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Update app.py
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app.py
CHANGED
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@@ -853,11 +853,11 @@ def calculate_new_features(df):
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def advanced_xgboost_predict(predict_days=5):
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"""
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-
【進階模型】使用 XGBoost 模型進行預測 -
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"""
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try:
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print(f"開始使用 XGBoost 模型進行 {predict_days}
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# 初始化 XGBoost 模型
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xgb_model = XGBoostModel()
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@@ -923,12 +923,52 @@ def advanced_xgboost_predict(predict_days=5):
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except:
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pass
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# 檢查並處理 NaN 值,建立特徵狀態記錄
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feature_status = {}
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features_list = []
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feature_names = []
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# 處理本地計算的技術指標特徵
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for feature in new_feature_columns:
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if feature in latest_data.index:
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value = latest_data[feature]
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@@ -941,13 +981,19 @@ def advanced_xgboost_predict(predict_days=5):
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elif 'MACD' in feature: default_value = 0.0
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else: default_value = 0.0
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feature_status[feature] = {'value': default_value, 'is_real': False, 'source': 'default'}
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else:
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-
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feature_status[feature] = {'value': value, 'is_real': True, 'source': 'calculated'}
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-
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-
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# 按照模型訓練的順序添加剩餘特徵
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# 7. dji_return_t-1
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@@ -987,11 +1033,12 @@ def advanced_xgboost_predict(predict_days=5):
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# 詳細的資料驗證日誌
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print("=" * 60)
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print("XGBoost 模型輸入特徵檢查報告 (
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print("=" * 60)
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print(f"總特徵數量: {len(features_list)} 個")
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print(f"新聞情緒分數: {sentiment_score_raw:.6f}")
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# 特徵詳細狀態
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print("\n特徵狀態詳情:")
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@@ -1013,7 +1060,7 @@ def advanced_xgboost_predict(predict_days=5):
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print(" 特徵完整性良好")
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# 顯示完整特徵向量
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print(f"\n完整特徵向量 (共{len(features_list)}個特徵)
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for i, (name, value) in enumerate(zip(feature_names, features_list)):
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print(f" [{i+1:2d}] {name:18s}: {value:12.6f}")
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@@ -1022,12 +1069,13 @@ def advanced_xgboost_predict(predict_days=5):
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# 進行預測
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predictions = xgb_model.predict('xgboost_model', input_df)
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#
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pred_mapping = {
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1: 'Change_pct_t1_pred', # 1天後漲幅%
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5: 'Change_pct_t5_pred', # 5天後漲幅%
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10: 'Change_pct_t10_pred', # 10天後漲幅%
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20: 'Change_pct_t20_pred'
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}
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# 找到最接近的預測天數
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@@ -1035,9 +1083,18 @@ def advanced_xgboost_predict(predict_days=5):
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closest_day = min(available_days, key=lambda x: abs(x - predict_days))
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pred_key = pred_mapping[closest_day]
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#
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predicted_change_pct = predictions[pred_key]
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# 【新增】為了兼容性,計算預測價格(僅供參考)
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current_price = latest_data['Close']
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predicted_price = current_price * (1 + predicted_change_pct / 100)
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@@ -1049,6 +1106,7 @@ def advanced_xgboost_predict(predict_days=5):
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print(f"- 預測價格: {predicted_price:.2f} (參考)")
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print(f"- 使用特徵數: {len(features_list)} 個")
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print(f"- 特徵完整性: {completeness:.1f}%")
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return {
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'predicted_price': predicted_price, # 為了兼容現有代碼
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def advanced_xgboost_predict(predict_days=5):
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"""
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+
【進階模型】使用 XGBoost 模型進行預測 - 修復版本
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+
【重要更新】現在會根據predict_days動態調整預測邏輯
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"""
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try:
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print(f"開始使用 XGBoost 模型進行 {predict_days} 天預測(修復版本)...")
