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Runtime error
Created using Colaboratory
Browse files- stock_predictor.ipynb +299 -477
stock_predictor.ipynb
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"metadata": {
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"colab": {
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"provenance": [],
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"Z3N2WMYNV-qX"
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"authorship_tag": "ABX9TyOuk8MIfThoeWnRbBQlPf+h",
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"include_colab_link": true
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"kernelspec": {
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"language_info": {
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"name": "python"
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"gpuClass": "standard"
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"cells": [
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"base_uri": "https://localhost:8080/"
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"id": "Xr3Qozgfktoc",
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"outputs": [
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"name": "stdout",
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"text": [
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"/content/drive/MyDrive/projects/Stock_Predicter\n"
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"id": "e8SQqogMQYLh"
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"metadata": {
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"id": "O6dtJpJwS5Eg"
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"base_uri": "https://localhost:8080/"
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"id": "LwPyk8Uh-Zz_",
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"source": [
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" if scaler is None:\n",
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" values = the_data.values\n",
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" # print('values')\n",
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" # print(values)\n",
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" max_value = np.max(values[:,:-1])\n",
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" min_value = np.min(values[:,:-1])\n",
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" # print(min_value)\n",
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" max_volume = np.max(values[:,-1])\n",
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"id": "v9RoqzBvtrOb"
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"cell_type": "code",
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"source": [
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"x_train_list = []\n",
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"y_train_list = []\n",
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"\n",
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"for i in range(prediction_days, len(norm_data)):\n",
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" x_train_list.append(norm_data[i-prediction_days:i])\n",
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" y_train_list.append(norm_data.iloc[i].values[0:4])\n",
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"\n",
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"x_train = np.array(x_train_list)\n",
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"y_train = np.array(y_train_list)"
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"metadata": {
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"metadata": {
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"def create_model():\n",
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" model = Sequential()\n",
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" # model.add(LSTM(units=112, return_sequences=True, input_shape=(x_train.shape[1:])))\n",
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" model.add(LSTM(units=
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" model.add(Dropout(0.2))\n",
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" model.add(Dropout(0.2))\n",
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" model.add(Dropout(0.2))\n",
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" model.add(Dense(units=4))\n",
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" return model\n",
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"base_uri": "https://localhost:8080/"
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"id": "GXhYAKzXVfku",
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"outputs": [
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"output_type": "stream",
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"name": "stdout",
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"text": [
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"Model: \"
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"_________________________________________________________________\n",
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" Layer (type) Output Shape Param # \n",
