写一个xgboost预测股价是否涨跌超过1%的模型,结果有不超过,涨大于1%,跌大约1%
时间: 2024-11-24 11:39:58 浏览: 21
要创建一个基于XGBoost的模型来预测股票价格涨跌是否超过1%,你需要先准备数据、选择特征、训练模型并进行预测。以下是一个简化的Python示例,使用pandas和xgboost库:
```python
# 导入所需库
import pandas as pd
import numpy as np
from sklearn.model_selection import train_test_split
import xgboost as xgb
from sklearn.preprocessing import LabelEncoder
# 假设你有一个包含历史股价数据的数据frame 'stock_data'
data = ... # 股票数据清洗后格式化
# 准备特征(假设我们选择收盘价、开盘价、最高价、最低价等作为特征)
features = ['Close', 'Open', 'High', 'Low']
target = 'ChangePercentage'
# 数据预处理
stock_data['ChangePercentage'] = stock_data[target].apply(lambda x: abs(x) / 100 - 1) # 计算涨跌幅百分比
stock_data['direction'] = np.where(stock_data['ChangePercentage'] > 0.01, 'Up', 'Down') # 标记涨跌
# 将标签转换为数字编码
le = LabelEncoder()
stock_data['direction_encoded'] = le.fit_transform(stock_data['direction'])
# 划分训练集和测试集
X_train, X_test, y_train, y_test = train_test_split(stock_data[features], stock_data['direction_encoded'], test_size=0.2, random_state=42)
# 创建DMatrix格式数据
dtrain = xgb.DMatrix(X_train, label=y_train)
dtest = xgb.DMatrix(X_test, label=y_test)
# 设置XGBoost模型参数
params = {
'objective': 'binary:logistic', # 使用二分类模型
'eval_metric': 'logloss', # 评估指标
'eta': 0.1, # 学习率
'max_depth': 5, # 深度
}
# 训练模型
model = xgb.train(params, dtrain, num_boost_round=100, evals=[(dtest, 'test')])
# 预测新数据
new_data = ... # 新一天的股票数据
prediction_df = pd.DataFrame(new_data[features])
prediction_df['ChangePercentage'] = new_data[target]
prediction_df['direction_encoded'] = model.predict(xgb.DMatrix(prediction_df[features]))
# 解码预测结果
prediction_df['direction'] = prediction_df['direction_encoded'].map(le.inverse_transform)
```
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