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Add some classifier code

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This commit is contained in:
jackyu66git
2025-04-23 10:39:04 +08:00
parent 70e14c2ea3
commit 48d5647ebf
14 changed files with 139 additions and 47 deletions
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ChanLun_Classifier.py
+23 -8
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@@ -281,13 +281,18 @@ class ChanLunClassifier:
# 使用ChanLun获取bi_list
bi_list = self.chan.cal_bi_list(self.chan.get_klc_list(dataframe))
klc_list = self.chan.get_klc_list(dataframe)
seg_list = self.chan.get_seg_list(bi_list)
# 筛选方向为UP的bi的起始klc
feature_data = []
labels = []
bi_index = 0
sample_list = []
for klc in klc_list:
if bi_index == len(bi_list):
if klc.fx != Chan_FX_TYPE.UNKNOWN:
sample_list.append(klc)
for klc in sample_list:
if bi_index >= len(bi_list):
bi_index = len(bi_list) - 1
bi = bi_list[bi_index]
if klc.end_klu and bi.end_klc and klc.start_klu.index >= bi.start_klc.start_klu.index and klc.end_klu.index <= bi.end_klc.end_klu.index:
@@ -306,9 +311,11 @@ class ChanLunClassifier:
# 判断这个bi是否赚钱（这里简单定义为：如果bi的结束价格高于起始价格，则标记为1，否则为0）
# 这个标签定义可以根据实际需求修改
if bi.start_klc.index == klc.index:
seg = seg_list[bi_index]
if bi.start_klc.index == klc.index and bi.dir == Chan_BI_DIR.UP:
#if klc.index == seg.start_bi.start_klc.index and seg.dir == Chan_SEG_DIR.UP:
label = 1
bi_index += 1
bi_index += 2
else:
label = 0
@@ -325,12 +332,17 @@ class ChanLunClassifier:
# 使用ChanLun获取bi_list
bi_list = self.chan.cal_bi_list(self.chan.get_klc_list(dataframe))
klc_list = self.chan.get_klc_list(dataframe)
seg_list = self.chan.get_seg_list(bi_list)
# 筛选方向为UP的bi的起始klc
feature_data = []
labels = []
bi_index = 0
sample_list = []
for klc in klc_list:
if bi_index == len(bi_list):
if klc.fx != Chan_FX_TYPE.UNKNOWN:
sample_list.append(klc)
for klc in sample_list:
if bi_index >= len(bi_list):
bi_index = len(bi_list) - 1
bi = bi_list[bi_index]
# 提取特征
@@ -344,10 +356,11 @@ class ChanLunClassifier:
feature_vec.append(value)
else:
feature_vec.append(0)
if bi.start_klc.index == klc.index:
seg = seg_list[bi_index]
if bi.start_klc.index == klc.index and bi.dir == Chan_BI_DIR.UP:
#if klc.index == seg.start_bi.start_klc.index and seg.dir == Chan_SEG_DIR.UP:
label = 1
bi_index += 1
bi_index += 2
else:
label = 0
@@ -433,6 +446,8 @@ class ChanLunClassifier:
dtest = xgb.DMatrix(np.array([feature_vec]))
# 预测
return self.model.predict(dtest)[0]
return self.get_decimal(self.model.predict(dtest)[0])
def get_decimal(self, value):
return Decimal("{:.2f}".format(value))