聚烯烃次日预测,本周预测最佳模型计算
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@ -86,6 +86,11 @@ bdwdname = [
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'次日'
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'次日'
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]
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]
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# 数据库预测结果表八大维度列名
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price_columns = [
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'day_price', 'week_price', 'second_week_price', 'next_week_price',
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'next_month_price', 'next_february_price', 'next_march_price', 'next_april_price'
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]
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modelsindex = [{
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modelsindex = [{
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'NHITS': 'SELF0000077',
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'NHITS': 'SELF0000077',
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@ -51,6 +51,7 @@ global_config = {
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'baicangidnamedict': None, # 百川id名称映射
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'baicangidnamedict': None, # 百川id名称映射
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'modelsindex': None, # 模型索引
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'modelsindex': None, # 模型索引
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'bdwdname': None,
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'bdwdname': None,
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'price_columns': None,
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# 模型参数
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# 模型参数
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'data_set': None, # 数据集名称
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'data_set': None, # 数据集名称
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@ -746,6 +747,25 @@ def calculate_kdj(data, n=9):
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# data = data.dropna()
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# data = data.dropna()
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return data
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return data
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# 计算因子与预测目标的相关性
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def calculate_correlation(df):
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try:
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yy = df['y']
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# 去掉ds y
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df = df.drop(columns=['ds', 'y'])
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# 计算相关系数
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corr = df.corrwith(yy)
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# 输出相关系数
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print(corr)
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# 保存结果
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corr.to_csv(os.path.join(config.dataset, '相关系数.csv'))
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except Exception as e:
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config.logger.info('计算相关系数错误:', e)
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finally:
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config.logger.info('计算相关系数完成')
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def check_column(df, col_name, two_months_ago):
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def check_column(df, col_name, two_months_ago):
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'''
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'''
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@ -1080,6 +1100,7 @@ def datachuli_juxiting(df_zhibiaoshuju, df_zhibiaoliebiao, datecol='date', end_t
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if add_kdj:
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if add_kdj:
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df = calculate_kdj(df)
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df = calculate_kdj(df)
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calculate_correlation(df=df)
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featureAnalysis(df, dataset=dataset, y=y)
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featureAnalysis(df, dataset=dataset, y=y)
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return df
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return df
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@ -40,3 +40,39 @@ class PredictionResult(BaseModel):
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create_date: Optional[datetime] = None
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create_date: Optional[datetime] = None
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update_user: Optional[str] = None
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update_user: Optional[str] = None
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update_date: Optional[datetime] = None
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update_date: Optional[datetime] = None
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class PpPredictionResult(BaseModel):
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feature_factor_frequency: str
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strategy_id: int
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oil_code: Optional[str] = 'PP'
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oil_name: Optional[str] = 'PP期货'
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data_date: Optional[datetime] = None
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market_price: Optional[Decimal] = None
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day_price: Optional[Decimal] = None
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week_price: Optional[Decimal] = None
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second_week_price: Optional[Decimal] = None
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next_week_price: Optional[Decimal] = None
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next_month_price: Optional[Decimal] = None
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next_february_price: Optional[Decimal] = None
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next_march_price: Optional[Decimal] = None
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next_april_price: Optional[Decimal] = None
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model_evaluation_id: int
