79 lines
2.8 KiB
Python
79 lines
2.8 KiB
Python
import yfinance as yf
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import pandas as pd
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from datetime import datetime, timedelta
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import numpy as np
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from xgboost import XGBClassifier
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from sklearn.metrics import precision_score, recall_score, f1_score, roc_auc_score, accuracy_score
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from sklearn.preprocessing import MinMaxScaler
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from tqdm import tqdm
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from collections import defaultdict
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import asyncio
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import aiohttp
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import aiofiles
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import pickle
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import time
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class ScorePredictor:
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def __init__(self):
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self.scaler = MinMaxScaler()
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self.warm_start_model_path = 'ml_models/weights/ai-score/warm_start_weights.pkl'
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self.model = XGBClassifier(
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n_estimators=200,
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max_depth=10,
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learning_rate=0.1,
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random_state=42,
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n_jobs=10
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)
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def preprocess_data(self, X):
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X = np.where(np.isinf(X), np.nan, X)
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X = np.nan_to_num(X)
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X = self.scaler.fit_transform(X)
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return X
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def warm_start_training(self, X_train, y_train):
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X_train = self.preprocess_data(X_train)
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self.model.fit(X_train, y_train)
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pickle.dump(self.model, open(f'{self.warm_start_model_path}', 'wb'))
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print("Warm start model saved.")
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def fine_tune_model(self, X_train, y_train):
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X_train = self.preprocess_data(X_train)
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with open(f'{self.warm_start_model_path}', 'rb') as f:
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self.model = pickle.load(f)
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self.model.fit(X_train, y_train)
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print("Model fine-tuned")
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def evaluate_model(self, X_test, y_test):
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X_test = self.preprocess_data(X_test)
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test_predictions = self.model.predict_proba(X_test)
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class_1_probabilities = test_predictions[:, 1]
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binary_predictions = (class_1_probabilities >= 0.5).astype(int)
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#print(test_predictions)
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test_precision = precision_score(y_test, binary_predictions)
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test_accuracy = accuracy_score(y_test, binary_predictions)
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print("Test Set Metrics:")
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print(f"Precision: {round(test_precision * 100)}%")
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print(f"Accuracy: {round(test_accuracy * 100)}%")
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print(pd.DataFrame({'y_test': y_test, 'y_pred': binary_predictions}))
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thresholds = [0.8, 0.75, 0.7, 0.6, 0.5, 0.45, 0.4, 0.35, 0.3, 0]
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scores = [10, 9, 8, 7, 6, 5, 4, 3, 2, 1]
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last_prediction_prob = class_1_probabilities[-1]
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score = None
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print(f"Last prediction probability: {last_prediction_prob}")
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for threshold, value in zip(thresholds, scores):
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if last_prediction_prob >= threshold:
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score = value
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break
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return {'accuracy': round(test_accuracy * 100),
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'precision': round(test_precision * 100),
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'score': score} |