PriceForecast/aisenzhecode/液化石油气/液化气每日价格预测.py
2025-06-04 18:04:15 +08:00

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import requests
import json
from datetime import datetime,timedelta
# 变量定义
login_url = "http://10.200.32.39/jingbo-api/api/server/login"
search_url = "http://10.200.32.39/jingbo-api/api/warehouse/dwDataItem/queryByItemNos"
queryDataListItemNos_url = "http://10.200.32.39/jingbo-api/api/warehouse/dwDataItem/queryDataListItemNos"
login_push_url = "http://10.200.32.39/jingbo-api/api/server/login"
upload_url = "http://10.200.32.39/jingbo-api/api/dw/dataValue/pushDataValueList"
login_data = {
"data": {
"account": "api_dev",
"password": "ZTEwYWRjMzk0OWJhNTlhYmJlNTZlMDU3ZjIwZjg4M2U=",
"tenantHashCode": "8a4577dbd919675758d57999a1e891fe",
"terminal": "API"
},
"funcModule": "API",
"funcOperation": "获取token"
}
login_push_data = {
"data": {
"account": "api_dev",
"password": "ZTEwYWRjMzk0OWJhNTlhYmJlNTZlMDU3ZjIwZjg4M2U=",
"tenantHashCode": "8a4577dbd919675758d57999a1e891fe",
"terminal": "API"
},
"funcModule": "API",
"funcOperation": "获取token"
}
read_file_path_name = "液化气数据.xlsx"
one_cols = []
two_cols = []
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import seaborn as sn
import random
import time
from plotly import __version__
from plotly.offline import download_plotlyjs, init_notebook_mode, plot, iplot
from sklearn import preprocessing
from pandas import Series,DataFrame
import matplotlib.pyplot as plt
import sklearn.datasets as datasets
#导入机器学习算法模型
from sklearn.linear_model import Lasso
from xgboost import XGBRegressor
import statsmodels.api as sm
try:
from keras.preprocessing.sequence import TimeseriesGenerator
except:
from tensorflow.keras.preprocessing.sequence import TimeseriesGenerator
import plotly.express as px
import plotly.graph_objects as go
import xgboost as xgb
from xgboost import plot_importance, plot_tree
from sklearn.metrics import mean_absolute_error
from statsmodels.tools.eval_measures import mse,rmse
from sklearn.model_selection import GridSearchCV
from xgboost import XGBRegressor
import warnings
import pickle
from sklearn.metrics import mean_squared_error
#切割训练数据和样本数据
from sklearn.model_selection import train_test_split
#用于模型评分
from sklearn.metrics import r2_score
le = preprocessing.LabelEncoder()
# print(__version__) # requires version >= 1.9.0
import cufflinks as cf
cf.go_offline()
random.seed(100)
# 数据获取
def get_head_auth():
login_res = requests.post(url=login_url, json=login_data, timeout=(3, 5))
text = json.loads(login_res.text)
if text["status"]:
token = text["data"]["accessToken"]
print('获取的token:',token)
return token
else:
print("获取认证失败")
return None
def get_data_value(token, dataItemNoList,date):
search_data = {
"data": {
"date": date,
"dataItemNoList": dataItemNoList
},
"funcModule": "数据项",
"funcOperation": "查询"
}
headers = {"Authorization": token}
search_res = requests.post(url=search_url, headers=headers, json=search_data, timeout=(3, 5))
print('数据项查询参数search_data')
print(search_data)
print('数据项查询结果search_res')
print(search_res.text)
try:
search_value = json.loads(search_res.text)["data"]
