#import datetime

import pandas as pd

import numpy as np

#from numpy import row_stack,column_stack

import tushare as ts

#import matplotlib

import matplotlib.pyplot as plt

#from matplotlib.pylab import date2num

#from matplotlib.dates import DateFormatter, WeekdayLocator, DayLocator, MONDAY,YEARLY

#from matplotlib.finance import quotes_historical_yahoo_ohlc, candlestick_ohlc

from sklearn.preprocessing import MinMaxScaler

#https://scikit-learn.org/stable/auto_examples/preprocessing/plot_all_scaling.html#sphx-glr-auto-examples-preprocessing-plot-all-scaling-py

from keras.models import Sequential

from keras.layers import LSTM, Dense, Activation

df=ts.get_hist_data('601857',start='2016-06-15',end='2018-01-12')

dd=df[['open','high','low','close']]

#print(dd.values.shape[0])

dd1=dd .sort_index()

dd2=dd1.values.flatten()

dd3=pd.DataFrame(dd1['close'])

def load_data(df, sequence_length=10, split=0.8):

    #df = pd.read_csv(file_name, sep=',', usecols=[1])

    #data_all = np.array(df).astype(float)

    data_all = np.array(df).astype(float)

    scaler = MinMaxScaler()

    data_all = scaler.fit_transform(data_all)

    data = []

    for i in range(len(data_all) - sequence_length - 1):

        data.append(data_all[i: i + sequence_length + 1])

    reshaped_data = np.array(data).astype('float64')

    #np.random.shuffle(reshaped_data)

    # 对x进行统一归一化，而y则不归一化

    x = reshaped_data[:, :-1]

    y = reshaped_data[:, -1]

    split_boundary = int(reshaped_data.shape[0] * split)

    train_x = x[: split_boundary]

    test_x = x[split_boundary:]

    train_y = y[: split_boundary]

    test_y = y[split_boundary:]

    return train_x, train_y, test_x, test_y, scaler

def build_model():

    # input_dim是输入的train_x的最后一个维度，train_x的维度为(n_samples, time_steps, input_dim)

    model = Sequential()

    model.add(LSTM(input_dim=1, output_dim=6, return_sequences=True))

    #model.add(LSTM(6, input_dim=1, return_sequences=True))

    #model.add(LSTM(6, input_shape=(None, 1),return_sequences=True))

    """

    #model.add(LSTM(input_dim=1, output_dim=6,input_length=10, return_sequences=True))

    #model.add(LSTM(6, input_dim=1, input_length=10, return_sequences=True))

    model.add(LSTM(6, input_shape=(10, 1),return_sequences=True))

    """

    print(model.layers)

    #model.add(LSTM(100, return_sequences=True))

    #model.add(LSTM(100, return_sequences=True))

    model.add(LSTM(100, return_sequences=False))

    model.add(Dense(output_dim=1))

    model.add(Activation('linear'))

    model.compile(loss='mse', optimizer='rmsprop')

    return model

def train_model(train_x, train_y, test_x, test_y):

    model = build_model()

    try:

        model.fit(train_x, train_y, batch_size=512, nb_epoch=300, validation_split=0.1)

        predict = model.predict(test_x)

        predict = np.reshape(predict, (predict.size, ))

    except KeyboardInterrupt:

        print(predict)

        print(test_y)

    print(predict)

    print(test_y)

    try:

        fig = plt.figure(1)

        plt.plot(predict, 'r:')

        plt.plot(test_y, 'g-')

        plt.legend(['predict', 'true'])

    except Exception as e:

        print(e)

    return predict, test_y

if __name__ == '__main__':

    #train_x, train_y, test_x, test_y, scaler = load_data('international-airline-passengers.csv')

    train_x, train_y, test_x, test_y, scaler =load_data(dd3, sequence_length=10, split=0.8)

    train_x = np.reshape(train_x, (train_x.shape[0], train_x.shape[1], 1))

    test_x = np.reshape(test_x, (test_x.shape[0], test_x.shape[1], 1))

    predict_y, test_y = train_model(train_x, train_y, test_x, test_y)

    predict_y = scaler.inverse_transform([[i] for i in predict_y])

    test_y = scaler.inverse_transform(test_y)

    fig2 = plt.figure(2)

    plt.plot(predict_y, 'g:')

    plt.plot(test_y, 'r-')

    plt.show()