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Browse files- .gitattributes +1 -0
- model_predictor.py +572 -152
- taiwan_stock_predictor.keras +3 -0
- taiwan_stock_predictor_scaler_X.pkl +3 -0
- taiwan_stock_predictor_scaler_y.pkl +3 -0
.gitattributes
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@@ -36,3 +36,4 @@ saved_model/**/* filter=lfs diff=lfs merge=lfs -text
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stock_lstm_model_v2.keras filter=lfs diff=lfs merge=lfs -text
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9CE6ABB0E688BCE5A5B3E69920220912-20250909.xlsx filter=lfs diff=lfs merge=lfs -text
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期末專案輸入資料20220912-20250909.xlsx filter=lfs diff=lfs merge=lfs -text
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stock_lstm_model_v2.keras filter=lfs diff=lfs merge=lfs -text
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9CE6ABB0E688BCE5A5B3E69920220912-20250909.xlsx filter=lfs diff=lfs merge=lfs -text
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期末專案輸入資料20220912-20250909.xlsx filter=lfs diff=lfs merge=lfs -text
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taiwan_stock_predictor.keras filter=lfs diff=lfs merge=lfs -text
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model_predictor.py
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@@ -1,152 +1,572 @@
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# -*- coding: utf-8 -*-
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"""model_predictor.ipynb
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| 3 |
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| 4 |
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Automatically generated by Colab.
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Original file is located at
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https://colab.research.google.com/drive/1CaAPRdPsp3Jt5tQ3BLVcK19euWZmFme5
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"""
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# model_predictor.py
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# 進階LSTM模型預測器,適用於HUGING_FACE_V4.2
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import os
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import numpy as np
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import pandas as pd
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import yfinance as yf
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from datetime import datetime, timedelta
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import joblib
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from sklearn.preprocessing import StandardScaler, RobustScaler
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from sklearn.metrics import mean_absolute_error, mean_squared_error, r2_score
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import warnings
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warnings.filterwarnings('ignore')
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# TensorFlow/Keras 相關
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try:
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import tensorflow as tf
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from tensorflow.keras.models import Sequential, load_model
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from tensorflow.keras.layers import LSTM, Dense, Dropout, BatchNormalization, GRU, Bidirectional
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from tensorflow.keras.optimizers import Adam
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from tensorflow.keras.callbacks import EarlyStopping, ReduceLROnPlateau, ModelCheckpoint
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from tensorflow.keras.regularizers import l1_l2
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print("TensorFlow 載入成功")
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except ImportError:
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print("警告:TensorFlow 未安裝,模型將無法正常運作")
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tf = None
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class AdvancedStockPredictor:
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def __init__(self, model_name='taiwan_stock_predictor'):
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self.model_name = model_name
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self.model = None
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self.scaler_X = RobustScaler()
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self.scaler_y = StandardScaler()
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self.sequence_length = 60 # 使用60天的歷史數據
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self.feature_names = [
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'volume', 'rate', 'DJI', 'NAS', 'SOX', 'SP500', 'TSM_ADR',
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'RSI', 'MACD', 'MACDsign', 'MACDvol', 'K', 'D',
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'+DI', '-DI', 'ADX', 'business_climate', 'PMI'
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]
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self.target_names = ['close_1d', 'close_5d', 'close_10d', 'close_20d', 'close_60d']
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self.is_trained = False
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def fetch_yfinance_data(self, start_date='2022-09-12', end_date='2025-09-08'):
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"""從 yfinance 獲取所需的市場數據"""
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print("正在從 yfinance 獲取數據...")