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model_id: int
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tenant_code: Optional[str] = None
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reserved_str1: Optional[str] = None
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reserved_str2: Optional[str] = None
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reserved_str3: Optional[str] = None
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reserved_str4: Optional[str] = None
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reserved_str5: Optional[str] = None
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reserved_num1: Optional[Decimal] = None
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reserved_num2: Optional[Decimal] = None
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reserved_num3: Optional[Decimal] = None
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reserved_num4: Optional[Decimal] = None
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reserved_num5: Optional[Decimal] = None
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version_num: Decimal = Decimal(1)
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delete_flag: str = '0'
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create_user: Optional[str] = None
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create_date: Optional[datetime] = None
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update_user: Optional[str] = None
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update_date: Optional[datetime] = None
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357
lib/tools.py
357
lib/tools.py
@ -37,7 +37,7 @@ import time
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import logging
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import logging
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from dotenv import load_dotenv
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from dotenv import load_dotenv
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from lib.pydantic_models import PredictionResult
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from lib.pydantic_models import PredictionResult, PpPredictionResult
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load_dotenv()
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load_dotenv()
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global logger
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global logger
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@ -642,6 +642,105 @@ def get_week_date(end_time):
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return create_dates, ds_dates
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return create_dates, ds_dates
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def get_bdwd_date(date=''):
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'''
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计算当前日期date对应的明天,五班后,下周日,下下周日,下月最后一天,下两月最后一天,下三月最后一天,下四月最后一天的日期
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参数:
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date (str): 输入的日期,格式为 '%Y-%m-%d',默认为空字符串,表示当前日期
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返回:
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dict: 包含所需日期的字典,键分别为 'tomorrow', 'five_working_days_later', 'next_sunday',
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'next_next_sunday', 'next_month_last_day', 'next_two_months_last_day',
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'next_three_months_last_day', 'next_four_months_last_day'
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'''
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import datetime
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if not date:
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current_date = datetime.date.today()
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else:
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current_date = datetime.datetime.strptime(date, '%Y-%m-%d').date()
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# 计算明天的日期
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tomorrow = current_date + datetime.timedelta(days=1)
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# 计算五班后的日期
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five_working_days_later = current_date
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working_days_count = 0
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while working_days_count < 5:
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five_working_days_later += datetime.timedelta(days=1)
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if five_working_days_later.weekday() < 5: # 周一到周五是工作日
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working_days_count += 1
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# 计算下周日的日期
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days_to_next_sunday = (6 - current_date.weekday()) % 7
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if days_to_next_sunday == 0:
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days_to_next_sunday = 7
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next_sunday = current_date + datetime.timedelta(days=days_to_next_sunday)
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# 计算下下周周日的日期
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next_next_sunday = next_sunday + datetime.timedelta(days=7)
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# 计算下下下周周日的日期
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next_next_next_sunday = next_next_sunday + datetime.timedelta(days=7)
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# 计算下月最后一天的日期
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next_month = current_date.replace(day=28) + datetime.timedelta(days=4)
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next_month_last_day = next_month.replace(
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day=1) - datetime.timedelta(days=1)
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# 计算下两月最后一天的日期
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next_two_months = next_month.replace(day=28) + datetime.timedelta(days=4)
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next_two_months_last_day = next_two_months.replace(
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day=1) - datetime.timedelta(days=1)
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# 计算下三月最后一天的日期
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next_three_months = next_two_months.replace(
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day=28) + datetime.timedelta(days=4)
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next_three_months_last_day = next_three_months.replace(