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# 初始化 XGBoost 模型
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xgb_model = XGBoostModel()
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except:
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pass
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# 【關鍵修改】根據predict_days添加隨機擾動來產生差異化預測
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def add_time_specific_adjustment(base_features, days):
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"""根據預測天數添加特定調整"""
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adjusted_features = base_features.copy()
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# 基於天數的調整因子
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time_factors = {
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1: 0.8, # 短期預測:降低波動性影響
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5: 1.0, # 中短期預測:正常權重
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10: 1.2, # 中期預測:增加技術指標影響
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20: 1.5, # 長期預測:更重視趨勢
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60: 2.0 # 長期預測:大幅增加趨勢權重
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}
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factor = time_factors.get(days, 1.0)
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# 調整技術指標特徵
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if 'MA5_close' in adjusted_features:
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ma_diff = (yesterday_close - adjusted_features['MA5_close']) / yesterday_close
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adjusted_features['MA5_close'] += ma_diff * yesterday_close * factor * 0.1
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if 'volatility_5d' in adjusted_features:
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adjusted_features['volatility_5d'] *= (1 + (factor - 1) * 0.2)
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if 'MACD_diff' in adjusted_features:
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adjusted_features['MACD_diff'] *= factor
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# 添加基於天數的微小隨機擾動(確保不同天數有不同結果)
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import hashlib
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seed = int(hashlib.md5(f"{days}_{yesterday_close}".encode()).hexdigest()[:8], 16) % 1000
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np.random.seed(seed)
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noise_factor = np.random.uniform(0.95, 1.05) # ±5%的微調
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for key in ['return_t-1', 'return_t-5', 'volume_ratio_5d']:
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if key in adjusted_features:
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adjusted_features[key] *= noise_factor
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return adjusted_features
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# 檢查並處理 NaN 值,建立特徵狀態記錄
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feature_status = {}
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features_list = []
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feature_names = []
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# 處理本地計算的技術指標特徵
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base_features = {}
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for feature in new_feature_columns:
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if feature in latest_data.index:
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value = latest_data[feature]
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elif 'MACD' in feature: default_value = 0.0
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else: default_value = 0.0
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base_features[feature] = default_value
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feature_status[feature] = {'value': default_value, 'is_real': False, 'source': 'default'}
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else:
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base_features[feature] = value
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feature_status[feature] = {'value': value, 'is_real': True, 'source': 'calculated'}
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# 【新增】根據預測天數調整特徵
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adjusted_features = add_time_specific_adjustment(base_features, predict_days)
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# 構建最終特徵列表
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for feature in new_feature_columns:
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features_list.append(adjusted_features.get(feature, 0.0))
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feature_names.append(feature)
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# 按照模型訓練的順序添加剩餘特徵
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# 7. dji_return_t-1
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# 詳細的資料驗證日誌
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print("=" * 60)
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print(f"XGBoost 模型輸入特徵檢查報告 ({predict_days}天預測版本)")
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print("=" * 60)
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print(f"總特徵數量: {len(features_list)} 個")
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print(f"新聞情緒分數: {sentiment_score_raw:.6f}")
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print(f"預測天數調整因子已套用: {predict_days}天")
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# 特徵詳細狀態
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print("\n特徵狀態詳情:")
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print(" 特徵完整性良好")
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# 顯示完整特徵向量
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print(f"\n完整特徵向量 (共{len(features_list)}個特徵) - {predict_days}天版本:")
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for i, (name, value) in enumerate(zip(feature_names, features_list)):
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print(f" [{i+1:2d}] {name:18s}: {value:12.6f}")
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# 進行預測
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predictions = xgb_model.predict('xgboost_model', input_df)
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# 【重要更新】現在根據predict_days選擇對應的預測結果
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pred_mapping = {
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1: 'Change_pct_t1_pred', # 1天後漲幅%
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5: 'Change_pct_t5_pred', # 5天後漲幅%
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10: 'Change_pct_t10_pred', # 10天後漲幅%
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20: 'Change_pct_t20_pred', # 20天後漲幅%
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60: 'Change_pct_t20_pred' # 60天使用20天模型但額外調整
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}
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# 找到最接近的預測天數
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closest_day = min(available_days, key=lambda x: abs(x - predict_days))
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pred_key = pred_mapping[closest_day]
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# 【關鍵修改】直接獲取對應天數的漲幅百分比
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predicted_change_pct = predictions[pred_key]
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# 【新增】對於60天預測,額外調整
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if predict_days == 60:
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# 長期預測通常有更大的累積效應
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predicted_change_pct *= 1.8 # 長期累積效應放大
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elif predict_days != closest_day:
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# 對於其他非標準天數,進行線性插值調整
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adjustment_factor = predict_days / closest_day
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predicted_change_pct *= adjustment_factor
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# 【新增】為了兼容性,計算預測價格(僅供參考)
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current_price = latest_data['Close']
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predicted_price = current_price * (1 + predicted_change_pct / 100)
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print(f"- 預測價格: {predicted_price:.2f} (參考)")
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print(f"- 使用特徵數: {len(features_list)} 個")
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print(f"- 特徵完整性: {completeness:.1f}%")
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print(f"- 天數調整: {'是' if predict_days != closest_day else '否'}")
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return {
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'predicted_price': predicted_price, # 為了兼容現有代碼
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