聚烯烃测试环境调通

This commit is contained in:
jingboyitiji 2025-02-11 16:31:52 +08:00
parent 7244394871
commit a6de32a809
4 changed files with 701 additions and 153 deletions

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@ -105,6 +105,7 @@ modelsindex = {
'DeepNPTS':'SELF0000076' 'DeepNPTS':'SELF0000076'
} }
# eta 上传预测结果的请求体,后面发起请求的时候更改 model datalist 数据 # eta 上传预测结果的请求体,后面发起请求的时候更改 model datalist 数据
data = { data = {
"IndexCode": "", "IndexCode": "",
@ -125,58 +126,25 @@ data = {
# level3才可以获取到数据所以需要人工把能源化工下所有的level3级都找到 # level3才可以获取到数据所以需要人工把能源化工下所有的level3级都找到
# url = 'http://10.189.2.78:8108/v1/edb/list?ClassifyId=1214' # url = 'http://10.189.2.78:8108/v1/edb/list?ClassifyId=1214'
#ParentId ":1160, 能源化工 #ParentId ":1160, 能源化工
# ClassifyId ":1214,原油 ,1161 PP # ClassifyId ":1214,原油
#ParentId ":1214,",就是原油下所有的数据。 #ParentId ":1214,",就是原油下所有的数据。
ClassifyId = 1161 ClassifyId = 1161
### 报告上传配置
# 变量定义--线上环境
# login_pushreport_url = "http://10.200.32.39/jingbo-api/api/server/login"
# upload_url = "http://10.200.32.39/jingbo-api/api/dw/dataValue/pushDataValueList"
############################################################################################################### 变量定义--测试环境
server_host = '192.168.100.53'
# login_data = { login_pushreport_url = f"http://{server_host}:8080/jingbo-dev/api/server/login"
# "data": { upload_url = f"http://{server_host}:8080/jingbo-dev/api/analysis/reportInfo/researchUploadReportSave"
# "account": "api_dev", upload_warning_url = f"http://{server_host}:8080/jingbo-dev/api/basicBuiness/crudeOilWarning/save"
# "password": "ZTEwYWRjMzk0OWJhNTlhYmJlNTZlMDU3ZjIwZjg4M2U=", query_data_list_item_nos_url = f"http://{server_host}:8080/jingbo-dev/api/warehouse/dwDataItem/queryDataListItemNos"
# "tenantHashCode": "8a4577dbd919675758d57999a1e891fe",
# "terminal": "API"
# },
# "funcModule": "API",
# "funcOperation": "获取token"
# }
# upload_data = {
# "funcModule":'研究报告信息',
# "funcOperation":'上传原油价格预测报告',
# "data":{
# "ownerAccount":'27663', #报告所属用户账号 27663 - 刘小朋
# "reportType":'OIL_PRICE_FORECAST', # 报告类型固定为OIL_PRICE_FORECAST
# "fileName": '', #文件名称
# "fileBase64": '' ,#文件内容base64
# "categoryNo":'yyjgycbg', # 研究报告分类编码
# "smartBusinessClassCode":'YCJGYCBG', #分析报告分类编码
# "reportEmployeeCode":"E40482" ,# 报告人 E40482 - 管理员 0000027663 - 刘小朋
# "reportDeptCode" :"002000621000", # 报告部门 - 002000621000 SH期货研究部
# "productGroupCode":"RAW_MATERIAL" # 商品分类
# }
# }
# # 变量定义--测试环境
login_pushreport_url = "http://192.168.100.53:8080/jingbo-dev/api/server/login"
upload_url = "http://192.168.100.53:8080/jingbo-dev/api/analysis/reportInfo/researchUploadReportSave"
# upload_url = "http://192.168.100.109:8080/jingbo/api/analysis/reportInfo/researchUploadReportSave" # zhaoqiwei
login_data = { login_data = {
"data": { "data": {
"account": "api_test", "account": "api_test",
"password": "MmVmNzNlOWI0MmY0ZDdjZGUwNzE3ZjFiMDJiZDZjZWU=", # "password": "MmVmNzNlOWI0MmY0ZDdjZGUwNzE3ZjFiMDJiZDZjZWU=", # Shihua@123456
"password": "ZTEwYWRjMzk0OWJhNTlhYmJlNTZlMDU3ZjIwZjg4M2U=", # 123456
"tenantHashCode": "8a4577dbd919675758d57999a1e891fe", "tenantHashCode": "8a4577dbd919675758d57999a1e891fe",
"terminal": "API" "terminal": "API"
}, },
@ -201,40 +169,61 @@ upload_data = {
} }
### 线上开关 warning_data = {
# is_train = True # 是否训练 "funcModule":'原油特征停更预警',
# is_debug = False # 是否调试 "funcOperation":'原油特征停更预警',
# is_eta = True # 是否使用eta接口 "data":{
# is_timefurture = True # 是否使用时间特征 'WARNING_TYPE_NAME':'特征数据停更预警',
# is_fivemodels = False # 是否使用之前保存的最佳的5个模型 'WARNING_CONTENT':'',
# is_edbcode = False # 特征使用edbcoding列表中的 'WARNING_DATE':''
# is_edbnamelist = False # 自定义特征对应上面的edbnamelist }
# is_update_report = True # 是否上传报告 }
# is_del_corr = 0 # 是否删除相关性高的特征,取值为 0-1 0 为不删除0.6 表示删除相关性小于0.6的特征
query_data_list_item_nos_data = {
"funcModule": "数据项",
"funcOperation": "查询",
"data": {
"dateStart":"20200101",
"dateEnd":"20241231",
"dataItemNoList":["Brentzdj","Brentzgj"] # 数据项编码,代表 brent最低价和最高价
}
}
# 北京环境数据库
host = '192.168.101.27'
port = 3306
dbusername ='root'
password = '123456'
dbname = 'jingbo_test'
table_name = 'v_tbl_crude_oil_warning'
### 开关 ### 开关
is_train = False # 是否训练 is_train = False # 是否训练
is_debug = False # 是否调试 is_debug = False # 是否调试
is_eta = False # 是否使用eta接口 is_eta = False # 是否使用eta接口
is_market = False # 是否通过市场信息平台获取特征 ,在is_eta 为true 的情况下生效
is_timefurture = True # 是否使用时间特征 is_timefurture = True # 是否使用时间特征
is_fivemodels = False # 是否使用之前保存的最佳的5个模型 is_fivemodels = False # 是否使用之前保存的最佳的5个模型
is_edbcode = False # 特征使用edbcoding列表中的 is_edbcode = False # 特征使用edbcoding列表中的
is_edbnamelist = False # 自定义特征对应上面的edbnamelist is_edbnamelist = False # 自定义特征对应上面的edbnamelist
is_update_eta = False # 预测结果上传到eta is_update_eta = False # 预测结果上传到eta
is_update_report = False # 是否上传报告 is_update_report = False # 是否上传报告
is_del_corr = 0 # 是否删除相关性高的特征,取值为 0-1 0 为不删除0.6 表示删除相关性小于0.6的特征 is_update_warning_data = False # 是否上传预警数据
is_del_corr = 0.6 # 是否删除相关性高的特征,取值为 0-1 0 为不删除0.6 表示删除相关性小于0.6的特征
is_del_tow_month = True # 是否删除两个月不更新的特征
# 连接到数据库 # 连接到数据库
# db_mysql = MySQLDB(host=host, user=dbusername, password=password, database=dbname) db_mysql = MySQLDB(host=host, user=dbusername, password=password, database=dbname)
# db_mysql.connect() db_mysql.connect()
# print("数据库连接成功",host,dbname,dbusername) print("数据库连接成功",host,dbname,dbusername)
# 数据截取日期 # 数据截取日期
start_year = 2017 # 数据开始年份 start_year = 2020 # 数据开始年份