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+
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# 定義股票代碼
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symbols = {
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'TAIEX': '^TWII', # 台股指數
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'DJI': '^DJI', # 道瓊工業指數
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'NAS': '^IXIC', # 納斯達克
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'SOX': '^SOX', # 費城半導體指數
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'SP500': '^GSPC', # 標普500
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'TSM_ADR': 'TSM' # 台積電ADR
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}
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+
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data_dict = {}
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+
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| 68 |
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for name, symbol in symbols.items():
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try:
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+
stock = yf.Ticker(symbol)
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| 71 |
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hist = stock.history(start=start_date, end=end_date)
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| 72 |
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if not hist.empty:
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data_dict[name] = hist
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| 74 |
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print(f"成功獲取 {name} 數據: {len(hist)} 筆記錄")
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else:
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print(f"警告:無法獲取 {name} 數據")
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except Exception as e:
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print(f"錯誤:獲取 {name} 數據時發生錯誤: {e}")
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return data_dict
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+
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def load_economic_data(self):
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"""載入經濟數據檔案"""
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| 84 |
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economic_data = {}
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| 85 |
+
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| 86 |
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# 載入景氣燈號
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| 87 |
+
try:
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| 88 |
+
if os.path.exists('business_climate.csv'):
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| 89 |
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bc_df = pd.read_csv('business_climate.csv')
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| 90 |
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if len(bc_df.columns) >= 2:
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| 91 |
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bc_df.columns = ['Date', 'business_climate']
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| 92 |
+
# 統一時區處理
|
| 93 |
+
bc_df['Date'] = pd.to_datetime(bc_df['Date'], errors='coerce').dt.tz_localize(None)
|
| 94 |
+
bc_df = bc_df.dropna(subset=['Date'])
|
| 95 |
+
bc_df.set_index('Date', inplace=True)
|
| 96 |
+
economic_data['business_climate'] = bc_df
|
| 97 |
+
print(f"成功載入景氣燈號數據: {len(bc_df)} 筆記錄")
|
| 98 |
+
except Exception as e:
|
| 99 |
+
print(f"載入景氣燈號數據時發生錯誤: {e}")
|
| 100 |
+
|
| 101 |
+
# 載入 PMI 數據
|
| 102 |
+
try:
|
| 103 |
+
if os.path.exists('taiwan_pmi.csv'):
|
| 104 |
