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dosangyoon
2022-08-19 22:46:47 +09:00
parent f70942a074
commit 3485cafd85
1 changed files with 47 additions and 37 deletions
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84
stock/util/Stock2Vector.py
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@@ -285,8 +285,8 @@ class Stock2Vector(HTS):
Y = np.asarray(Y, dtype='int64')
return X, Y
def getVectorData(self, data, VECTOR_SIZE = 32, H_VECTOR_SIZE = 32, W_VECTOR_SIZE = 200):
return self.getVectorData_2(data, H_VECTOR_SIZE, W_VECTOR_SIZE)
def getVectorData(self, data, VECTOR_SIZE = 32):
return self.getVectorData_2(data, VECTOR_SIZE)
def getVectorData_1(self, data, VECTOR_SIZE):
df = self.buySellChecker.analyze(data)
@@ -329,7 +329,7 @@ class Stock2Vector(HTS):
batch_Y = np.asarray(batch_Y, dtype='int64')
return batch_X, batch_Y
def getVectorData_2(self, data, H_VECTOR_SIZE = 32, W_VECTOR_SIZE = 200):
def getVectorData_2(self, data, VECTOR_SIZE = 32):
df = self.buySellChecker.analyze(data)
macd = df['macd'].tolist()
@@ -368,40 +368,50 @@ class Stock2Vector(HTS):
size = len(label)
batch_X, batch_Y = [], []
for i in range(W_VECTOR_SIZE - 1, size):
X = np.zeros((H_VECTOR_SIZE, W_VECTOR_SIZE))
X[0] = macd[i - W_VECTOR_SIZE + 1: i + 1]
X[1] = diff_avg27[i - W_VECTOR_SIZE + 1: i + 1]
X[2] = diff_avg3_avg27[i - W_VECTOR_SIZE + 1: i + 1]
X[3] = diff_avg3_avg54[i - W_VECTOR_SIZE + 1: i + 1]
X[4] = diff_avg6_avg27[i - W_VECTOR_SIZE + 1: i + 1]
X[5] = diff_avg6_avg54[i - W_VECTOR_SIZE + 1: i + 1]
X[6] = diff_avg9_avg27[i - W_VECTOR_SIZE + 1: i + 1]
X[7] = diff_avg9_avg54[i - W_VECTOR_SIZE + 1: i + 1]
X[8] = diff_avg12_avg27[i - W_VECTOR_SIZE + 1: i + 1]
X[9] = diff_avg12_avg54[i - W_VECTOR_SIZE + 1: i + 1]
X[10] = diff_change_lead1[i - W_VECTOR_SIZE + 1: i + 1]
X[11] = diff_open_lead1[i - W_VECTOR_SIZE + 1: i + 1]
X[12] = diff_close_lead1[i - W_VECTOR_SIZE + 1: i + 1]
X[13] = diff_high_lead1[i - W_VECTOR_SIZE + 1: i + 1]
X[14] = diff_low_lead1[i - W_VECTOR_SIZE + 1: i + 1]
X[15] = rsi[i - W_VECTOR_SIZE + 1: i + 1]
X[16] = rsis[i - W_VECTOR_SIZE + 1: i + 1]
X[17] = diff_avg54[i - W_VECTOR_SIZE + 1: i + 1]
X[18] = diff_change_base[i - W_VECTOR_SIZE + 1: i + 1]
X[19] = diff_base_lead1[i - W_VECTOR_SIZE + 1: i + 1]
X[20] = diff_open_base[i - W_VECTOR_SIZE + 1: i + 1]
X[21] = diff_close_base[i - W_VECTOR_SIZE + 1: i + 1]
X[22] = diff_high_base[i - W_VECTOR_SIZE + 1: i + 1]
X[23] = diff_low_base[i - W_VECTOR_SIZE + 1: i + 1]
X[24] = abs_avg_1[i - W_VECTOR_SIZE + 1: i + 1]
X[25] = abs_avg_2[i - W_VECTOR_SIZE + 1: i + 1]
X[26] = abs_avg_3[i - W_VECTOR_SIZE + 1: i + 1]
X[27] = abs_avg_4[i - W_VECTOR_SIZE + 1: i + 1]
X[28] = abs_avg_5[i - W_VECTOR_SIZE + 1: i + 1]
X[29] = diff_upper_lower[i - W_VECTOR_SIZE + 1: i + 1]
X[30] = diff_open_lower[i - W_VECTOR_SIZE + 1: i + 1]
X[31] = diff_close_upper[i - W_VECTOR_SIZE + 1: i + 1]
CHANNEL_SIZE = 4
for i in range(VECTOR_SIZE*CHANNEL_SIZE-1, size):
X = np.zeros((CHANNEL_SIZE, VECTOR_SIZE, VECTOR_SIZE))
s, e = i, i
for c in range(0, 4):
if c == 0 :
s = i - VECTOR_SIZE*CHANNEL_SIZE + 1
e += VECTOR_SIZE
else:
s = e
e += + VECTOR_SIZE
X[c, 0] = macd[s: e]
X[c, 1] = diff_avg27[s: e]
X[c, 2] = diff_avg3_avg27[s: e]
X[c, 3] = diff_avg3_avg54[s: e]
X[c, 4] = diff_avg6_avg27[s: e]
X[c, 5] = diff_avg6_avg54[s: e]
X[c, 6] = diff_avg9_avg27[s: e]
X[c, 7] = diff_avg9_avg54[s: e]
X[c, 8] = diff_avg12_avg27[s: e]
X[c, 9] = diff_avg12_avg54[s: e]
X[c, 10] = diff_change_lead1[s: e]
X[c, 11] = diff_open_lead1[s: e]
X[c, 12] = diff_close_lead1[s: e]
X[c, 13] = diff_high_lead1[s: e]
X[c, 14] = diff_low_lead1[s: e]
X[c, 15] = rsi[s: e]
X[c, 16] = rsis[s: e]
X[c, 17] = diff_avg54[s: e]
X[c, 18] = diff_change_base[s: e]
X[c, 19] = diff_base_lead1[s: e]
X[c, 20] = diff_open_base[s: e]
X[c, 21] = diff_close_base[s: e]
X[c, 22] = diff_high_base[s: e]
X[c, 23] = diff_low_base[s: e]
X[c, 24] = abs_avg_1[s: e]
X[c, 25] = abs_avg_2[s: e]
X[c, 26] = abs_avg_3[s: e]
X[c, 27] = abs_avg_4[s: e]
X[c, 28] = abs_avg_5[s: e]
X[c, 29] = diff_upper_lower[s: e]
X[c, 30] = diff_open_lower[s: e]
X[c, 31] = diff_close_upper[s: e]
batch_X.append(X)
batch_Y.append(label[i])