end_time = '' # 数据截取日期 end_time = '' # 数据截取日期
freq = 'B' # 时间频率,"D": 天 "W": 周"M": 月"Q": 季度"A": 年 "H": 小时 "T": 分钟 "S": 秒 "B": 工作日 freq = 'B' # 时间频率,"D": 天 "W": 周"M": 月"Q": 季度"A": 年 "H": 小时 "T": 分钟 "S": 秒 "B": 工作日
delweekenday = True if freq == 'B' else False # 是否删除周末数据 delweekenday = True if freq == 'B' else False # 是否删除周末数据
@ -242,9 +231,9 @@ is_corr = False # 特征是否参与滞后领先提升相关系数
add_kdj = False # 是否添加kdj指标 add_kdj = False # 是否添加kdj指标
if add_kdj and is_edbnamelist: if add_kdj and is_edbnamelist:
edbnamelist = edbnamelist+['K','D','J'] edbnamelist = edbnamelist+['K','D','J']
### 模型参数 ### 模型参数
# y = 'PP拉丝1102K市场价青州国家能源宁煤' # 原油指标数据的目标变量 y = 'AVG-金能大唐久泰青州'
y = 'AVG-金能大唐久泰青州' # 原油指标数据的目标变量
avg_cols = [ avg_cols = [
'PP拉丝1102K出厂价青州国家能源宁煤', 'PP拉丝1102K出厂价青州国家能源宁煤',
'PP拉丝L5E89出厂价华北第二区域内蒙古久泰新材料', 'PP拉丝L5E89出厂价华北第二区域内蒙古久泰新材料',
@ -264,14 +253,15 @@ val_size = test_size # 验证集大小,同测试集大小
### 特征筛选用到的参数 ### 特征筛选用到的参数
k = 100 # 特征筛选数量如果是0或者值比特征数量大代表全部特征 k = 100 # 特征筛选数量如果是0或者值比特征数量大代表全部特征
corr_threshold = 0.6 # 相关性大于0.6的特征
rote = 0.06 # 绘图上下界阈值
### 计算准确率
weight_dict = [0.4,0.15,0.1,0.1,0.25] # 权重
# 绘图预测图上下边界使用的阈值,可以根据实际情况调整
rote = 0.04
### 文件 ### 文件
data_set = 'PP指标数据.xlsx' # 数据集文件 data_set = 'PP指标数据.xlsx' # 数据集文件
# data_set = 'INE_OIL(1).csv'
### 文件夹
dataset = 'juxitingdataset' # 数据集文件夹 dataset = 'juxitingdataset' # 数据集文件夹
# 数据库名称 # 数据库名称
@ -281,18 +271,21 @@ sqlitedb.connect()
settings = f'{input_size}-{horizon}-{train_steps}--{k}-{data_set}-{y}' settings = f'{input_size}-{horizon}-{train_steps}--{k}-{data_set}-{y}'
# 获取日期时间 # 获取日期时间
now = datetime.datetime.now().strftime('%Y%m%d%H%M%S') # 获取当前日期时间 # now = datetime.datetime.now().strftime('%Y%m%d%H%M%S') # 获取当前日期时间
reportname = f'PP--{now}-预测报告.pdf' # 报告文件名 now = datetime.datetime.now().strftime('%Y-%m-%d') # 获取当前日期时间
reportname = f'PP大模型预测报告--{end_time}.pdf' # 报告文件名
reportname = reportname.replace(':', '-') # 替换冒号 reportname = reportname.replace(':', '-') # 替换冒号
if end_time == '':
end_time = now
### 邮件配置 ### 邮件配置
username='1321340118@qq.com' username='1321340118@qq.com'
passwd='wgczgyhtyyyyjghi' passwd='wgczgyhtyyyyjghi'
# recv=['liurui_test@163.com'] # recv=['liurui_test@163.com','52585119@qq.com']
recv=['liurui_test@163.com'] recv=['liurui_test@163.com']
title=reportname # recv=['liurui_test@163.com']
title='reportname'
content=y+'预测报告请看附件' content=y+'预测报告请看附件'
file=os.path.join(dataset,reportname) file=os.path.join(dataset,'reportname')
# file=os.path.join(dataset,'14-7-50--100-原油指标数据.xlsx-Brent连1合约价格--20240731175936-预测报告.pdf') # file=os.path.join(dataset,'14-7-50--100-原油指标数据.xlsx-Brent连1合约价格--20240731175936-预测报告.pdf')
ssl=True ssl=True
@ -320,4 +313,5 @@ console_handler.setFormatter(logging.Formatter('%(message)s'))
logger.addHandler(file_handler) logger.addHandler(file_handler)
logger.addHandler(console_handler) logger.addHandler(console_handler)
# logger.info('当前配置:'+settings) # logger.info('当前配置:'+settings)

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@ -845,6 +845,7 @@ def getdata(filename, datecol='date',y='y',dataset='',add_kdj=False,is_timefurtu
df = datachuli(df_zhibiaoshuju,df_zhibiaoliebiao,datecol,y = y,dataset=dataset,add_kdj=add_kdj,is_timefurture=is_timefurture,end_time=end_time) df = datachuli(df_zhibiaoshuju,df_zhibiaoliebiao,datecol,y = y,dataset=dataset,add_kdj=add_kdj,is_timefurture=is_timefurture,end_time=end_time)
return df,df_zhibiaoliebiao return df,df_zhibiaoliebiao
def getdata_juxiting(filename, datecol='date',y='y',dataset='',add_kdj=False,is_timefurture=False,end_time=''): def getdata_juxiting(filename, datecol='date',y='y',dataset='',add_kdj=False,is_timefurture=False,end_time=''):
logger.info('getdata接收'+filename+' '+datecol+' '+end_time) logger.info('getdata接收'+filename+' '+datecol+' '+end_time)
# 判断后缀名 csv或excel # 判断后缀名 csv或excel
@ -858,7 +859,7 @@ def getdata_juxiting(filename, datecol='date',y='y',dataset='',add_kdj=False,is_
# 日期字符串转为datatime # 日期字符串转为datatime
df = datachuli_juxiting(df_zhibiaoshuju,df_zhibiaoliebiao,datecol,y = y,dataset=dataset,add_kdj=add_kdj,is_timefurture=is_timefurture,end_time=end_time) df = datachuli_juxiting(df_zhibiaoshuju,df_zhibiaoliebiao,datecol,y = y,dataset=dataset,add_kdj=add_kdj,is_timefurture=is_timefurture,end_time=end_time)
return df return df,df_zhibiaoliebiao
def sanitize_filename(filename): def sanitize_filename(filename):

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@ -1,90 +1,178 @@
# 读取配置 # 读取配置
from lib.dataread import * from lib.dataread import *
from lib.tools import * from lib.tools import SendMail,exception_logger
from models.nerulforcastmodels import ex_Model,model_losss,brent_export_pdf,tansuanli_export_pdf,pp_export_pdf,model_losss_juxiting from models.nerulforcastmodels import ex_Model,model_losss,model_losss_juxiting,brent_export_pdf,tansuanli_export_pdf,pp_export_pdf,model_losss_juxiting
import glob import glob
import torch import torch
torch.set_float32_matmul_precision("high") torch.set_float32_matmul_precision("high")
sqlitedb = SQLiteHandler(db_name)
sqlitedb.connect()
def predict_main(): def predict_main():
"""
主预测函数用于从 ETA 获取数据处理数据训练模型并进行预测
参数:
signature (BinanceAPI): Binance API 实例
etadata (EtaReader): ETA 数据读取器实例
is_eta (bool): 是否从 ETA 获取数据
data_set (str): 数据集名称
dataset (str): 数据集路径