+
pmi_df = pd.read_csv('taiwan_pmi.csv')
|
| 105 |
+
if len(pmi_df.columns) >= 2:
|
| 106 |
+
pmi_df.columns = ['Date', 'PMI']
|
| 107 |
+
# 統一時區處理
|
| 108 |
+
pmi_df['Date'] = pd.to_datetime(pmi_df['Date'], errors='coerce').dt.tz_localize(None)
|
| 109 |
+
pmi_df = pmi_df.dropna(subset=['Date'])
|
| 110 |
+
pmi_df.set_index('Date', inplace=True)
|
| 111 |
+
economic_data['PMI'] = pmi_df
|
| 112 |
+
print(f"成功載入 PMI 數據: {len(pmi_df)} 筆記錄")
|
| 113 |
+
except Exception as e:
|
| 114 |
+
print(f"載入 PMI 數據時發生錯誤: {e}")
|
| 115 |
+
|
| 116 |
+
return economic_data
|
| 117 |
+
|
| 118 |
+
def calculate_technical_indicators(self, df):
|
| 119 |
+
"""計算技術指標"""
|
| 120 |
+
if df.empty:
|
| 121 |
+
return df
|
| 122 |
+
|
| 123 |
+
# 確保有足夠的數據計算技術指標
|
| 124 |
+
if len(df) < 60:
|
| 125 |
+
return pd.DataFrame()
|
| 126 |
+
|
| 127 |
+
try:
|
| 128 |
+
# 基本指標
|
| 129 |
+
df['volume'] = df['Volume']
|
| 130 |
+
df['rate'] = df['Close'].pct_change()
|
| 131 |
+
|
| 132 |
+
# RSI
|
| 133 |
+
delta = df['Close'].diff()
|
| 134 |
+
gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
|
| 135 |
+
loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
|
| 136 |
+
rs = gain / loss
|
| 137 |
+
df['RSI'] = 100 - (100 / (1 + rs))
|
| 138 |
+
|
| 139 |
+
# MACD
|
| 140 |
+
exp1 = df['Close'].ewm(span=12).mean()
|
| 141 |
+
exp2 = df['Close'].ewm(span=26).mean()
|
| 142 |
+
df['MACD'] = exp1 - exp2
|
| 143 |
+
df['MACDsign'] = df['MACD'].ewm(span=9).mean()
|
| 144 |
+
df['MACDvol'] = df['MACD'] - df['MACDsign']
|
| 145 |
+
|
| 146 |
+
# KD 指標
|
| 147 |
+
low_min = df['Low'].rolling(window=9).min()
|
| 148 |
+
high_max = df['High'].rolling(window=9).max()
|
| 149 |
+
rsv = (df['Close'] - low_min) / (high_max - low_min) * 100
|
| 150 |
+
df['K'] = rsv.ewm(com=2).mean()
|
| 151 |
+
df['D'] = df['K'].ewm(com=2).mean()
|
| 152 |
+
|
| 153 |
+
# DMI 指標
|
| 154 |
+
df['up_move'] = df['High'] - df['High'].shift(1)
|
| 155 |
+
df['down_move'] = df['Low'].shift(1) - df['Low']
|
| 156 |
+
df['+DM'] = np.where((df['up_move'] > df['down_move']) & (df['up_move'] > 0), df['up_move'], 0)
|
| 157 |
+
df['-DM'] = np.where((df['down_move'] > df['up_move']) & (df['down_move'] > 0), df['down_move'], 0)
|
| 158 |
+
df['TR'] = np.max([df['High'] - df['Low'],
|
| 159 |
+
abs(df['High'] - df['Close'].shift(1)),
|
| 160 |
+
abs(df['Low'] - df['Close'].shift(1))], axis=0)
|
| 161 |
+
|
| 162 |
+
df['+DI'] = (df['+DM'].ewm(com=13).mean() / df['TR'].ewm(com=13).mean()) * 100
|
| 163 |
+
df['-DI'] = (df['-DM'].ewm(com=13).mean() / df['TR'].ewm(com=13).mean()) * 100
|
| 164 |
+
df['DX'] = abs(df['+DI'] - df['-DI']) / (df['+DI'] + df['-DI']) * 100
|
| 165 |
+
df['ADX'] = df['DX'].ewm(com=13).mean()
|
| 166 |
+
|
| 167 |
+
except Exception as e:
|
| 168 |
+
print(f"計算技術指標時發生錯誤: {e}")
|
| 169 |
+
return pd.DataFrame()
|
| 170 |
+
|
| 171 |
+
return df
|
| 172 |
+
|
| 173 |
+
def prepare_training_data(self):
|
| 174 |
+
"""準備訓練數據"""
|
| 175 |
+
print("開始準備訓練數據...")
|
| 176 |
+
|
| 177 |
+
# 獲取市場數據
|
| 178 |
+
market_data = self.fetch_yfinance_data()
|
| 179 |
+
economic_data = self.load_economic_data()
|
| 180 |
+
|
| 181 |
+
if 'TAIEX' not in market_data:
|
| 182 |
+
print("錯誤:無法獲取台股指數數據")
|
| 183 |
+
return None, None
|
| 184 |
+
|
| 185 |
+
# 以台股指數為主要數據
|
| 186 |
+
main_df = market_data['TAIEX'].copy()
|
| 187 |
+
# 統一時區處理 - 移除時區資訊
|
| 188 |
+
main_df.index = main_df.index.tz_localize(None)
|
| 189 |
+
|
| 190 |
+
main_df = self.calculate_technical_indicators(main_df)
|
| 191 |
+
|
| 192 |
+
if main_df.empty:
|
| 193 |
+
print("錯誤:技術指標計算失敗")
|
| 194 |
+
return None, None
|
| 195 |
+
|
| 196 |
+
# 合併其他市場數據
|
| 197 |
+
for name, data in market_data.items():
|
| 198 |
+
if name != 'TAIEX' and not data.empty:
|
| 199 |
+
# 統一時區處理
|
| 200 |
+
