feat: upgrade to multi-model ensemble system

- Updated DB schemas: added 'strategy' to trades, new 'hourly_model_predictions' wide table
- Refactored backend: api/models.py, api/prediction_service.py to support wide format
- Updated trader: auto_trade_polymarket.py now logs strategy and saves to new table
- Updated frontend: index.html and app.js to display multi-model accuracy and trade strategy
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crypto_predictor committed 2026-02-11 22:13:35 +08:00
1 parent c0a02868ac
commit 2993014fa8
5 files changed
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+6 -6
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@@ -106,8 +106,8 @@ async def get_monthly_accuracy(
service = get_prediction_service() service = get_prediction_service()
service.ensure_predictions_for_month(month) service.ensure_predictions_for_month(month)
# 获取统计 # 获取统计 (使用 V2 方法)
stats = PredictionModel.get_monthly_stats(month) stats = PredictionModel.get_monthly_stats_v2(month)
return { return {
"success": True, "success": True,
@@ -135,8 +135,8 @@ async def get_daily_accuracy(
service = get_prediction_service() service = get_prediction_service()
service.ensure_predictions_for_month(month) service.ensure_predictions_for_month(month)
# 获取统计 # 获取统计 (使用 V2 方法)
result = PredictionModel.get_daily_stats(month=month, page=page, limit=limit) result = PredictionModel.get_daily_stats_v2(month=month, page=page, limit=limit)
return { return {
"success": True, "success": True,
@@ -155,8 +155,8 @@ async def get_hourly_accuracy(date: str):
service = get_prediction_service() service = get_prediction_service()
service.ensure_predictions_for_date(date) service.ensure_predictions_for_date(date)
# 获取详情 # 获取详情 (使用 V2 方法)
details = PredictionModel.get_hourly_details(date) details = PredictionModel.get_hourly_details_v2(date)
return { return {
"success": True, "success": True,
+272 -187
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@@ -88,6 +88,7 @@ def _dict_from_row(row):
def init_model_predictions_table(): def init_model_predictions_table():
"""初始化 model_predictions 表""" """初始化 model_predictions 表"""
# 兼容旧表,但主要使用 hourly_model_predictions
with get_db_connection() as conn: with get_db_connection() as conn:
cursor = conn.cursor() cursor = conn.cursor()
cursor.execute(''' cursor.execute('''
@@ -110,6 +111,42 @@ def init_model_predictions_table():
INDEX idx_model (model_name) INDEX idx_model (model_name)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4; ) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
''') ''')
# 确保 hourly_model_predictions 表存在
cursor.execute('''
CREATE TABLE IF NOT EXISTS hourly_model_predictions (
id INT AUTO_INCREMENT PRIMARY KEY,
timestamp DATETIME NOT NULL,
timestamp_et VARCHAR(50),
date VARCHAR(10),
hour INT,
open_price DOUBLE,
close_price DOUBLE,
actual_result INT COMMENT '0=Down, 1=Up',
dlinear_prediction INT,
dlinear_prob DOUBLE,
dlinear_correct INT,
nbeats_prediction INT,
nbeats_prob DOUBLE,
nbeats_correct INT,
ttm_prediction INT,
ttm_prob DOUBLE,
ttm_correct INT,
ensemble_prediction INT,
ensemble_votes VARCHAR(50),
ensemble_correct INT,
created_at TIMESTAMP DEFAULT CURRENT_TIMESTAMP,
UNIQUE KEY uk_date_hour (date, hour),
INDEX idx_timestamp (timestamp)
) ENGINE=InnoDB DEFAULT CHARSET=utf8mb4;
''')
conn.commit() conn.commit()
@@ -143,12 +180,6 @@ class TradeModel:
day: Optional[str] = None) -> Dict: day: Optional[str] = None) -> Dict:
""" """
获取历史交易记录 获取历史交易记录
Args:
page: 页码
limit: 每页条数
month: 月份筛选 (YYYY-MM)
day: 日期筛选 (YYYY-MM-DD)
""" """
offset = (page - 1) * limit offset = (page - 1) * limit
@@ -160,7 +191,7 @@ class TradeModel:
params = [] params = []
if month: if month:
where_clauses.append("DATE_FORMAT(timestamp, '%%Y-%%m') = %s") where_clauses.append("DATE_FORMAT(timestamp, '%Y-%m') = %s")
params.append(month) params.append(month)
if day: if day:
@@ -199,199 +230,235 @@ class TradeModel:
class PredictionModel: class PredictionModel:
"""预测记录模型""" """预测记录模型 (V2 - 宽表结构)"""
@staticmethod @staticmethod
def get_prediction(date: str, hour: int, model_name: str) -> Optional[Dict]: def save_hourly_prediction(data: Dict) -> int:
"""获取指定时间和模型的预测记录"""
with get_db_connection() as conn:
cursor = conn.cursor()
cursor.execute("""
SELECT * FROM model_predictions
WHERE date = %s AND hour = %s AND model_name = %s
""", (date, hour, model_name))
row = cursor.fetchone()
return _dict_from_row(row)
@staticmethod
def save_prediction(data: Dict) -> int:
""" """
保存预测记录 保存每小时综合预测记录 (宽表)
Args:
data: 预测数据字典
Returns:
插入的记录ID
""" """
with get_db_connection() as conn: with get_db_connection() as conn:
cursor = conn.cursor() cursor = conn.cursor()
sql = """ sql = """
INSERT INTO model_predictions INSERT INTO hourly_model_predictions
(timestamp, timestamp_et, date, hour, model_name, (timestamp, timestamp_et, date, hour, open_price, close_price, actual_result,