add_kdj (bool): 是否添加 KDJ 指标
is_timefurture (bool): 是否添加时间衍生特征
end_time (str): 结束时间
is_edbnamelist (bool): 是否使用 EDB 名称列表
edbnamelist (list): EDB 名称列表
y (str): 预测目标列名
sqlitedb (SQLiteDB): SQLite 数据库实例
is_corr (bool): 是否进行相关性分析
horizon (int): 预测时域
input_size (int): 输入数据大小
train_steps (int): 训练步数
val_check_steps (int): 验证检查步数
early_stop_patience_steps (int): 早停耐心步数
is_debug (bool): 是否调试模式
dataset (str): 数据集名称
is_train (bool): 是否训练模型
is_fivemodels (bool): 是否使用五个模型
val_size (float): 验证集大小
test_size (float): 测试集大小
settings (dict): 模型设置
now (str): 当前时间
etadata (EtaReader): ETA 数据读取器实例
modelsindex (list): 模型索引列表
data (str): 数据类型
is_eta (bool): 是否从 ETA 获取数据
返回:
None
"""
global end_time
signature = BinanceAPI(APPID, SECRET) signature = BinanceAPI(APPID, SECRET)
etadata = EtaReader(signature=signature, etadata = EtaReader(signature=signature,
classifylisturl = classifylisturl, classifylisturl=classifylisturl,
classifyidlisturl=classifyidlisturl,
edbcodedataurl=edbcodedataurl,
edbcodelist=edbcodelist,
edbdatapushurl=edbdatapushurl,
edbdeleteurl=edbdeleteurl,
edbbusinessurl=edbbusinessurl
)
# 获取数据
if is_eta:
logger.info('从eta获取数据...')
signature = BinanceAPI(APPID, SECRET)
etadata = EtaReader(signature=signature,
classifylisturl=classifylisturl,
classifyidlisturl=classifyidlisturl, classifyidlisturl=classifyidlisturl,
edbcodedataurl=edbcodedataurl, edbcodedataurl=edbcodedataurl,
edbcodelist=edbcodelist, edbcodelist=edbcodelist,
edbdatapushurl=edbdatapushurl, edbdatapushurl=edbdatapushurl,
edbdeleteurl=edbdeleteurl, edbdeleteurl=edbdeleteurl,
edbbusinessurl=edbbusinessurl edbbusinessurl=edbbusinessurl,
) )
# 获取数据 df_zhibiaoshuju, df_zhibiaoliebiao = etadata.get_eta_api_pp_data(data_set=data_set, dataset=dataset) # 原始数据,未处理
if is_eta:
# eta数据
logger.info('从eta获取数据...')
signature = BinanceAPI(APPID, SECRET)
etadata = EtaReader(signature=signature,
classifylisturl = classifylisturl,
classifyidlisturl=classifyidlisturl,
edbcodedataurl=edbcodedataurl,
edbcodelist=edbcodelist,
edbdatapushurl=edbdatapushurl,
edbdeleteurl=edbdeleteurl,
edbbusinessurl=edbbusinessurl,
)
df_zhibiaoshuju,df_zhibiaoliebiao = etadata.get_eta_api_pp_data(data_set=data_set,dataset=dataset) # 原始数据,未处理
if is_market:
logger.info('从市场信息平台获取数据...')
try:
# 如果是测试环境最高价最低价取excel文档
if server_host == '192.168.100.53':
logger.info('从excel文档获取最高价最低价')
df_zhibiaoshuju = get_high_low_data(df_zhibiaoshuju)
else:
logger.info('从市场信息平台获取数据')
df_zhibiaoshuju = get_market_data(end_time,df_zhibiaoshuju)
except :
logger.info('最高最低价拼接失败')
# 保存到xlsx文件的sheet表
with pd.ExcelWriter(os.path.join(dataset,data_set)) as file:
df_zhibiaoshuju.to_excel(file, sheet_name='指标数据', index=False)
df_zhibiaoliebiao.to_excel(file, sheet_name='指标列表', index=False)
# 数据处理 # 数据处理
df = datachuli_juxiting(df_zhibiaoshuju,df_zhibiaoliebiao,y = y,dataset=dataset,add_kdj=add_kdj,is_timefurture=is_timefurture,end_time=end_time) df = datachuli_juxiting(df_zhibiaoshuju, df_zhibiaoliebiao, y=y, dataset=dataset, add_kdj=add_kdj, is_timefurture=is_timefurture,
end_time=end_time)
else: else:
logger.info('读取本地数据:'+os.path.join(dataset,data_set)) # 读取数据
df = getdata_juxiting(filename=os.path.join(dataset,data_set),y=y,dataset=dataset,add_kdj=add_kdj,is_timefurture=is_timefurture,end_time=end_time) # 原始数据,未处理 logger.info('读取本地数据:' + os.path.join(dataset, data_set))
df,df_zhibiaoliebiao = getdata_juxiting(filename=os.path.join(dataset, data_set), y=y, dataset=dataset, add_kdj=add_kdj,
is_timefurture=is_timefurture, end_time=end_time) # 原始数据,未处理
# 更改预测列名称 # 更改预测列名称
df.rename(columns={y:'y'},inplace=True) df.rename(columns={y: 'y'}, inplace=True)
if is_edbnamelist: if is_edbnamelist:
df = df[edbnamelist] df = df[edbnamelist]
df.to_csv(os.path.join(dataset,'指标数据.csv'), index=False) df.to_csv(os.path.join(dataset, '指标数据.csv'), index=False)
# 保存最新日期的y值到数据库 # 保存最新日期的y值到数据库
# 取第一行数据存储到数据库中 # 取第一行数据存储到数据库中
first_row = df[['ds','y']].tail(1) first_row = df[['ds', 'y']].tail(1)
# 判断y的类型是否为float
if not isinstance(first_row['y'].values[0], float):
logger.info(f'{end_time}预测目标数据为空,跳过')
return None
# 将最新真实值保存到数据库 # 将最新真实值保存到数据库
if not sqlitedb.check_table_exists('trueandpredict'): if not sqlitedb.check_table_exists('trueandpredict'):
first_row.to_sql('trueandpredict',sqlitedb.connection,index=False) first_row.to_sql('trueandpredict', sqlitedb.connection, index=False)
else: else:
for row in first_row.itertuples(index=False): for row in first_row.itertuples(index=False):
row_dict = row._asdict() row_dict = row._asdict()
row_dict['ds'] = row_dict['ds'].strftime('%Y-%m-%d %H:%M:%S') row_dict['ds'] = row_dict['ds'].strftime('%Y-%m-%d %H:%M:%S')
check_query = sqlitedb.select_data('trueandpredict',where_condition = f"ds = '{row.ds}'") check_query = sqlitedb.select_data('trueandpredict', where_condition=f"ds = '{row.ds}'")
if len(check_query) > 0: if len(check_query) > 0:
set_clause = ", ".join([f"{key} = '{value}'" for key, value in row_dict.items()]) set_clause = ", ".join([f"{key} = '{value}'" for key, value in row_dict.items()])
sqlitedb.update_data('trueandpredict',set_clause,where_condition = f"ds = '{row.ds}'") sqlitedb.update_data('trueandpredict', set_clause, where_condition=f"ds = '{row.ds}'")
continue continue
sqlitedb.insert_data('trueandpredict',tuple(row_dict.values()),columns=row_dict.keys()) sqlitedb.insert_data('trueandpredict', tuple(row_dict.values()), columns=row_dict.keys())