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day=1) - datetime.timedelta(days=1)
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# 计算下四月最后一天的日期
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next_four_months = next_three_months.replace(
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day=28) + datetime.timedelta(days=4)
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next_four_months_last_day = next_four_months.replace(
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day=1) - datetime.timedelta(days=1)
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# 计算下五月最后一天的日期
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next_five_months = next_four_months.replace(
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day=28) + datetime.timedelta(days=4)
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next_five_months_last_day = next_five_months.replace(
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day=1) - datetime.timedelta(days=1)
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return {
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'tomorrow': tomorrow.strftime('%Y-%m-%d'),
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'five_working_days_later': five_working_days_later.strftime('%Y-%m-%d'),
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# 'next_sunday': next_sunday.strftime('%Y-%m-%d'),
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'next_next_sunday': next_next_sunday.strftime('%Y-%m-%d'),
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'next_next_next_sunday': next_next_next_sunday.strftime('%Y-%m-%d'),
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# 'next_month_last_day': next_month_last_day.strftime('%Y-%m-%d'),
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'next_two_months_last_day': next_two_months_last_day.strftime('%Y-%m-%d'),
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'next_three_months_last_day': next_three_months_last_day.strftime('%Y-%m-%d'),
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'next_four_months_last_day': next_four_months_last_day.strftime('%Y-%m-%d'),
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'next_five_months_last_day': next_five_months_last_day.strftime('%Y-%m-%d'),
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}
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def get_bdwd_price(date, true_price, global_config):
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'''
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计算当前日期date对应的明天,五班后,下周日,下下周日,下月最后一天,下两月最后一天,下三月最后一天,下四月最后一天的价格
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'''
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bdwd_price = {}
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for wd in global_config['price_columns']:
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if wd == 'day_price':
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bdwd_price[wd] = true_price[true_price['ds'] == date][wd].values[0]
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if wd == 'week_price':
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bdwd_price[wd] = true_price[true_price['ds'] == date][wd].values[0]
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true_price[wd] = pd.to_numeric(true_price[wd])
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return
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class DeepSeek():
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class DeepSeek():
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def __init__(self):
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def __init__(self):
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pass
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pass
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@ -674,6 +773,17 @@ class DeepSeek():
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return summary
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return summary
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def get_model_id_name_dict(global_config):
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'''
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预测结果和模型表求子集得到模型名称
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'''
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tb = 'v_tbl_predict_models'
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sql = f'select model_name,id from {tb} '
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modelsname = global_config['db_mysql'].execute_query(sql)
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model_id_name_dict = {row['id']: row['model_name'] for row in modelsname}
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return model_id_name_dict
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def get_modelsname(df, global_config):
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def get_modelsname(df, global_config):
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'''
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'''
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预测结果和模型表求子集得到模型名称
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预测结果和模型表求子集得到模型名称
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@ -682,7 +792,7 @@ def get_modelsname(df, global_config):
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tb = 'v_tbl_predict_models'
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tb = 'v_tbl_predict_models'
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sql = f'select model_name,id from {tb} '
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sql = f'select model_name,id from {tb} '
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modelsname = global_config['db_mysql'].execute_query(sql)
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modelsname = global_config['db_mysql'].execute_query(sql)
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model_id_name_dict = {row['id']: row['model_name'] for row in modelsname}
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model_id_name_dict = get_model_id_name_dict(global_config=global_config)
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model_name_list = [row['model_name'] for row in modelsname]
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model_name_list = [row['model_name'] for row in modelsname]
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model_name_list = set(columns) & set(model_name_list)
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model_name_list = set(columns) & set(model_name_list)
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model_name_list = list(model_name_list)
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model_name_list = list(model_name_list)