prediction, probability, actual_result, is_correct, dlinear_prediction, dlinear_prob, dlinear_correct,
open_price, close_price) nbeats_prediction, nbeats_prob, nbeats_correct,
VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s) ttm_prediction, ttm_prob, ttm_correct,
ensemble_prediction, ensemble_votes, ensemble_correct)
VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
ON DUPLICATE KEY UPDATE ON DUPLICATE KEY UPDATE
prediction = VALUES(prediction),
probability = VALUES(probability),
actual_result = VALUES(actual_result),
is_correct = VALUES(is_correct),
open_price = VALUES(open_price), open_price = VALUES(open_price),
close_price = VALUES(close_price) close_price = VALUES(close_price),
actual_result = VALUES(actual_result),
dlinear_prediction = VALUES(dlinear_prediction),
dlinear_prob = VALUES(dlinear_prob),
dlinear_correct = VALUES(dlinear_correct),
nbeats_prediction = VALUES(nbeats_prediction),
nbeats_prob = VALUES(nbeats_prob),
nbeats_correct = VALUES(nbeats_correct),
ttm_prediction = VALUES(ttm_prediction),
ttm_prob = VALUES(ttm_prob),
ttm_correct = VALUES(ttm_correct),
ensemble_prediction = VALUES(ensemble_prediction),
ensemble_votes = VALUES(ensemble_votes),
ensemble_correct = VALUES(ensemble_correct)
""" """
cursor.execute(sql, ( cursor.execute(sql, (
data.get('timestamp'), data.get('timestamp'),
data.get('timestamp_et'), data.get('timestamp_et'),
data.get('date'), data.get('date'),
data.get('hour'), data.get('hour'),
data.get('model_name'),
data.get('prediction'),
data.get('probability'),
data.get('actual_result'),
data.get('is_correct'),
data.get('open_price'), data.get('open_price'),
data.get('close_price') data.get('close_price'),
data.get('actual_result'),
data.get('dlinear_prediction'),
data.get('dlinear_prob'),
data.get('dlinear_correct'),
data.get('nbeats_prediction'),
data.get('nbeats_prob'),
data.get('nbeats_correct'),
data.get('ttm_prediction'),
data.get('ttm_prob'),
data.get('ttm_correct'),
data.get('ensemble_prediction'),
str(data.get('ensemble_votes')) if data.get('ensemble_votes') else None,
data.get('ensemble_correct')
)) ))
conn.commit() conn.commit()
return cursor.lastrowid or 0 return cursor.lastrowid or 0
@staticmethod @staticmethod
def update_actual_result(date: str, hour: int, model_name: str, def update_actual_result_v2(date: str, hour: int, actual_result: int, close_price: float) -> bool:
actual_result: int, close_price: float) -> bool: """
"""更新实际结果""" 更新实际结果,并重新计算各模型正确性 (V2)
"""
with get_db_connection() as conn: with get_db_connection() as conn:
cursor = conn.cursor() cursor = conn.cursor()
# 先获取预测值 # 获取该小时记录
cursor.execute(""" cursor.execute("""
SELECT prediction FROM model_predictions SELECT * FROM hourly_model_predictions
WHERE date = %s AND hour = %s AND model_name = %s WHERE date = %s AND hour = %s
""", (date, hour, model_name)) """, (date, hour))
row = cursor.fetchone() row = cursor.fetchone()
if not row: if not row:
return False return False
prediction = row['prediction'] # 计算正确性
is_correct = 1 if prediction == actual_result else 0 updates = {
'actual_result': actual_result,
'close_price': close_price
}
cursor.execute(""" # DLinear
UPDATE model_predictions if row['dlinear_prediction'] is not None:
SET actual_result = %s, is_correct = %s, close_price = %s updates['dlinear_correct'] = 1 if row['dlinear_prediction'] == actual_result else 0
WHERE date = %s AND hour = %s AND model_name = %s
""", (actual_result, is_correct, close_price, date, hour, model_name)) # N-BEATS
if row['nbeats_prediction'] is not None:
updates['nbeats_correct'] = 1 if row['nbeats_prediction'] == actual_result else 0
# TTM
if row['ttm_prediction'] is not None:
updates['ttm_correct'] = 1 if row['ttm_prediction'] == actual_result else 0
# Ensemble
if row['ensemble_prediction'] is not None:
updates['ensemble_correct'] = 1 if row['ensemble_prediction'] == actual_result else 0
# 构建更新SQL
set_clause = ", ".join([f"{k} = %s" for k in updates.keys()])
sql = f"UPDATE hourly_model_predictions SET {set_clause} WHERE date = %s AND hour = %s"
cursor.execute(sql, list(updates.values()) + [date, hour])
conn.commit() conn.commit()
return True return True
@staticmethod @staticmethod
def get_monthly_stats(month: str) -> Dict: def get_monthly_stats_v2(month: str) -> Dict:
""" """
获取月度统计 获取月度统计 (V2 - 从宽表)
Args:
month: 月份 (YYYY-MM)
Returns:
各模型的统计数据
""" """
with get_db_connection() as conn: with get_db_connection() as conn:
cursor = conn.cursor() cursor = conn.cursor()
sql = """ # 统计各个模型的准确率
SELECT models = ['dlinear', 'nbeats', 'ttm', 'ensemble']
model_name,
COUNT(*) as total,
SUM(CASE WHEN is_correct = 1 THEN 1 ELSE 0 END) as correct,
SUM(CASE WHEN is_correct = 0 THEN 1 ELSE 0 END) as incorrect
FROM model_predictions
WHERE DATE_FORMAT(CONVERT_TZ(timestamp, '+00:00', '+08:00'), '%%Y-%%m') = %s