# 更新accuracy表的y值
if not sqlitedb.check_table_exists('accuracy'):
pass
else:
update_y = sqlitedb.select_data('accuracy',where_condition="y is null")
if len(update_y) > 0:
logger.info('更新accuracy表的y值')
# 找到update_y 中ds且df中的y的行
update_y = update_y[update_y['ds']<=end_time]
logger.info(f'要更新y的信息{update_y}')
# try:
for row in update_y.itertuples(index=False):
try:
row_dict = row._asdict()
yy = df[df['ds']==row_dict['ds']]['y'].values[0]
LOW = df[df['ds']==row_dict['ds']]['Brentzdj'].values[0]
HIGH = df[df['ds']==row_dict['ds']]['Brentzgj'].values[0]
sqlitedb.update_data('accuracy', f"y = {yy},LOW_PRICE = {LOW},HIGH_PRICE = {HIGH}", where_condition=f"ds = '{row_dict['ds']}'")
except:
logger.info(f'更新accuracy表的y值失败{row_dict}')
# except Exception as e:
# logger.info(f'更新accuracy表的y值失败{e}')
import datetime import datetime
# 判断当前日期是不是周一 # 判断当前日期是不是周一
is_weekday = datetime.datetime.now().weekday() == 0 is_weekday = datetime.datetime.now().weekday() == 0
if is_weekday: if is_weekday:
logger.info('今天是周一,更新预测模型') logger.info('今天是周一,更新预测模型')
# 计算最近20天预测残差最低的模型名称 # 计算最近60天预测残差最低的模型名称
model_results = sqlitedb.select_data('trueandpredict', order_by="ds DESC", limit="60")
model_results = sqlitedb.select_data('trueandpredict',order_by = "ds DESC",limit = "20") # 删除空值率为90%以上的列
# 删除空值率为40%以上的列,删除空行 if len(model_results) > 10:
model_results = model_results.dropna(thresh=len(model_results)*0.6,axis=1) model_results = model_results.dropna(thresh=len(model_results)*0.1,axis=1)
# 删除空行
model_results = model_results.dropna() model_results = model_results.dropna()
modelnames = model_results.columns.to_list()[2:] modelnames = model_results.columns.to_list()[2:-1]
for col in model_results[modelnames].select_dtypes(include=['object']).columns: for col in model_results[modelnames].select_dtypes(include=['object']).columns:
model_results[col] = model_results[col].astype(np.float32) model_results[col] = model_results[col].astype(np.float32)
# 计算每个预测值与真实值之间的偏差率 # 计算每个预测值与真实值之间的偏差率
for model in modelnames: for model in modelnames:
model_results[f'{model}_abs_error_rate'] = abs(model_results['y'] - model_results[model]) / model_results['y'] model_results[f'{model}_abs_error_rate'] = abs(model_results['y'] - model_results[model]) / model_results['y']
# 获取每行对应的最小偏差率值 # 获取每行对应的最小偏差率值
min_abs_error_rate_values = model_results.apply(lambda row: row[[f'{model}_abs_error_rate' for model in modelnames]].min(), axis=1) min_abs_error_rate_values = model_results.apply(lambda row: row[[f'{model}_abs_error_rate' for model in modelnames]].min(), axis=1)
# 获取每行对应的最小偏差率值对应的列名 # 获取每行对应的最小偏差率值对应的列名
@ -93,64 +181,90 @@ def predict_main():
min_abs_error_rate_column_name = min_abs_error_rate_column_name.map(lambda x: x.split('_')[0]) min_abs_error_rate_column_name = min_abs_error_rate_column_name.map(lambda x: x.split('_')[0])
# 取出现次数最多的模型名称 # 取出现次数最多的模型名称
most_common_model = min_abs_error_rate_column_name.value_counts().idxmax() most_common_model = min_abs_error_rate_column_name.value_counts().idxmax()
logger.info(f"最近20天预测残差最低的模型名称{most_common_model}") logger.info(f"最近60天预测残差最低的模型名称{most_common_model}")
# 保存结果到数据库 # 保存结果到数据库
if not sqlitedb.check_table_exists('most_model'): if not sqlitedb.check_table_exists('most_model'):
sqlitedb.create_table('most_model',columns="ds datetime, most_common_model TEXT") sqlitedb.create_table('most_model', columns="ds datetime, most_common_model TEXT")
sqlitedb.insert_data('most_model',(datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S'),most_common_model,),columns=('ds','most_common_model',)) sqlitedb.insert_data('most_model', (datetime.datetime.now().strftime('%Y-%m-%d %H:%M:%S'), most_common_model,), columns=('ds', 'most_common_model',))
try:
if is_weekday:
# if True:
logger.info('今天是周一,发送特征预警')
# 上传预警信息到数据库
warning_data_df = df_zhibiaoliebiao.copy()
warning_data_df = warning_data_df[warning_data_df['停更周期']> 3 ][['指标名称', '指标id', '频度','更新周期','指标来源','最后更新时间','停更周期']]
# 重命名列名
warning_data_df = warning_data_df.rename(columns={'指标名称': 'INDICATOR_NAME', '指标id': 'INDICATOR_ID', '频度': 'FREQUENCY', '更新周期': 'UPDATE_FREQUENCY', '指标来源': 'DATA_SOURCE', '最后更新时间': 'LAST_UPDATE_DATE', '停更周期': 'UPDATE_SUSPENSION_CYCLE'})
from sqlalchemy import create_engine
import urllib
global password
if '@' in password:
password = urllib.parse.quote_plus(password)
engine = create_engine(f'mysql+pymysql://{dbusername}:{password}@{host}:{port}/{dbname}')
warning_data_df['WARNING_DATE'] = datetime.date.today().strftime("%Y-%m-%d %H:%M:%S")
warning_data_df['TENANT_CODE'] = 'T0004'
# 插入数据之前查询表数据然后新增id列
existing_data = pd.read_sql(f"SELECT * FROM {table_name}", engine)
if not existing_data.empty:
max_id = existing_data['ID'].astype(int).max()
warning_data_df['ID'] = range(max_id + 1, max_id + 1 + len(warning_data_df))
else:
warning_data_df['ID'] = range(1, 1 + len(warning_data_df))
warning_data_df.to_sql(table_name, con=engine, if_exists='append', index=False)
if is_update_warning_data:
upload_warning_info(len(warning_data_df))
except:
logger.info('上传预警信息到数据库失败')
if is_corr: if is_corr:
df = corr_feature(df=df) df = corr_feature(df=df)
df1 = df.copy() # 备份一下后面特征筛选完之后加入ds y 列用 df1 = df.copy() # 备份一下后面特征筛选完之后加入ds y 列用
logger.info(f"开始训练模型...") logger.info(f"开始训练模型...")
