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Update model_predictor.py
Browse files- model_predictor.py +10 -10
model_predictor.py
CHANGED
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@@ -23,14 +23,14 @@ class XGBoostModel:
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# ***FIXED: Updated feature columns to match the training script***
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self.feature_columns = [
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'close',
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'
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'
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'MA5_close',
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'volatility_5d',
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'volume_ratio_5d',
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'MACD_diff',
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'
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'
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'NEWS',
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'MACDvol',
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'RSI_14',
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@@ -128,16 +128,16 @@ class XGBoostModel:
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df['volume'] = df['Volume']
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# 1. return-t-1 — 前一日報酬率 (***FIXED: Corrected to use hyphen***)
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df['
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# 2. return-t-5 — 過去 5 日累積報酬率 (***FIXED: Corrected to use hyphen***)
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df['
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# 3. MA5_close — 5 日移動平均價
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df['MA5_close'] = df['close'].rolling(window=5).mean()
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# 4. volatility_5d — 5 日報酬標準差
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df['volatility_5d'] = df['
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# 5. volume_ratio_5d — 今日成交量 ÷ 5 日均量
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df['volume_5d_avg'] = df['volume'].rolling(window=5).mean()
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@@ -151,8 +151,8 @@ class XGBoostModel:
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df['MACD_diff'] = macd_line - signal_line
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# 7-8. 美股指數報酬率(需要外部資料,暫設為0)
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df['
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df['
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# 9. NEWS — 新聞情緒分數(需要外部資料,暫設為0)
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df['NEWS'] = 0.0
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@@ -184,7 +184,7 @@ class XGBoostModel:
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df['ADX'] = df['DX'].ewm(com=13, adjust=False).mean()
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# 13. volume_weighted_return — 成交量加權報酬率
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df['volume_weighted_return'] = np.abs(df['
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# 清理輔助欄位
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cleanup_columns = ['volume_5d_avg', 'up_move', 'down_move', '+DM', '-DM', 'TR', '+DI', '-DI', 'DX']
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# ***FIXED: Updated feature columns to match the training script***
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self.feature_columns = [
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'close',
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'return_t-1',
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'return_t-5',
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'MA5_close',
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'volatility_5d',
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'volume_ratio_5d',
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'MACD_diff',
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'dji_return_t-1',
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'sox_return_t-1',
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'NEWS',
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'MACDvol',
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'RSI_14',
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df['volume'] = df['Volume']
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# 1. return-t-1 — 前一日報酬率 (***FIXED: Corrected to use hyphen***)
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df['return_t-1'] = df['close'].pct_change()
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# 2. return-t-5 — 過去 5 日累積報酬率 (***FIXED: Corrected to use hyphen***)
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df['return_t-5'] = (df['close'] / df['close'].shift(5) - 1)
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# 3. MA5_close — 5 日移動平均價
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df['MA5_close'] = df['close'].rolling(window=5).mean()
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# 4. volatility_5d — 5 日報酬標準差
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df['volatility_5d'] = df['return_t-1'].rolling(window=5).std()
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# 5. volume_ratio_5d — 今日成交量 ÷ 5 日均量
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df['volume_5d_avg'] = df['volume'].rolling(window=5).mean()
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df['MACD_diff'] = macd_line - signal_line
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# 7-8. 美股指數報酬率(需要外部資料,暫設為0)
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df['dji_return_t-1'] = 0.0
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df['sox_return_t-1'] = 0.0
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# 9. NEWS — 新聞情緒分數(需要外部資料,暫設為0)
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df['NEWS'] = 0.0
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df['ADX'] = df['DX'].ewm(com=13, adjust=False).mean()
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# 13. volume_weighted_return — 成交量加權報酬率
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df['volume_weighted_return'] = np.abs(df['return_t-1']) * df['volume']
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# 清理輔助欄位
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cleanup_columns = ['volume_5d_avg', 'up_move', 'down_move', '+DM', '-DM', 'TR', '+DI', '-DI', 'DX']
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