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Commit 3c333a30 authored by raoul.dupuis's avatar raoul.dupuis
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timestamp,p_l1,p_l2,p_l3,p
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2023-01-11 21:25:59,121.874,557.85,94.872,774.596
2023-01-11 21:26:59,122.487,557.931,96.168,776.586
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2023-01-11 21:28:59,122.513,557.083,99.421,779.017
2023-01-11 21:29:59,122.534,556.063,100.36,778.957
2023-01-11 21:30:59,124.227,558.317,98.467,781.011
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2023-01-11 21:33:59,122.767,557.207,95.52,775.4939999999999
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2023-01-11 21:37:59,121.113,554.804,94.129,770.0459999999999
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2023-01-11 22:12:59,71.727,71.862,94.889,238.478
2023-01-11 22:13:59,72.863,72.522,96.653,242.038
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2023-01-11 22:47:59,64.414,48.089,72.409,184.912
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main.py 0 → 100644
+ 63
− 0
View file @ 3c333a30
import pandas as pd
import xgboost
from sklearn.metrics import mean_squared_error, mean_absolute_percentage_error
import time
class bcolors:
HEADER = '\033[95m'
OKBLUE = '\033[94m'
OKCYAN = '\033[96m'
OKGREEN = '\033[92m'
WARNING = '\033[93m'
FAIL = '\033[91m'
ENDC = '\033[0m'
BOLD = '\033[1m'
UNDERLINE = '\033[4m'
'''
Ajout de 5 valeurs anterieur
Et de 1 valeur posterieur : label de prediction
'''
def prepare_feat(df):
feature = ['p', 'p_l1', 'p_l2', 'p_l3']
label = 'p+1'
nb_hist = 6
for i in range(1,nb_hist):
df = df.join(df.shift(periods=i)['p_l1'].to_frame(f'p_l1-{i}'))
df = df.join(df.shift(periods=i)['p_l2'].to_frame(f'p_l2-{i}'))
df = df.join(df.shift(periods=i)['p_l3'].to_frame(f'p_l3-{i}'))
feature.extend((f'p_l1-{i}',f'p_l2-{i}',f'p_l3-{i}'))
df = df.join(df.shift(periods=-1)['p'].to_frame(f'p+1'))
df = df.dropna()
return df, df[feature], df[label]
def predict(df, reg = None):
if not reg:
reg = xgboost.XGBRegressor()
reg.load_model("model_xgboost.json")
df, x, y = prepare_feat(df)
for i in range(len(x)):
tmp = x.iloc[i].to_frame().T
predictions = reg.predict(tmp)
error = round(mean_absolute_percentage_error([y.iloc[i]], predictions), 3)
if error > 0.2:
print(df.iloc[i].name, predictions, round(y.iloc[i],3), f'{bcolors.FAIL}{error}{bcolors.ENDC}')
elif error > 0.1:
print(df.iloc[i].name, predictions, round(y.iloc[i],3), f'{bcolors.WARNING}{error}{bcolors.ENDC}')
else:
print(df.iloc[i].name, predictions, round(y.iloc[i],3), f'{bcolors.OKGREEN}{error}{bcolors.ENDC}')
time.sleep(0.1)
if __name__ == "__main__":
df = pd.read_csv('159_2023-01-11_1d.csv')
df['timestamp'] = pd.to_datetime(df['timestamp'])
df = df.set_index('timestamp')
print('predict')
predict(df)
model_xgboost.json 0 → 100644
+ 0
− 0
View file @ 3c333a30
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