get_removeInclude(获取去除包含关系的数据).ipynb · ZHANGAIAI/quant

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get_removeInclude(获取去除包含关系的数据).ipynb 4.66 KB

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     "start_time": "2024-11-26T02:06:11.568824Z"
    }
   },
   "source": [
    "from PredictGraph.dataset_vol import *\n",
    "import warnings\n",
    "warnings.filterwarnings('ignore')\n",
    "from models.rf import *\n",
    "from eval_model.auc_roc import *\n",
    "from sklearn.metrics import accuracy_score,mean_squared_error,recall_score\n",
    "from sklearn.ensemble import RandomForestClassifier\n",
    "from imblearn.over_sampling import SMOTE\n",
    "from sklearn.preprocessing import LabelBinarizer  \n",
    "from sklearn.ensemble import RandomForestClassifier  \n",
    "from sklearn.utils import shuffle\n",
    "from sklearn.model_selection import train_test_split, GridSearchCV\n",
    "import tushare as ts\n",
    "import os\n",
    "from sklearn import preprocessing \n",
    "from sklearn.decomposition import PCA "
   ],
   "outputs": [
    {
     "ename": "ModuleNotFoundError",
     "evalue": "No module named 'PredictGraph'",
     "output_type": "error",
     "traceback": [
      "\u001B[1;31m---------------------------------------------------------------------------\u001B[0m",
      "\u001B[1;31mModuleNotFoundError\u001B[0m                       Traceback (most recent call last)",
      "Cell \u001B[1;32mIn[1], line 1\u001B[0m\n\u001B[1;32m----> 1\u001B[0m \u001B[38;5;28;01mfrom\u001B[39;00m \u001B[38;5;21;01mPredictGraph\u001B[39;00m\u001B[38;5;21;01m.\u001B[39;00m\u001B[38;5;21;01mdataset_vol\u001B[39;00m \u001B[38;5;28;01mimport\u001B[39;00m \u001B[38;5;241m*\u001B[39m\n\u001B[0;32m      2\u001B[0m \u001B[38;5;28;01mimport\u001B[39;00m \u001B[38;5;21;01mwarnings\u001B[39;00m\n\u001B[0;32m      3\u001B[0m warnings\u001B[38;5;241m.\u001B[39mfilterwarnings(\u001B[38;5;124m'\u001B[39m\u001B[38;5;124mignore\u001B[39m\u001B[38;5;124m'\u001B[39m)\n",
      "\u001B[1;31mModuleNotFoundError\u001B[0m: No module named 'PredictGraph'"
     ]
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   ],
   "execution_count": 1
  },
  {
   "cell_type": "markdown",
   "id": "bb476dd1-017d-4e7c-8fbc-a291e588667d",
   "metadata": {},
   "source": [
    "# 获取股票代码"
   ]
  },
  {
   "cell_type": "code",
   "id": "30463a83-0a1a-43e0-bace-28e833c043e8",
   "metadata": {},
   "source": [
    "pro = ts.pro_api('1c7f85b9026518588c0d0cdac712c2d17344332c9c8cfe6bc83ee75c')\n",
    "data = pro.stock_basic(exchange='', list_status='L', fields='ts_code,symbol,name,area,industry,list_date')\n",
    "ts_codes = data['ts_code'].to_list()"
   ],
   "outputs": [],
   "execution_count": null
  },
  {
   "cell_type": "code",
   "id": "02840c1e-b3eb-4050-b66f-04af8ebfb09c",
   "metadata": {},
   "source": [
    "folder_path = 'DataControl/datasets_hfq/'\n",
    "start_date = 20180102\n",
    "end_date = 20221230\n",
    "train_data = StackedDataSet_Remove_Include(ts_codes,folder_path,start_date,end_date)"
   ],
   "outputs": [],
   "execution_count": null
  },
  {
   "cell_type": "code",
   "id": "87a8b31d-3e37-47a6-852d-9125dc9e92cc",
   "metadata": {},
   "source": [
    "train_data.to_csv('PredictGraph/train_data_1.csv')"
   ],
   "outputs": [],
   "execution_count": null
  },
  {
   "cell_type": "code",
   "id": "67cafcc6-14a3-4925-9db1-2428d582a15b",
   "metadata": {},
   "source": [
    "folder_path = 'DataControl/datasets_hfq/'\n",
    "start_date = 20230103\n",
    "end_date = 20240830\n",
    "test_data = StackedDataSet_Remove_Include(ts_codes,folder_path,start_date,end_date)"
   ],
   "outputs": [],
   "execution_count": null
  },
  {
   "cell_type": "code",
   "id": "0471b2c5-a5f6-493a-9490-1841638d6bef",
   "metadata": {},
   "source": [
    "test_data.to_csv('PredictGraph/test_data_1.csv')"
   ],
   "outputs": [],
   "execution_count": null
  },
  {
   "cell_type": "code",
   "id": "ca8c6a3c-c677-4e8f-9f11-2c50d58b98a5",
   "metadata": {},
   "source": [],
   "outputs": [],
   "execution_count": null
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   "metadata": {},
   "source": [],
   "outputs": [],
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   "metadata": {},
   "source": [],
   "outputs": [],
   "execution_count": null
  }
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提交于 2024-11-26 11:36 . 更改

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