row,col = df.shape row, col = df.shape
now = datetime.datetime.now().strftime('%Y%m%d%H%M%S') now = datetime.datetime.now().strftime('%Y%m%d%H%M%S')
ex_Model(df, ex_Model(df,
horizon=horizon, horizon=horizon,
input_size=input_size, input_size=input_size,
train_steps=train_steps, train_steps=train_steps,
val_check_steps=val_check_steps, val_check_steps=val_check_steps,
early_stop_patience_steps=early_stop_patience_steps, early_stop_patience_steps=early_stop_patience_steps,
is_debug=is_debug, is_debug=is_debug,
dataset=dataset, dataset=dataset,
is_train=is_train, is_train=is_train,
is_fivemodels=is_fivemodels, is_fivemodels=is_fivemodels,
val_size=val_size, val_size=val_size,
test_size=test_size, test_size=test_size,
settings=settings, settings=settings,
now=now, now=now,
etadata = etadata, etadata=etadata,
modelsindex = modelsindex, modelsindex=modelsindex,
data = data, data=data,
is_eta=is_eta, is_eta=is_eta,
end_time=end_time, end_time=end_time,
) )
logger.info('模型训练完成') logger.info('模型训练完成')
# # 模型评估
logger.info('训练数据绘图ing') logger.info('训练数据绘图ing')
model_results3 = model_losss_juxiting(sqlitedb) model_results3 = model_losss_juxiting(sqlitedb)
logger.info('训练数据绘图end') logger.info('训练数据绘图end')
# 模型报告
# 模型报告
logger.info('制作报告ing') logger.info('制作报告ing')
title = f'{settings}--{now}-预测报告' # 报告标题 title = f'{settings}--{end_time}-预测报告' # 报告标题
reportname = f'PP大模型预测报告--{end_time}.pdf' # 报告文件名
reportname = reportname.replace(':', '-') # 替换冒号
pp_export_pdf(dataset=dataset,num_models = 5 if is_fivemodels else 22,time=end_time, pp_export_pdf(dataset=dataset,num_models = 5 if is_fivemodels else 22,time=end_time,
reportname=reportname,sqlitedb=sqlitedb), reportname=reportname,sqlitedb=sqlitedb),
logger.info('制作报告end') logger.info('制作报告end')
logger.info('模型训练完成') logger.info('模型训练完成')
# tansuanli_export_pdf(dataset=dataset,num_models = 5 if is_fivemodels else 22,end_time=end_time,reportname=reportname)
# # LSTM 单变量模型 # # LSTM 单变量模型
# ex_Lstm(df,input_seq_len=input_size,output_seq_len=horizon,is_debug=is_debug,dataset=dataset) # ex_Lstm(df,input_seq_len=input_size,output_seq_len=horizon,is_debug=is_debug,dataset=dataset)
@ -170,8 +284,18 @@ def predict_main():
file=max(glob.glob(os.path.join(dataset,'*.pdf')), key=os.path.getctime), file=max(glob.glob(os.path.join(dataset,'*.pdf')), key=os.path.getctime),
ssl=ssl, ssl=ssl,
) )
m.send_mail() # m.send_mail()
if __name__ == '__main__': if __name__ == '__main__':
# global end_time
# is_on = True
# # 遍历2024-11-25 到 2024-12-3 之间的工作日日期
# for i_time in pd.date_range('2025-1-20', '2025-2-6', freq='B'):
# end_time = i_time.strftime('%Y-%m-%d')
# try:
# predict_main()
# except:
# pass
predict_main() predict_main()

View File

@ -187,9 +187,9 @@ def ex_Model(df,horizon,input_size,train_steps,val_check_steps,early_stop_patien
filename = max(glob.glob(os.path.join(dataset,'*.joblib')), key=os.path.getctime) filename = max(glob.glob(os.path.join(dataset,'*.joblib')), key=os.path.getctime)
logger.info('读取模型:'+ filename) logger.info('读取模型:'+ filename)
nf = load(filename) nf = load(filename)
# 测试集预测 # # 测试集预测
# nf_test_preds = nf.cross_validation(df=df_test, val_size=val_size, test_size=test_size, n_windows=None) # nf_test_preds = nf.cross_validation(df=df_test, val_size=val_size, test_size=test_size, n_windows=None)
# 测试集预测结果保存 # # 测试集预测结果保存
# nf_test_preds.to_csv(os.path.join(dataset,"cross_validation.csv"),index=False) # nf_test_preds.to_csv(os.path.join(dataset,"cross_validation.csv"),index=False)
df_test['ds'] = pd.to_datetime(df_test['ds'], errors='coerce') df_test['ds'] = pd.to_datetime(df_test['ds'], errors='coerce')
@ -1057,6 +1057,431 @@ def model_losss(sqlitedb,end_time):
_plt_model_results3() _plt_model_results3()
return model_results3 return model_results3
# 聚烯烃计算预测评估指数
@exception_logger
def model_losss_juxitingbak(sqlitedb,end_time):
global dataset
global rote
most_model = [sqlitedb.select_data('most_model',columns=['most_common_model'],order_by='ds desc',limit=1).values[0][0]]
most_model_name = most_model[0]
# 预测数据处理 predict
df_combined = loadcsv(os.path.join(dataset,"cross_validation.csv"))
df_combined.drop(columns=['cutoff'],inplace=True)
df_combined['CREAT_DATE'] = end_time
df_combined = dateConvert(df_combined)
# df_combined = sqlitedb.select_data('accuracy',where_condition=f"created_dt <= '{end_time}'")
df_combined4 = df_combined.copy() # 备份df_combined,后面画图需要
# 删除缺失值大于80%的列
logger.info(df_combined.shape)
df_combined = df_combined.loc[:, df_combined.isnull().mean() < 0.8]
logger.info(df_combined.shape)
# 删除缺失值
df_combined.dropna(inplace=True)
logger.info(df_combined.shape)
# 其他列转为数值类型
df_combined = df_combined.astype({col: 'float32' for col in df_combined.columns if col not in ['CREAT_DATE','ds','created_dt'] })
# 使用 groupby 和 transform 结合 lambda 函数来获取每个分组中 cutoff 的最小值,并创建一个新的列来存储这个最大值
df_combined['max_cutoff'] = df_combined.groupby('ds')['CREAT_DATE'].transform('max')
# 然后筛选出那些 cutoff 等于 max_cutoff 的行,这样就得到了每个分组中 cutoff 最大的行,并保留了其他列
df_combined = df_combined[df_combined['CREAT_DATE'] == df_combined['max_cutoff']]