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"=================================================================\n",
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"=================================================================\n",
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"Total params:
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"Trainable params:
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"Non-trainable params: 0\n",
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"_________________________________________________________________\n",
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"None\n"
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"metadata": {
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"id": "ZhoWj_XeXQws"
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{
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"cell_type": "markdown",
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"source": [
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"## Create checkpoint callback"
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],
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"metadata": {
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"id": "XU0vc4n8p92L"
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"cell_type": "code",
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"source": [
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"# Directory where the checkpoints will be saved\n",
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"checkpoint_dir = './training_checkpoints_'+dt.datetime.now().strftime(\"%Y%m%d%H%M%S\")\n",
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"# Name of the checkpoint files\n",
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"checkpoint_prefix = os.path.join(checkpoint_dir, \"ckpt_epoch{epoch}_loss{loss}\")\n",
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"\n",
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"checkpoint_callback=tf.keras.callbacks.ModelCheckpoint(\n",
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" filepath=checkpoint_prefix,\n",
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" save_weights_only=True)"
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"metadata": {
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"id": "M5MBAB1-qCZr"
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"execution_count": 35,
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"base_uri": "https://localhost:8080/"
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"id": "HDT9XPXHvqyN",
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"text": [
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"text/plain": [
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"array([ 0.02002301, 0.0391905 , -0.09898045, -0.05744885])"
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"source": [
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"model.fit(x_train, y_train, epochs=25, batch_size=32, callbacks=[checkpoint_callback])\n"
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],
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"metadata": {
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"colab": {
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"text": [
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"Epoch 1/25\n",
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"Epoch 2/25\n",
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"78/78 [==============================] - 30s 384ms/step - loss: 0.0107\n",
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"78/78 [==============================] - 30s 381ms/step - loss: 0.0106\n",
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"78/78 [==============================] - 30s 385ms/step - loss: 0.0107\n",
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"cell_type": "code",
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"source": [
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"#print trainings directories to pick one\n",
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"id": "tpmru7nG9kbW"
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"base_uri": "https://localhost:8080/"
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"source": [
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"test_data = web.data.get_data_yahoo(ticker, test_start, test_end)"
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"colab": {
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"base_uri": "https://localhost:8080/"
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"id": "mhbqRZ6cDhd6",
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"text": [
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{
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"source": [
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"input_data = np.expand_dims(test_data_norm.values, axis=0)\n",
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"print(input_data.shape)"
|
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],
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"metadata": {
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{
