所以我输入了测试数据,但是当我尝试用clf.predict()测试它时,它只会给我一个错误。所以我希望它根据我给出的数据进行预测,即最后收盘价,即移动平均线。但是,每次我尝试某些事情时,它只会给我一个错误。还有比熊猫更好的方法吗?
from sklearn import tree
import pandas as pd
import pandas_datareader.data as web
import numpy as np
df = web.DataReader('goog', 'yahoo', start='2012-5-1', end='2016-5-20')
close_price = df[['Close']]
ma_50 = (pd.rolling_mean(close_price, window=50))
ma_100 = (pd.rolling_mean(close_price, window=100))
ma_200 = (pd.rolling_mean(close_price, window=200))
#adding buys and sell based on the values
df['B/S']= (df['Close'].diff() < 0).astype(int)
closing = (df[['Close']])
buy_sell = (df[['B/S']])
ma_50 = pd.DataFrame.dropna(ma_50, 0, 'any')
ma_100 = pd.DataFrame.dropna(ma_100, 0, 'any')
ma_200 = pd.DataFrame.dropna(ma_200, 0, 'any')
closing = (df.loc['2013-02-15':'2016-05-21'])
ma_50 = (df.loc['2013-02-15':'2016-05-21'])
ma_100 = (df.loc['2013-02-15':'2016-05-21'])
ma_200 = (df.loc['2013-02-15':'2016-05-21'])
buy_sell = (df.loc['2013-02-15':'2016-05-21']) # Fixed
close = pd.DataFrame(closing)
ma50 = pd.DataFrame(ma_50)
ma100 = pd.DataFrame(ma_100)
ma200 = pd.DataFrame(ma_200)
buy_sell = pd.DataFrame(buy_sell)
clf = tree.DecisionTreeRegressor()
x = np.concatenate([close, ma50, ma100, ma200], axis=1)
y = buy_sell
clf.fit(x,y)
close_buy1 = close[:-1]
m5 = ma_50[:-1]
m10 = ma_100[:-1]
ma20 = ma_200[:-1]
b = np.concatenate([close_buy1, m5, m10, ma20], axis=1)
clf.predict([close_buy1, m5, m10, ma20])
这给出的错误是:
ValueError: cannot copy sequence with size 821 to array axis with dimension `7`
我试图做我知道的一切,但它真的没有成功。
我认为你不能通过列表来预测。
相反,您必须将功能数据帧/矩阵concat
在一起:
In [11]: clf.predict(pd.concat([close_buy1, m5, m10, ma20], axis=1))
Out[11]:
array([[ 7.87401353e+02, 7.93261381e+02, 7.87071324e+02, ...,
5.48000000e+06, 3.96049623e+02, 0.00000000e+00],
[ 7.95991368e+02, 8.07001373e+02, 7.95281379e+02, ...,
5.88550000e+06, 4.03022676e+02, 0.00000000e+00],
[ 8.05301357e+02, 8.08971379e+02, 7.91791350e+02, ...,
5.54900000e+06, 3.95834832e+02, 1.00000000e+00],
...,
[ 7.15989990e+02, 7.21520020e+02, 7.04109985e+02, ...,
1.99950000e+06, 7.06229980e+02, 1.00000000e+00],
[ 7.03669983e+02, 7.11599976e+02, 7.00630005e+02, ...,
1.76340000e+06, 7.06630005e+02, 0.00000000e+00],
[ 7.02359985e+02, 7.06000000e+02, 6.96799988e+02, ...,
1.65630000e+06, 7.00320007e+02, 1.00000000e+00]])