data.index = data.index.tz_localize(None)
|
| 201 |
+
|
| 202 |
+
# 重新命名欄位以避免衝突
|
| 203 |
+
if name == 'DJI':
|
| 204 |
+
main_df['DJI'] = data['Close'].reindex(main_df.index)
|
| 205 |
+
elif name == 'NAS':
|
| 206 |
+
main_df['NAS'] = data['Close'].reindex(main_df.index)
|
| 207 |
+
elif name == 'SOX':
|
| 208 |
+
main_df['SOX'] = data['Close'].reindex(main_df.index)
|
| 209 |
+
elif name == 'SP500':
|
| 210 |
+
main_df['SP500'] = data['Close'].reindex(main_df.index)
|
| 211 |
+
elif name == 'TSM_ADR':
|
| 212 |
+
main_df['TSM_ADR'] = data['Close'].reindex(main_df.index)
|
| 213 |
+
|
| 214 |
+
# 合併經濟數據
|
| 215 |
+
for name, data in economic_data.items():
|
| 216 |
+
if name == 'business_climate':
|
| 217 |
+
main_df['business_climate'] = data['business_climate'].reindex(main_df.index, method='ffill')
|
| 218 |
+
elif name == 'PMI':
|
| 219 |
+
main_df['PMI'] = data['PMI'].reindex(main_df.index, method='ffill')
|
| 220 |
+
|
| 221 |
+
# 創建未來價格標籤
|
| 222 |
+
close_prices = main_df['Close']
|
| 223 |
+
for days in [1, 5, 10, 20, 60]:
|
| 224 |
+
main_df[f'close_{days}d'] = close_prices.shift(-days)
|
| 225 |
+
|
| 226 |
+
# 選擇特徵欄位
|
| 227 |
+
feature_columns = []
|
| 228 |
+
for feature in self.feature_names:
|
| 229 |
+
if feature in main_df.columns:
|
| 230 |
+
feature_columns.append(feature)
|
| 231 |
+
else:
|
| 232 |
+
print(f"警告:特徵 {feature} 不存在,使用預設值 0")
|
| 233 |
+
main_df[feature] = 0 # 使用預設值
|
| 234 |
+
feature_columns.append(feature)
|
| 235 |
+
|
| 236 |
+
# 移除包含 NaN 的行
|
| 237 |
+
print(f"處理前數據量: {len(main_df)}")
|
| 238 |
+
main_df = main_df.dropna()
|
| 239 |
+
print(f"處理後數據量: {len(main_df)}")
|
| 240 |
+
|
| 241 |
+
if len(main_df) < self.sequence_length + 60: # 需要足夠的數據
|
| 242 |
+
print("錯誤:數據量不足以進行訓練")
|
| 243 |
+
return None, None
|
| 244 |
+
|
| 245 |
+
# 準備特徵和標籤
|
| 246 |
+
X = main_df[feature_columns].values
|
| 247 |
+
y = main_df[self.target_names].values
|
| 248 |
+
|
| 249 |
+
print(f"數據準備完成:X shape: {X.shape}, y shape: {y.shape}")
|
| 250 |
+
return X, y
|
| 251 |
+
|
| 252 |
+
def create_sequences(self, X, y):
|
| 253 |
+
"""創建時間序列序列"""
|
| 254 |
+
X_seq, y_seq = [], []
|
| 255 |
+
|
| 256 |
+
for i in range(self.sequence_length, len(X)):
|
| 257 |
+
X_seq.append(X[i-self.sequence_length:i])
|
| 258 |
+
y_seq.append(y[i])
|
| 259 |
+
|
| 260 |
+
return np.array(X_seq), np.array(y_seq)
|
| 261 |
+
|
| 262 |
+
def build_model(self, input_shape, output_shape):
|
| 263 |
+
"""建立進階LSTM模型"""
|
| 264 |
+
if tf is None:
|
| 265 |
+
raise ImportError("TensorFlow 未安裝,無法建立模型")
|
| 266 |
+
|
| 267 |
+
model = Sequential([
|
| 268 |
+
# 第一層 Bidirectional LSTM
|
| 269 |
+
Bidirectional(LSTM(128, return_sequences=True, dropout=0.2, recurrent_dropout=0.2),
|
| 270 |
+
input_shape=input_shape),
|
| 271 |
+
BatchNormalization(),
|
| 272 |
+
|
| 273 |
+
# 第二層 LSTM
|
| 274 |
+
LSTM(64, return_sequences=True, dropout=0.2, recurrent_dropout=0.2),
|
| 275 |
+
BatchNormalization(),
|
| 276 |
+
|
| 277 |
+
# 第三層 LSTM
|
| 278 |
+
LSTM(32, dropout=0.2, recurrent_dropout=0.2),
|
| 279 |
+
BatchNormalization(),
|
| 280 |
+
|
| 281 |
+
# 全連接層
|
| 282 |
+
Dense(64, activation='relu', kernel_regularizer=l1_l2(l1=0.01, l2=0.01)),
|
| 283 |
+
Dropout(0.3),
|
| 284 |
+
|
| 285 |
+
Dense(32, activation='relu', kernel_regularizer=l1_l2(l1=0.01, l2=0.01)),
|
| 286 |
+
Dropout(0.2),
|
| 287 |
+
|
| 288 |
+
# 輸出層
|
| 289 |
+
Dense(output_shape, activation='linear')
|
| 290 |
+
])
|
| 291 |
+
|
| 292 |
+
# 編譯模型
|
| 293 |
+
model.compile(
|
| 294 |
+
optimizer=Adam(learning_rate=0.001),
|
| 295 |
+
loss='huber',
|
| 296 |
+
metrics=['mae', 'mse']
|
| 297 |
+
)
|
| 298 |
+
|
| 299 |
+
return model
|
| 300 |
+
|
| 301 |
+
def train(self, epochs=100, batch_size=32, validation_split=0.2):
|
| 302 |
+
"""訓練模型"""
|
| 303 |
+
print("開始訓練模型...")