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"metadata": {
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"base_uri": "https://localhost:8080/"
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{
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"cell_type": "code",
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"source": [
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"
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"print(the_decoder(results))"
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],
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"metadata": {
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"colab": {
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"base_uri": "https://localhost:8080/"
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{
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"text": [
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"[[-0.01962117 0.09634934 -0.10176479 -0.00849891]]\n",
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" </style>\n",
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"\n",
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921 |
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" <script>\n",
|
922 |
-
" const buttonEl =\n",
|
923 |
-
" document.querySelector('#df-51b6b5ba-2841-4317-9ce2-b32b40e2e9fc button.colab-df-convert');\n",
|
924 |
-
" buttonEl.style.display =\n",
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925 |
-
" google.colab.kernel.accessAllowed ? 'block' : 'none';\n",
|
926 |
-
"\n",
|
927 |
-
" async function convertToInteractive(key) {\n",
|
928 |
-
" const element = document.querySelector('#df-51b6b5ba-2841-4317-9ce2-b32b40e2e9fc');\n",
|
929 |
-
" const dataTable =\n",
|
930 |
-
" await google.colab.kernel.invokeFunction('convertToInteractive',\n",
|
931 |
-
" [key], {});\n",
|
932 |
-
" if (!dataTable) return;\n",
|
933 |
-
"\n",
|
934 |
-
" const docLinkHtml = 'Like what you see? Visit the ' +\n",
|
935 |
-
" '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n",
|
936 |
-
" + ' to learn more about interactive tables.';\n",
|
937 |
-
" element.innerHTML = '';\n",
|
938 |
-
" dataTable['output_type'] = 'display_data';\n",
|
939 |
-
" await google.colab.output.renderOutput(dataTable, element);\n",
|
940 |
-
" const docLink = document.createElement('div');\n",
|
941 |
-
" docLink.innerHTML = docLinkHtml;\n",
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942 |
-
" element.appendChild(docLink);\n",
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943 |
-
" }\n",
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-
" </script>\n",
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" </div>\n",
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" </div>\n",
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-
" "
|
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]
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},
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"metadata": {},
|
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-
"execution_count":
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}
|
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]
|
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}
|
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|
4 |
"metadata": {
|
5 |
"colab": {
|
6 |
"provenance": [],
|
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+
"authorship_tag": "ABX9TyOc5/oQ0Z2ie5dOI46PpyV0",
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"language_info": {
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"name": "python"
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"gpuClass": "standard",
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"accelerator": "GPU"
|
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},
|
20 |
"cells": [
|
21 |
{
|
|
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41 |
"base_uri": "https://localhost:8080/"
|
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},
|
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"id": "Xr3Qozgfktoc",
|
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"outputId": "b4ce9a19-4dc1-43e9-b09e-af91a2b07343"
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"execution_count": 90,
|
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48 |
{
|
49 |
"output_type": "stream",
|
50 |
"name": "stdout",
|
51 |
"text": [
|
52 |
+
"Drive already mounted at /content/drive; to attempt to forcibly remount, call drive.mount(\"/content/drive\", force_remount=True).\n",
|
53 |
"/content/drive/MyDrive/projects/Stock_Predicter\n"
|
54 |
]
|
55 |
}
|
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},
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{
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"cell_type": "code",
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"execution_count": 91,
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"metadata": {
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"id": "O6dtJpJwS5Eg"
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"execution_count": 92,
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},
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105 |