print("数据项查询结果:", search_value)
except json.JSONDecodeError as e:
print(f"Error decoding JSON: {e}")
print("Response content:", search_res.text)
return None
if search_value:
return search_value
else:
print("今天没有新数据")
return search_value
def get_head_push_auth():
login_res = requests.post(url=login_push_url, json=login_push_data, timeout=(3, 5))
text = json.loads(login_res.text)
if text["status"]:
token = text["data"]["accessToken"]
return token
else:
print("获取认证失败")
return None
def upload_data_to_system(token_push,date):
data = {
"funcModule": "数据表信息列表",
"funcOperation": "新增",
"data": [
{"dataItemNo": "250855713|Forecast_Price|ACN",
"dataDate": getNow(date=date)[0],
"dataStatus": "add",
"dataValue": forecast_price()
}
]
}
headers = {"Authorization": token_push}
res = requests.post(url=upload_url, headers=headers, json=data, timeout=(3, 5))
print(res.text)
print('预测值:',data['data'][0]['dataValue'])
price_list = []
def forecast_price():
# df_test = pd.read_csv('定价模型数据收集0212.csv')
df_test = pd.read_excel('液化气数据.xlsx')
df_test.drop([0],inplace=True)
try:
df_test['Date']=pd.to_datetime(df_test['Date'], format='%m/%d/%Y',infer_datetime_format=True)
except:
df_test['Date']=pd.to_datetime(df_test['Date'], format=r'%Y-%m-%d',infer_datetime_format=True)
df_test_1 = df_test
df_test_1=df_test_1.fillna(df_test.ffill())
df_test_1=df_test_1.fillna(df_test_1.bfill())
# 选择用于模型训练的列名称
col_for_training = df_test_1.columns
import joblib
Best_model_DalyLGPrice = joblib.load("日度价格预测_液化气最佳模型.pkl")
# 最新的一天为最后一行的数据
df_test_1_Day = df_test_1.tail(1)
# 移除不需要的列
df_test_1_Day.index = df_test_1_Day["Date"]
df_test_1_Day = df_test_1_Day.drop(["Date"], axis= 1)
df_test_1_Day=df_test_1_Day.drop('Price',axis=1)
df_test_1_Day=df_test_1_Day.dropna()
for col in df_test_1_Day.columns:
df_test_1_Day[col] = pd.to_numeric(df_test_1_Day[col],errors='coerce')
#预测今日价格,显示至小数点后两位
Ypredict_Today=Best_model_DalyLGPrice.predict(df_test_1_Day)
df_test_1_Day['日度预测价格']=Ypredict_Today
print(df_test_1_Day['日度预测价格'])
a = df_test_1_Day['日度预测价格']
a = a[0]
a = float(a)
a = round(a,2)
price_list.append(a)
return a
def optimize_Model():
from sklearn.model_selection import train_test_split
from sklearn.impute import SimpleImputer
from sklearn.preprocessing import OrdinalEncoder
from sklearn.feature_selection import SelectFromModel
from sklearn.metrics import mean_squared_error, r2_score
import pandas as pd
pd.set_option('display.max_rows',40)
pd.set_option('display.max_columns',40)
df_test = pd.read_excel('液化气数据.xlsx')
df_test.drop([0],inplace=True)
try:
df_test['Date']=pd.to_datetime(df_test['Date'], format='%m/%d/%Y',infer_datetime_format=True)
except:
df_test['Date']=pd.to_datetime(df_test['Date'], format=r'%Y-%m-%d',infer_datetime_format=True)
#将缺失值补为前一个或者后一个数值
df_test_1 = df_test
df_test_1=df_test_1.fillna(df_test.ffill())
df_test_1=df_test_1.fillna(df_test_1.bfill())
df_test_1["Date"] = pd.to_datetime(df_test_1["Date"])
df_test_1.index = df_test_1["Date"]
df_test_1 = df_test_1.drop(["Date"], axis= 1)
df_test_1 = df_test_1.astype('float')
import numpy as np
import pandas as pd
from pandas import Series,DataFrame
