cfg.VAL_NB, WND_HEIGHT, WND_WIDTH,
WND_SHIFT, VEC_PER_WND, cfg.VAL_TRANS)
# Starting everything...
LogFile.write("Initializing...\n\n")
LogFile.flush()
session = tf.Session()
session.run(tf.global_variables_initializer())