(水贴)使用简单的机器学习算法对行情进行分类

md00000000

改了算法，算法将分别预测未来5,10,20天的平均价格是否高于今日，正数为看涨，负数为看跌

                                               

2020-05-06 10:30:00	0.342965054166804	0.395048284337761	0.392854952038582
2020-05-06 11:30:00	0.245773083705016	0.284562814177569	0.307579812824937
2020-05-06 14:00:00	0.198895313697217	0.230093437960485	0.259731858754358
2020-05-06 15:00:00	0.178284054272615	0.209997842104102	0.236822867300987
2020-05-07 10:30:00	-0.143463984839398	-0.098317385214616	-0.060306996993148
2020-05-07 11:30:00	-0.058451417481339	-0.017038327368025	0.021152657518069
2020-05-07 14:00:00	-0.213426574298556	-0.148933974916987	-0.114893493478051
2020-05-07 15:00:00	-0.189962948247348	-0.112772029156519	-0.064140219220425
2020-05-08 10:30:00	-0.143021612181602	-0.07357313023699	-0.026459960499568
2020-05-08 11:30:00	0.052176177963177	0.103694251654321	0.155102591153976
2020-05-08 14:00:00	-0.114883601635906	-0.023947385667942	0.041465507021095
2020-05-08 15:00:00	-0.150628772134065	-0.096903923999915	-0.043903604985783

md00000000

我脑子真是坏掉了！从今日起开始使用RandomForestClassifier而不是RandomForestRegressor(随机森林)

                                               

14900	2020-05-06 10:30:00	2831.63	2851.27	2853.24	2830.67	1	1	1
14901	2020-05-06 11:30:00	2851.29	2862.5	2862.5	2846.09	1	1	1
14902	2020-05-06 14:00:00	2862.5	2867.62	2867.87	2859.64	1	1	1
14903	2020-05-06 15:00:00	2867.58	2878.14	2879.26	2865.06	1	1	1
14904	2020-05-07 10:30:00	2876.47	2871.23	2876.47	2866.3	-1	1	1
14905	2020-05-07 11:30:00	2871.29	2878.43	2882.02	2868.79	1	1	1
14906	2020-05-07 14:00:00	2879.49	2872.42	2879.49	2864.58	-1	1	1
14907	2020-05-07 15:00:00	2872.73	2871.52	2877.55	2869.52	-1	1	1
14908	2020-05-08 10:30:00	2882.7078	2888.2245	2890.6449	2879.2034	-1	1	1
14909	2020-05-08 11:30:00	2888.2879	2897.7443	2897.8324	2883.8415	1	1	1
14910	2020-05-08 14:00:00	2897.7464	2894.3115	2903.7967	2893.7779	1	1	1
14911	2020-05-08 15:00:00	2894.8722	2895.3444	2897.3977	2892.2391	-1	1	1

md00000000

今天的结果：

                                               

2020-05-08 10:30:00	2882.71	2888.22	2890.64	2879.2	1	1	1
2020-05-08 11:30:00	2888.29	2897.74	2897.83	2883.84	1	1	1
2020-05-08 14:00:00	2897.75	2894.31	2903.8	2893.78	-1	1	1
2020-05-08 15:00:00	2894.87	2895.34	2897.4	2892.24	-1	1	1

md00000000

以后将提供 5 10 20 30个周期的预测，在60分钟图上也就是 1天 2天 5天 7天 的预测

                                               

2020-05-08 11:30:00	2888.29	2897.74	2897.83	2883.84	涨	涨	涨	涨
2020-05-08 14:00:00	2897.75	2894.31	2903.8	2893.78	跌	跌	涨	涨
2020-05-08 15:00:00	2894.87	2895.34	2897.4	2892.24	跌	跌	涨	涨

md00000000

                                               

2020-05-11 10:30:00	2901.5739	2900.0705	2914.2838	2899.391	-1	-1	-1	1
2020-05-11 11:30:00	2900.8023	2899.0145	2908.1443	2898.8172	-1	-1	1	1
2020-05-11 14:00:00	2898.8666	2892.0271	2898.8666	2889.2304	-1	-1	-1	1
2020-05-11 15:00:00	2891.5915	2894.802	2895.5195	2884.3806	-1	-1	1	1

md00000000

                                               

2020-05-12 10:30:00	2894.6171	2892.504	2897.9018	2882.1042	-1	-1	-1	-1
2020-05-12 11:30:00	2892.7691	2877.7109	2893.0181	2877.3822	-1	-1	-1	-1
2020-05-12 14:00:00	2877.6973	2889.7032	2890.7648	2871.2735	-1	-1	1	1
2020-05-12 15:00:00	2889.4993	2891.5564	2893.1474	2884.5432	-1	-1	1	1

md00000000

                                               

2020-05-13 10:30:00	2882.9552	2882.4092	2885.1883	2875.5481	1	1	1	1
2020-05-13 11:30:00	2882.1579	2886.2227	2887.5408	2880.2683	1	1	1	1
2020-05-13 14:00:00	2886.2227	2890.7233	2893.4879	2886.2227	1	1	1	1
2020-05-13 15:00:00	2891.1367	2898.0495	2900.2587	2890.8889	-1	-1	1	1

md00000000

                                                

2020-05-14 10:30:00	2887.0577	2878.6131	2887.0577	2876.1157	-1	-1	-1	1
2020-05-14 11:30:00	2878.247	2884.4133	2885.8045	2876.2026	-1	-1	-1	-1
2020-05-14 14:00:00	2884.597	2878.4768	2884.597	2874.0281	-1	-1	-1	-1
2020-05-14 15:00:00	2878.638	2870.3422	2879.0622	2869.1832	-1	-1	1	1

md00000000

                                               

2020-05-15 10:30:00	2880.7067	2868.2636	2884.139	2863.5415	1	1	1	1
2020-05-15 11:30:00	2868.2682	2875.4533	2876.4262	2866.7128	1	1	1	1
2020-05-15 14:00:00	2875.9	2874.2526	2880.4759	2871.9807	1	1	1	1
2020-05-15 15:00:00	2873.9553	2868.4587	2876.4494	2866.4661	1	1	1	1

md00000000

机器说看多，不过我是看空的！

md00000000

本帖从今日起开始停更，当然，不排除以后回来把这坑给填上的可能性。