Parse XGB Classifier Rules to Dart Code. Feel free to pull request if you want to port this code to another programming languange
- Dumps XGB model to json
model._Booster.dump_model('xgb.json', dump_format='json')
- Convert model to Dart Code
parseRule(xgbFile, fileCode, clazz)
XGB Dart Rule:
/// Get decision of given parameters pattern,diff,width
/// [pattern] parameter of pattern should be [int] value
/// [diff] parameter of diff should be [double] value
/// [width] parameter of width should be [int] value
/// Returns one of [R01_CALL, R02_PUT, R03_CALL, R04_PUT, R05_CALL, R06_PUT, R07_CALL, R08_PUT]
Map getDecision(int pattern, double diff, int width) {
if (pattern < 3 && diff < 0.238766268 && diff < 0.235913947) {
return {"class": "CALL", "confident": 0.0277777798, "rule_id": "R01_CALL"};
} else if (pattern < 3 && diff < 0.238766268 && diff < 0.235913947) {
return {"class": "PUT", "confident": -0.127272725, "rule_id": "R02_PUT"};
} else if (pattern < 3 && diff < 0.238766268 && diff < 0.330286235) {
return {"class": "CALL", "confident": 0.0734177232, "rule_id": "R03_CALL"};
} else if (pattern < 3 && diff < 0.238766268 && diff < 0.330286235) {
return {"class": "PUT", "confident": 0.0388489217, "rule_id": "R04_PUT"};
} else if (pattern < 3 && width < 226 && diff < 0.0330512151) {
return {"class": "CALL", "confident": 0.0500000007, "rule_id": "R05_CALL"};
} else if (pattern < 3 && width < 226 && diff < 0.0330512151) {
return {"class": "PUT", "confident": -0.103448272, "rule_id": "R06_PUT"};
} else if (pattern < 3 && width < 226 && diff < 0.351385921) {
return {"class": "CALL", "confident": -0.0344827585, "rule_id": "R07_CALL"};
} else if (pattern < 3 && width < 226 && diff < 0.351385921) {
return {"class": "PUT", "confident": 0.127272725, "rule_id": "R08_PUT"};
}
return {};
}
XGB Models:
[
{
"nodeid": 0,
"depth": 0,
"split": "pattern",
"split_condition": 3,
"yes": 1,
"no": 2,
"missing": 1,
"children": [
{
"nodeid": 1,
"depth": 1,
"split": "diff",
"split_condition": 0.238766268,
"yes": 3,
"no": 4,
"missing": 3,
"children": [
{
"nodeid": 3,
"depth": 2,
"split": "diff",
"split_condition": 0.235913947,
"yes": 7,
"no": 8,
"missing": 7,
"children": [
{
"nodeid": 7,
"leaf": 0.0277777798
},
{
"nodeid": 8,
"leaf": -0.127272725
}
]
},
{
"nodeid": 4,
"depth": 2,
"split": "diff",
"split_condition": 0.330286235,
"yes": 9,
"no": 10,
"missing": 9,
"children": [
{
"nodeid": 9,
"leaf": 0.0734177232
},
{
"nodeid": 10,
"leaf": 0.0388489217
}
]
}
]
},
{
"nodeid": 2,
"depth": 1,
"split": "width",
"split_condition": 226,
"yes": 5,
"no": 6,
"missing": 5,
"children": [
{
"nodeid": 5,
"depth": 2,
"split": "diff",
"split_condition": 0.0330512151,
"yes": 11,
"no": 12,
"missing": 11,
"children": [
{
"nodeid": 11,
"leaf": 0.0500000007
},
{
"nodeid": 12,
"leaf": -0.103448272
}
]
},
{
"nodeid": 6,
"depth": 2,
"split": "diff",
"split_condition": 0.351385921,
"yes": 13,
"no": 14,
"missing": 13,
"children": [
{
"nodeid": 13,
"leaf": -0.0344827585
},
{
"nodeid": 14,
"leaf": 0.127272725
}
]
}
]
}
]
},
{
"nodeid": 0,
"depth": 0,
"split": "pattern",
"split_condition": 3,
"yes": 1,
"no": 2,
"missing": 1,
"children": [
{
"nodeid": 1,
"depth": 1,
"split": "width",
"split_condition": 153,
"yes": 3,
"no": 4,
"missing": 3,
"children": [
{
"nodeid": 3,
"depth": 2,
"split": "diff",
"split_condition": 0.225068927,
"yes": 7,
"no": 8,
"missing": 7,
"children": [
{
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},
{
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"leaf": 0.0383645482
}
]
},
{
"nodeid": 4,
"depth": 2,
"split": "diff",
"split_condition": 0.494040489,
"yes": 9,
"no": 10,
"missing": 9,
"children": [
{
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},
{
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}
]
}
]
},
{
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"yes": 5,
"no": 6,
"missing": 5,
"children": [
{
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"yes": 11,
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"missing": 11,
"children": [
{
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},
{
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}
]
},
{
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"split": "diff",
"split_condition": 0.351385921,
"yes": 13,
"no": 14,
"missing": 13,
"children": [
{
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},
{
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}
]
}
]
}
]
},
{
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"split_condition": 3,
"yes": 1,
"no": 2,
"missing": 1,
"children": [
{
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"no": 4,
"missing": 3,
"children": [
{
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"yes": 7,
"no": 8,
"missing": 7,
"children": [
{
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},
{
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}
]
},
{
"nodeid": 4,
"depth": 2,
"split": "diff",
"split_condition": 0.428984553,
"yes": 9,
"no": 10,
"missing": 9,
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{
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},
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}
]
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]
},
{
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"split": "width",
"split_condition": 226,
"yes": 5,
"no": 6,
"missing": 5,
"children": [
{
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"yes": 11,
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{
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}
]
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{
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"split": "width",
"split_condition": 301,
"yes": 13,
"no": 14,
"missing": 13,
"children": [
{
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},
{
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}
]
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]
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]
},
{
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{
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{
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"missing": 5,
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{
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}
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{
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"yes": 9,
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{
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{
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{
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{
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{
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{
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{
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