import matplotlib.pyplot as plt
import sklearn.datasets as datasets
#导入机器学习算法模型
from sklearn.linear_model import Lasso
from xgboost import XGBRegressor
import statsmodels.api as sm
try:
from keras.preprocessing.sequence import TimeseriesGenerator
except:
from tensorflow.keras.preprocessing.sequence import TimeseriesGenerator
import plotly.express as px
import plotly.graph_objects as go
import xgboost as xgb
from xgboost import plot_importance, plot_tree
from sklearn.metrics import mean_absolute_error
from statsmodels.tools.eval_measures import mse,rmse
from sklearn.model_selection import GridSearchCV
from xgboost import XGBRegressor
import warnings
import pickle
from sklearn.metrics import mean_squared_error
#切割训练数据和样本数据
from sklearn.model_selection import train_test_split
#用于模型评分
from sklearn.metrics import r2_score
dataset1=df_test_1.drop('Price',axis=1)#.astype(float)
y=df_test_1['Price']
x=dataset1
train = x
target = y
#切割数据样本集合测试集
X_train,x_test,y_train,y_true = train_test_split(train,target,test_size=0.2,random_state=0)
#模型缩写
Lasso = Lasso(random_state=0)
XGBR = XGBRegressor(random_state=0)
#训练模型
Lasso.fit(X_train,y_train)
XGBR.fit(X_train,y_train)
#模型拟合
y_pre_Lasso = Lasso.predict(x_test)
y_pre_XGBR = XGBR.predict(x_test)
#计算Lasso、XGBR、RandomForestR、AdaBoostR、GradientBoostingR、BaggingRegressor各模型的R²
Lasso_score = r2_score(y_true,y_pre_Lasso)
XGBR_score=r2_score(y_true,y_pre_XGBR)
#计算Lasso、XGBR的MSE和RMSE
Lasso_MSE=mean_squared_error(y_true, y_pre_Lasso)
XGBR_MSE=mean_squared_error(y_true, y_pre_XGBR)
Lasso_RMSE=np.sqrt(Lasso_MSE)
XGBR_RMSE=np.sqrt(XGBR_MSE)
# 将不同模型的不同误差值整合成一个表格
model_results = pd.DataFrame([['Lasso', Lasso_RMSE, Lasso_score],
['XgBoost', XGBR_RMSE, XGBR_score]],
columns = ['模型(Model)','均方根误差(RMSE)', 'R^2 score'])
#将模型名称(Model)列设置为索引
model_results1=model_results.set_index('模型(Model)')
model_results1
#定义plot_feature_importance函数该函数用于计算特征重要性。此部分代码无需调整
def plot_feature_importance(importance,names,model_type):
feature_importance = np.array(importance)
feature_names = np.array(names)
data={'feature_names':feature_names,'feature_importance':feature_importance}
fi_df = pd.DataFrame(data)
fi_df.sort_values(by=['feature_importance'], ascending=False,inplace=True)
plt.figure(figsize=(10,8))
sn.barplot(x=fi_df['feature_importance'], y=fi_df['feature_names'])
plt.title(model_type + " "+'FEATURE IMPORTANCE')
plt.xlabel('FEATURE IMPORTANCE')
plt.ylabel('FEATURE NAMES')
from pylab import mpl
mpl.rcParams['font.sans-serif'] = ['SimHei']
## Xgboost 模型参数优化-初步
#参考: https://juejin.im/post/6844903661013827598
#每次调参时备选参数数值以同数量级的1、3、10设置即可比如设置1、3、10或0.1、0.3、1.0或0.01,0.03,0.10即可)
from xgboost import XGBRegressor
from sklearn.model_selection import GridSearchCV
estimator = XGBRegressor(random_state=0,
nthread=4,
seed=0
)
parameters = {
'max_depth': range (2, 11, 2), # 树的最大深度
'n_estimators': range (50, 101, 10), # 迭代次数
'learning_rate': [0.01, 0.03, 0.1, 0.3, 0.5, 1]
}
grid_search_XGB = GridSearchCV(
estimator=estimator,
param_grid=parameters,
# n_jobs = 10,
cv = 3,
verbose=True
)
grid_search_XGB.fit(X_train, y_train)