AND actual_result IS NOT NULL
GROUP BY model_name
"""
cursor.execute(sql, (month,))
rows = cursor.fetchall()
result = {} result = {}
for row in rows: for model in models:
row_dict = _dict_from_row(row) col_pred = f"{model}_prediction"
model = row_dict['model_name'] col_correct = f"{model}_correct"
total = row_dict['total']
correct = row_dict['correct'] or 0
incorrect = row_dict['incorrect'] or 0
accuracy = (correct / total * 100) if total > 0 else 0
result[model] = { sql = f"""
"total": total, SELECT
"correct": correct, COUNT({col_pred}) as total,
"incorrect": incorrect, SUM(CASE WHEN {col_correct} = 1 THEN 1 ELSE 0 END) as correct,
"accuracy": round(accuracy, 2) SUM(CASE WHEN {col_correct} = 0 THEN 1 ELSE 0 END) as incorrect
} FROM hourly_model_predictions
WHERE DATE_FORMAT(CONVERT_TZ(timestamp, '+00:00', '+08:00'), '%%Y-%%m') = %s
AND actual_result IS NOT NULL
"""
cursor.execute(sql, (month,))
row = cursor.fetchone()
if row:
total = row['total']
correct = row['correct'] or 0
incorrect = row['incorrect'] or 0
accuracy = (correct / total * 100) if total > 0 else 0
# 格式化键名以匹配前端 (例如 dlinear -> DLinear)
model_key = {
'dlinear': 'DLinear',
'nbeats': 'N-BEATS',
'ttm': 'TTM-R2',
'ensemble': 'Ensemble'
}.get(model, model)
result[model_key] = {
"total": total,
"correct": correct,
"incorrect": incorrect,
"accuracy": round(accuracy, 2)
}
return result return result
@staticmethod @staticmethod
def get_daily_stats(month: str, page: int = 1, limit: int = 10) -> Dict: def get_daily_stats_v2(month: str, page: int = 1, limit: int = 10) -> Dict:
""" """
获取每日统计 获取每日统计 (V2 - 从宽表)
Args:
month: 月份 (YYYY-MM)
page: 页码
limit: 每页条数
""" """
with get_db_connection() as conn: with get_db_connection() as conn:
cursor = conn.cursor() cursor = conn.cursor()
sql = """ # 分页查询日期
SELECT
DATE(CONVERT_TZ(timestamp, '+00:00', '+08:00')) as date_cst,
model_name,
COUNT(*) as total,
SUM(CASE WHEN is_correct = 1 THEN 1 ELSE 0 END) as correct,
SUM(CASE WHEN is_correct = 0 THEN 1 ELSE 0 END) as incorrect
FROM model_predictions
WHERE DATE_FORMAT(CONVERT_TZ(timestamp, '+00:00', '+08:00'), '%%Y-%%m') = %s
AND actual_result IS NOT NULL
GROUP BY date_cst, model_name
ORDER BY date_cst DESC
"""
cursor.execute(sql, (month,))
rows = cursor.fetchall()
# 重组数据: 按日期合并不同模型的统计
daily_data = {}
for row in rows:
row_dict = _dict_from_row(row)
date = str(row_dict['date_cst']) # CST 日期
if date not in daily_data:
daily_data[date] = {"date": date}
model = row_dict['model_name']
total = row_dict['total']
correct = row_dict['correct'] or 0
incorrect = row_dict['incorrect'] or 0
accuracy = (correct / total * 100) if total > 0 else 0
daily_data[date][model] = {
"total": total,
"correct": correct,
"incorrect": incorrect,
"accuracy": round(accuracy, 2)
}
# 排序并分页
sorted_dates = sorted(daily_data.keys(), reverse=True)
total_count = len(sorted_dates)
offset = (page - 1) * limit offset = (page - 1) * limit
paginated_dates = sorted_dates[offset:offset + limit] date_sql = """
SELECT DISTINCT DATE(CONVERT_TZ(timestamp, '+00:00', '+08:00')) as date_cst
FROM hourly_model_predictions
WHERE DATE_FORMAT(CONVERT_TZ(timestamp, '+00:00', '+08:00'), '%%Y-%%m') = %s
ORDER BY date_cst DESC
LIMIT %s OFFSET %s
"""
cursor.execute(date_sql, (month, limit, offset))
dates = [row['date_cst'] for row in cursor.fetchall()]
data = [daily_data[d] for d in paginated_dates] # 总天数
count_sql = """
SELECT COUNT(DISTINCT DATE(CONVERT_TZ(timestamp, '+00:00', '+08:00'))) as cnt
FROM hourly_model_predictions
WHERE DATE_FORMAT(CONVERT_TZ(timestamp, '+00:00', '+08:00'), '%%Y-%%m') = %s
"""
cursor.execute(count_sql, (month,))
total_count = cursor.fetchone()['cnt']
daily_data = []
models = ['dlinear', 'nbeats', 'ttm', 'ensemble']
for date_obj in dates:
date_str = str(date_obj)
day_stats = {"date": date_str}
for model in models:
col_pred = f"{model}_prediction"
col_correct = f"{model}_correct"
sql = f"""
SELECT
COUNT({col_pred}) as total,
SUM(CASE WHEN {col_correct} = 1 THEN 1 ELSE 0 END) as correct
FROM hourly_model_predictions
WHERE DATE(CONVERT_TZ(timestamp, '+00:00', '+08:00')) = %s
AND actual_result IS NOT NULL
"""
cursor.execute(sql, (date_str,))
row = cursor.fetchone()
total = row['total']
correct = row['correct'] or 0
accuracy = (correct / total * 100) if total > 0 else 0
model_key = {
'dlinear': 'DLinear',
'nbeats': 'N-BEATS',
'ttm': 'TTM-R2',
'ensemble': 'Ensemble'
}.get(model, model)
day_stats[model_key] = {
"total": total,
"correct": correct,
"accuracy": round(accuracy, 2)
}
daily_data.append(day_stats)
return { return {
"data": data, "data": daily_data,
"page": page, "page": page,
"limit": limit, "limit": limit,
"total": total_count, "total": total_count,
@@ -399,74 +466,92 @@ class PredictionModel:
} }
@staticmethod @staticmethod
def get_hourly_details(date: str) -> List[Dict]: def get_hourly_details_v2(date: str) -> List[Dict]:
""" """
获取指定日期的每小时详情 获取指定日期的每小时详情 (V2)
Args:
date: 日期 (YYYY-MM-DD, CST 北京时间)
""" """
with get_db_connection() as conn: with get_db_connection() as conn:
cursor = conn.cursor() cursor = conn.cursor()
# 按 CST 日期筛选,并获取 CST 小时
cursor.execute(""" cursor.execute("""
SELECT SELECT
*, *,
HOUR(CONVERT_TZ(timestamp, '+00:00', '+08:00')) as hour_cst, HOUR(CONVERT_TZ(timestamp, '+00:00', '+08:00')) as hour_cst,
CONVERT_TZ(timestamp, '+00:00', '+08:00') as timestamp_cst_dt CONVERT_TZ(timestamp, '+00:00', '+08:00') as timestamp_cst_dt
FROM model_predictions FROM hourly_model_predictions
WHERE DATE(CONVERT_TZ(timestamp, '+00:00', '+08:00')) = %s WHERE DATE(CONVERT_TZ(timestamp, '+00:00', '+08:00')) = %s
ORDER BY hour_cst, model_name ORDER BY hour_cst
""", (date,)) """, (date,))
rows = cursor.fetchall() rows = cursor.fetchall()
result = []
# 按 CST 小时重组数据
hourly_data = {}
for row in rows: for row in rows:
row_dict = _dict_from_row(row) hour_data = {
hour_cst = row_dict['hour_cst'] # 使用 CST 小时 "hour": row['hour_cst'],
if hour_cst not in hourly_data: "timestamp_et": row['timestamp_et'],
# 将 timestamp 转换为 CST 时间字符串 "timestamp_cst": convert_to_cst(row.get('timestamp', '')),
timestamp_cst = convert_to_cst(row_dict.get('timestamp', '')) "open_price": row['open_price'],
hourly_data[hour_cst] = { "close_price": row['close_price'],
"hour": hour_cst, # 返回 CST 小时 "actual_result": row['actual_result'],
"timestamp_et": row_dict['timestamp_et'], "models": {
"timestamp_cst": timestamp_cst, "DLinear": {
"open_price": row_dict['open_price'], "prediction": row['dlinear_prediction'],
"close_price": row_dict['close_price'], "probability": row['dlinear_prob'],
"actual_result": row_dict['actual_result'], "is_correct": row['dlinear_correct']
"models": {} },
"N-BEATS": {
"prediction": row['nbeats_prediction'],
"probability": row['nbeats_prob'],
"is_correct": row['nbeats_correct']
},
"TTM-R2": {
"prediction": row['ttm_prediction'],
"probability": row['ttm_prob'],
"is_correct": row['ttm_correct']
},
"Ensemble": {
"prediction": row['ensemble_prediction'],
"is_correct": row['ensemble_correct'],
"votes": row['ensemble_votes']
}
} }
model = row_dict['model_name']
hourly_data[hour_cst]["models"][model] = {
"prediction": row_dict['prediction'],
"probability": row_dict['probability'],
"is_correct": row_dict['is_correct']
} }
result.append(hour_data)
# 按 CST 小时排序返回 return result
return [hourly_data[h] for h in sorted(hourly_data.keys())]
@staticmethod @staticmethod
def get_missing_hours(date: str, model_name: str) -> List[int]: def save_prediction(data: Dict) -> int:
"""兼容旧接口 - 如果需要的话,暂时保留,或者可以将旧表写入也放在这里"""
# 旧表写入逻辑... 略,或保持不变
# 为了完整性,我们可以保留对旧表的操作,或者逐步弃用。
# 这里为了安全,保留原方法的签名,实际调用旧表逻辑。
# 但我们主要逻辑将切换到 save_hourly_prediction
# 见 prediction_service.py 的修改
# ... (keep old logic or redirect) ...
# 这里我们假设 prediction_service.py 会改为调用 save_hourly_prediction
# 如果还有地方调用 save_prediction (比如测试代码), 我们可以保留它
return 0
@staticmethod
def update_actual_result(date: str, hour: int, model_name: str,
actual_result: int, close_price: float) -> bool:
"""兼容旧接口"""
return False
@staticmethod
def get_missing_hours(date: str, model_name: str = 'Ensemble') -> List[int]:
""" """
获取指定日期缺少预测的小时列表 获取指定日期缺少预测的小时列表 (V2)
model_name 参数现在主要用于兼容,实际检查整行是否存在
Args:
date: 日期 (YYYY-MM-DD)
model_name: 模型名称
Returns:
缺少预测的小时列表
""" """
with get_db_connection() as conn: with get_db_connection() as conn:
cursor = conn.cursor() cursor = conn.cursor()
cursor.execute(""" cursor.execute("""
SELECT hour FROM model_predictions SELECT hour FROM hourly_model_predictions
WHERE date = %s AND model_name = %s WHERE date = %s
""", (date, model_name)) """, (date,))
rows = cursor.fetchall() rows = cursor.fetchall()
existing_hours = {row['hour'] for row in rows} existing_hours = {row['hour'] for row in rows}
+44 -54
View File
@@ -131,48 +131,37 @@ class PredictionService:
def ensure_predictions_for_date(self, date: str) -> None: def ensure_predictions_for_date(self, date: str) -> None:
""" """
确保指定日期有预测数据,如果没有则生成 确保指定日期有预测数据,如果没有则生成 (V2)
Args: Args:
date: 日期 (YYYY-MM-DD) date: 日期 (YYYY-MM-DD)
""" """
# 使用锁避免并发冲突 # 使用锁避免并发冲突
with PredictionService._prediction_lock: with PredictionService._prediction_lock:
# 检查是否正在处理该日期
if date in self._processing_dates: if date in self._processing_dates:
return return
# 标记正在处理
self._processing_dates.add(date) self._processing_dates.add(date)
try: try:
# 检查是否有缺失的小时 (现在只检查 DLinear 和 TTM-R2 作为代表,或者扩展到 N-BEATS) # 检查是否有缺失的小时 (只检查宽表是否有记录)
# 为了保持兼容性,还是主要检查这两个,或者可以增加 N-BEATS missing_hours = PredictionModel.get_missing_hours(date)
models_to_check = ["DLinear", "TTM-R2", "N-BEATS"]
for model_name in models_to_check: if not missing_hours:
# 数据库中模型名字对应 return
db_model_name = model_name
missing_hours = PredictionModel.get_missing_hours(date, db_model_name) print(f"为 {date} 生成预测 (缺失 {len(missing_hours)} 小时)...")