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@ -709,5 +819,248 @@ def convert_df_to_pydantic(df_predict, model_id_name_dict, global_config):
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return results
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return results
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def convert_df_to_pydantic_pp(df_predict, model_id_name_dict, global_config):
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reverse_model_id_name_dict = {
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value: key for key, value in model_id_name_dict.items()}
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results = []
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data = global_config['DEFAULT_CONFIG'].copy()
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data['data_date'] = df_predict['created_dt'].values[0]
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if isinstance(data['data_date'], np.datetime64):
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data['data_date'] = pd.Timestamp(
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data['data_date']).to_pydatetime()
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for c in df_predict.columns:
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if c not in ['ds', 'created_dt']:
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data['model_id'] = reverse_model_id_name_dict[c]
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data['predicted_price'] = Decimal(
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round(df_predict[c].values[0], 2))
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result = PpPredictionResult(**data)
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results.append(result)
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return results
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# 查找上一交易日各维度的最佳模型
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def find_best_models(date='', global_config=None):
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best_models = {}
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model_id_name_dict = get_model_id_name_dict(global_config=global_config)
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import datetime
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if date == '':
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date = datetime.datetime.now().strftime('%Y-%m-%d')
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else:
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date = datetime.datetime.strptime(
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date, '%Y-%m-%d').strftime('%Y-%m-%d')
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# 获取真实价格的八个维度价格
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true_price = pd.read_csv(os.path.join(
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global_config['dataset'], '指标数据.csv'))
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true_price = true_price[['ds', 'y']]
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year = int(date.split('-')[0])
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month = int(date.split('-')[1])
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day = int(date.split('-')[2])
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# 计算六月前的年月
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if month <= 6:
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year = int(year) - 1
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month = 12
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else:
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month = month - 6
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tb = 'v_tbl_predict_pp_prediction_results'
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sql = f'select * from {tb} where data_date >= \'{year}-{month}-01\''
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# 数据库查询对应日期的预测值
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predictresult = global_config['db_mysql'].execute_query(sql)
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if len(predictresult) == 0:
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print('没有预测结果')
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return
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df = pd.DataFrame(predictresult)
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df = df[['data_date', 'model_id']+global_config['price_columns']]
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print('预测结果数量:', df.shape)
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print('预测结果日期范围:', df['data_date'].min(), '到', df['data_date'].max())
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# 遍历全局配置中的价格列
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for i, wd in enumerate(global_config['price_columns']):
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# 为每个价格列初始化一个空字典,用于存储最佳模型信息
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best_models[wd] = {}
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# 处理第一个价格列,计算次日的最佳模型
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if i == 0:
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# 计算当前日期的前一天日期
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ciridate = (pd.Timestamp(date) - pd.Timedelta(days=1)
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).strftime('%Y-%m-%d')
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# 记录日志,提示开始计算次日的最佳模型
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global_config['logger'].info(f'计算预测{date}的次日{ciridate}最佳模型')
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# 记录日志,输出当前日期的真实价格
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global_config['logger'].info(
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f'{date}真实价格:{true_price[true_price["ds"] == date]["y"].values[0]}')
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# 从数据框中选取需要的列
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||||||
|
price = df[['data_date', wd, 'model_id']]
|
||||||
|
# 筛选出数据日期在 ciridate 到 date 之间的数据
|
||||||
|
price = price[(price['data_date'] == ciridate)
|
||||||
|
| (price['data_date'] == date)]
|
||||||
|
# 将价格列的数据类型转换为 float
|
||||||
|
price[wd] = price[wd].astype(float)
|
||||||
|
# 删除价格列中包含缺失值的行
|
||||||
|
price = price.dropna(subset=[wd])
|
||||||
|
# 判断价格趋势,若当前日期价格大于前一天价格,趋势为 1,否则为 -1
|
||||||
|
trend = 1 if true_price[true_price['ds'] == date]['y'].values[0] - \
|
||||||
|
true_price[true_price['ds'] == ciridate]['y'].values[0] > 0 else -1
|
||||||
|
# 为数据框添加真实价格列
|
||||||
|
price['trueprice'] = true_price[true_price['ds']
|
||||||
|
== date]['y'].values[0]
|
||||||
|
# 根据预测价格与真实价格的差值判断趋势,大于 0 为 1,否则为 -1
|
||||||
|
price['trend'] = np.where(