|
| 304 |
+
|
| 305 |
+
# 準備數據
|
| 306 |
+
X, y = self.prepare_training_data()
|
| 307 |
+
if X is None or y is None:
|
| 308 |
+
print("錯誤:無法準備訓練數據")
|
| 309 |
+
return False
|
| 310 |
+
|
| 311 |
+
# 數據標準化
|
| 312 |
+
X_scaled = self.scaler_X.fit_transform(X)
|
| 313 |
+
y_scaled = self.scaler_y.fit_transform(y)
|
| 314 |
+
|
| 315 |
+
# 創建序列
|
| 316 |
+
X_seq, y_seq = self.create_sequences(X_scaled, y_scaled)
|
| 317 |
+
|
| 318 |
+
if len(X_seq) == 0:
|
| 319 |
+
print("錯誤:無法創建有效序列")
|
| 320 |
+
return False
|
| 321 |
+
|
| 322 |
+
print(f"訓練數據形狀:X_seq: {X_seq.shape}, y_seq: {y_seq.shape}")
|
| 323 |
+
|
| 324 |
+
# 建立模型
|
| 325 |
+
self.model = self.build_model(
|
| 326 |
+
input_shape=(X_seq.shape[1], X_seq.shape[2]),
|
| 327 |
+
output_shape=y_seq.shape[1]
|
| 328 |
+
)
|
| 329 |
+
|
| 330 |
+
print("模型架構:")
|
| 331 |
+
self.model.summary()
|
| 332 |
+
|
| 333 |
+
# 設定回調函數
|
| 334 |
+
callbacks = [
|
| 335 |
+
EarlyStopping(patience=15, restore_best_weights=True, monitor='val_loss'),
|
| 336 |
+
ReduceLROnPlateau(factor=0.5, patience=8, min_lr=0.0001, monitor='val_loss'),
|
| 337 |
+
ModelCheckpoint(f'{self.model_name}.keras', save_best_only=True, monitor='val_loss')
|
| 338 |
+
]
|
| 339 |
+
|
| 340 |
+
# 訓練模型
|
| 341 |
+
history = self.model.fit(
|
| 342 |
+
X_seq, y_seq,
|
| 343 |
+
epochs=epochs,
|
| 344 |
+
batch_size=batch_size,
|
| 345 |
+
validation_split=validation_split,
|
| 346 |
+
callbacks=callbacks,
|
| 347 |
+
verbose=1
|
| 348 |
+
)
|
| 349 |
+
|
| 350 |
+
# 儲存模型和縮放器
|
| 351 |
+
self.save_model()
|
| 352 |
+
|
| 353 |
+
# 評估模型
|
| 354 |
+
self.evaluate_model(X_seq, y_seq, validation_split)
|
| 355 |
+
|
| 356 |
+
self.is_trained = True
|
| 357 |
+
print("模型訓練完成!")