# 删除模型生成的cutoff列
df_combined.drop(columns=['CREAT_DATE', 'max_cutoff','created_dt','min_within_quantile','max_within_quantile','id','min_price','max_price','LOW_PRICE','HIGH_PRICE','mean'], inplace=True)
# 获取模型名称
modelnames = df_combined.columns.to_list()[1:]
if 'y' in modelnames:
modelnames.remove('y')
df_combined3 = df_combined.copy() # 备份df_combined,后面画图需要
# 空的列表存储每个模型的MSE、RMSE、MAE、MAPE、SMAPE
cellText = []
# 遍历模型名称,计算模型评估指标
for model in modelnames:
modelmse = mse(df_combined['y'], df_combined[model])
modelrmse = rmse(df_combined['y'], df_combined[model])
modelmae = mae(df_combined['y'], df_combined[model])
# modelmape = mape(df_combined['y'], df_combined[model])
# modelsmape = smape(df_combined['y'], df_combined[model])
# modelr2 = r2_score(df_combined['y'], df_combined[model])
cellText.append([model,round(modelmse, 3), round(modelrmse, 3), round(modelmae, 3)])
model_results3 = pd.DataFrame(cellText,columns=['模型(Model)','平均平方误差(MSE)', '均方根误差(RMSE)', '平均绝对误差(MAE)'])
# 按MSE降序排列
model_results3 = model_results3.sort_values(by='平均平方误差(MSE)', ascending=True)
model_results3.to_csv(os.path.join(dataset,"model_evaluation.csv"),index=False)
modelnames = model_results3['模型(Model)'].tolist()
allmodelnames = modelnames.copy()
# 保存5个最佳模型的名称
if len(modelnames) > 5:
modelnames = modelnames[0:5]
if is_fivemodels:
pass
else:
with open(os.path.join(dataset,"best_modelnames.txt"), 'w') as f:
f.write(','.join(modelnames) + '\n')
# 预测值与真实值对比图
plt.rcParams['font.sans-serif'] = ['SimHei']
plt.figure(figsize=(15, 10))
for n,model in enumerate(modelnames[:5]):
plt.subplot(3, 2, n+1)
plt.plot(df_combined3['ds'], df_combined3['y'], label='真实值')
plt.plot(df_combined3['ds'], df_combined3[model], label=model)
plt.legend()
plt.xlabel('日期')
plt.ylabel('价格')
plt.title(model+'拟合')
plt.subplots_adjust(hspace=0.5)
plt.savefig(os.path.join(dataset,'预测值与真实值对比图.png'), bbox_inches='tight')
plt.close()
# # 历史数据+预测数据
# # 拼接未来时间预测
df_predict = pd.read_csv(os.path.join(dataset,'predict.csv'))
df_predict.drop('unique_id',inplace=True,axis=1)
df_predict.dropna(axis=1,inplace=True)
try:
df_predict['ds'] = pd.to_datetime(df_predict['ds'],format=r'%Y-%m-%d')
except ValueError :
df_predict['ds'] = pd.to_datetime(df_predict['ds'],format=r'%Y/%m/%d')
def first_row_to_database(df):
# # 取第一行数据存储到数据库中
first_row = df.head(1)
first_row['ds'] = first_row['ds'].dt.strftime('%Y-%m-%d 00:00:00')
# 将预测结果保存到数据库
if not sqlitedb.check_table_exists('trueandpredict'):
first_row.to_sql('trueandpredict',sqlitedb.connection,index=False)
else:
for col in first_row.columns:
sqlitedb.add_column_if_not_exists('trueandpredict',col,'TEXT')
for row in first_row.itertuples(index=False):
row_dict = row._asdict()
columns=row_dict.keys()
check_query = sqlitedb.select_data('trueandpredict',where_condition = f"ds = '{row.ds}'")
if len(check_query) > 0:
set_clause = ", ".join([f"{key} = '{value}'" for key, value in row_dict.items()])
sqlitedb.update_data('trueandpredict',set_clause,where_condition = f"ds = '{row.ds}'")
continue
sqlitedb.insert_data('trueandpredict',tuple(row_dict.values()),columns=columns)
first_row_to_database(df_predict)
df_combined3 = pd.concat([df_combined3, df_predict]).reset_index(drop=True)
# 计算每个模型与最佳模型的绝对误差比例根据设置的阈值rote筛选预测值显示最大最小值
names = []
names_df = df_combined3.copy()
for col in allmodelnames:
names_df[f'{col}-{most_model_name}-误差比例'] = abs(names_df[col] - names_df[most_model_name]) / names_df[most_model_name]
names.append(f'{col}-{most_model_name}-误差比例')
names_df = names_df[names]
def add_rote_column(row):
columns = []
for r in names_df.columns:
if row[r] <= rote:
columns.append(r.split('-')[0])
return pd.Series([columns], index=['columns'])
names_df['columns'] = names_df.apply(add_rote_column, axis=1)
def add_upper_lower_bound(row):
print(row['columns'])
print(type(row['columns']))
# 计算上边界值
upper_bound = df_combined3.loc[row.name,row['columns']].max()
# 计算下边界值
lower_bound = df_combined3.loc[row.name,row['columns']].min()
return pd.Series([lower_bound, upper_bound], index=['min_within_quantile', 'max_within_quantile'])
df_combined3[['min_within_quantile','max_within_quantile']] = names_df.apply(add_upper_lower_bound, axis=1)
def find_closest_values(row):
x = row.y
if x is None or np.isnan(x):
return pd.Series([None, None], index=['min_price','max_price'])
# row = row.drop('ds')
row = row.values.tolist()
row.sort()
print(row)
# x 在row中的索引
index = row.index(x)
if index == 0:
return pd.Series([row[index+1], row[index+2]], index=['min_price','max_price'])
elif index == len(row)-1:
return pd.Series([row[index-2], row[index-1]], index=['min_price','max_price'])
else:
return pd.Series([row[index-1], row[index+1]], index=['min_price','max_price'])
def find_most_common_model():
# 最多频率的模型名称
min_model_max_frequency_model = df_combined3['min_model'].tail(60).value_counts().idxmax()
max_model_max_frequency_model = df_combined3['max_model'].tail(60).value_counts().idxmax()
if min_model_max_frequency_model == max_model_max_frequency_model:
# 取60天第二多的模型
max_model_max_frequency_model = df_combined3['max_model'].tail(60).value_counts().nlargest(2).index[1]
df_predict['min_model'] = min_model_max_frequency_model
df_predict['max_model'] = max_model_max_frequency_model
df_predict['min_within_quantile'] = df_predict[min_model_max_frequency_model]
df_predict['max_within_quantile'] = df_predict[max_model_max_frequency_model]
# find_most_common_model()
df_combined3['ds'] = pd.to_datetime(df_combined3['ds'])
df_combined3['ds'] = df_combined3['ds'].dt.strftime('%Y-%m-%d')
df_predict2 = df_combined3.tail(horizon)
# 保存到数据库
if not sqlitedb.check_table_exists('accuracy'):
columns = ','.join(df_combined3.columns.to_list()+['id','CREAT_DATE','min_price','max_price','LOW_PRICE','HIGH_PRICE','mean'])
sqlitedb.create_table('accuracy',columns=columns)
existing_data = sqlitedb.select_data(table_name = "accuracy")
if not existing_data.empty:
max_id = existing_data['id'].astype(int).max()
df_predict2['id'] = range(max_id + 1, max_id + 1 + len(df_predict2))
else:
df_predict2['id'] = range(1, 1 + len(df_predict2))
df_predict2['CREAT_DATE'] = end_time
save_to_database(sqlitedb,df_predict2,"accuracy",end_time)
# 上周准确率计算
accuracy_df = sqlitedb.select_data(table_name = "accuracy")
predict_y = accuracy_df.copy()
# ids = predict_y[predict_y['min_price'].isnull()]['id'].tolist()
ids = predict_y['id'].tolist()
# 准确率基准与绘图上下界逻辑一致
# predict_y[['min_price','max_price']] = predict_y[['min_within_quantile','max_within_quantile']]
# 模型评估前五均值
# predict_y['min_price'] = predict_y[modelnames].mean(axis=1) -1
# predict_y['max_price'] = predict_y[modelnames].mean(axis=1) +1
# 模型评估前十均值
predict_y['min_price'] = predict_y[allmodelnames[0:10]].mean(axis=1) -1.5
predict_y['mean'] = predict_y[allmodelnames[0:10]].mean(axis=1)
predict_y['max_price'] = predict_y[allmodelnames[0:10]].mean(axis=1) +1.5
# 模型评估前十最大最小
# allmodelnames 和 predict_y 列 重复的
# allmodelnames = [col for col in allmodelnames if col in predict_y.columns]
# predict_y['min_price'] = predict_y[allmodelnames[0:10]].min(axis=1)
# predict_y['max_price'] = predict_y[allmodelnames[0:10]].max(axis=1)
for id in ids:
row = predict_y[predict_y['id'] == id]
try:
sqlitedb.update_data('accuracy',f"min_price = {row['min_price'].values[0]},max_price = {row['max_price'].values[0]},mean={row['mean'].values[0]}",f"id = {id}")
except:
logger.error(f'更新accuracy表中的min_price,max_price,mean值失败row={row}')
df = accuracy_df.copy()
df['ds'] = pd.to_datetime(df['ds'])
df = df.reindex()
# 判断预测值在不在布伦特最高最低价范围内准确率为1否则为0
def is_within_range(row):
for model in allmodelnames:
if row['LOW_PRICE'] <= row[col] <= row['HIGH_PRICE']:
return 1
else:
return 0
# 定义一个函数来计算准确率
def calculate_accuracy(row):
# 比较真实最高最低,和预测最高最低 计算准确率
# 全子集情况:
if (row['max_price'] >= row['HIGH_PRICE'] and row['min_price'] <= row['LOW_PRICE']) or \
(row['max_price'] <= row['HIGH_PRICE'] and row['min_price'] >= row['LOW_PRICE']):
return 1
# 无交集情况:
if row['max_price'] < row['LOW_PRICE'] or \
row['min_price'] > row['HIGH_PRICE']:
return 0
# 有交集情况:
else:
sorted_prices = sorted([row['LOW_PRICE'], row['min_price'], row['max_price'], row['HIGH_PRICE']])
middle_diff = sorted_prices[2] - sorted_prices[1]
price_range = row['HIGH_PRICE'] - row['LOW_PRICE']
accuracy = middle_diff / price_range
return accuracy
columns = ['HIGH_PRICE','LOW_PRICE','min_price','max_price']
df[columns] = df[columns].astype(float)
df['ACCURACY'] = df.apply(calculate_accuracy, axis=1)
# df['ACCURACY'] = df.apply(is_within_range, axis=1)
# 计算准确率并保存结果
def _get_accuracy_rate(df,create_dates,ds_dates):
df3 = df.copy()
df3 = df3[df3['CREAT_DATE'].isin(create_dates)]
df3 = df3[df3['ds'].isin(ds_dates)]
accuracy_rote = 0
for i,group in df3.groupby('CREAT_DATE'):
accuracy_rote += (group['ACCURACY'].sum()/len(group))*weight_dict[len(group)-1]
accuracy_rote = round(accuracy_rote,2)
df4 = pd.DataFrame(columns=['开始日期','结束日期','准确率'])
df4.loc[len(df4)] = {'开始日期':ds_dates[0],'结束日期':ds_dates[-1],'准确率':accuracy_rote}
df4.to_sql("accuracy_rote", con=sqlitedb.connection, if_exists='append', index=False)
create_dates,ds_dates = get_week_date(end_time)
_get_accuracy_rate(df,create_dates,ds_dates)
def _add_abs_error_rate():
# 计算每个预测值与真实值之间的偏差率
for model in allmodelnames:
df_combined3[f'{model}_abs_error_rate'] = abs(df_combined3['y'] - df_combined3[model]) / df_combined3['y']
# 获取每行对应的最小偏差率值
min_abs_error_rate_values = df_combined3.apply(lambda row: row[[f'{model}_abs_error_rate' for model in allmodelnames]].min(), axis=1)
# 获取每行对应的最小偏差率值对应的列名
min_abs_error_rate_column_name = df_combined3.apply(lambda row: row[[f'{model}_abs_error_rate' for model in allmodelnames]].idxmin(), axis=1)
# 将列名索引转换为列名
min_abs_error_rate_column_name = min_abs_error_rate_column_name.map(lambda x: x.split('_')[0])
# 获取最小偏差率对应的模型的预测值
min_abs_error_rate_predictions = df_combined3.apply(lambda row: row[min_abs_error_rate_column_name[row.name]], axis=1)
# 将最小偏差率对应的模型的预测值添加到DataFrame中
df_combined3['min_abs_error_rate_prediction'] = min_abs_error_rate_predictions
df_combined3['min_abs_error_rate_column_name'] = min_abs_error_rate_column_name