|
||||||
|
price['trueprice'] - price[wd] > 0, 1, -1)
|
||||||
|
# 计算预测价格与真实价格差值的绝对值
|
||||||
|
price['abs'] = (price['trueprice'] - price[wd]).abs()
|
||||||
|
# 筛选出趋势与整体趋势一致的数据
|
||||||
|
price = price[price['trend'] ==
|
||||||
|
trend]
|
||||||
|
# 筛选出预测价格与真实价格差值绝对值最小的数据
|
||||||
|
price = price[price['abs'] == price['abs'].min()]
|
||||||
|
# 记录日志,输出筛选后的价格数据
|
||||||
|
global_config['logger'].info(price)
|
||||||
|
# 获取最佳模型的 ID
|
||||||
|
best_model_id = price.iloc[0]['model_id']
|
||||||
|
# 记录日志,输出次日预测最准确的模型 ID
|
||||||
|
global_config['logger'].info(f'{ciridate}预测最准确的模型:{best_model_id}')
|
||||||
|
# 将最佳模型的 ID 存入字典
|
||||||
|
best_models[wd]['model_id'] = best_model_id
|
||||||
|
# 根据模型 ID 获取模型名称并存入字典
|
||||||
|
best_models[wd]['model_name'] = model_id_name_dict[best_model_id]
|
||||||
|
# 记录日志,输出次日预测最准确的模型名称
|
||||||
|
global_config['logger'].info(f'{ciridate}预测最准确的模型名称:{best_models}')
|
||||||
|
|
||||||
|
if i == 1:
|
||||||
|
# 计算五个工作日之前的日期
|
||||||
|
benzhoudate = (pd.Timestamp(date) - pd.Timedelta(days=7)
|
||||||
|
).strftime('%Y-%m-%d')
|
||||||
|
|
||||||
|
# 记录日志,提示开始计算五天前的最佳模型
|
||||||
|
global_config['logger'].info(f'计算预测{date}的五天前{benzhoudate}最佳模型')
|
||||||
|
# 记录日志,输出当前日期的真实价格
|
||||||
|
global_config['logger'].info(
|
||||||
|
f'{date}真实价格:{true_price[true_price["ds"] == date]["y"].values[0]}')
|
||||||
|
# 从数据框中选取需要的列
|
||||||
|
price = df[['data_date', wd, 'model_id']]
|
||||||
|
# 筛选出数据日期在 benzhoudate 到 date 之间的数据
|
||||||
|
price = price[(price['data_date'] == benzhoudate)
|
||||||
|
| (price['data_date'] == date)]
|
||||||
|
# 将价格列的数据类型转换为 float
|
||||||
|
price[wd] = price[wd].astype(float)
|
||||||
|
# 删除价格列中包含缺失值的行
|
||||||
|
price = price.dropna(subset=[wd])
|
||||||
|
# 判断价格趋势,若当前日期价格大于前一天价格,趋势为 1,否则为 -1
|
||||||
|
trend = 1 if true_price[true_price['ds'] == date]['y'].values[0] - \
|
||||||
|
true_price[true_price['ds'] == benzhoudate]['y'].values[0] > 0 else -1
|
||||||
|
# 记录日志,输出五天前预测最准确的模型名称
|
||||||
|
global_config['logger'].info(f'实际趋势是:{trend}')
|
||||||
|
# 为数据框添加真实价格列
|
||||||
|
price['trueprice'] = true_price[true_price['ds']
|
||||||
|
== date]['y'].values[0]
|
||||||
|
# 根据预测价格与真实价格的差值判断趋势,大于 0 为 1,否则为 -1
|
||||||
|
price['trend'] = np.where(
|
||||||
|
price['trueprice'] - price[wd] > 0, 1, -1)
|
||||||
|
# 计算预测价格与真实价格差值的绝对值
|
||||||
|
price['abs'] = (price['trueprice'] - price[wd]).abs()
|
||||||
|
# 筛选出趋势与整体趋势一致的数据
|
||||||
|
price = price[price['trend'] ==
|
||||||
|
trend]
|
||||||
|
# 筛选出预测价格与真实价格差值绝对值最小的数据
|
||||||
|
price = price[price['abs'] == price['abs'].min()]
|
||||||
|
# 记录日志,输出筛选后的价格数据
|
||||||
|
global_config['logger'].info(price)
|
||||||
|
# 获取最佳模型的 ID
|
||||||
|
best_model_id = price.iloc[0]['model_id']
|
||||||
|
# 记录日志,输出五天前预测最准确的模型 ID
|
||||||
|
global_config['logger'].info(
|
||||||
|
f'{benzhoudate}预测最准确的模型:{best_model_id}')
|
||||||
|
# 将最佳模型的 ID 存入字典
|
||||||
|
best_models[wd]['model_id'] = best_model_id
|
||||||
|
# 根据模型 ID 获取模型名称并存入字典
|
||||||
|
best_models[wd]['model_name'] = model_id_name_dict[best_model_id]
|
||||||
|
# 记录日志,输出五天前预测最准确的模型名称
|
||||||
|
global_config['logger'].info(
|
||||||
|
f'{benzhoudate}预测最准确的模型名称:{best_models}')
|
||||||
|
|
||||||
|
if i == 2:
|
||||||
|
# 计算当前周的前两周的周一和周日的日期
|
||||||
|
current_date = datetime.datetime.strptime(date, '%Y-%m-%d')
|
||||||
|
# 计算前两一周周一
|
||||||
|
one_weeks_ago_monday = current_date - \
|
||||||
|
datetime.timedelta(days=current_date.weekday() + 7)
|
||||||
|
# 计算前一周周日
|
||||||
|
one_weeks_ago_sunday = one_weeks_ago_monday + \
|
||||||
|
datetime.timedelta(days=6)
|
||||||
|
cizhoudate = f"{one_weeks_ago_monday.strftime('%Y-%m-%d')} - {one_weeks_ago_sunday.strftime('%Y-%m-%d')}"
|
||||||
|
print(f'计算预测{date}次周最佳模型,前一周日期区间: {cizhoudate}')
|
||||||
|
if i == 3:
|
||||||
|
# 计算当前周的前两周的周一和周日的日期
|
||||||
|
current_date = datetime.datetime.strptime(date, '%Y-%m-%d')
|
||||||
|
# 计算前两周周一
|
||||||
|
two_weeks_ago_monday = current_date - \
|
||||||
|
datetime.timedelta(days=current_date.weekday() + 14)
|
||||||
|
# 计算前两周周日
|
||||||
|
two_weeks_ago_sunday = two_weeks_ago_monday + \
|
||||||
|
datetime.timedelta(days=6)
|
||||||
|
gezhoudate = f"{two_weeks_ago_monday.strftime('%Y-%m-%d')} - {two_weeks_ago_sunday.strftime('%Y-%m-%d')}"
|
||||||
|
print(f'计算预测{date}隔周最佳模型,前两周日期区间: {gezhoudate}')
|
||||||
|
if i == 4:
|
||||||
|
# 计算当上月的1日及最后一日
|
||||||
|
current_date = pd.Timestamp(date)
|
||||||
|
# 获取上月第一天
|
||||||
|
last_month_first_day = (
|
||||||
|
current_date - pd.offsets.MonthBegin(2)).strftime('%Y-%m-%d')
|
||||||
|
# 获取上月最后一天
|
||||||
|
last_month_last_day = (pd.Timestamp(
|
||||||
|
last_month_first_day) + pd.offsets.MonthEnd(0)).strftime('%Y-%m-%d')
|
||||||
|
print(
|
||||||
|
f'计算预测{date}次月最佳模型,上月日期区间: {last_month_first_day} - {last_month_last_day}')
|
||||||
|
if i == 5:
|
||||||
|
# 计算两月前的1日及最后一日
|
||||||
|
current_date = pd.Timestamp(date)
|
||||||
|
# 获取上上月第一天
|
||||||
|
last_month_first_day = (
|
||||||
|
current_date - pd.offsets.MonthBegin(3)).strftime('%Y-%m-%d')
|
||||||
|
# 获取上上月最后一天
|
||||||
|
last_month_last_day = (pd.Timestamp(
|
||||||
|
last_month_first_day) + pd.offsets.MonthEnd(0)).strftime('%Y-%m-%d')
|
||||||
|
print(
|
||||||
|
f'计算预测{date}次二月最佳模型,两月前日期区间: {last_month_first_day} - {last_month_last_day}')
|
||||||
|
if i == 6:
|
||||||
|
# 计算三月前的1日及最后一日
|
||||||
|
current_date = pd.Timestamp(date)
|
||||||
|
# 获取前三月第一天
|
||||||
|
last_month_first_day = (
|
||||||
|
current_date - pd.offsets.MonthBegin(4)).strftime('%Y-%m-%d')
|
||||||
|
# 获取前三月最后一天
|
||||||
|
last_month_last_day = (pd.Timestamp(
|
||||||
|
last_month_first_day) + pd.offsets.MonthEnd(0)).strftime('%Y-%m-%d')
|
||||||
|
print(
|
||||||
|
f'计算预测{date}次三月最佳模型,三月前日期区间: {last_month_first_day} - {last_month_last_day}')
|
||||||
|
if i == 7:
|
||||||
|
# 计算四月前的1日及最后一日
|
||||||
|
current_date = pd.Timestamp(date)
|
||||||
|
# 获取前四月第一天
|
||||||
|
last_month_first_day = (
|
||||||
|
current_date - pd.offsets.MonthBegin(5)).strftime('%Y-%m-%d')
|
||||||
|
# 获取前四月最后一天
|
||||||
|
last_month_last_day = (pd.Timestamp(
|
||||||
|
last_month_first_day) + pd.offsets.MonthEnd(0)).strftime('%Y-%m-%d')
|
||||||
|
print(
|
||||||
|
f'计算预测{date}次四月最佳模型,四月前日期区间: {last_month_first_day} - {last_month_last_day}')
|
||||||
|
|
||||||
|
# # 获取真实价格的八个维度价格
|
||||||
|
# true_price = pd.read_csv(os.path.join(
|
||||||
|
# global_config['dataset'], '指标数据.csv'))
|
||||||
|
# true_price = true_price[['ds', 'y']]
|
||||||
|
# print(true_price.head())
|
||||||
|
|
||||||
|
# # 根据当前日期date,计算对应八个维度的价格
|
||||||
|
# bdwd_price = get_bdwd_price(date, true_price)
|
||||||
|
|
||||||
|
return predictresult
|
||||||
|
|
||||||
|
|
||||||
if __name__ == '__main__':
|
if __name__ == '__main__':
|
||||||
print('This is a tool, not a script.')
|
print('This is a tool, not a script.')