|
| 358 |
+
return True
|
| 359 |
+
|
| 360 |
+
def evaluate_model(self, X_seq, y_seq, validation_split):
|
| 361 |
+
"""評估模型性能"""
|
| 362 |
+
print("\n模型評估結果:")
|
| 363 |
+
|
| 364 |
+
# 分割數據
|
| 365 |
+
split_idx = int(len(X_seq) * (1 - validation_split))
|
| 366 |
+
X_val, y_val = X_seq[split_idx:], y_seq[split_idx:]
|
| 367 |
+
|
| 368 |
+
# 預測
|
| 369 |
+
y_pred = self.model.predict(X_val)
|
| 370 |
+
|
| 371 |
+
# 反標準化
|
| 372 |
+
y_val_orig = self.scaler_y.inverse_transform(y_val)
|
| 373 |
+
y_pred_orig = self.scaler_y.inverse_transform(y_pred)
|
| 374 |
+
|
| 375 |
+
# 計算指標
|
| 376 |
+
for i, target in enumerate(self.target_names):
|
| 377 |
+
mae = mean_absolute_error(y_val_orig[:, i], y_pred_orig[:, i])
|
| 378 |
+
mse = mean_squared_error(y_val_orig[:, i], y_pred_orig[:, i])
|
| 379 |
+
r2 = r2_score(y_val_orig[:, i], y_pred_orig[:, i])
|
| 380 |
+
print(f"{target}: MAE={mae:.2f}, MSE={mse:.2f}, R2={r2:.4f}")
|
| 381 |
+
|
| 382 |
+
def save_model(self):
|
| 383 |
+
"""儲存模型和縮放器"""
|
| 384 |
+
try:
|
| 385 |
+
if self.model is not None:
|
| 386 |
+
self.model.save(f'{self.model_name}.keras')
|
| 387 |
+
print(f"模型已儲存: {self.model_name}.keras")
|
| 388 |
+
|
| 389 |
+
joblib.dump(self.scaler_X, f'{self.model_name}_scaler_X.pkl')
|
| 390 |
+
joblib.dump(self.scaler_y, f'{self.model_name}_scaler_y.pkl')
|
| 391 |
+
print("縮放器已儲存")
|
| 392 |
+
|
| 393 |
+
except Exception as e:
|
| 394 |
+
print(f"儲存模型時發生錯誤: {e}")
|
| 395 |
+
|
| 396 |
+
def load_model(self):
|
| 397 |
+
"""載入已訓練的模型"""
|
| 398 |
+
try:
|
| 399 |
+
if tf is not None and os.path.exists(f'{self.model_name}.keras'):
|
| 400 |
+
self.model = load_model(f'{self.model_name}.keras')
|
| 401 |
+
print("模型載入成功")
|
| 402 |
+
|
| 403 |
+
if os.path.exists(f'{self.model_name}_scaler_X.pkl'):
|
| 404 |
+
self.scaler_X = joblib.load(f'{self.model_name}_scaler_X.pkl')
|
| 405 |
+
print("X 縮放器載入成功")
|
| 406 |
+
|
| 407 |
+
if os.path.exists(f'{self.model_name}_scaler_y.pkl'):
|
| 408 |
+
self.scaler_y = joblib.load(f'{self.model_name}_scaler_y.pkl')
|
| 409 |
+
print("y 縮放器載入成功")
|
| 410 |
+
|
| 411 |
+
self.is_trained = True
|
| 412 |
+
return True
|
| 413 |
+
|
| 414 |
+
except Exception as e:
|
| 415 |
+
print(f"載入模型時發生錯誤: {e}")
|
| 416 |
+
return False
|
| 417 |
+
|
| 418 |
+
def predict(self, predict_days=5):
|
| 419 |
+
"""進行預測"""
|
| 420 |
+
if not self.is_trained and not self.load_model():
|
| 421 |
+
print("錯誤:模型未訓練且無法載入已訓練的模型")
|
| 422 |
+
return None
|
| 423 |
+
|
| 424 |
+
if self.model is None:
|
| 425 |
+
print("錯誤:模型未載入")
|
| 426 |
+
return None
|
| 427 |
+
|
| 428 |
+
try:
|
| 429 |
+
# 獲取最新數據
|
| 430 |
+
print("正在獲取最新數據進行預測...")
