data_features.py 6.2 KB

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  1. #!/usr/bin/env python
  2. # -*- coding: utf-8 -*-
  3. # time: 2023/4/12 17:42
  4. # file: data_features.py
  5. # author: David
  6. # company: shenyang JY
  7. import pandas as pd
  8. from sklearn.model_selection import train_test_split
  9. import numpy as np
  10. from data_utils import *
  11. class data_features(object):
  12. def __init__(self, opt, mean, std):
  13. self.opt = opt
  14. self.time_step = self.opt.Model["time_step"]
  15. self.mean = mean
  16. self.std = std
  17. self.columns = list()
  18. self.columns_lstm = list()
  19. self.columns_cnn = list()
  20. def get_train_data(self, dfs):
  21. train_x, valid_x, train_y, valid_y = [], [], [], []
  22. self.opt.feature_columns = dfs[0].columns.tolist()
  23. self.opt.feature_columns.insert(0, 'C_TIME')
  24. self.opt.label_in_feature_index = (lambda x, y: [x.index(i) for i in y])(self.opt.feature_columns,
  25. self.opt.label_columns) # 因为feature不一定从0开始
  26. self.opt.input_size = len(self.opt.feature_columns)
  27. for df in dfs:
  28. datax, datay = self.get_data_features(df)
  29. trainx_ = [[np.array(x[0]), np.array(x[1])] for x in datax]
  30. # trainx = np.array(datax)
  31. trainy = [y['C_REAL_VALUE'].values for y in datay]
  32. trainy = np.expand_dims(np.array(trainy), axis=-1) # 在最后一维加一维度
  33. tx, vx, ty, vy = train_test_split(trainx_, trainy, test_size=self.opt.valid_data_rate,
  34. random_state=self.opt.Model["random_seed"],
  35. shuffle=self.opt.shuffle_train_data) # 划分训练和验证集
  36. # 分裂 tx 和 vx
  37. train_x.extend(tx)
  38. valid_x.extend(vx)
  39. train_y.append(ty)
  40. valid_y.append(vy)
  41. # train_x = np.concatenate(train_x, axis=0)
  42. # valid_x = np.concatenate(valid_x, axis=0)
  43. train_y = np.concatenate(train_y, axis=0)
  44. valid_y = np.concatenate(valid_y, axis=0)
  45. train_x = self.norm_features(train_x)
  46. valid_x = self.norm_features(valid_x)
  47. train_y = self.norm_label(train_y)
  48. valid_y = self.norm_label(valid_y)
  49. cnn_x, cnn_x1 = [], []
  50. lstm_x, lstm_x1 = [], []
  51. for i in range(0, len(train_x)):
  52. cnn_x.append(train_x[i][0])
  53. lstm_x.append(train_x[i][1])
  54. train_x = [np.array(cnn_x), np.array(lstm_x)]
  55. for i in range(0, len(valid_x)):
  56. cnn_x1.append(valid_x[i][0])
  57. lstm_x1.append(valid_x[i][1])
  58. valid_x = [np.array(cnn_x1), np.array(lstm_x1)]
  59. return train_x, valid_x, train_y, valid_y
  60. def get_test_data(self, dfs):
  61. test_x, test_y, data_y = [], [], []
  62. self.opt.feature_columns = dfs[0].columns.tolist()
  63. self.opt.feature_columns.insert(0, 'C_TIME')
  64. self.opt.label_in_feature_index = (lambda x, y: [x.index(i) for i in y])(self.opt.feature_columns,
  65. self.opt.label_columns) # 因为feature不一定从0开始
  66. self.opt.input_size = len(self.opt.feature_columns)
  67. for df in dfs:
  68. datax, datay = self.get_data_features(df)
  69. trainx_ = [[np.array(x[0]), np.array(x[1])] for x in datax]
  70. # trainx = np.array(datax)
  71. trainy = [y['C_REAL_VALUE'].values for y in datay]
  72. trainy = np.expand_dims(np.array(trainy), axis=-1) # 在最后一维加一维度
  73. test_x.extend(trainx_)
  74. test_y.append(trainy)
  75. data_y.append(datay)
  76. test_y = np.concatenate(test_y, axis=0)
  77. test_x = self.norm_features(test_x)
  78. test_y = self.norm_label(test_y)
  79. cnn_x, lstm_x = [], []
  80. for i in range(0, len(test_x)):
  81. cnn_x.append(test_x[i][0])
  82. lstm_x.append(test_x[i][1])
  83. test_x = [np.array(cnn_x), np.array(lstm_x)]
  84. return test_x, test_y, data_y
  85. def get_data_features(self, df): # 这段代码基于pandas方法的优化
  86. norm_data = df.reset_index()
  87. feature_data = norm_data[:-self.opt.predict_points]
  88. label_data = norm_data[self.opt.predict_points:].reset_index(drop=True)
  89. time_step = self.opt.Model["time_step"]
  90. time_step_loc = time_step - 1
  91. train_num = int(len(feature_data))
  92. time_rp = [feature_data.loc[i:i + time_step_loc, 'C_TIME':'C_WD_INST50'] for i in range(train_num - time_step)]
  93. nwp = [label_data.loc[i:i + time_step_loc, 'C_T':] for i in range(train_num - time_step)]
  94. features_x, features_x1, features_y = [], [], []
  95. for row in zip(time_rp, nwp):
  96. row0 = row[0] # row0是时间+rp+环境
  97. row1 = row[1] # row1是nwp
  98. row0.set_index('C_TIME', inplace=True, drop=False)
  99. row0["C_TIME"] = row0["C_TIME"].apply(datetime_to_timestr)
  100. row0_ = row0.loc[:, ['C_TIME', 'C_REAL_VALUE']]
  101. row0_.reset_index(drop=True, inplace=True)
  102. row1.reset_index(drop=True, inplace=True)
  103. rowx = pd.concat([row0_, row1], axis=1) # rowx是时间+rp+nwp
  104. features_x.append([row0, rowx])
  105. self.columns = row0.columns.tolist()
  106. self.columns_cnn = row0.columns.tolist()
  107. self.columns_lstm = rowx.columns.tolist()
  108. features_y = [label_data.loc[i:i + time_step_loc, ['C_TIME', 'C_REAL_VALUE']] for i in range(train_num - time_step)]
  109. return features_x, features_y
  110. def norm_features(self, data: np.ndarray):
  111. for i, d in enumerate(data):
  112. mean = np.array([self.mean[col] for col in self.columns_cnn])
  113. std = np.array([self.std[col] for col in self.columns_cnn])
  114. d[0] = (d[0] - mean) / std # 归一化
  115. mean = np.array([self.mean[col] for col in self.columns_lstm])
  116. std = np.array([self.std[col] for col in self.columns_lstm])
  117. d[1] = (d[1] - mean) / std # 归一化
  118. data[i] = d
  119. self.opt.input_size_lstm = len(self.columns_lstm)
  120. self.opt.input_size_cnn = len(self.columns_cnn)
  121. return data
  122. def norm_label(self, label_data: np.ndarray):
  123. return (label_data - self.mean['C_REAL_VALUE']) / self.std['C_REAL_VALUE']