diff --git a/app/main.py b/app/main.py index f3d455e..86291e5 100644 --- a/app/main.py +++ b/app/main.py @@ -3,7 +3,7 @@ from contextlib import asynccontextmanager import uvicorn -from fastapi import FastAPI, Request +from fastapi import FastAPI from fastapi.logger import logger from fastapi.middleware.cors import CORSMiddleware from tests import api_test @@ -13,9 +13,6 @@ from schema import ( - InferenceResponse, - InferenceInput, - InferenceOutput, ErrorResponse, ModelDayInput, ) @@ -157,8 +154,9 @@ def do_predict_day(data: ModelDayInput): """ from random import uniform + y = predict(app.package, data) logger.info("API predict called") - return {"data": uniform(1.0, 100.0)} + return {"data": uniform(1.0, 100.0), "moex": y} if __name__ == "__main__": diff --git a/app/model.py b/app/model.py index a20a104..1e162ad 100644 --- a/app/model.py +++ b/app/model.py @@ -1,9 +1,39 @@ +import joblib +from schema import ModelDayInput +import pandas as pd + + class Model: - def __init__(self, *args, **kwargs): - super().__init__(*args, **kwargs) + def __init__(self): + self.moex_preprocess = joblib.load("./model_ser/moex_pipeline.plk") + + def forward(self, data: ModelDayInput): + moex_df = pd.DataFrame( + { + "CAPITALIZATION": [data.CAPITALIZATION] * 2, + "CLOSE": [data.CAPITALIZATION] * 2, + "DIVISOR": [data.CAPITALIZATION] * 2, + "HIGH": [data.CAPITALIZATION] * 2, + "LOW": [data.CAPITALIZATION] * 2, + "OPEN": [data.CAPITALIZATION] * 2, + "TRADEDATE": [str(data.TRADEDATE)] * 2, + "NAME": [None] * 2, + "SHORTNAME": [None] * 2, + "SECID": [None] * 2, + "BOARDID": [None] * 2, + "DURATION": [None] * 2, + "YIELD": [None] * 2, + "DECIMALS": [None] * 2, + "CURRENCYID": [None] * 2, + "VOLUME": [None] * 2, + "TRADINGSESSION": [None] * 2, + "VALUE": [None] * 2, + } + ) + + moex_df = self.moex_preprocess.transform(moex_df) - def forward(self, *args, **kwargs): - return [42.0, 1, 2, 3] + return moex_df.to_dict() - def __call__(self, *args, **kwargs): - return self.forward(*args, **kwargs) + def __call__(self, data: ModelDayInput): + return self.forward(data) diff --git a/app/model_ser/moex_clean.csv b/app/model_ser/moex_clean.csv new file mode 100644 index 0000000..1214b2e --- /dev/null +++ b/app/model_ser/moex_clean.csv @@ -0,0 +1,2324 @@ +TRADEDATE,CLOSE,OPEN,HIGH,LOW,CAPITALIZATION,DIVISOR,RANGE_PAST,CLOSE_PAST,DAY,DAY_OF_WEEK,MONTH,CAPITALIZATION_PAST,DIVISOR_PAST +2015-01-06,1480.73,1435.39,1481.35,1430.47,6.86393463962586,4.6355033829447,48.38000000000011,1435.66,6,1,1,6.6550001934179805,4.6355033829447 +2015-01-08,1547.39,1482.12,1564.87,1481.93,7.172914288797299,4.6355033829447,50.87999999999988,1480.73,8,3,1,6.86393463962586,4.6355033829447 +2015-01-09,1515.37,1547.61,1557.96,1496.17,7.02448056804543,4.6355033829447,82.93999999999983,1547.39,9,4,1,7.172914288797299,4.6355033829447 +2015-01-12,1513.22,1515.23,1534.74,1503.49,7.01453816169229,4.6355033829447,61.789999999999964,1515.37,12,0,1,7.02448056804543,4.6355033829447 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