#如果电脑在此步骤报错可能是因为计算量太大超过硬件可支持程度可注释掉“n_jobs=10”一行
best_parameters = grid_search_XGB.best_estimator_.get_params()
y_pred = grid_search_XGB.predict(x_test)
op_XGBR_score = r2_score(y_true,y_pred)
op_XGBR_MSE= mean_squared_error(y_true, y_pred)
op_XGBR_RMSE= np.sqrt(op_XGBR_MSE)
model_results2 = pd.DataFrame([['Optimized_Xgboost', op_XGBR_RMSE, op_XGBR_score]],
columns = ['模型(Model)', '均方根误差(RMSE)', 'R^2 score'])
model_results2=model_results2.set_index('模型(Model)')
try:
results = model_results1.append(model_results2, ignore_index = False)
except:
results = pd.concat([model_results1,model_results2],ignore_index=True)
import pickle
Pkl_Filename = "日度价格预测_液化气最佳模型.pkl"
with open(Pkl_Filename, 'wb') as file:
pickle.dump(grid_search_XGB, file)
def read_xls_data():
"""获取特征项ID"""
global one_cols, two_cols
# 使用pandas读取Excel文件
df = pd.read_excel(read_file_path_name, header=None) # 不自动识别列名
# 获取第二行数据索引为1
one_cols = df.iloc[1].tolist()[1:]
print(f'获取到的数据项ID{one_cols}')
def start(date=''):
"""获取当日数据"""
read_xls_data()
token = get_head_auth()
if not token:
return
cur_time,cur_time2 = getNow(date)
print(f"获取{cur_time}数据")
datas = get_data_value(token, one_cols,date=cur_time)
if not datas:
return
append_rows = [cur_time2]
dataItemNo_dataValue = {}
for data_value in datas:
if "dataValue" not in data_value:
print(data_value)
dataItemNo_dataValue[data_value["dataItemNo"]] = ""
else:
dataItemNo_dataValue[data_value["dataItemNo"]] = data_value["dataValue"]
for value in one_cols:
if value in dataItemNo_dataValue:
append_rows.append(dataItemNo_dataValue[value])
else:
append_rows.append("")
print('添加的行:',append_rows)
save_xls_2(append_rows)
def getNow(date='', offset=0):
"""生成指定日期的两种格式字符串
Args:
date: 支持多种输入类型:
- datetime对象
- 字符串格式(支持'%Y-%m-%d''%Y%m%d'
- 空字符串表示当前日期
offset: 日期偏移天数
Returns:
tuple: (紧凑日期字符串, 标准日期字符串)
"""
# 日期解析逻辑
from datetime import datetime,timedelta
if isinstance(date, datetime):
now = date
else:
now = datetime.now()
if date:
# 尝试多种日期格式解析
for fmt in ('%Y-%m-%d', '%Y%m%d', '%Y/%m/%d'):
try:
now = datetime.strptime(str(date), fmt)
break
except ValueError:
continue
else:
raise ValueError(f"无法解析的日期格式: {date}")
# 应用日期偏移
now = now - timedelta(days=offset)
# 统一格式化输出
date_str = now.strftime("%Y-%m-%d")
compact_date = date_str.replace("-", "")
return compact_date, date_str
def start_1(date=''):
"""补充昨日数据"""
read_xls_data()
token = get_head_auth()
if not token:
return
cur_time,cur_time2 = getNow(date,offset=1)
print(f"补充{cur_time}数据")
datas = get_data_value(token, one_cols,date=cur_time)
if not datas:
print(f"{cur_time}没有数据")
return
append_rows = [cur_time2]
dataItemNo_dataValue = {}
for data_value in datas:
if "dataValue" not in data_value:
print(data_value)
dataItemNo_dataValue[data_value["dataItemNo"]] = ""
else:
dataItemNo_dataValue[data_value["dataItemNo"]] = data_value["dataValue"]
for value in one_cols:
if value in dataItemNo_dataValue:
append_rows.append(dataItemNo_dataValue[value])
else:
append_rows.append("")
print('添加的行:',append_rows)
save_xls_2(append_rows)
def save_xls_2(append_rows):
"""保存或更新数据到Excel文件
参数:
append_rows (list): 需要追加/更新的数据行,格式为[日期, 数据项1, 数据项2,...]
