# -*- encoding:utf-8 -*- import numpy as np from keras.models import load_model import joblib def read_data(path): day_lines = {} with open(path) as f: for line in f.readlines()[:]: line = eval(line.strip()) date = str(line[-1][-1]) if date in day_lines: day_lines[date].append(line) else: day_lines[date] = [line] # print(len(day_lines['20191230'])) return day_lines def predict(file_path='', model_path='15min_dnn_seq'): day_lines = read_data(file_path) print('数据读取完毕') models = [] for x in range(0, 12): models.append(load_model(model_path + '_' + str(x) + '.h5')) estimator = joblib.load('km_dmi_18.pkl') print('模型加载完毕') items = sorted(day_lines.keys()) for key in items: # print(day) lines = day_lines[key] up_num = 0 down_num = 0 x = 24 # 每条数据项数 k = 18 # 周期 for line in lines: v = line[1:x*k+1] v = np.array(v) v = v.reshape(k, x) v = v[:,4:8] v = v.reshape(1, 4*k) # print(v) r = estimator.predict(v) train_x = np.array([line[:-1]]) result = models[r[0]].predict(train_x) if result[0][3] > 0.5 or result[0][4] > 0.5: down_num = down_num + 1 elif result[0][1] > 0.5 or result[0][0] > 0.5: up_num = up_num + 0.6 # 乐观调大 悲观调小 print(key, int(up_num), int(down_num), (down_num*1.2 + 2)/(up_num*1.2 + 2)) if __name__ == '__main__': # predict(file_path='D:\\data\\quantization\\stock6_5_test.log', model_path='5d_dnn_seq.h5') # predict(file_path='D:\\data\\quantization\\stock9_18_20200220.log', model_path='18d_dnn_seq.h5') # predict(file_path='D:\\data\\quantization\\stock9_18_2.log', model_path='18d_dnn_seq.h5') predict(file_path='D:\\data\\quantization\\stock16_18d_20200311.log', model_path='16_18d_dnn_seq') # predict(file_path='D:\\data\\quantization\\stock11_18d_20190103_20190604.log', model_path='14_18d_dnn_seq') # predict(file_path='D:\\data\\quantization\\stock9_18_4.log', model_path='18d_dnn_seq.h5')