if not missing_hours: # 获取足够的历史数据
continue target_date = datetime.strptime(date, '%Y-%m-%d')
df = self._get_historical_data(target_date)
print(f"为 {date} 生成 {model_name} 预测 (缺失 {len(missing_hours)} 小时)...") if df is None or len(df) < 200:
print(f" 警告: 数据不足,无法为 {date} 生成预测")
return
# 获取足够的历史数据 # 为每个缺失的小时生成预测
target_date = datetime.strptime(date, '%Y-%m-%d') for hour in missing_hours:
df = self._get_historical_data(target_date) self._generate_prediction_for_hour(df, date, hour)
if df is None or len(df) < 200:
print(f" 警告: 数据不足,无法为 {date} 生成预测")
continue
# 为每个缺失的小时生成预测
for hour in missing_hours:
self._generate_prediction_for_hour(df, date, hour, model_name)
finally: finally:
# 移除处理标记
with PredictionService._prediction_lock: with PredictionService._prediction_lock:
self._processing_dates.discard(date) self._processing_dates.discard(date)
@@ -194,10 +183,9 @@ class PredictionService:
print(f"获取历史数据失败: {e}") print(f"获取历史数据失败: {e}")
return None return None
def _generate_prediction_for_hour(self, df: pd.DataFrame, date: str, def _generate_prediction_for_hour(self, df: pd.DataFrame, date: str, hour: int) -> None:
hour: int, model_name: str) -> None:
""" """
为指定小时生成预测 为指定小时生成预测 (V2)
""" """
try: try:
# 1. 构建目标时间 (美东时间 -> UTC) # 1. 构建目标时间 (美东时间 -> UTC)
@@ -234,45 +222,47 @@ class PredictionService:
if len(df_input) < 200: if len(df_input) < 200:
return return
# 6. 调用模型预测 # 6. 调用多模型预测
prediction = None preds = self.inference_manager.predict_all(df_input)
probability = 0.5
if model_name == "DLinear":
prediction, probability = self.inference_manager.predict_dlinear(df_input)
elif model_name == "TTM-R2":
prediction, probability = self.inference_manager.predict_ttm(df_input)
elif model_name == "N-BEATS":
prediction, probability = self.inference_manager.predict_nbeats(df_input)
if prediction is None:
return
# 7. 判断实际涨跌 # 7. 判断实际涨跌
actual_result = 1 if target_close > prev_close else 0 actual_result = 1 if target_close > prev_close else 0
# 8. 判断预测是否正确 # 8. 组装数据 (宽表格式)
is_correct = 1 if prediction == actual_result else 0
# 9. 保存预测结果
prediction_data = { prediction_data = {
"timestamp": target_time_utc.isoformat(), "timestamp": target_time_utc.isoformat(),
"timestamp_et": target_time_et.isoformat(), "timestamp_et": target_time_et.isoformat(),
"date": date, "date": date,
"hour": hour, "hour": hour,
"model_name": model_name,
"prediction": prediction,
"probability": probability,
"actual_result": actual_result,
"is_correct": is_correct,
"open_price": target_open, "open_price": target_open,
"close_price": target_close "close_price": target_close,
"actual_result": actual_result,
# DLinear
"dlinear_prediction": preds.get('dlinear', {}).get('prediction'),
"dlinear_prob": preds.get('dlinear', {}).get('probability'),
"dlinear_correct": 1 if preds.get('dlinear', {}).get('prediction') == actual_result else 0,
# N-BEATS
"nbeats_prediction": preds.get('nbeats', {}).get('prediction'),
"nbeats_prob": preds.get('nbeats', {}).get('probability'),
"nbeats_correct": 1 if preds.get('nbeats', {}).get('prediction') == actual_result else 0,
# TTM-R2
"ttm_prediction": preds.get('ttm', {}).get('prediction'),
"ttm_prob": preds.get('ttm', {}).get('probability'),
"ttm_correct": 1 if preds.get('ttm', {}).get('prediction') == actual_result else 0,
# Ensemble
"ensemble_prediction": preds.get('ensemble', {}).get('prediction'),
"ensemble_votes": preds.get('ensemble', {}).get('votes'),
"ensemble_correct": 1 if preds.get('ensemble', {}).get('prediction') == actual_result else 0,
} }
PredictionModel.save_prediction(prediction_data) PredictionModel.save_hourly_prediction(prediction_data)
except Exception as e: except Exception as e:
print(f"生成预测失败 ({date} {hour}:00 {model_name}): {e}") print(f"生成预测失败 ({date} {hour}:00): {e}")
def ensure_predictions_for_month(self, month: str) -> None: def ensure_predictions_for_month(self, month: str) -> None:
""" """
+131 -77
View File
@@ -74,8 +74,8 @@
</div> </div>
<div class="col-md-2"> <div class="col-md-2">
<div class="stat-card"> <div class="stat-card">
<div class="stat-label">价格</div> <div class="stat-label">策略</div>
<div class="stat-value">${{ currentTrade.price?.toFixed(3) || '-' }}</div> <div class="stat-value small">{{ currentTrade.strategy || 'Ensemble' }}</div>
</div> </div>
</div> </div>
<div class="col-md-3"> <div class="col-md-3">
@@ -116,6 +116,7 @@
<tr> <tr>
<th>时间 (北京)</th> <th>时间 (北京)</th>
<th>市场</th> <th>市场</th>
<th>策略</th>
<th>预测</th> <th>预测</th>
<th>概率</th> <th>概率</th>
<th>价格</th> <th>价格</th>
@@ -128,6 +129,9 @@
