254 lines
9.2 KiB
Python
254 lines
9.2 KiB
Python
import logging
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import os
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import logging.handlers
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import datetime
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# eta 接口token
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APPID = "XNLDvxZHHugj7wJ7"
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SECRET = "iSeU4s6cKKBVbt94htVY1p0sqUMqb2xa"
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# eta 接口url
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sourcelisturl = 'http://10.189.2.78:8108/v1/edb/source/list'
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classifylisturl = 'http://10.189.2.78:8108/v1/edb/classify/list?ClassifyType='
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uniquecodedataurl = 'http://10.189.2.78:8108/v1/edb/data?UniqueCode=4991c37becba464609b409909fe4d992&StartDate=2024-02-01'
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classifyidlisturl = 'http://10.189.2.78:8108/v1/edb/list?ClassifyId='
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edbcodedataurl = 'http://10.189.2.78:8108/v1/edb/data?EdbCode='
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edbdatapushurl = 'http://10.189.2.78:8108/v1/edb/push'
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edbdeleteurl = 'http://10.189.2.78:8108/v1/edb/business/edb/del'
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edbbusinessurl = 'http://10.189.2.78:8108/v1/edb/business/data/del'
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edbcodelist = ['CO1 Comdty', 'ovx index', 'C2404194834', 'C2404199738', 'dxy curncy', 'C2403128043', 'C2403150124',
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'DOESCRUD Index', 'WTRBM1 EEGC Index', 'FVHCM1 INDEX', 'doedtprd index', 'CFFDQMMN INDEX',
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'C2403083739', 'C2404167878', 'C2403250571', 'lmcads03 lme comdty', 'GC1 COMB Comdty',
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'C2404171822','C2404167855']
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# 临时写死用指定的列,与上面的edbcode对应，后面更改
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edbnamelist = [
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'ds','y',
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'Brent c1-c6','Brent c1-c3','Brent-WTI','美国商业原油库存',
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'DFL','美国汽油裂解价差','ovx index','dxy curncy','lmcads03 lme comdty',
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'C2403128043','C2403150124','FVHCM1 INDEX','doedtprd index','CFFDQMMN INDEX',
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'C2403083739','C2404167878',
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'GC1 COMB Comdty','C2404167855'
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]
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# eta自有数据指标编码
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modelsindex = {
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'NHITS': 'SELF0000001',
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'Informer':'SELF0000057',
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'LSTM':'SELF0000058',
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'iTransformer':'SELF0000059',
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'TSMixer':'SELF0000060',
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'TSMixerx':'SELF0000061',
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'PatchTST':'SELF0000062',
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'RNN':'SELF0000063',
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'GRU':'SELF0000064',
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'TCN':'SELF0000065',
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'BiTCN':'SELF0000066',
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'DilatedRNN':'SELF0000067',
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'MLP':'SELF0000068',
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'DLinear':'SELF0000069',
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'NLinear':'SELF0000070',
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'TFT':'SELF0000071',
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'FEDformer':'SELF0000072',
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'StemGNN':'SELF0000073',
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'MLPMultivariate':'SELF0000074',
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'TiDE':'SELF0000075',
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'DeepNPTS':'SELF0000076'
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}
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# 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
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data = {
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"IndexCode": "",
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"IndexName": "价格预测模型",
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"Unit": "无",
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"Frequency": "日度",
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"SourceName": f"价格预测",
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"Remark": 'ddd',
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"DataList": [
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{
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"Date": "2024-05-02",
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"Value": 333444
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}
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]
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}
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# eta 分类
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# level：3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
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# url = 'http://10.189.2.78:8108/v1/edb/list?ClassifyId=1214'
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#ParentId ":1160, 能源化工
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# ClassifyId ":1214,原油
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#ParentId ":1214,"，就是原油下所有的数据。
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ClassifyId = 1214
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### 报告上传配置
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# 变量定义--线上环境
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# login_pushreport_url = "http://10.200.32.39/jingbo-api/api/server/login"
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# upload_url = "http://10.200.32.39/jingbo-api/api/analysis/reportInfo/researchUploadReportSave"
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# login_data = {
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# "data": {
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# "account": "api_dev",
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# "password": "ZTEwYWRjMzk0OWJhNTlhYmJlNTZlMDU3ZjIwZjg4M2U=",
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# "tenantHashCode": "8a4577dbd919675758d57999a1e891fe",
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# "terminal": "API"
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# },
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# "funcModule": "API",
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# "funcOperation": "获取token"
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# }
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# upload_data = {
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# "funcModule":'研究报告信息',
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# "funcOperation":'上传原油价格预测报告',
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# "data":{
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# "ownerAccount":'27663', #报告所属用户账号 27663 - 刘小朋
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# "reportType":'OIL_PRICE_FORECAST', # 报告类型，固定为OIL_PRICE_FORECAST
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# "fileName": '', #文件名称
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# "fileBase64": '' ,#文件内容base64
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# "categoryNo":'yyjgycbg', # 研究报告分类编码
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# "smartBusinessClassCode":'YCJGYCBG', #分析报告分类编码
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# "reportEmployeeCode":"E40482" ,# 报告人 E40482 - 管理员 0000027663 - 刘小朋
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# "reportDeptCode" :"002000621000", # 报告部门 - 002000621000 SH期货研究部
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# "productGroupCode":"RAW_MATERIAL" # 商品分类
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# }
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# }
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# # 变量定义--测试环境
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login_pushreport_url = "http://192.168.100.53:8080/jingbo-dev/api/server/login"