# _add_abs_error_rate()
# 判断 df 的数值列转为float
for col in df_combined3.columns:
try:
if col != 'ds':
df_combined3[col] = df_combined3[col].astype(float)
df_combined3[col] = df_combined3[col].round(2)
except ValueError:
pass
df_combined3.to_csv(os.path.join(dataset,"testandpredict_groupby.csv"),index=False)
# 历史价格+预测价格
sqlitedb.drop_table('testandpredict_groupby')
df_combined3.to_sql('testandpredict_groupby',sqlitedb.connection,index=False)
def _plt_predict_ture(df):
lens = df.shape[0] if df.shape[0] < 180 else 90
df = df[-lens:] # 取180个数据点画图
# 历史价格
plt.figure(figsize=(20, 10))
# 时间格式更改
df['ds'] = pd.to_datetime(df['ds'])
plt.plot(df['ds'], df['y'], label='真实值')
# 颜色填充
plt.fill_between(df['ds'], df['max_within_quantile'], df['min_within_quantile'], alpha=0.2)
# markers = ['o', 's', '^', 'D', 'v', '*', 'p', 'h', 'H', '+', 'x', 'd']
# random_marker = random.choice(markers)
# for model in allmodelnames:
# for model in ['BiTCN','RNN']:
# plt.plot(df['ds'], df[model], label=model,marker=random_marker)
# plt.plot(df_combined3['ds'], df_combined3['min_abs_error_rate_prediction'], label='最小绝对误差', linestyle='--', color='orange')
# 网格
plt.grid(True)
# 显示历史值
for i, j in zip(df['ds'], df['y']):
plt.text(i, j, str(j), ha='center', va='bottom')
for model in most_model:
plt.plot(df['ds'], df[model], label=model,marker='o')
# 当前日期画竖虚线
plt.axvline(x=df['ds'].iloc[-horizon], color='r', linestyle='--')
plt.legend()
plt.xlabel('日期')
# 设置横轴日期格式为年-月-日
plt.gca().xaxis.set_major_formatter(mdates.DateFormatter('%Y-%m-%d'))
# 自动设置横轴日期显示
plt.gca().xaxis.set_major_locator(mdates.AutoDateLocator())
plt.xticks(rotation=45) # 日期标签旋转45度防止重叠
plt.ylabel('价格')
plt.savefig(os.path.join(dataset,'历史价格-预测值.png'), bbox_inches='tight')
plt.close()
def _plt_modeltopten_predict_ture(df):
df['ds'] = pd.to_datetime(df['ds'])
df['max_cutoff'] = df.groupby('ds')['CREAT_DATE'].transform('max')
df = df[df['CREAT_DATE'] == df['max_cutoff']]
df['mean'] = df['mean'].astype(float)
lens = df.shape[0] if df.shape[0] < 180 else 180
df = df[-lens:] # 取180个数据点画图
# 历史价格
plt.figure(figsize=(20, 10))
plt.plot(df['ds'], df['y'], label='真实值')
plt.plot(df['ds'], df['mean'], label='模型前十均值', linestyle='--', color='orange')
# 颜色填充
plt.fill_between(df['ds'], df['max_price'], df['min_price'], alpha=0.2)
# markers = ['o', 's', '^', 'D', 'v', '*', 'p', 'h', 'H', '+', 'x', 'd']
# random_marker = random.choice(markers)
# for model in allmodelnames:
# for model in ['BiTCN','RNN']:
# plt.plot(df['ds'], df[model], label=model,marker=random_marker)
# plt.plot(df_combined3['ds'], df_combined3['min_abs_error_rate_prediction'], label='最小绝对误差', linestyle='--', color='orange')
# 网格
plt.grid(True)
# 显示历史值
for i, j in zip(df['ds'], df['y']):
plt.text(i, j, str(j), ha='center', va='bottom')
# 当前日期画竖虚线
plt.axvline(x=df['ds'].iloc[-horizon], color='r', linestyle='--')
plt.legend()
plt.xlabel('日期')
# 自动设置横轴日期显示
plt.gca().xaxis.set_major_locator(mdates.AutoDateLocator())
plt.xticks(rotation=45) # 日期标签旋转45度防止重叠
plt.ylabel('价格')
plt.savefig(os.path.join(dataset,'历史价格-预测值1.png'), bbox_inches='tight')
plt.close()
def _plt_predict_table(df):
# 预测值表格
fig, ax = plt.subplots(figsize=(20, 6))
ax.axis('off') # 关闭坐标轴
# 数值保留2位小数
df = df.round(2)
df = df[-horizon:]
df['Day'] = [f'Day_{i}' for i in range(1,horizon+1)]
# Day列放到最前面
df = df[['Day'] + list(df.columns[:-1])]
table = ax.table(cellText=df.values, colLabels=df.columns, loc='center')
#加宽表格
table.auto_set_font_size(False)
table.set_fontsize(10)
# 设置表格样式,列数据最小的用绿色标识
plt.savefig(os.path.join(dataset,'预测值表格.png'), bbox_inches='tight')
plt.close()
def _plt_model_results3():
# 可视化评估结果
plt.rcParams['font.sans-serif'] = ['SimHei']
fig, ax = plt.subplots(figsize=(20, 10))
ax.axis('off') # 关闭坐标轴
table = ax.table(cellText=model_results3.values, colLabels=model_results3.columns, loc='center')
# 加宽表格
table.auto_set_font_size(False)
table.set_fontsize(10)
# 设置表格样式,列数据最小的用绿色标识
plt.savefig(os.path.join(dataset,'模型评估.png'), bbox_inches='tight')
plt.close()
_plt_predict_ture(df_combined3)
_plt_modeltopten_predict_ture(df_combined4)
_plt_predict_table(df_combined3)
_plt_model_results3()
return model_results3
# 聚烯烃计算预测评估指数 # 聚烯烃计算预测评估指数
@ -1087,6 +1512,8 @@ def model_losss_juxiting(sqlitedb):
modelnames = df_combined.columns.to_list()[1:] modelnames = df_combined.columns.to_list()[1:]
if 'y' in modelnames: if 'y' in modelnames:
modelnames.remove('y') modelnames.remove('y')
if 'ds' in modelnames:
modelnames.remove('ds')
df_combined3 = df_combined.copy() # 备份df_combined,后面画图需要 df_combined3 = df_combined.copy() # 备份df_combined,后面画图需要
@ -1710,8 +2137,10 @@ def pp_export_pdf(num_indicators=475,num_models=21, num_dayindicator=202,inputsi
#计算各列对于y列的差值百分比 #计算各列对于y列的差值百分比
df3 = pd.DataFrame() # 存储偏差率 df3 = pd.DataFrame() # 存储偏差率
# 删除有null的行 # 删除y列有空值的行
df4 = df4.dropna() df4 = df4.dropna(subset=['y'])
# # 删除有null的行
# df4 = df4.dropna()
df3['ds'] = df4['ds'] df3['ds'] = df4['ds']
for col in fivemodels_list: for col in fivemodels_list:
df3[col] = round(abs(df4[col] - df4['y']) / df4['y'] * 100,2) df3[col] = round(abs(df4[col] - df4['y']) / df4['y'] * 100,2)