{
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"base_uri": "https://localhost:8080/"
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"id": "LwPyk8Uh-Zz_",
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"outputId": "2217df50-87e9-48e3-e096-71163331f570"
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"execution_count": 93,
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{
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"output_type": "stream",
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{
|
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"source": [
|
141 |
+
"def create_remove_columns(data):\n",
|
142 |
+
" # create jump column\n",
|
143 |
+
" data = pd.DataFrame.copy(data)\n",
|
144 |
+
" data['Jump'] = data['Open'] - data['Close'].shift(1)\n",
|
145 |
+
" data['Jump'].fillna(0, inplace=True)\n",
|
146 |
+
" # data = data.reindex(columns=['Open', 'High', 'Low', 'Close', 'Adj Close', 'Jump'])\n",
|
147 |
+
" data.insert(0,'Jump', data.pop('Jump'))\n",
|
148 |
+
" return data"
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],
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"metadata": {
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"id": "Bpym8x-Kxf0p"
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},
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153 |
+
"execution_count": 94,
|
154 |
+
"outputs": []
|
155 |
+
},
|
156 |
+
{
|
157 |
+
"cell_type": "code",
|
158 |
+
"source": [
|
159 |
+
"def normalize_data(data, scaler=None):\n",
|
160 |
+
" the_data = pd.DataFrame.copy(data)\n",
|
161 |
+
" # substract the open value to all columns but the first one and the last one which are \"Jump\" and \"Volume\"\n",
|
162 |
+
" the_data.iloc[:, 1:-1] = the_data.iloc[:,1:-1] - the_data['Open'].values[:, np.newaxis]\n",
|
163 |
+
" # print('the_data')\n",
|
164 |
+
" # print(the_data)\n",
|
165 |
+
"\n",
|
166 |
+
" the_data.pop('Open')\n",
|
167 |
+
" # todo save an csv with the values for the scaler\n",
|
168 |
" if scaler is None:\n",
|
169 |
" # Create the scaler\n",
|
170 |
+
" values = np.abs(the_data.values)\n",
|
|
|
|
|
171 |
" max_value = np.max(values[:,:-1])\n",
|
|
|
|
|
|
|
172 |
" max_volume = np.max(values[:,-1])\n",
|
173 |
+
" def scaler(d):\n",
|
174 |
+
" data = pd.DataFrame.copy(d)\n",
|
175 |
+
" print('max_value: ', max_value)\n",
|
176 |
+
" print('max_volume: ', max_volume)\n",
|
177 |
+
" data.iloc[:, :-1] = data.iloc[:,:-1].apply(lambda x: x/max_value)\n",
|
178 |
+
" data.iloc[:, -1] = data.iloc[:,-1].apply(lambda x: x/max_volume)\n",
|
|
|
|
|
179 |
" return data\n",
|
180 |
+
" def decoder(values):\n",
|
181 |
+
" decoded_values = values * max_value\n",
|
182 |
" return decoded_values\n",
|
183 |
+
" else:\n",
|
184 |
+
" decoder = None\n",
|
185 |
" \n",
|
186 |
" normalized_data = scaler(the_data)\n",
|
187 |
"\n",
|
188 |
+
" return normalized_data, scaler, decoder\n",
|
189 |
"\n",
|
190 |
"\n"
|
191 |
],
|
192 |
"metadata": {
|
193 |
"id": "v9RoqzBvtrOb"
|
194 |
},
|
195 |
+
"execution_count": 95,
|
196 |
+
"outputs": []
|
197 |
+
},
|
198 |
+
{
|
199 |
+
"cell_type": "code",
|
200 |
+
"source": [
|
201 |
+
"def create_training_data(norm_data):\n",
|
202 |
+
" prediction_days = 500\n",
|
203 |
+
" \n",
|
204 |
+
" x_train_list = []\n",
|
205 |
+
" y_train_list = []\n",
|
206 |
+
" \n",
|
207 |
+
" for i in range(prediction_days, len(norm_data)):\n",
|
208 |
+
" x_train_list.append(norm_data[i-prediction_days:i])\n",
|
209 |
+
" y_train_list.append(norm_data.iloc[i].values[0:4])\n",
|
210 |
+
" \n",
|
211 |
+
" x_train = np.array(x_train_list)\n",
|
212 |
+
" y_train = np.array(y_train_list)\n",
|
213 |
+
" return x_train, y_train"
|
214 |
+
],
|
215 |
+
"metadata": {
|
216 |
+
"id": "jMXkRAYFomHM"
|
217 |
+
},
|
218 |
+
"execution_count": 96,
|
219 |
"outputs": []
|
220 |
},
|
221 |
{
|
222 |
"cell_type": "code",
|
223 |
"source": [
|
224 |
+
"#Make all the preprocesing\n",
|
225 |
+
"def preprocessing(data, scaler=None):\n",
|
226 |
+
" # print(data.head(3))\n",
|
227 |
+
" data_0 = create_remove_columns(data)\n",
|
228 |
+
" # print(data_0.head(3))\n",
|
229 |
+
" #todo: save the_scaler somehow to use in new runtimes\n",
|
230 |
+
" norm_data, scaler, decoder = normalize_data(data_0, scaler=scaler)\n",
|
231 |
+
" # print(norm_data.head(3))\n",
|
232 |
+
" x_train, y_train = create_training_data(norm_data)\n",
|
233 |
+
" # print(x_train.shape, y_train.shape)\n",
|
234 |
+
" return x_train, y_train, scaler, decoder"
|
235 |
],
|
236 |
"metadata": {
|
237 |
+
"id": "YZWMfusT-I7Z"
|
238 |
},
|
239 |
+
"execution_count": 97,
|
240 |
"outputs": []
|
241 |
},
|
242 |
{
|
243 |
"cell_type": "code",
|
244 |
"source": [
|
245 |
+
"x_train, y_train, scaler, decoder = preprocessing(data)"
|
246 |
],
|
247 |
"metadata": {
|
248 |
"colab": {
|
249 |
"base_uri": "https://localhost:8080/"
|
250 |
},
|
251 |
+
"id": "PeJjDC0VBG_6",
|
252 |
+
"outputId": "aff2cf0b-e630-4727-bbec-3cf5be4e53a0"
|
253 |
},
|
254 |
+
"execution_count": 98,
|
255 |
"outputs": [
|
256 |
{
|
257 |
+
"output_type": "stream",
|
258 |
+
"name": "stdout",
|
259 |
+
"text": [
|
260 |
+
"max_value: 10.589996337890625\n",
|
261 |
+
"max_volume: 1460852400.0\n"
