# -*- encoding:utf-8 -*- import numpy as np from keras.models import load_model import joblib import random def read_data(path): lines = [] with open(path) as f: for line in f.readlines()[:]: line = eval(line.strip()) 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, dtype=np.float32),np.array(train_y, dtype=np.float32),lines def _score(fact,): up_right = 0 up_error = 0 if fact[0] == 1: up_right = up_right + 1.1 elif fact[1] == 1: up_error = up_error + 0.4 up_right = up_right + 1.03 elif fact[2] == 1: up_error = up_error + 0.7 up_right = up_right + 0.96 else: up_error = up_error + 1 up_right = up_right + 0.9 return up_right,up_error def random_predict(file_path=''): test_x,test_y,lines=read_data(file_path) a=0 b=0 c=0 d=0 R=0 up_num = 0 up_error = 0 up_right = 0 down_num = 0 down_error = 0 down_right = 0 for x in test_y: xx = random.uniform(0, 4) if xx > 3: if x[0] == 1: R = R + 1 tmp_right,tmp_error = _score(x,) up_num = up_num + 1 up_right = up_right + tmp_right up_error = tmp_error + up_error elif xx > 2: if x[1] == 1: R = R + 1 elif xx > 1: if x[2] == 1: R = R + 1 elif xx > 0: if x[3] == 1: R = R + 1 if x[0] == 1: a = a + 1 elif x[1] == 1: b = b + 1 elif x[2] == 1: c = c + 1 else: d = d + 1 if up_num == 0: up_num = 1 if down_num == 0: down_num = 1 print(R/(a + b + c +d), up_right/up_num, up_error/up_num) def predict(file_path='', model_path='15min_dnn_seq.h5', idx=-1, row=18, col=20): test_x,test_y,lines=read_data(file_path) test_x_a = test_x[:,:row*col] test_x_a = test_x_a.reshape(test_x.shape[0], row, col, 1) # test_x_b = test_x[:, 18*col:row*col] # test_x_b = test_x_b.reshape(test_x.shape[0], 10, col, 1) test_x_c = test_x[:,row*col:] model=load_model(model_path) score = model.evaluate([test_x_c, test_x_a, ], test_y) print('MIX', 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_c, test_x_a, ]) win_dnn = [] for r in result: fact = test_y[i] xx = random.uniform(0, 4) if idx in [-2]: if r[0] > 0.5 or r[1] > 0.5: pass else: if r[1] > 0.6 : tmp_right,tmp_error = _score(fact,) up_right = tmp_right + up_right up_error = tmp_error + up_error up_num = up_num + 1 elif r[2] > 0.5 or r[3] > 0.5: if fact[0] == 1: down_error = down_error + 1 down_right = down_right + 1.1 elif fact[1] == 1: down_error = down_error + 0.7 down_right = down_right + 1.04 elif fact[2] == 1: down_error = down_error + 0.3 down_right = down_right + 0.94 else: down_right = down_right + 0.9 down_num = down_num + 1 i = i + 1 if up_num == 0: up_num = 1 if down_num == 0: down_num = 1 print('MIX', 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 if __name__ == '__main__': xx = random.uniform(0,4) # predict(file_path='D:\\data\\quantization\\stock513_28d_train1.log', model_path='513_28d_mix_3D_ma5_s_seq.h5', row=28, col=16) predict(file_path='D:\\data\\quantization\\stock538_28d_train1.log', model_path='539_28d_mix_5D_ma5_s_seq.h5', row=28, col=17) # random_predict(file_path='D:\\data\\quantization\\week101_18d_test.log') # random_predict(file_path='D:\\data\\quantization\\stock537_28d_train1.log')