【小练习】神经网络逼近股票收盘均价

一、准备阶段

# 08、神经网络逼近股票收盘均价1
# 简单介绍一下股票交易图的一些知识：股票开盘 上午9：30 收盘：下午3：00
# 红色表示当天股价上涨，即当天下午三点的股价大于当天上午九点半的股价；蓝色反之
import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
date = np.linspace(1,15,15)#线性增长1-15 15个数据
endPrice = np.array([2511.90,2538.26,2510.68,2591.66,2732.98,2701.69,2701.29,2678.67,2726.50,2681.50,2739.17,2715.07,2823.58,2864.90,2819.08])
beginPrice = np.array([2438.71,2500.88,2534.95,2512.52,2594.04,2743.26,2697.47,2695.24,2678.23,2722.13,2674.93,2744.13,2717.46,2832.73,2877.40])

print(date)
plt.figure()
for i in range(0,15):
    # 1 柱状图
    dateOne = np.zeros([2])
    dateOne[0] = i;
    dateOne[1] = i;
    priceOne = np.zeros([2])
    priceOne[0] = beginPrice[i]
    priceOne[1] = endPrice[i]
    if endPrice[i]>beginPrice[i]:
        plt.plot(dateOne,priceOne,'r',lw=8)
    else:
        plt.plot(dateOne,priceOne,'g',lw=8)
plt.show()

二、模拟测试

# 08、神经网络逼近股票收盘均价
# 简单介绍一下股票交易图的一些知识：股票开盘 上午9：30 收盘：下午3：00
# 红色表示当天股价上涨，即当天下午三点的股价大于当天上午九点半的股价；蓝色反之
import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
date = np.linspace(1,15,15)#线性增长1-15 15个数据
endPrice = np.array([2511.90,2538.26,2510.68,2591.66,2732.98,2701.69,2701.29,2678.67,2726.50,2681.50,2739.17,2715.07,2823.58,2864.90,2819.08])
beginPrice = np.array([2438.71,2500.88,2534.95,2512.52,2594.04,2743.26,2697.47,2695.24,2678.23,2722.13,2674.93,2744.13,2717.46,2832.73,2877.40])

print(date)
plt.figure()

for i in range(0,15):
    # 1 柱状图
    dateOne = np.zeros([2])
    dateOne[0] = i;
    dateOne[1] = i;
    priceOne = np.zeros([2])
    priceOne[0] = beginPrice[i]
    priceOne[1] = endPrice[i]
    if endPrice[i]>beginPrice[i]:
        plt.plot(dateOne,priceOne,'r',lw=8)
    else:
        plt.plot(dateOne,priceOne,'g',lw=8)

dateNormal  = np.zeros([15,1])    
priceNormal = np.zeros([15,1])
for i in range(0,15):
    dateNormal[i,0] = i/14.0;  #注意分号不能少
    priceNormal[i,0] = endPrice[i]/3000.0;
x = tf.placeholder(tf.float32,[None,1])
y = tf.placeholder(tf.float32,[None,1])

# B 隐藏层
w1 = tf.Variable(tf.random_uniform([1,10],0,1))
b1 = tf.Variable(tf.zeros([1,10]))
wb1 = tf.matmul(x,w1) + b1
layer1 = tf.nn.relu(wb1) #激励函数

# C 输出层
w2 = tf.Variable(tf.random_uniform([10,1],0,1))
b2 = tf.Variable(tf.zeros([15,1]))
wb2 = tf.matmul(layer1,w2) + b2
layer2 = tf.nn.relu(wb2)
loss = tf.reduce_mean(tf.square(y-layer2))  # Y真实值  layer2 计算
train_step = tf.train.GradientDescentOptimizer(0.1).minimize(loss)
with tf.Session() as sess:
    sess.run(tf.global_variables_initializer())
    for i in range(0,10000):
        sess.run(train_step,feed_dict={x:dateNormal,y:priceNormal})
    #  w1 w2  b1 b2 A + wb -->layer2
    pred = sess.run(layer2,feed_dict={x:dateNormal})    
    predPrice = np.zeros([15,1])
    for i in range(0,15):
        predPrice[i,0] = (pred*3000)[i,0]
    plt.plot(date,predPrice,'b',lw=1)
plt.show()