|
| 431 |
+
market_data = self.fetch_yfinance_data(
|
| 432 |
+
start_date=(datetime.now() - timedelta(days=120)).strftime('%Y-%m-%d'),
|
| 433 |
+
end_date=datetime.now().strftime('%Y-%m-%d')
|
| 434 |
+
)
|
| 435 |
+
economic_data = self.load_economic_data()
|
| 436 |
+
|
| 437 |
+
if 'TAIEX' not in market_data:
|
| 438 |
+
print("錯誤:無法獲取最新台股數據")
|
| 439 |
+
return None
|
| 440 |
+
|
| 441 |
+
# 處理數據(與訓練時相同的流程)
|
| 442 |
+
main_df = market_data['TAIEX'].copy()
|
| 443 |
+
# 統一時區處理
|
| 444 |
+
main_df.index = main_df.index.tz_localize(None)
|
| 445 |
+
|
| 446 |
+
main_df = self.calculate_technical_indicators(main_df)
|
| 447 |
+
|
| 448 |
+
if main_df.empty or len(main_df) < self.sequence_length:
|
| 449 |
+
print("錯誤:數據不足以進行預測")
|
| 450 |
+
return None
|
| 451 |
+
|
| 452 |
+
# 合併其他數據
|
| 453 |
+
for name, data in market_data.items():
|
| 454 |
+
if name != 'TAIEX' and not data.empty:
|
| 455 |
+
# 統一時區處理
|
| 456 |
+
data.index = data.index.tz_localize(None)
|
| 457 |
+
|
| 458 |
+
if name == 'DJI':
|
| 459 |
+
main_df['DJI'] = data['Close'].reindex(main_df.index)
|
| 460 |
+
elif name == 'NAS':
|
| 461 |
+
main_df['NAS'] = data['Close'].reindex(main_df.index)
|
| 462 |
+
elif name == 'SOX':
|
| 463 |
+
main_df['SOX'] = data['Close'].reindex(main_df.index)
|
| 464 |
+
elif name == 'SP500':
|
| 465 |
+
main_df['SP500'] = data['Close'].reindex(main_df.index)
|
| 466 |
+
elif name == 'TSM_ADR':
|
| 467 |
+
main_df['TSM_ADR'] = data['Close'].reindex(main_df.index)
|
| 468 |
+
|
| 469 |
+
for name, data in economic_data.items():
|
| 470 |
+
if name == 'business_climate':
|
| 471 |
+
main_df['business_climate'] = data['business_climate'].reindex(main_df.index, method='ffill')
|
| 472 |
+
elif name == 'PMI':
|
| 473 |
+
main_df['PMI'] = data['PMI'].reindex(main_df.index, method='ffill')
|
| 474 |
+
|
| 475 |
+
# 填充缺失特徵
|
| 476 |
+
for feature in self.feature_names:
|
| 477 |
+
if feature not in main_df.columns:
|
| 478 |
+
main_df[feature] = 0
|
| 479 |
+
|
| 480 |
+
# 使用 fillna 替代已棄用的 method 參數
|
| 481 |
+
main_df = main_df.fillna(method='ffill').fillna(0)
|
| 482 |
+
|
| 483 |
+
# 準備預測數據
|
| 484 |
+
X = main_df[self.feature_names].values
|
| 485 |
+
if len(X) < self.sequence_length:
|
| 486 |
+
print("錯誤:歷史數據不足")
|
| 487 |
+
return None
|
| 488 |
+
|
| 489 |
+
# 使用最後的sequence_length天數據
|
| 490 |
+
X_recent = X[-self.sequence_length:]
|
| 491 |
+
X_scaled = self.scaler_X.transform(X_recent.reshape(1, -1))
|
| 492 |
+
X_scaled = X_scaled.reshape(1, self.sequence_length, -1)
|
| 493 |
+
|
| 494 |
+
# 進行預測
|
| 495 |
+
y_pred_scaled = self.model.predict(X_scaled)
|
| 496 |
+
y_pred = self.scaler_y.inverse_transform(y_pred_scaled)
|
| 497 |
+
|
| 498 |
+
# 獲取當前價格
|
| 499 |
+
current_price = main_df['Close'].iloc[-1]
|
| 500 |
+
|
| 501 |
+
# 根據預測天數選擇對應的預測值
|
| 502 |
+
