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main.py
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50 lines (45 loc) · 2.44 KB
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from get_data import mk_dataset, mk_dataset123
from backtest import BackTest
from train import train
from dataloader import L2RDataset
def main(place, mkds=False, train_=False, three=False):
date_trains = 190801
date_trainl = 191031
date_vals = 191101
date_vall = 191130
date_tests = 191201
date_testl = 191231
if mkds:
if three:
mk_dataset123(date_trains, date_trainl, place)
mk_dataset123(date_vals, date_vall, place)
mk_dataset123(date_tests, date_testl, place)
else:
mk_dataset(date_trains, date_trainl, place)
mk_dataset(date_vals, date_vall, place)
mk_dataset(date_tests, date_testl, place)
if train_:
if train:
train(trains=date_trains, trainl=date_trainl, vals=date_vals, vall=date_vall, place=place, three=True)
else:
train(trains=date_trains, trainl=date_trainl, vals=date_vals, vall=date_vall, place=place)
dataset = '{}_{}-{}'.format(place, date_trains, date_trainl)
if three:
ranknet_model_path = './models/123{}-{}-{}'.format('RankNet', dataset, place)
lambdarank_model_path = './models/123{}-{}-{}'.format('LambdaRank', dataset, place)
test_file = 'dataset/123{}_{}-{}.txt'.format(place, date_tests, date_testl)
else:
ranknet_model_path = './models/{}-{}-{}'.format('RankNet', dataset, place)
lambdarank_model_path = './models/{}-{}-{}'.format('LambdaRank', dataset, place)
test_file = 'dataset/{}_{}-{}.txt'.format(place, date_tests, date_testl)
test_dataset = L2RDataset(file=test_file, data_id='BOATRACE')
odds_json = 'dataset/{}_{}-{}.json'.format(place, date_tests, date_testl)
BackTest().backtest(test_ds=test_dataset, model=ranknet_model_path, odds_json=odds_json, test_file=test_file, model_type='RankNet',
kaijo=place, three=three)
BackTest().backtest(test_ds=test_dataset, model=lambdarank_model_path, odds_json=odds_json, test_file=test_file, model_type='LambdaRank',
kaijo=place, three=three)
if __name__ == '__main__':
for place in ["多摩川", "浜名湖", "蒲郡", "常滑", "津", "三国",
"宮島", "徳山", "下関", "若松", "芦屋", "福岡", "唐津"]:#"戸田","住之江", "尼崎", "鳴門", "丸亀", "児島", "大村", "桐生", "江戸川", "平和島",
main(place=place, mkds=True, train_=True, three=True)
#"びわこ"まだ