# -*- encoding:utf-8 -*- import numpy as np from keras.models import load_model import joblib def read_data(path): lines = [] with open(path) as f: for line in f.readlines()[:]: line = eval(line.strip()) if line[-2][0].startswith('0') or line[-2][0].startswith('3'): lines.append(line) size = len(lines[0]) train_x=[s[:size - 2] for s in lines] train_y=[s[size-1] for s in lines] return np.array(train_x),np.array(train_y),lines def _score(fact, line): with open('dnn_predict_dmi_18d.txt', 'a') as f: f.write(str([line[-2], line[-1]]) + "\n") up_right = 0 up_error = 0 if fact[0] == 1: up_right = up_right + 1.12 elif fact[1] == 1: up_right = up_right + 1.06 elif fact[2] == 1: up_right = up_right + 1 elif fact[3] == 1: up_right = up_right + 0.94 up_error = up_error + 1 else: up_error = up_error + 1 up_right = up_right + 0.88 return up_right,up_error def predict(file_path='', model_path='15min_dnn_seq.h5', idx=-1): test_x,test_y,lines=read_data(file_path) test_x = test_x.reshape(test_x.shape[0], 1,6,77) model=load_model(model_path) score = model.evaluate(test_x, test_y) print('DNN', score) up_num = 0 up_error = 0 up_right = 0 down_num = 0 down_error = 0 down_right = 0 i = 0 result=model.predict(test_x) win_dnn = [] for r in result: fact = test_y[i] if idx in [-2]: if r[0] > 0.5 or r[1] > 0.5: pass else: if r[0] > 0.7 or r[1] > 0.7: tmp_right,tmp_error = _score(fact, lines[i]) up_right = tmp_right + up_right up_error = tmp_error + up_error up_num = up_num + 1 elif r[3] > 0.6 or r[4] > 0.6: if fact[0] == 1: down_error = down_error + 1 down_right = down_right + 1.12 elif fact[1] == 1: down_error = down_error + 1 down_right = down_right + 1.06 elif fact[2] == 1: down_right = down_right + 1 elif fact[3] == 1: down_right = down_right + 0.94 else: down_right = down_right + 0.88 down_num = down_num + 1 i = i + 1 if up_num == 0: up_num = 1 if down_num == 0: down_num = 1 print('DNN', up_right, up_num, up_right/up_num, up_error/up_num, down_right/down_num, down_error/down_num) return win_dnn,up_right/up_num,down_right/down_num def multi_predict(model='14_18d'): r = 0; p = 0 for x in range(0, 12): # 0,2,3,4,6,8,9,10,11 # for x in [5,9,11,0,3,4,8]: #10_18,0没数据需要重新计算 [0,2,3,4,5,9,10,11] # for x in [0,1,10]: # for x in [2,4,7,10]: # 2表现最好 优秀的 0,8正确的反向指标,(9错误的反向指标 样本量太少) print(x) # for x in [0,2,5,6,7]: # 5表现最好 win_dnn, up_ratio,down_ratio = predict(file_path='D:\\data\\quantization\\kmeans\\stock' + model + '_test_' + str(x) + '.log', model_path=model + '_dnn_seq_' + str(x) + '.h5', idx=x) r = r + up_ratio p = p + down_ratio print(r, p) if __name__ == '__main__': predict(file_path='D:\\data\\quantization\\stock16_18d_test.log', model_path='16_18d_cnn_seq.h5') # predict(file_path='D:\\data\\quantization\\stock6_test.log', model_path='15m_dnn_seq.h5') # multi_predict(model='15_18d') # predict_today(20200229, model='11_18d')