day_mapping = {1: 0, 5: 1, 10: 2, 20: 3, 60: 4}
|
| 503 |
+
|
| 504 |
+
if predict_days in day_mapping:
|
| 505 |
+
predicted_price = y_pred[0][day_mapping[predict_days]]
|
| 506 |
+
change_pct = ((predicted_price - current_price) / current_price) * 100
|
| 507 |
+
|
| 508 |
+
# 計算信心度(簡化版本)
|
| 509 |
+
confidence = min(0.9, max(0.6, 1 - abs(change_pct) / 100))
|
| 510 |
+
|
| 511 |
+
result = {
|
| 512 |
+
'predicted_price': float(predicted_price),
|
| 513 |
+
'change_pct': float(change_pct),
|
| 514 |
+
'confidence': float(confidence),
|
| 515 |
+
'current_price': float(current_price),
|
| 516 |
+
'prediction_days': predict_days
|
| 517 |
+
}
|
| 518 |
+
|
| 519 |
+
print(f"預測結果:{predict_days}天後價格 = {predicted_price:.2f}, 變化 = {change_pct:+.2f}%")
|
| 520 |
+
return result
|
| 521 |
+
else:
|
| 522 |
+
print(f"不支援的預測天數:{predict_days}")
|
| 523 |
+
return None
|
| 524 |
+
|
| 525 |
+
except Exception as e:
|
| 526 |
+
print(f"預測時發生錯誤: {e}")
|
| 527 |
+
return None
|
| 528 |
+
|
| 529 |
+
# 全域預測器實例
|
| 530 |
+
_predictor = None
|
| 531 |
+
|
| 532 |
+
def get_predictor():
|
| 533 |
+
"""獲取全域預測器實例"""
|
| 534 |
+
global _predictor
|
| 535 |
+
if _predictor is None:
|
| 536 |
+
_predictor = AdvancedStockPredictor()
|
| 537 |
+
return _predictor
|
| 538 |
+
|
| 539 |
+
def advanced_lstm_predict(predict_days=5):
|
| 540 |
+
"""
|
| 541 |
+
供 HUGING_FACE_V4.2 調用的預測函數
|
| 542 |
+
|
| 543 |
+
Args:
|
| 544 |
+
predict_days (int): 預測天數 (1, 5, 10, 20, 60)
|
| 545 |
+
|
| 546 |
+
Returns:
|
| 547 |
+
dict or None: 預測結果字典,包含 predicted_price, change_pct, confidence
|
| 548 |
+
"""
|
| 549 |
+
try:
|
| 550 |
+
predictor = get_predictor()
|
| 551 |
+
return predictor.predict(predict_days)
|
| 552 |
+
except Exception as e:
|
| 553 |
+
print(f"advanced_lstm_predict 錯誤: {e}")
|
| 554 |
+
return None
|
| 555 |
+
|
| 556 |
+
def train_model():
|
| 557 |
+
"""
|
| 558 |
+
訓練模型的主函數
|
| 559 |
+
"""
|
| 560 |
+
print("開始訓練進階LSTM模型...")
|
| 561 |
+
predictor = AdvancedStockPredictor()
|
| 562 |
+
|
| 563 |
+
if predictor.train(epochs=50, batch_size=16):
|
| 564 |
+
print("模型訓練成功!")
|
| 565 |
+
return True
|
| 566 |
+
else:
|
| 567 |
+
print("模型訓練失敗!")
|
| 568 |
+
return False
|
| 569 |
+
|
| 570 |
+
if __name__ == "__main__":
|
| 571 |
+
# 直接執行時進行模型訓練
|
| 572 |
+
train_model()
|
taiwan_stock_predictor.keras
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:d07d2fae4191bf2bf62428fdb11f4350198209e9dea796d2e19afc06a496a10b
|
| 3 |
+
size 3088553
|
taiwan_stock_predictor_scaler_X.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:dca04b01833f094cd3c49d51169274dcd35442683bf9a5ed504888b0030fcb69
|
| 3 |
+
size 791
|
taiwan_stock_predictor_scaler_y.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:bcdbf13c4e4ba400326b2611b2620ebc8a5437adc25e89d99c8b9a63dd6ef9fb
|
| 3 |
+
size 719
|