diff --git a/Dice_01.py b/Dice_01.py index 3ce2e58..26b2e9f 100644 --- a/Dice_01.py +++ b/Dice_01.py @@ -28,7 +28,7 @@ c = np.array([i]) x_next[i] = dice_hmm.predict(X, i) -print "state: ", Z -print "logprob: ", logprob -print "prob of x_next: ", x_next +print("state: ", Z) +print("logprob: ", logprob) +print("prob of x_next: ", x_next) diff --git a/Stock_03.py b/Stock_03.py index fd3b91e..2dc6aeb 100644 --- a/Stock_03.py +++ b/Stock_03.py @@ -5,9 +5,9 @@ import datetime import numpy as np +import pandas as pd from matplotlib import cm, pyplot as plt from matplotlib.dates import YearLocator, MonthLocator -from matplotlib.finance import quotes_historical_yahoo_ochl from hmm import GaussianHMM from sklearn.preprocessing import scale @@ -15,17 +15,16 @@ ############################################################################### # 导入Yahoo金融数据 -quotes = quotes_historical_yahoo_ochl( - "INTC", datetime.date(1995, 1, 1), datetime.date(2012, 1, 6)) - -dates = np.array([q[0] for q in quotes], dtype=int) # 日期列 -close_v = np.array([q[2] for q in quotes]) # 收盘价 -volume = np.array([q[5] for q in quotes])[1:] # 交易数 +quotes = pd.read_csv('data/yahoofinance-INTC-19950101-20040412.csv') +dates = quotes.index.values +close_v = quotes[["Close"]].values.flatten() +volume = quotes[["Volume"]].values.flatten() # diff：out[n] = a[n+1] - a[n] 得到价格变化 diff = np.diff(close_v) dates = dates[1:] close_v = close_v[1:] +volume = volume[1:] # scale归一化处理：均值为0和方差为1 # 将价格和交易数组成输入数据 @@ -39,7 +38,7 @@ hidden_states = model.decode(X) # 打印参数 -print "Transition matrix: ", model.transmat_prob +print("Transition matrix: ", model.transmat_prob) print("Means and vars of each hidden state") for i in range(model.n_state): print("{0}th hidden state".format(i)) diff --git a/Wordseg_02.py b/Wordseg_02.py index 7da3e30..842fe38 100644 --- a/Wordseg_02.py +++ b/Wordseg_02.py @@ -28,7 +28,7 @@ def getList(input_str): # 预处理词典：RenMinData.txt_utf8 def precess_data(): - ifp = file("RenMinData.txt_utf8") + ifp = open("RenMinData.txt_utf8") line_num = 0 word_dic = {} word_ind = 0 @@ -38,18 +38,18 @@ def precess_data(): for line in ifp: line_num += 1 if line_num % 10000 == 0: - print line_num + print(line_num) line = line.strip() if not line:continue - line = line.decode("utf-8","ignore") + # line = line.decode("utf-8","ignore") word_list = [] for i in range(len(line)): if line[i] == " ":continue word_list.append(line[i]) # 建立单词表 - if not word_dic.has_key(line[i]): + if not word_dic.__contains__(line[i]): word_dic[line[i]] = word_ind word_ind += 1 line_seq.append(word_list) @@ -71,7 +71,7 @@ def precess_data(): def word_trans(wordline, word_dic): word_inc = [] line = wordline.strip() - line = line.decode("utf-8", "ignore") + # line = line.decode("utf-8", "ignore") for n in range(len(line)): word_inc.append([word_dic[line[n]]]) @@ -81,8 +81,8 @@ def word_trans(wordline, word_dic): wordseg_hmm = hmm.DiscreteHMM(4,len(word_dic),5) wordseg_hmm.train_batch(X,Z) -print "startprob_prior: ", wordseg_hmm.start_prob -print "transmit: ", wordseg_hmm.transmat_prob +print("startprob_prior: ", wordseg_hmm.start_prob) +print("transmit: ", wordseg_hmm.transmat_prob) sentence_1 = "我要回家吃饭" sentence_2 = "中国人民从此站起来了" @@ -94,8 +94,8 @@ def word_trans(wordline, word_dic): Z_3 = wordseg_hmm.decode(word_trans(sentence_3,word_dic)) Z_4 = wordseg_hmm.decode(word_trans(sentence_4,word_dic)) -print u"我要回家吃饭: ", Z_1 -print u"中国人民从此站起来了: ", Z_2 -print u"经党中央研究决定: ", Z_3 -print u"江主席发表重要讲话: ", Z_4 +print(u"我要回家吃饭: ", Z_1) +print(u"中国人民从此站起来了: ", Z_2) +print(u"经党中央研究决定: ", Z_3) +print(u"江主席发表重要讲话: ", Z_4) diff --git a/data/yahoofinance-INTC-19950101-20040412.csv b/data/yahoofinance-INTC-19950101-20040412.csv new file mode 100644 index 0000000..ad18156 --- /dev/null +++ b/data/yahoofinance-INTC-19950101-20040412.csv @@ -0,0 +1,2336 @@ +Date,Open,High,Low,Close,Adj Close,Volume +1995-01-03,3.976563,4.000975,3.937500,3.984375,2.669861,41721600 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+2004-04-08,28.080000,28.139999,27.200001,27.370001,18.752058,71791400 diff --git a/hmm.py b/hmm.py index 4d33ea5..02c1ff3 100644 --- a/hmm.py +++ b/hmm.py @@ -160,7 +160,7 @@ def train_batch(self, X, Z_seq=list()): for e in range(self.n_iter): # EM步骤迭代 # 更新初始概率过程 # E步骤 - print "iter: ", e + print("iter: ", e) b_post_state = [] # 批量累积：状态的后验概率，类型list(array) b_post_adj_state = np.zeros((self.n_state, self.n_state)) # 批量累积：相邻状态的联合后验概率，数组 b_start_prob = np.zeros(self.n_state) # 批量累积初始概率 @@ -219,7 +219,7 @@ def train(self, X, Z_seq=np.array([])): for e in range(self.n_iter): # EM步骤迭代 # 中间参数 - print e, " iter" + print(e, " iter") # E步骤 # 向前向后传递因子 alpha, c = self.forward(X, Z) # P(x,z)