|
262 |
+
]
|
|
|
|
|
263 |
}
|
264 |
]
|
265 |
},
|
266 |
{
|
267 |
"cell_type": "code",
|
268 |
"source": [
|
269 |
+
"print(x_train.shape)\n",
|
270 |
+
"x_train[1,499,:]"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
271 |
],
|
272 |
"metadata": {
|
273 |
+
"colab": {
|
274 |
+
"base_uri": "https://localhost:8080/"
|
275 |
+
},
|
276 |
+
"id": "YkI8vSguuS8A",
|
277 |
+
"outputId": "6e5eeaa2-12de-4dd2-b17c-1d61e415fbd8"
|
278 |
},
|
279 |
+
"execution_count": 99,
|
280 |
+
"outputs": [
|
281 |
+
{
|
282 |
+
"output_type": "stream",
|
283 |
+
"name": "stdout",
|
284 |
+
"text": [
|
285 |
+
"(2082, 500, 6)\n"
|
286 |
+
]
|
287 |
+
},
|
288 |
+
{
|
289 |
+
"output_type": "execute_result",
|
290 |
+
"data": {
|
291 |
+
"text/plain": [
|
292 |
+
"array([ 0.00212456, 0.05712934, -0.00212456, 0.04461756, -0.22778379,\n",
|
293 |
+
" 0.09233239])"
|
294 |
+
]
|
295 |
+
},
|
296 |
+
"metadata": {},
|
297 |
+
"execution_count": 99
|
298 |
+
}
|
299 |
+
]
|
300 |
},
|
301 |
{
|
302 |
"cell_type": "code",
|
303 |
"source": [
|
304 |
+
"td = data.iloc[498:501]\n",
|
305 |
+
"# print('td:\\n',td)\n",
|
306 |
+
"td0 = create_remove_columns(td)\n",
|
307 |
+
"print('td0:\\n',td0)\n",
|
308 |
+
"print(decoder(y_train[0]))"
|
309 |
],
|
310 |
"metadata": {
|
311 |
"colab": {
|
312 |
"base_uri": "https://localhost:8080/"
|
313 |
},
|
314 |
+
"id": "QaO34uSds2wJ",
|
315 |
+
"outputId": "af5d9a04-214c-4a2d-c706-5af3a2a1ea5a"
|
316 |
},
|
317 |
+
"execution_count": 100,
|
318 |
"outputs": [
|
319 |
{
|
320 |
"output_type": "stream",
|
321 |
"name": "stdout",
|
322 |
"text": [
|
323 |
+
"td0:\n",
|
324 |
+
" Jump Open High Low Close Adj Close \\\n",
|
325 |
+
"Date \n",
|
326 |
+
"2014-12-23 0.000000 28.307501 28.332500 28.115000 28.135000 25.286961 \n",
|
327 |
+
"2014-12-24 0.010000 28.145000 28.177500 28.002501 28.002501 25.167873 \n",
|
328 |
+
"2014-12-26 0.022499 28.025000 28.629999 28.002501 28.497499 25.612770 \n",
|
329 |
+
"\n",
|
330 |
+
" Volume \n",
|
331 |
+
"Date \n",
|
332 |
+
"2014-12-23 104113600 \n",
|
333 |
+
"2014-12-24 57918400 \n",
|
334 |
+
"2014-12-26 134884000 \n",
|
335 |
+
"[ 0.02249908 0.60499954 -0.02249908 0.47249985]\n"
|
336 |
]
|
337 |
}
|
338 |
]
|
|
|
361 |
"def create_model():\n",
|
362 |
" model = Sequential()\n",
|
363 |
" # model.add(LSTM(units=112, return_sequences=True, input_shape=(x_train.shape[1:])))\n",
|
364 |
+
" model.add(LSTM(units=1000, return_sequences=True, input_shape=(None,x_train.shape[-1],)))\n",
|
365 |
" model.add(Dropout(0.2))\n",
|
366 |
+
" model.add(LSTM(units=1000, return_sequences=True))\n",
|
367 |
" model.add(Dropout(0.2))\n",
|
368 |
+
" model.add(LSTM(units=1000))\n",
|
369 |
" model.add(Dropout(0.2))\n",
|
370 |
" model.add(Dense(units=4))\n",
|
371 |
" return model\n",
|
|
|
378 |
"base_uri": "https://localhost:8080/"
|
379 |
},
|
380 |
"id": "GXhYAKzXVfku",
|
381 |
+
"outputId": "bbf96ec2-84fc-4246-9003-32c2f8083bb6"
|
382 |
},
|
383 |
+
"execution_count": 101,
|
384 |
"outputs": [
|
385 |
{
|
386 |
"output_type": "stream",
|
387 |
"name": "stdout",
|
388 |
"text": [
|
389 |
+
"Model: \"sequential_2\"\n",
|
390 |
"_________________________________________________________________\n",
|
391 |
" Layer (type) Output Shape Param # \n",
|
392 |
"=================================================================\n",
|
393 |
+
" lstm_6 (LSTM) (None, None, 1000) 4028000 \n",
|
394 |
" \n",
|
395 |
+
" dropout_6 (Dropout) (None, None, 1000) 0 \n",
|
396 |
" \n",
|
397 |
+
" lstm_7 (LSTM) (None, None, 1000) 8004000 \n",
|
398 |
" \n",
|
399 |
+
" dropout_7 (Dropout) (None, None, 1000) 0 \n",
|
400 |
" \n",
|
401 |
+
" lstm_8 (LSTM) (None, 1000) 8004000 \n",
|
402 |
" \n",
|
403 |
+
" dropout_8 (Dropout) (None, 1000) 0 \n",
|
404 |
" \n",
|
405 |
+
" dense_2 (Dense) (None, 4) 4004 \n",
|
406 |
" \n",
|
407 |
"=================================================================\n",
|
408 |
+
"Total params: 20,040,004\n",
|
409 |
+
"Trainable params: 20,040,004\n",
|
410 |
"Non-trainable params: 0\n",
|
411 |
"_________________________________________________________________\n",
|
412 |
"None\n"
|
|
|
422 |
"metadata": {
|
423 |
"id": "ZhoWj_XeXQws"
|
424 |
},
|
425 |
+
"execution_count": 102,
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
426 |
"outputs": []
|
427 |
},
|
428 |
{
|
|
|
445 |
"base_uri": "https://localhost:8080/"
|
446 |
},
|
447 |
"id": "HDT9XPXHvqyN",
|
448 |
+
"outputId": "6bc3a3e9-a7ae-48ff-e64a-fb529c5e1f75"
|
449 |
},
|
450 |
+
"execution_count": 103,
|
451 |
"outputs": [
|
452 |
{
|
453 |
"output_type": "stream",
|
454 |
"name": "stdout",
|
455 |
"text": [
|
456 |
+
"(2082, 500, 6)\n",
|
457 |
+
"(2082, 4)\n"
|
458 |
]
|
459 |
}
|
460 |
]
|
|
|
462 |
{
|
463 |
"cell_type": "code",
|
464 |
"source": [
|
465 |
+
"# Change to False to avoid trainging the model\n",
|
466 |
+
"# if False:\n",
|
467 |
+
"if True:\n",
|
468 |
+
" # Directory where the checkpoints will be saved\n",
|
469 |
+
" checkpoint_dir = './training_checkpoints_'+dt.datetime.now().strftime(\"%Y%m%d%H%M%S\")\n",
|
470 |
+
" # Name of the checkpoint files\n",
|
471 |
+
" checkpoint_prefix = os.path.join(checkpoint_dir, \"ckpt_epoch{epoch}_loss{loss}\")\n",
|
472 |
+
" \n",