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upload_url = "http://192.168.100.53:8080/jingbo-dev/api/analysis/reportInfo/researchUploadReportSave"
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# upload_url = "http://192.168.100.109:8080/jingbo/api/analysis/reportInfo/researchUploadReportSave" # zhaoqiwei
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login_data = {
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"data": {
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"account": "api_test",
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"password": "MmVmNzNlOWI0MmY0ZDdjZGUwNzE3ZjFiMDJiZDZjZWU=",
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"tenantHashCode": "8a4577dbd919675758d57999a1e891fe",
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"terminal": "API"
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},
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"funcModule": "API",
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"funcOperation": "获取token"
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}
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upload_data = {
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"funcModule":'研究报告信息',
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"funcOperation":'上传原油价格预测报告',
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"data":{
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"ownerAccount":'arui', #报告所属用户账号
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"reportType":'OIL_PRICE_FORECAST', # 报告类型，固定为OIL_PRICE_FORECAST
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"fileName": '2000-40-5-50--100-原油指标数据.xlsx-Brent活跃合约--2024-09-06-15-01-29-预测报告.pdf', #文件名称
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"fileBase64": '' ,#文件内容base64
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"categoryNo":'yyjgycbg', # 研究报告分类编码
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"smartBusinessClassCode":'YCJGYCBG', #分析报告分类编码
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"reportEmployeeCode":"E40116", # 报告人
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"reportDeptCode" :"D0044" ,# 报告部门
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"productGroupCode":"RAW_MATERIAL" # 商品分类
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}
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}
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### 线上开关
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# is_train = True # 是否训练
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# is_debug = False # 是否调试
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# is_eta = True # 是否使用eta接口
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# is_timefurture = True # 是否使用时间特征
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# is_fivemodels = False # 是否使用之前保存的最佳的5个模型
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# is_edbcode = False # 特征使用edbcoding列表中的
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# is_edbnamelist = False # 自定义特征，对应上面的edbnamelist
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# is_update_eta = True # 预测结果上传到eta
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# is_update_report = True # 是否上传报告
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### 开关
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is_train = True # 是否训练
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is_debug = False # 是否调试
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is_eta = False # 是否使用eta接口
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is_timefurture = True # 是否使用时间特征
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is_fivemodels = False # 是否使用之前保存的最佳的5个模型
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is_edbcode = False # 特征使用edbcoding列表中的
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is_edbnamelist = False # 自定义特征，对应上面的edbnamelist
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is_update_eta = False # 预测结果上传到eta
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is_update_report = False # 是否上传报告
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# 数据截取日期
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end_time = '' # 数据截取日期
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delweekenday = True
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is_corr = False # 特征是否参与滞后领先提升相关系数
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add_kdj = False # 是否添加kdj指标
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if add_kdj and is_edbnamelist:
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edbnamelist = edbnamelist+['K','D','J']
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### 模型参数
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y = 'Brent活跃合约' # 原油指标数据的目标变量
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# y = '期货结算价(连续):布伦特原油:前一个观测值' # ineoil的目标变量
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horizon =5 # 预测的步长
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input_size = 40 # 输入序列长度
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train_steps = 50 if is_debug else 1000 # 训练步数,用来限定epoch次数
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val_check_steps = 30 # 评估频率
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early_stop_patience_steps = 5 # 早停的耐心步数
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# --- 交叉验证用的参数
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test_size = 200 # 测试集大小，定义100，后面使用的时候重新赋值
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val_size = test_size # 验证集大小,同测试集大小
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### 特征筛选用到的参数
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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
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### 文件
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data_set = '原油指标数据.xlsx' # 数据集文件
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# data_set = 'INE_OIL(1).csv'
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### 文件夹
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dataset = 'dataset' # 数据集文件夹
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# 数据库名称
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db_name = os.path.join(dataset,'jbsh_yuanyou.db')
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settings = f'{input_size}-{horizon}-{train_steps}--{k}-{data_set}-{y}'
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# 获取日期时间
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now = datetime.datetime.now().strftime('%Y%m%d%H%M%S') # 获取当前日期时间
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reportname = f'Brent原油大模型预测--{now}.pdf' # 报告文件名
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reportname = reportname.replace(':', '-') # 替换冒号
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### 邮件配置
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username='1321340118@qq.com'
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passwd='wgczgyhtyyyyjghi'
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# recv=['liurui_test@163.com','52585119@qq.com']
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recv=['liurui_test@163.com']
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title='reportname'
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content='brent价格预测报告请看附件'
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file=os.path.join(dataset,'reportname')
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# 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')
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ssl=True
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### 日志配置
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# 创建日志目录（如果不存在）
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log_dir = 'logs'
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if not os.path.exists(log_dir):
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os.makedirs(log_dir)
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# 配置日志记录器
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logger = logging.getLogger('my_logger')
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logger.setLevel(logging.INFO)
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# 配置文件处理器，将日志记录到文件
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file_handler = logging.handlers.RotatingFileHandler(os.path.join(log_dir, 'pricepredict.log'), maxBytes=1024 * 1024, backupCount=5)
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file_handler.setFormatter(logging.Formatter('%(asctime)s - %(name)s - %(levelname)s - %(message)s'))
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# 配置控制台处理器，将日志打印到控制台
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console_handler = logging.StreamHandler()
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console_handler.setFormatter(logging.Formatter('%(message)s'))
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# 将处理器添加到日志记录器
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logger.addHandler(file_handler)
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logger.addHandler(console_handler)
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# logger.info('当前配置：'+settings) |