|
||||||
|
@ -2,7 +2,7 @@
|
|||||||
|
|
||||||
from lib.dataread import *
|
from lib.dataread import *
|
||||||
from config_juxiting import *
|
from config_juxiting import *
|
||||||
from lib.tools import SendMail, exception_logger, convert_df_to_pydantic, exception_logger, get_modelsname
|
from lib.tools import SendMail, exception_logger, convert_df_to_pydantic_pp, exception_logger, get_modelsname
|
||||||
from models.nerulforcastmodels import ex_Model_Juxiting, model_losss_juxiting, pp_export_pdf
|
from models.nerulforcastmodels import ex_Model_Juxiting, model_losss_juxiting, pp_export_pdf
|
||||||
import datetime
|
import datetime
|
||||||
import torch
|
import torch
|
||||||
@ -24,6 +24,7 @@ global_config.update({
|
|||||||
'settings': settings,
|
'settings': settings,
|
||||||
|
|
||||||
'bdwdname': bdwdname,
|
'bdwdname': bdwdname,
|
||||||
|
'price_columns': price_columns,
|
||||||
|
|
||||||
|
|
||||||
# 模型参数
|
# 模型参数
|
||||||
@ -169,10 +170,7 @@ def sql_inset_predict(global_config):
|
|||||||
wd = ['day_price', 'week_price']
|
wd = ['day_price', 'week_price']
|
||||||
model_name_list, model_id_name_dict = get_modelsname(df, global_config)
|
model_name_list, model_id_name_dict = get_modelsname(df, global_config)
|
||||||
|
|
||||||
PRICE_COLUMNS = [
|
PRICE_COLUMNS = global_config['price_columns']
|
||||||
'day_price', 'week_price', 'second_week_price', 'next_week_price',
|
|
||||||
'next_month_price', 'next_february_price', 'next_march_price', 'next_april_price'
|
|
||||||
]
|
|
||||||
|
|
||||||
params_list = []
|
params_list = []
|
||||||
for df, price_type in zip([next_day_df, this_week_df], wd):
|
for df, price_type in zip([next_day_df, this_week_df], wd):
|
||||||
@ -208,7 +206,7 @@ def sql_inset_predict(global_config):
|
|||||||
|
|
||||||
next_day_df = df[['ds', 'created_dt'] + model_name_list]
|
next_day_df = df[['ds', 'created_dt'] + model_name_list]
|
||||||
|
|
||||||
pydantic_results = convert_df_to_pydantic(
|
pydantic_results = convert_df_to_pydantic_pp(
|
||||||
next_day_df, model_id_name_dict, global_config)
|
next_day_df, model_id_name_dict, global_config)
|
||||||
if pydantic_results:
|
if pydantic_results:
|
||||||
|
|
||||||
@ -556,7 +554,9 @@ if __name__ == '__main__':
|
|||||||
# logger.info(f'预测失败:{e}')
|
# logger.info(f'预测失败:{e}')
|
||||||
# continue
|
# continue
|
||||||
|
|
||||||
predict_main()
|
# predict_main()
|
||||||
|
|
||||||
# push_market_value()
|
# push_market_value()
|
||||||
# sql_inset_predict(global_config)
|
# sql_inset_predict(global_config)
|
||||||
|
from lib.tools import find_best_models
|
||||||
|
find_best_models(date='2025-07-18', global_config=global_config)
|
||||||
|
@ -2,7 +2,7 @@
|
|||||||
|
|
||||||
from lib.dataread import *
|
from lib.dataread import *
|
||||||
from config_juxiting_yuedu import *
|
from config_juxiting_yuedu import *
|
||||||
from lib.tools import SendMail, convert_df_to_pydantic, exception_logger, get_modelsname
|
from lib.tools import SendMail, convert_df_to_pydantic_pp, exception_logger, get_modelsname
|
||||||
from models.nerulforcastmodels import ex_Model, model_losss_juxiting, pp_export_pdf
|
from models.nerulforcastmodels import ex_Model, model_losss_juxiting, pp_export_pdf
|
||||||
import datetime
|
import datetime
|
||||||
import torch
|
import torch
|
||||||
@ -218,7 +218,7 @@ def sql_inset_predict(global_config):
|
|||||||
|
|
||||||
next_day_df = df[['ds', 'created_dt'] + model_name_list]
|
next_day_df = df[['ds', 'created_dt'] + model_name_list]
|
||||||
|
|
||||||
pydantic_results = convert_df_to_pydantic(
|
pydantic_results = convert_df_to_pydantic_pp(
|
||||||
next_day_df, model_id_name_dict, global_config)
|
next_day_df, model_id_name_dict, global_config)
|
||||||
if pydantic_results:
|
if pydantic_results:
|
||||||
|
|
||||||
@ -252,7 +252,6 @@ def sql_inset_predict(global_config):
|
|||||||
config.db_mysql.close()
|
config.db_mysql.close()
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
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。
|
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。
|
||||||
@ -307,7 +306,7 @@ def predict_main():