"""
try:
# 读取现有数据(假设第一行为列名)
df = pd.read_excel('液化气数据.xlsx', sheet_name=0)
# 转换append_rows为DataFrame
append_rows = pd.DataFrame([append_rows],columns=df.columns)
# 创建新数据行
new_date = append_rows['Date'].values[0]
dates = df['Date'].to_list()
# 判断日期是否存在
if new_date in dates:
# 找到日期所在行的索引
date_mask = df['Date'] == new_date
# 存在则更新数据
df.loc[date_mask] = append_rows.values
print(f"更新 {new_date} 数据")
else:
# 不存在则追加数据
df = pd.concat([df, append_rows], ignore_index=True)
print(df.head())
print(df.tail())
print(f"插入 {new_date} 新数据")
# 保存更新后的数据
df.to_excel('液化气数据.xlsx', index=False, engine='openpyxl')
except FileNotFoundError:
# 如果文件不存在则创建新文件
pd.DataFrame([append_rows]).to_excel('液化气数据.xlsx', index=False, engine='openpyxl')
except Exception as e:
print(f"保存数据时发生错误: {str(e)}")
def check_data(dataItemNo):
token = get_head_auth()
if not token:
return
datas = get_data_value(token, dataItemNo)
if not datas:
return
def get_queryDataListItemNos_value(token, url, dataItemNoList, dateStart, dateEnd):
search_data = {
"funcModule": "数据项",
"funcOperation": "查询",
"data": {
"dateStart": dateStart,
"dateEnd": dateEnd,
"dataItemNoList": dataItemNoList # 数据项编码,代表 brent最低价和最高价
}
}
headers = {"Authorization": token}
search_res = requests.post(url=url, headers=headers, json=search_data, timeout=(3, 5))
search_value = json.loads(search_res.text)["data"]
if search_value:
return search_value
else:
return None
def save_queryDataListItemNos_xls(data_df,dataItemNoList):
from datetime import datetime, timedelta
current_year_month = datetime.now().strftime('%Y-%m')
grouped = data_df.groupby("dataDate")
# 使用openpyxl打开xlsx文件
from openpyxl import load_workbook
workbook = load_workbook('液化气数据.xlsx')
# 创建新工作簿
new_workbook = load_workbook('液化气数据.xlsx')
for sheetname in workbook.sheetnames:
sheet = workbook[sheetname]
new_sheet = new_workbook[sheetname]
current_year_month_row = 0
# 查找当前月份数据起始行
for row_idx, row in enumerate(sheet.iter_rows(values_only=True), 1):
if str(row[0]).startswith(current_year_month):
current_year_month_row += 1
# 追加新数据
if sheetname == workbook.sheetnames[0]:
start_row = sheet.max_row - current_year_month_row + 1
for row_idx, (date, group) in enumerate(grouped, start=start_row):
new_sheet.cell(row=row_idx, column=1, value=date)
for j, dataItemNo in enumerate(dataItemNoList, start=2):
if group[group["dataItemNo"] == dataItemNo]["dataValue"].values:
new_sheet.cell(row=row_idx, column=j,
value=group[group["dataItemNo"] == dataItemNo]["dataValue"].values[0])
# 保存修改后的xlsx文件
new_workbook.save("液化气数据.xlsx")
def queryDataListItemNos(date=None,token=None):
df = pd.read_excel('液化气数据.xlsx')
dataItemNoList = df.iloc[0].tolist()[1:]
if token is None:
token = get_head_auth()
if not token:
print('token获取失败')
return
# 获取当前日期
if date is None:
current_date = datetime.now()
else:
current_date = date
# 获取当月1日
first_day_of_month = current_date.replace(day=1)
# 格式化为 YYYYMMDD 格式
dateEnd = current_date.strftime('%Y%m%d')
dateStart = first_day_of_month.strftime('%Y%m%d')
search_value = get_queryDataListItemNos_value(token, queryDataListItemNos_url, dataItemNoList, dateStart, dateEnd)
data_df = pd.DataFrame(search_value)
data_df["dataDate"] = pd.to_datetime(data_df["dataDate"])
data_df["dataDate"] = data_df["dataDate"].dt.strftime('%Y-%m-%d')
save_queryDataListItemNos_xls(data_df,dataItemNoList)
print('当月数据更新完成')
def main(start_date=None,token=None,token_push=None):
from datetime import datetime, timedelta
if start_date is None:
start_date = datetime.now()
if token is None:
token = get_head_auth()
if token_push is None:
token_push = get_head_push_auth()
date = start_date.strftime('%Y%m%d')
print(date)
try:
# 更新当月数据
queryDataListItemNos(start_date,token)
except:
print('当月数据更新失败,单日更新')
start(date)
# 更新当日数据,批量日期更新时打开
# start(date)
# 训练模型
optimize_Model()
# # 预测&上传预测结果
upload_data_to_system(token_push,start_date)
if __name__ == "__main__":
print("运行中ing...")
main()