|
473 |
+
" checkpoint_callback=tf.keras.callbacks.ModelCheckpoint(\n",
|
474 |
+
" filepath=checkpoint_prefix,\n",
|
475 |
+
" save_weights_only=True,\n",
|
476 |
+
" monitor=\"loss\", mode=\"min\",\n",
|
477 |
+
" save_best_only=True)\n",
|
478 |
+
" model.fit(x_train, y_train, epochs=25, batch_size=32, callbacks=[checkpoint_callback])\n"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
479 |
],
|
480 |
"metadata": {
|
481 |
"colab": {
|
482 |
+
"base_uri": "https://localhost:8080/",
|
483 |
+
"height": 1000
|
484 |
},
|
485 |
"id": "9Ccc_Ej2TmYO",
|
486 |
+
"outputId": "4e7fe210-6cbb-4a9d-f856-829cfa6bced5"
|
487 |
},
|
488 |
+
"execution_count": 104,
|
489 |
"outputs": [
|
490 |
{
|
491 |
"output_type": "stream",
|
492 |
"name": "stdout",
|
493 |
"text": [
|
494 |
"Epoch 1/25\n",
|
495 |
+
"66/66 [==============================] - 58s 773ms/step - loss: 0.0125\n",
|
496 |
"Epoch 2/25\n",
|
497 |
+
"66/66 [==============================] - 54s 816ms/step - loss: 0.0115\n",
|
498 |
"Epoch 3/25\n",
|
499 |
+
"66/66 [==============================] - 55s 841ms/step - loss: 0.0113\n",
|
500 |
"Epoch 4/25\n",
|
501 |
+
"66/66 [==============================] - 56s 845ms/step - loss: 0.0114\n",
|
502 |
"Epoch 5/25\n",
|
503 |
+
"66/66 [==============================] - 57s 859ms/step - loss: 0.0113\n",
|
504 |
"Epoch 6/25\n",
|
505 |
+
"66/66 [==============================] - 58s 886ms/step - loss: 0.0112\n",
|
506 |
"Epoch 7/25\n",
|
507 |
+
"66/66 [==============================] - 59s 889ms/step - loss: 0.0112\n",
|
508 |
"Epoch 8/25\n",
|
509 |
+
"66/66 [==============================] - 59s 890ms/step - loss: 0.0111\n",
|
510 |
"Epoch 9/25\n",
|
511 |
+
"66/66 [==============================] - 58s 875ms/step - loss: 0.0112\n",
|
512 |
"Epoch 10/25\n",
|
513 |
+
"66/66 [==============================] - 58s 880ms/step - loss: 0.0112\n",
|
514 |
"Epoch 11/25\n",
|
515 |
+
"66/66 [==============================] - 58s 881ms/step - loss: 0.0111\n",
|
516 |
"Epoch 12/25\n",
|
517 |
+
"66/66 [==============================] - 59s 892ms/step - loss: 0.0111\n",
|
518 |
"Epoch 13/25\n",
|
519 |
+
"66/66 [==============================] - 59s 895ms/step - loss: 0.0110\n",
|
520 |
"Epoch 14/25\n",
|
521 |
+
"66/66 [==============================] - 58s 880ms/step - loss: 0.0111\n",
|
522 |
"Epoch 15/25\n",
|
523 |
+
"66/66 [==============================] - 58s 882ms/step - loss: 0.0111\n",
|
524 |
"Epoch 16/25\n",
|
525 |
+
"66/66 [==============================] - 59s 896ms/step - loss: 0.0110\n",
|
526 |
"Epoch 17/25\n",
|
527 |
+
"66/66 [==============================] - 58s 882ms/step - loss: 0.0112\n",
|
528 |
"Epoch 18/25\n",
|
529 |
+
"66/66 [==============================] - 58s 882ms/step - loss: 0.0110\n",
|
530 |
"Epoch 19/25\n",
|
531 |
+
"66/66 [==============================] - 58s 882ms/step - loss: 0.0111\n",
|
532 |
"Epoch 20/25\n",
|
533 |
+
"24/66 [=========>....................] - ETA: 37s - loss: 0.0099"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
534 |
]
|
535 |
},
|
536 |
{
|
537 |
+
"output_type": "error",
|
538 |
+
"ename": "KeyboardInterrupt",
|
539 |
+
"evalue": "ignored",
|
540 |
+
"traceback": [
|
541 |
+
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
|
542 |
+
"\u001b[0;31mKeyboardInterrupt\u001b[0m Traceback (most recent call last)",
|
543 |
+
"\u001b[0;32m<ipython-input-104-78bd1a1c9ef9>\u001b[0m in \u001b[0;36m<cell line: 5>\u001b[0;34m()\u001b[0m\n\u001b[1;32m 12\u001b[0m \u001b[0mmonitor\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m\"loss\"\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mmode\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m\"min\"\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 13\u001b[0m save_best_only=True)\n\u001b[0;32m---> 14\u001b[0;31m \u001b[0mmodel\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mfit\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mx_train\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0my_train\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mepochs\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m25\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mbatch_size\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m32\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mcallbacks\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m[\u001b[0m\u001b[0mcheckpoint_callback\u001b[0m\u001b[0;34m]\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
|
544 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/keras/utils/traceback_utils.py\u001b[0m in \u001b[0;36merror_handler\u001b[0;34m(*args, **kwargs)\u001b[0m\n\u001b[1;32m 63\u001b[0m \u001b[0mfiltered_tb\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;32mNone\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 64\u001b[0m \u001b[0;32mtry\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 65\u001b[0;31m \u001b[0;32mreturn\u001b[0m \u001b[0mfn\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 66\u001b[0m \u001b[0;32mexcept\u001b[0m \u001b[0mException\u001b[0m \u001b[0;32mas\u001b[0m \u001b[0me\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 67\u001b[0m \u001b[0mfiltered_tb\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0m_process_traceback_frames\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0me\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m__traceback__\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