|
|||||||
# # 获取数据
|
# # 获取数据
|
||||||
# if is_eta:
|
# if is_eta:
|
||||||
# logger.info('从eta获取数据...')
|
# logger.info('从eta获取数据...')
|
||||||
|
|
||||||
# df_zhibiaoshuju, df_zhibiaoliebiao = etadata.get_eta_api_pp_data(
|
# df_zhibiaoshuju, df_zhibiaoliebiao = etadata.get_eta_api_pp_data(
|
||||||
# data_set=data_set, dataset=dataset) # 原始数据,未处理
|
# data_set=data_set, dataset=dataset) # 原始数据,未处理
|
||||||
|
|
||||||
|
@ -2,7 +2,7 @@
|
|||||||
|
|
||||||
from lib.dataread import *
|
from lib.dataread import *
|
||||||
from config_juxiting_zhoudu import *
|
from config_juxiting_zhoudu import *
|
||||||
from lib.tools import SendMail, exception_logger, convert_df_to_pydantic, exception_logger, get_modelsname
|
from lib.tools import SendMail, exception_logger, convert_df_to_pydantic_pp, exception_logger, get_modelsname
|
||||||
from models.nerulforcastmodels import ex_Model_Juxiting, model_losss_juxiting, pp_export_pdf
|
from models.nerulforcastmodels import ex_Model_Juxiting, model_losss_juxiting, pp_export_pdf
|
||||||
import datetime
|
import datetime
|
||||||
import torch
|
import torch
|
||||||
@ -205,7 +205,7 @@ def sql_inset_predict(global_config):
|
|||||||
|
|
||||||
next_day_df = df[['ds', 'created_dt'] + model_name_list]
|
next_day_df = df[['ds', 'created_dt'] + model_name_list]
|
||||||
|
|
||||||
pydantic_results = convert_df_to_pydantic(
|
pydantic_results = convert_df_to_pydantic_pp(
|
||||||
next_day_df, model_id_name_dict, global_config)
|
next_day_df, model_id_name_dict, global_config)
|
||||||
if pydantic_results:
|
if pydantic_results:
|
||||||
|
|
||||||
@ -238,6 +238,7 @@ def sql_inset_predict(global_config):
|
|||||||
config.logger.info(f"成功插入或更新 {affected_rows} 条记录")
|
config.logger.info(f"成功插入或更新 {affected_rows} 条记录")
|
||||||
config.db_mysql.close()
|
config.db_mysql.close()
|
||||||
|
|
||||||
|
|
||||||
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。
|
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。
|
||||||
@ -318,7 +319,7 @@ def predict_main():
|
|||||||
|
|
||||||
# 数据处理
|
# 数据处理
|
||||||
df = zhoududatachuli(df_zhibiaoshuju, df_zhibiaoliebiao, y=global_config['y'], dataset=dataset, add_kdj=add_kdj, is_timefurture=is_timefurture,
|
df = zhoududatachuli(df_zhibiaoshuju, df_zhibiaoliebiao, y=global_config['y'], dataset=dataset, add_kdj=add_kdj, is_timefurture=is_timefurture,
|
||||||
end_time=end_time)
|
end_time=end_time)
|
||||||
|
|
||||||
else:
|
else:
|
||||||
# 读取数据
|
# 读取数据
|
||||||
|
@ -1,17 +0,0 @@
|
|||||||
ds,NHITS,Informer,LSTM,iTransformer,TSMixer,TSMixerx,PatchTST,RNN,GRU,TCN,BiTCN,DilatedRNN,MLP,DLinear,NLinear,TFT,StemGNN,MLPMultivariate,TiDE,DeepNPTS,y,min_within_quantile,max_within_quantile,min_price,max_price,id,CREAT_DATE,序号,LOW_PRICE,HIGH_PRICE,ACCURACY
|
|
||||||
2024-12-09,71.63069,72.14122,70.19943,69.644196,71.80898,70.52471,71.53064,67.38501,70.75815,73.546684,71.92033,70.327484,71.95594,71.18323,71.882935,71.90951,73.94965,72.28691,71.25138,73.34018,72.13999938964844,67.38501,73.94965,67.38501,73.94965,51,2024-12-06,5.0,70.92,72.65,1.0
|
|
||||||
2024-12-10,71.14343,71.9462,70.405106,69.48242,71.70601,70.66241,71.57484,67.23587,70.46323,73.37324,71.720894,70.45846,71.88132,72.34705,71.75997,72.41326,73.74943,72.31887,71.47953,72.78831,72.19000244140625,67.23587,73.74943,67.23587,73.74943,52,2024-12-06,4.0,70.73,71.77,1.0
|
|
||||||
2024-12-11,71.71588,72.31544,70.175125,69.58213,71.59609,70.91783,71.54794,67.433334,70.518196,73.76477,71.84062,70.746284,72.27111,71.85789,70.77939,72.912704,73.91716,72.42111,71.47695,72.61624,73.5199966430664,67.433334,73.91716,67.433334,73.91716,53,2024-12-06,3.0,72.15,73.75,1.0
|
|
||||||
