#?coding:?utf-8

#?In[12]:


#Common?Library
import?numpy?as?np
import?pandas?as?pd
from?__future__?import?division
from?datetime?import?datetimetimedelta
from?dateutil?import?parser
#import?time
from?time?import?time
#Sklearn
from?sklearn.svm?import?SVR
from?sklearn.model_selection?import?train_test_split
from?sklearn.decomposition?import?PCA
from?sklearn.ensemble?import?RandomForestRegressor
from?sklearn.multioutput?import?MultiOutputRegressor
from?sklearn.feature_selection?import?SelectFromModel
from?sklearn?import?preprocessing
#regression?evaluation
from?sklearn.metrics?import?explained_variance_score
from?sklearn.metrics?import?r2_score
from?sklearn.metrics?import?mean_squared_error
#Matplotlib
import?matplotlib.pyplot?as?plt
#?Anfis
#import?anfis
#from?membership?import?membershipfunction?mfDerivs


#?In[13]:


def?totimestamp（dt?epoch=datetime（197011））:
????td?=?dt?-?epoch
????#?return?td.total_seconds（）
????return?（td.microseconds?+?（td.seconds?+?td.days?*?86400）?*?10**6）?/?10**6?

def?DataPrepare（df）:
????df[‘TL?baseD‘][0]?=?‘ISE.TL‘
????df[‘USD?baseD‘][0]?=?‘ISE.USD‘
????df.columns?=?df.iloc[0]
????df.drop（df.index[0]?inplace=True）
????df.rename（columns={‘ISE‘:?‘ISE.TL‘?‘ISE‘:?‘ISE.USD‘}?inplace=True）

????#col_target?=?[‘ISE.TL‘?‘ISE.USD‘]
????col_target?=?[‘ISE.TL‘]
????target?=?df[col_target]
????data?=?df.drop（[‘ISE.TL‘?‘ISE.USD‘]?axis=1）

????data[‘date‘]?=?pd.to_datetime（data[‘date‘]）
????#print（data[‘date‘][0]）
????ms?=?[]
????for?i?in?range（1?len（data[‘date‘]）+1）:
????????#print（int（totimestamp（data[‘date‘][i]）））
????????ms.append（int（totimestamp（data[‘date‘][i]）））
????????
????data[‘date‘]?=?ms

????return?data?target


#?In[15]:


def?ReadData（）:
????df?=?pd.read_csv（‘IstanbulStockExchangeUCI/IstanbulStockExchangeUCI.csv‘?delimiter=‘;‘）
????#print（df.head（））
????return?DataPrepare（df）

#data?target?=?ReadData（）


#?In[16]:


def?CreateFeatureSelectionModel（x_train?y_train?threshold?=?0.1）:
????from?sklearn.ensemble?import?RandomForestRegressor
????from?sklearn.feature_selection?import?SelectFromModel
????sfm_m?=?RandomForestRegressor（max_depth=30?random_state=0）
????sfm?=?SelectFromModel（sfm_m?threshold=threshold）
????sfm.fit（x_train?y_train）
????return?sfm

def?DoFeatureSelection（model?data）:
????return?model.transform（data）

def?DoInverseFeatureSelection（mode?data）:
????return?model.inverse_transform（data）


#?In[17]:


def?CreateDataScaleModel（x_train?y_train）:
????from?sklearn.preprocessing?import?MinMaxScaler
????scaler_x?=?MinMaxScaler（）
????scaler_x.fit（x_train）
????scaler_y?=?MinMaxScaler（）
????scaler_y.fit（y_train）
????return?scaler_x?scaler_y
????
????
def?DataScale（model?data）:
????return?model.transform（data）


#?In[21]:


def?GetData（DoFS?=?True）:
????data?target?=?ReadData（）
????
????sfm?=?CreateFeatureSelectionModel（data?target?0.25）
????if?DoFS?==?True:
????????X?=?DoFeatureSelection（sfm?data）
????else:
????????X?=?data.values
????Y?=?target.values[:0]
????aa?=?np.hstack（[Xtarge

?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2019-12-25?23:50??ga_aco_opt_on_anfis_svm-master\.ipynb_checkpoints\
?????文件?????2212691??2019-12-25?23:50??ga_aco_opt_on_anfis_svm-master\.ipynb_checkpoints\ANFIS_IstanbulStockExchange-checkpoint.ipynb
?????文件?????2212691??2019-12-25?23:50??ga_aco_opt_on_anfis_svm-master\ANFIS_IstanbulStockExchange.ipynb
?????文件???????21960??2018-06-24?07:30??ga_aco_opt_on_anfis_svm-master\ANFIS_IstanbulStockExchange.py
?????目錄???????????0??2019-12-25?21:27??ga_aco_opt_on_anfis_svm-master\IstanbulStockExchangeUCI\
?????文件???????64095??2018-06-24?07:30??ga_aco_opt_on_anfis_svm-master\IstanbulStockExchangeUCI\IstanbulStockExchangeUCI.csv
?????文件???????64095??2018-06-24?07:30??ga_aco_opt_on_anfis_svm-master\IstanbulStockExchangeUCI\IstanbulStockExchangeUCI2.csv
?????目錄???????????0??2019-12-25?23:50??ga_aco_opt_on_anfis_svm-master\