|
545 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/keras/engine/training.py\u001b[0m in \u001b[0;36mfit\u001b[0;34m(self, x, y, batch_size, epochs, verbose, callbacks, validation_split, validation_data, shuffle, class_weight, sample_weight, initial_epoch, steps_per_epoch, validation_steps, validation_batch_size, validation_freq, max_queue_size, workers, use_multiprocessing)\u001b[0m\n\u001b[1;32m 1683\u001b[0m ):\n\u001b[1;32m 1684\u001b[0m \u001b[0mcallbacks\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mon_train_batch_begin\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mstep\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1685\u001b[0;31m \u001b[0mtmp_logs\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mtrain_function\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0miterator\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 1686\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mdata_handler\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mshould_sync\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1687\u001b[0m \u001b[0mcontext\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0masync_wait\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
|
546 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/tensorflow/python/util/traceback_utils.py\u001b[0m in \u001b[0;36merror_handler\u001b[0;34m(*args, **kwargs)\u001b[0m\n\u001b[1;32m 148\u001b[0m \u001b[0mfiltered_tb\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;32mNone\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 149\u001b[0m \u001b[0;32mtry\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 150\u001b[0;31m \u001b[0;32mreturn\u001b[0m \u001b[0mfn\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwargs\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 151\u001b[0m \u001b[0;32mexcept\u001b[0m \u001b[0mException\u001b[0m \u001b[0;32mas\u001b[0m \u001b[0me\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 152\u001b[0m \u001b[0mfiltered_tb\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0m_process_traceback_frames\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0me\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m__traceback__\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
|
547 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/tensorflow/python/eager/polymorphic_function/polymorphic_function.py\u001b[0m in \u001b[0;36m__call__\u001b[0;34m(self, *args, **kwds)\u001b[0m\n\u001b[1;32m 892\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 893\u001b[0m \u001b[0;32mwith\u001b[0m \u001b[0mOptionalXlaContext\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_jit_compile\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 894\u001b[0;31m \u001b[0mresult\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_call\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwds\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 895\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 896\u001b[0m \u001b[0mnew_tracing_count\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mexperimental_get_tracing_count\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
|
548 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/tensorflow/python/eager/polymorphic_function/polymorphic_function.py\u001b[0m in \u001b[0;36m_call\u001b[0;34m(self, *args, **kwds)\u001b[0m\n\u001b[1;32m 924\u001b[0m \u001b[0;31m# In this case we have created variables on the first call, so we run the\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 925\u001b[0m \u001b[0;31m# defunned version which is guaranteed to never create variables.\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 926\u001b[0;31m \u001b[0;32mreturn\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_no_variable_creation_fn\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0margs\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0;34m**\u001b[0m\u001b[0mkwds\u001b[0m\u001b[0;34m)\u001b[0m \u001b[0;31m# pylint: disable=not-callable\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 927\u001b[0m \u001b[0;32melif\u001b[0m \u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_variable_creation_fn\u001b[0m \u001b[0;32mis\u001b[0m \u001b[0;32mnot\u001b[0m \u001b[0;32mNone\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 928\u001b[0m \u001b[0;31m# Release the lock early so that multiple threads can perform the call\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
|
549 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/tensorflow/python/eager/polymorphic_function/tracing_compiler.py\u001b[0m in \u001b[0;36m__call__\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 141\u001b[0m (concrete_function,\n\u001b[1;32m 142\u001b[0m filtered_flat_args) = self._maybe_define_function(args, kwargs)\n\u001b[0;32m--> 143\u001b[0;31m return concrete_function._call_flat(\n\u001b[0m\u001b[1;32m 144\u001b[0m filtered_flat_args, captured_inputs=concrete_function.captured_inputs) # pylint: disable=protected-access\n\u001b[1;32m 145\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n",