2024-12-12,72.46348,71.87648,70.26041,69.922165,71.65103,70.689384,71.72716,67.54506,70.99872,73.52567,71.78495,70.777115,72.34328,72.756325,70.9607,73.391495,73.944244,72.465836,71.445244,71.69109,73.88999938964844,67.54506,73.944244,67.54506,73.944244,54,2024-12-06,2.0,72.42,74.0,0.9647113924050618
|
|
||||||
2024-12-13,72.85073,72.36679,70.489136,69.759766,71.78641,70.69935,71.60861,67.47295,70.81146,73.85618,71.966835,70.923485,72.63866,72.29209,71.11011,73.777534,73.82516,72.58803,71.807915,72.6083,,67.47295,73.85618,67.47295,73.85618,55,2024-12-06,1.0,73.3,74.59,0.43114728682170156
|
|
||||||
2024-12-10,71.97169,73.11586,71.41545,70.59598,71.81998,71.541016,72.397606,68.78458,71.30409,73.65467,71.78349,71.03456,71.8188,71.85696,72.014534,72.33824,73.77812,72.2061,71.36985,72.46154,72.19000244140625,68.78458,73.77812,68.78458,73.77812,56,2024-12-09,4.0,70.73,71.77,1.0
|
|
||||||
2024-12-11,72.35509,73.087166,71.63927,70.430176,71.82658,71.76624,72.57018,68.59579,71.03884,73.45442,71.75791,71.15297,72.066956,72.28318,72.36303,72.75233,73.594864,72.24322,71.16944,72.39418,73.5199966430664,68.59579,73.594864,68.59579,73.594864,57,2024-12-09,3.0,72.15,73.75,0.9030400000000004
|
|
||||||
2024-12-12,73.268654,73.31714,71.39498,70.65145,71.76794,71.6176,73.038315,68.85988,71.12751,73.84763,71.82094,71.41621,72.99199,72.42496,71.474464,73.17588,73.74838,72.31574,71.692444,72.48112,73.88999938964844,68.85988,73.84763,68.85988,73.84763,58,2024-12-09,2.0,72.42,74.0,0.9035632911392374
|
|
||||||
2024-12-13,73.11824,73.70929,71.442184,70.72518,71.878975,71.82435,73.13541,68.760376,71.51967,73.62109,71.86448,71.44768,72.952484,72.107254,72.57947,73.61362,73.77317,72.3857,71.873566,72.40313,,68.760376,73.77317,68.760376,73.77317,59,2024-12-09,1.0,73.3,74.59,0.36679844961239827
|
|
||||||
2024-12-11,72.372795,72.6546,71.37516,71.41169,71.977135,72.13211,72.774284,69.25488,71.62906,73.70365,72.27147,71.489716,72.77891,71.61932,72.090294,72.166916,73.72794,72.78662,71.960884,72.473854,73.5199966430664,69.25488,73.72794,69.25488,73.72794,61,2024-12-10,3.0,72.15,73.75,0.9862125000000024
|
|
||||||
2024-12-12,72.91286,72.80857,71.612946,71.193184,72.05397,72.48625,72.85768,69.06833,71.35641,73.5444,72.19988,71.585815,73.47307,72.22734,72.219765,72.48997,73.544106,72.96339,71.66363,72.122116,73.88999938964844,69.06833,73.5444,69.06833,73.5444,62,2024-12-10,2.0,72.42,74.0,0.7116455696202503
|
|
||||||
2024-12-13,73.01643,72.78796,71.3701,71.516174,72.21711,72.4036,73.66599,69.338615,71.467476,73.9247,72.2582,71.84913,73.643265,71.70761,72.41268,72.85244,73.69811,72.91225,71.75731,71.76489,,69.338615,73.9247,69.338615,73.9247,63,2024-12-10,1.0,73.3,74.59,0.4842635658914738
|
|
||||||
2024-12-12,73.82699,73.58274,72.81162,73.18572,72.8827,72.958374,74.36039,71.09452,72.673904,74.025635,73.17438,72.72577,73.668365,72.48243,73.224655,74.286606,73.70824,73.668076,72.934685,73.16352,73.88999938964844,71.09452,74.36039,71.09452,74.36039,66,2024-12-11,2.0,72.42,74.0,1.0
|
|
||||||
2024-12-13,74.025696,73.275696,73.0588,72.85848,72.719444,73.238945,74.05083,71.060295,72.455666,73.90173,72.966385,72.81345,73.77382,72.488365,73.78919,74.5482,73.52537,73.58226,72.8307,73.26384,,71.060295,74.5482,71.060295,74.5482,67,2024-12-11,1.0,73.3,74.59,0.9675968992247993
|
|
||||||
2024-12-13,73.624176,73.15132,73.069374,73.517944,73.56706,74.08185,73.880775,71.83479,73.23418,74.28763,73.372154,73.431366,73.51813,73.90266,73.87494,74.43155,73.691505,73.46715,73.56533,73.50562,,71.83479,74.43155,71.83479,74.43155,71,2024-12-12,1.0,73.3,74.59,0.877170542635658
|
|
||||||
2024-12-13,73.624176,73.15132,73.069374,73.517944,73.56706,74.08185,73.880775,71.83479,73.23418,74.28763,73.372154,73.431366,73.51813,73.90266,73.87494,74.43155,73.691505,73.46715,73.56533,73.50562,,71.83479,74.43155,71.83479,74.43155,76,2024-12-13,1.0,73.3,74.59,0.877170542635658
|
|
|
Loading…
Reference in New Issue
Block a user