<td class="text-truncate" style="max-width: 200px;"> <td class="text-truncate" style="max-width: 200px;">
{{ trade.market_title }} {{ trade.market_title }}
</td> </td>
<td>
<span class="badge bg-secondary">{{ trade.strategy || 'Ensemble' }}</span>
</td>
<td :class="getPredictionClass(trade.prediction)"> <td :class="getPredictionClass(trade.prediction)">
<i :class="trade.prediction === 'UP' ? 'bi-arrow-up' : 'bi-arrow-down'"></i> <i :class="trade.prediction === 'UP' ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
{{ trade.prediction }} {{ trade.prediction }}
@@ -139,7 +143,7 @@
</td> </td>
</tr> </tr>
<tr v-if="!tradeHistory.data?.length"> <tr v-if="!tradeHistory.data?.length">
<td colspan="6" class="text-center text-muted py-4"> <td colspan="7" class="text-center text-muted py-4">
暂无数据 暂无数据
</td> </td>
</tr> </tr>
@@ -184,66 +188,80 @@
<!-- 当月汇总卡片 --> <!-- 当月汇总卡片 -->
<div class="row mb-4"> <div class="row mb-4">
<!-- DLinear 卡片 --> <!-- Ensemble 卡片 -->
<div class="col-md-6"> <div class="col-md-3">
<div class="card h-100 border-primary"> <div class="card h-100 border-primary shadow-sm">
<div class="card-header bg-primary text-white"> <div class="card-header bg-primary text-white text-center">
<i class="bi bi-graph-up-arrow"></i> DLinear 模型 <i class="bi bi-diagram-3"></i> 集成策略 (投票)
</div> </div>
<div class="card-body"> <div class="card-body">
<div class="row text-center" v-if="monthlyStats.DLinear"> <div class="text-center" v-if="monthlyStats.Ensemble">
<div class="col-3"> <h2 class="display-6 text-primary fw-bold">{{ monthlyStats.Ensemble.accuracy }}%</h2>
<div class="stat-number">{{ monthlyStats.DLinear.total }}</div> <div class="text-muted mb-2">准确率</div>
<div class="stat-label">预测次数</div> <div class="d-flex justify-content-between px-3 border-top pt-2">
</div> <span class="text-success"><i class="bi bi-check-lg"></i> {{ monthlyStats.Ensemble.correct }}</span>
<div class="col-3"> <span class="text-secondary">{{ monthlyStats.Ensemble.total }} 次</span>
<div class="stat-number text-success">{{ monthlyStats.DLinear.correct }}</div> <span class="text-danger"><i class="bi bi-x-lg"></i> {{ monthlyStats.Ensemble.incorrect }}</span>
<div class="stat-label">正确</div>
</div>
<div class="col-3">
<div class="stat-number text-danger">{{ monthlyStats.DLinear.incorrect }}</div>
<div class="stat-label">错误</div>
</div>
<div class="col-3">
<div class="stat-number text-primary">{{ monthlyStats.DLinear.accuracy }}%</div>
<div class="stat-label">准确率</div>
</div> </div>
</div> </div>
<div v-else class="text-center text-muted py-3"> <div v-else class="text-center text-muted py-3">暂无数据</div>
暂无数据 </div>
</div>
</div>
<!-- DLinear 卡片 -->
<div class="col-md-3">
<div class="card h-100 border-secondary">
<div class="card-header bg-secondary text-white text-center">
<i class="bi bi-graph-up-arrow"></i> DLinear
</div>
<div class="card-body">
<div class="text-center" v-if="monthlyStats.DLinear">
<h3 class="text-dark">{{ monthlyStats.DLinear.accuracy }}%</h3>
<div class="text-muted small">准确率</div>
<div class="mt-2 small text-muted">
{{ monthlyStats.DLinear.correct }}/{{ monthlyStats.DLinear.total }}
</div>
</div> </div>
<div v-else class="text-center text-muted py-3">暂无数据</div>
</div>
</div>
</div>
<!-- N-BEATS 卡片 -->
<div class="col-md-3">
<div class="card h-100 border-secondary">
<div class="card-header bg-secondary text-white text-center">
<i class="bi bi-soundwave"></i> N-BEATS
</div>
<div class="card-body">
<div class="text-center" v-if="monthlyStats['N-BEATS']">
<h3 class="text-dark">{{ monthlyStats['N-BEATS'].accuracy }}%</h3>
<div class="text-muted small">准确率</div>
<div class="mt-2 small text-muted">
{{ monthlyStats['N-BEATS'].correct }}/{{ monthlyStats['N-BEATS'].total }}
</div>
</div>
<div v-else class="text-center text-muted py-3">暂无数据</div>
</div> </div>
</div> </div>
</div> </div>
<!-- TTM-R2 卡片 --> <!-- TTM-R2 卡片 -->
<div class="col-md-6"> <div class="col-md-3">
<div class="card h-100 border-success"> <div class="card h-100 border-secondary">
<div class="card-header bg-success text-white"> <div class="card-header bg-secondary text-white text-center">
<i class="bi bi-cpu"></i> TTM-R2 模型 <i class="bi bi-cpu"></i> TTM-R2
</div> </div>
<div class="card-body"> <div class="card-body">
<div class="row text-center" v-if="monthlyStats['TTM-R2']"> <div class="text-center" v-if="monthlyStats['TTM-R2']">
<div class="col-3"> <h3 class="text-dark">{{ monthlyStats['TTM-R2'].accuracy }}%</h3>
