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股票dnn

yufeng0528 4 years ago
parent
commit
147fe78aac
2 changed files with 59 additions and 0 deletions
  1. 52 0
      stock/dnn_train.py
  2. 7 0
      stock/f.py

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stock/dnn_train.py

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+import keras
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+# -*- encoding:utf-8 -*-
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+import numpy as np
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+from keras.models import Sequential
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+from keras.layers import Dense,Dropout
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+import random
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+from keras.models import load_model
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+
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+def read_data(path):
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+    train_x=[]
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+    train_y=[]
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+    lines = []
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+    with open(path) as f:
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+        for x in range(150000):
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+            lines.append(eval(f.readline().strip()))
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+    random.shuffle(lines)
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+    lines = lines[:20000]
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+    d=int(0.95*len(lines))
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+
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+    size = len(lines[0])
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+    train_x=[s[:size - 2] for s in lines[0:d]]
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+    train_y=[s[size-1] for s in lines[0:d]]
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+    test_x=[s[:size - 2] for s in lines[d:]]
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+    test_y=[s[size-1] for s in lines[d:]]
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+    return np.array(train_x),np.array(train_y),np.array(test_x),np.array(test_y)
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+
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+train_x,train_y,test_x,test_y=read_data("D:\\data\\quantization\\stock5.log")
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+
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+model = Sequential()
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+model.add(Dense(units=325, input_dim=163,  activation='relu'))
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+model.add(Dense(units=225, activation='relu'))
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+model.add(Dense(units=125, activation='relu'))
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+# model.add(Dropout(0.2)(Dense(units=225, activation='relu')))
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+model.add(Dense(units=8, activation='softmax'))
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+model.compile(loss='categorical_crossentropy', optimizer="adam",metrics=['accuracy'])
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+
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+print("Starting training ")
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+h=model.fit(train_x, train_y, batch_size=16, epochs=10, shuffle=True)
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+score = model.evaluate(test_x, test_y)
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+print(score)
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+print('Test score:', score[0])
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+print('Test accuracy:', score[1])
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+
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+path="model_seq.h5"
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+model.save(path)
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+model=None
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+
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+
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+model=load_model(path)
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+result=model.predict(test_x)
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+print(result)
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+print(test_y)

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stock/f.py

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+
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+stock_lines = []
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+with open("/data/quantization/stock.log") as f:
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+    for x in range(10000):
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+        stock_lines.append(eval(f.readline()))
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+
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+print(stock_lines[0])