資源簡介
使用強化學習完成股票預測。強化學習是機器學習的另一個分支,在決策的時候采取合適的行動 (Action) 使最后的獎勵最大化。與監督學習預測未來的數值不同,強化學習根據輸入的狀態(如當日開盤價、收盤價等),輸出系列動作(例如:買進、持有、賣出),使得最后的收益最大化,實現自動交易。
代碼片段和文件信息
import?baostock?as?bs
import?pandas?as?pd
import?os
OUTPUT?=?‘./stockdata‘
def?mkdir(directory):
????if?not?os.path.exists(directory):
????????os.makedirs(directory)
class?Downloader(object):
????def?__init__(self
?????????????????output_dir
?????????????????date_start=‘1990-01-01‘
?????????????????date_end=‘2020-03-23‘):
????????self._bs?=?bs
????????bs.login()
????????self.date_start?=?date_start
????????#?self.date_end?=?datetime.datetime.now().strftime(“%Y-%m-%d“)
????????self.date_end?=?date_end
????????self.output_dir?=?output_dir
????????self.fields?=?“datecodeopenhighlowclosevolumeamount“?\
??????????????????????“adjustflagturntradestatuspctChgpeTTM“?\
??????????????????????“pbMRQpsTTMpcfNcfTTMisST“
????def?exit(self):
????????bs.logout()
????def?get_codes_by_date(self?date):
????????print(date)
????????stock_rs?=?bs.query_all_stock(date)
????????stock_df?=?stock_rs.get_data()
????????print(stock_df)
????????return?stock_df
????def?run(self):
????????stock_df?=?self.get_codes_by_date(self.date_end)
????????for?index?row?in?stock_df.iterrows():
????????????print(f‘processing?{row[“code“]}?{row[“code_name“]}‘)
????????????df_code?=?bs.query_history_k_data_plus(row[“code“]?self.fields
???????????????????????????????????????????????????start_date=self.date_start
???????????????????????????????????????????????????end_date=self.date_end).get_data()
????????????df_code.to_csv(f‘{self.output_dir}/{row[“code“]}.{row[“code_name“]}.csv‘?index=False)
????????self.exit()
if?__name__?==?‘__main__‘:
????#?獲取全部股票的日K線數據
????mkdir(‘./stockdata/train‘)
????downloader?=?Downloader(‘./stockdata/train‘?date_start=‘1990-01-01‘?date_end=‘2019-11-29‘)
????downloader.run()
????mkdir(‘./stockdata/test‘)
????downloader?=?Downloader(‘./stockdata/test‘?date_start=‘2019-12-01‘?date_end=‘2019-12-31‘)
????downloader.run()
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2020-03-28?03:22??RL-Stock-master\
?????文件????????2208??2020-03-28?03:22??RL-Stock-master\.gitignore
?????文件????????1072??2020-03-28?03:22??RL-Stock-master\LICENSE
?????文件????????7019??2020-03-28?03:22??RL-Stock-master\README.md
?????目錄???????????0??2020-03-28?03:22??RL-Stock-master\font\
?????文件???????21368??2020-03-28?03:22??RL-Stock-master\font\simhei.ttf
?????文件?????5177387??2020-03-28?03:22??RL-Stock-master\font\wqy-microhei.ttc
?????文件????????1893??2020-03-28?03:22??RL-Stock-master\get_stock_data.py
?????目錄???????????0??2020-03-28?03:22??RL-Stock-master\img\
?????文件??????136091??2020-03-28?03:22??RL-Stock-master\img\2020-03-25-17-05-58.png
?????文件??????135361??2020-03-28?03:22??RL-Stock-master\img\2020-03-25-18-19-03.png
?????文件???????60714??2020-03-28?03:22??RL-Stock-master\img\2020-03-25-18-55-13.png
?????文件?????1175044??2020-03-28?03:22??RL-Stock-master\img\2020-03-25-18-58-52.png
?????文件??????104218??2020-03-28?03:22??RL-Stock-master\img\2020-03-25-19-38-49.png
?????文件??????108666??2020-03-28?03:22??RL-Stock-master\img\2020-03-27-10-22-58.png
?????文件???????97777??2020-03-28?03:22??RL-Stock-master\img\2020-03-27-10-45-59.png
?????文件??????118213??2020-03-28?03:22??RL-Stock-master\img\2020-03-28-10-34-20.png
?????文件???????10391??2020-03-28?03:22??RL-Stock-master\img\2020-03-28-10-34-46.png
?????文件????????5836??2020-03-28?03:22??RL-Stock-master\img\hist.png
?????文件???????14315??2020-03-28?03:22??RL-Stock-master\img\pie.png
?????文件???????32485??2020-03-28?03:22??RL-Stock-master\img\sh.600036.png
?????文件????????2533??2020-03-28?03:22??RL-Stock-master\main.py
?????文件?????????841??2020-03-28?03:22??RL-Stock-master\requirements.txt
?????目錄???????????0??2020-03-28?03:22??RL-Stock-master\rlenv\
?????文件????????5547??2020-03-28?03:22??RL-Stock-master\rlenv\StockTradingEnv0.py
?????文件???????????0??2020-03-28?03:22??RL-Stock-master\rlenv\__init__.py
?????文件???????36845??2020-03-28?03:22??RL-Stock-master\vis.ipynb
- 上一篇:MicroMechanics abaqus ef-rve插件
- 下一篇:原油套利神器
評論
共有 條評論