<div class="stat-number">{{ monthlyStats['TTM-R2'].total }}</div> <div class="text-muted small">准确率</div>
<div class="stat-label">预测次数</div> <div class="mt-2 small text-muted">
</div> {{ monthlyStats['TTM-R2'].correct }}/{{ monthlyStats['TTM-R2'].total }}
<div class="col-3">
<div class="stat-number text-success">{{ monthlyStats['TTM-R2'].correct }}</div>
<div class="stat-label">正确</div>
</div>
<div class="col-3">
<div class="stat-number text-danger">{{ monthlyStats['TTM-R2'].incorrect }}</div>
<div class="stat-label">错误</div>
</div>
<div class="col-3">
<div class="stat-number text-primary">{{ monthlyStats['TTM-R2'].accuracy }}%</div>
<div class="stat-label">准确率</div>
</div> </div>
</div> </div>
<div v-else class="text-center text-muted py-3"> <div v-else class="text-center text-muted py-3">暂无数据</div>
暂无数据
</div>
</div> </div>
</div> </div>
</div> </div>
@@ -252,52 +270,61 @@
<!-- 每日准确率表格 --> <!-- 每日准确率表格 -->
<div class="card"> <div class="card">
<div class="card-header"> <div class="card-header">
<i class="bi bi-calendar3"></i> 每日准确率 <i class="bi bi-calendar3"></i> 每日准确率概览
</div> </div>
<div class="card-body p-0"> <div class="card-body p-0">
<div class="table-responsive"> <div class="table-responsive">
<table class="table table-hover mb-0"> <table class="table table-hover mb-0 text-center">
<thead class="table-light"> <thead class="table-light">
<tr> <tr>
<th>日期 (北京)</th> <th class="text-start ps-4">日期</th>
<th>DLinear 预测</th> <th>集成策略</th>
<th>DLinear 准确率</th> <th>DLinear</th>
<th>TTM-R2 预测</th> <th>N-BEATS</th>
<th>TTM-R2 准确率</th> <th>TTM-R2</th>
<th>操作</th> <th>操作</th>
</tr> </tr>
</thead> </thead>
<tbody> <tbody>
<tr v-for="day in dailyStats.data" :key="day.date"> <tr v-for="day in dailyStats.data" :key="day.date">
<td>{{ day.date }}</td> <td class="text-start ps-4">{{ day.date }}</td>
<!-- Ensemble -->
<td> <td>
<span v-if="day.DLinear"> <span v-if="day.Ensemble" :class="getAccuracyClass(day.Ensemble.accuracy)">
{{ day.DLinear.correct }}/{{ day.DLinear.total }} {{ day.Ensemble.accuracy }}%
</span> </span>
<span v-else class="text-muted">-</span> <span v-else class="text-muted">-</span>
</td> </td>
<!-- DLinear -->
<td> <td>
<span v-if="day.DLinear" :class="getAccuracyClass(day.DLinear.accuracy)"> <span v-if="day.DLinear" :class="getAccuracyClass(day.DLinear.accuracy)">
{{ day.DLinear.accuracy }}% {{ day.DLinear.accuracy }}%
</span> </span>
<span v-else class="text-muted">-</span> <span v-else class="text-muted">-</span>
</td> </td>
<!-- N-BEATS -->
<td> <td>
<span v-if="day['TTM-R2']"> <span v-if="day['N-BEATS']" :class="getAccuracyClass(day['N-BEATS'].accuracy)">
{{ day['TTM-R2'].correct }}/{{ day['TTM-R2'].total }} {{ day['N-BEATS'].accuracy }}%
</span> </span>
<span v-else class="text-muted">-</span> <span v-else class="text-muted">-</span>
</td> </td>
<!-- TTM-R2 -->
<td> <td>
<span v-if="day['TTM-R2']" :class="getAccuracyClass(day['TTM-R2'].accuracy)"> <span v-if="day['TTM-R2']" :class="getAccuracyClass(day['TTM-R2'].accuracy)">
{{ day['TTM-R2'].accuracy }}% {{ day['TTM-R2'].accuracy }}%
</span> </span>
<span v-else class="text-muted">-</span> <span v-else class="text-muted">-</span>
</td> </td>
<td> <td>
<button class="btn btn-sm btn-outline-primary" <button class="btn btn-sm btn-outline-primary"
@click="showHourlyDetails(day.date)"> @click="showHourlyDetails(day.date)">
<i class="bi bi-eye"></i> 查看 <i class="bi bi-eye"></i> 详情
</button> </button>
</td> </td>
</tr> </tr>
@@ -337,7 +364,7 @@
<!-- 每小时详情弹窗 --> <!-- 每小时详情弹窗 -->
<div class="modal fade" id="hourlyModal" tabindex="-1"> <div class="modal fade" id="hourlyModal" tabindex="-1">
<div class="modal-dialog modal-lg modal-dialog-scrollable"> <div class="modal-dialog modal-xl modal-dialog-scrollable">
<div class="modal-content"> <div class="modal-content">
<div class="modal-header"> <div class="modal-header">
<h5 class="modal-title"> <h5 class="modal-title">
@@ -346,43 +373,70 @@
<button type="button" class="btn-close" data-bs-dismiss="modal"></button> <button type="button" class="btn-close" data-bs-dismiss="modal"></button>
</div> </div>
<div class="modal-body p-0"> <div class="modal-body p-0">
<table class="table table-sm table-hover mb-0"> <table class="table table-sm table-hover mb-0 text-center align-middle">
<thead class="table-light sticky-top"> <thead class="table-light sticky-top">
<tr> <tr>
<th>时间 (北京)</th> <th>时间</th>
<th>实际涨跌</th> <th>开盘</th>
<th>收盘</th>
<th>实际</th>
<th class="table-primary">集成策略</th>
<th>DLinear</th> <th>DLinear</th>
<th>N-BEATS</th>
<th>TTM-R2</th> <th>TTM-R2</th>
</tr> </tr>
</thead> </thead>
<tbody> <tbody>
<tr v-for="hour in hourlyModal.data" :key="hour.hour"> <tr v-for="hour in hourlyModal.data" :key="hour.hour">
<td>{{ hour.timestamp_cst || (hour.hour + ':00') }}</td> <td>{{ hour.timestamp_cst ? hour.timestamp_cst.split(' ')[1] : (hour.hour + ':00') }}</td>
<td :class="hour.actual_result === 1 ? 'text-success' : 'text-danger'"> <td>${{ hour.open_price?.toFixed(0) || '-' }}</td>
<i :class="hour.actual_result === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i> <td>${{ hour.close_price?.toFixed(0) || '-' }}</td>
{{ hour.actual_result === 1 ? 'UP' : 'DOWN' }}
<td :class="hour.actual_result === 1 ? 'text-success fw-bold' : (hour.actual_result === 0 ? 'text-danger fw-bold' : 'text-muted')">
<i v-if="hour.actual_result !== null" :class="hour.actual_result === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
{{ hour.actual_result === 1 ? 'UP' : (hour.actual_result === 0 ? 'DOWN' : '-') }}
</td> </td>
<!-- Ensemble -->
<td class="table-primary bg-opacity-10">
<span v-if="hour.models?.Ensemble"
:class="hour.models.Ensemble.is_correct ? 'text-success' : 'text-danger'">
<i :class="hour.models.Ensemble.prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
{{ hour.models.Ensemble.prediction === 1 ? 'UP' : 'DOWN' }}
<i v-if="hour.actual_result !== null" :class="hour.models.Ensemble.is_correct ? 'bi-check-circle-fill' : 'bi-x-circle-fill'"></i>
</span>
</td>
<!-- DLinear -->
<td> <td>
<span v-if="hour.models?.DLinear" <span v-if="hour.models?.DLinear"
:class="hour.models.DLinear.is_correct ? 'text-success' : 'text-danger'"> :class="hour.models.DLinear.is_correct ? 'text-success' : 'text-danger'">
<i :class="hour.models.DLinear.prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i> <i :class="hour.models.DLinear.prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
{{ hour.models.DLinear.prediction === 1 ? 'UP' : 'DOWN' }} <span class="small text-muted">({{ (hour.models.DLinear.probability * 100).toFixed(0) }}%)</span>
<i :class="hour.models.DLinear.is_correct ? 'bi-check-circle' : 'bi-x-circle'"></i> <i v-if="hour.actual_result !== null" :class="hour.models.DLinear.is_correct ? 'bi-check' : 'bi-x'"></i>
</span> </span>
<span v-else class="text-muted">-</span>
</td> </td>
<!-- N-BEATS -->
<td>
<span v-if="hour.models?.['N-BEATS']"
:class="hour.models['N-BEATS'].is_correct ? 'text-success' : 'text-danger'">
<i :class="hour.models['N-BEATS'].prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
<i v-if="hour.actual_result !== null" :class="hour.models['N-BEATS'].is_correct ? 'bi-check' : 'bi-x'"></i>
</span>
</td>
<!-- TTM-R2 -->
<td> <td>
<span v-if="hour.models?.['TTM-R2']" <span v-if="hour.models?.['TTM-R2']"
:class="hour.models['TTM-R2'].is_correct ? 'text-success' : 'text-danger'"> :class="hour.models['TTM-R2'].is_correct ? 'text-success' : 'text-danger'">
<i :class="hour.models['TTM-R2'].prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i> <i :class="hour.models['TTM-R2'].prediction === 1 ? 'bi-arrow-up' : 'bi-arrow-down'"></i>
{{ hour.models['TTM-R2'].prediction === 1 ? 'UP' : 'DOWN' }} <i v-if="hour.actual_result !== null" :class="hour.models['TTM-R2'].is_correct ? 'bi-check' : 'bi-x'"></i>
<i :class="hour.models['TTM-R2'].is_correct ? 'bi-check-circle' : 'bi-x-circle'"></i>
</span> </span>
<span v-else class="text-muted">-</span>
</td> </td>
</tr> </tr>
<tr v-if="!hourlyModal.data?.length"> <tr v-if="!hourlyModal.data?.length">
<td colspan="4" class="text-center text-muted py-4"> <td colspan="8" class="text-center text-muted py-4">
暂无数据 暂无数据
</td> </td>
</tr> </tr>
+3 -2
View File
@@ -72,8 +72,8 @@ class TradingDatabase:
INSERT INTO trades ( INSERT INTO trades (
timestamp, market_title, market_slug, model_name, timestamp, market_title, market_slug, model_name,
prediction, probability, action, price, amount, size, prediction, probability, action, price, amount, size,
status, error_message, raw_data status, strategy, error_message, raw_data
) VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s) ) VALUES (%s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s, %s)
''' '''
cursor.execute(sql, ( cursor.execute(sql, (
@@ -88,6 +88,7 @@ class TradingDatabase:
trade_data.get('amount'), trade_data.get('amount'),
trade_data.get('size'), trade_data.get('size'),
trade_data.get('status'), trade_data.get('status'),
trade_data.get('strategy'),
trade_data.get('error_message'), trade_data.get('error_message'),
raw_data_json raw_data_json
)) ))