|
550 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/tensorflow/python/eager/polymorphic_function/monomorphic_function.py\u001b[0m in \u001b[0;36m_call_flat\u001b[0;34m(self, args, captured_inputs, cancellation_manager)\u001b[0m\n\u001b[1;32m 1755\u001b[0m and executing_eagerly):\n\u001b[1;32m 1756\u001b[0m \u001b[0;31m# No tape is watching; skip to running the function.\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1757\u001b[0;31m return self._build_call_outputs(self._inference_function.call(\n\u001b[0m\u001b[1;32m 1758\u001b[0m ctx, args, cancellation_manager=cancellation_manager))\n\u001b[1;32m 1759\u001b[0m forward_backward = self._select_forward_and_backward_functions(\n",
|
551 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/tensorflow/python/eager/polymorphic_function/monomorphic_function.py\u001b[0m in \u001b[0;36mcall\u001b[0;34m(self, ctx, args, cancellation_manager)\u001b[0m\n\u001b[1;32m 379\u001b[0m \u001b[0;32mwith\u001b[0m \u001b[0m_InterpolateFunctionError\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 380\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mcancellation_manager\u001b[0m \u001b[0;32mis\u001b[0m \u001b[0;32mNone\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m--> 381\u001b[0;31m outputs = execute.execute(\n\u001b[0m\u001b[1;32m 382\u001b[0m \u001b[0mstr\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0msignature\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mname\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 383\u001b[0m \u001b[0mnum_outputs\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mself\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_num_outputs\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
|
552 |
+
"\u001b[0;32m/usr/local/lib/python3.9/dist-packages/tensorflow/python/eager/execute.py\u001b[0m in \u001b[0;36mquick_execute\u001b[0;34m(op_name, num_outputs, inputs, attrs, ctx, name)\u001b[0m\n\u001b[1;32m 50\u001b[0m \u001b[0;32mtry\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 51\u001b[0m \u001b[0mctx\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mensure_initialized\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 52\u001b[0;31m tensors = pywrap_tfe.TFE_Py_Execute(ctx._handle, device_name, op_name,\n\u001b[0m\u001b[1;32m 53\u001b[0m inputs, attrs, num_outputs)\n\u001b[1;32m 54\u001b[0m \u001b[0;32mexcept\u001b[0m \u001b[0mcore\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0m_NotOkStatusException\u001b[0m \u001b[0;32mas\u001b[0m \u001b[0me\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
|
553 |
+
"\u001b[0;31mKeyboardInterrupt\u001b[0m: "
|
554 |
+
]
|
555 |
}
|
556 |
]
|
557 |
},
|
|
|
568 |
"cell_type": "code",
|
569 |
"source": [
|
570 |
"#print trainings directories to pick one\n",
|
571 |
+
"!ls -ld training_checkpoints_*/"
|
572 |
],
|
573 |
"metadata": {
|
574 |
+
"id": "59CDDB0i4yTx"
|
|
|
|
|
|
|
|
|
575 |
},
|
576 |
+
"execution_count": null,
|
577 |
+
"outputs": []
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
578 |
},
|
579 |
{
|
580 |
"cell_type": "code",
|
|
|
584 |
"metadata": {
|
585 |
"id": "tpmru7nG9kbW"
|
586 |
},
|
587 |
+
"execution_count": 105,
|
588 |
"outputs": []
|
589 |
},
|
590 |
{
|
591 |
"cell_type": "code",
|
592 |
"source": [
|
593 |
+
"# if checkpoint_dir does not exists, select the one stated in the except block\n",
|
594 |
+
"try:\n",
|
595 |
+
" checkpoint_dir\n",
|
596 |
+
"except NameError: \n",
|
597 |
+
" checkpoint_dir = './training_checkpoints_20230406214431'\n",
|
598 |
+
"\n",
|
599 |
+
"print(checkpoint_dir)\n",
|
600 |
"\n",
|
601 |
"def load_weights(epoch=None):\n",
|
602 |
" if epoch is None:\n",
|
|
|
618 |
"base_uri": "https://localhost:8080/"
|
619 |
},
|
620 |
"id": "wQ0JTXsp4VKF",
|
621 |
+
"outputId": "2b25d414-f188-4c14-ef43-f7af5566a3be"
|
622 |
},
|
623 |
+
"execution_count": 107,
|
624 |
"outputs": [
|
625 |
{
|
626 |
"output_type": "stream",
|
627 |
"name": "stdout",
|
628 |
"text": [
|
629 |
+
"./training_checkpoints_20230406230143\n",
|
630 |
+
"./training_checkpoints_20230406230143/ckpt_epoch16_loss0.01097947172820568\n"
|
631 |
]
|
632 |
}
|
633 |
]
|
|
|
635 |
{
|
636 |
"cell_type": "code",
|
637 |
"source": [
|
638 |
+
"test_start = dt.datetime(2013,1,1)\n",
|
639 |
+
"end = dt.datetime(2023,4,5)\n",
|
640 |
"\n",
|
641 |
"yfin.pdr_override()\n",
|
642 |
"test_data = web.data.get_data_yahoo(ticker, test_start, test_end)"
|
|
|
646 |
"base_uri": "https://localhost:8080/"
|
647 |
},
|
648 |
"id": "Mf4q97pfaSCA",
|
649 |
+
"outputId": "7355b53f-c879-4296-d24a-bb8bd739e5d8"
|
650 |
},
|
651 |
+
"execution_count": 114,
|
652 |
"outputs": [
|
653 |
{
|
654 |
"output_type": "stream",
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|
662 |
{
|
663 |
"cell_type": "code",
|
664 |
"source": [
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665 |
+
"# def close_tester(model, test_data, scaler=None):\n",
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666 |
+
"model = test_model\n",
|
667 |
+
"scaler = scaler\n",
|
668 |
+
"test_x_train, test_y_train, _, _ = preprocessing(data, scaler=scaler)\n",
|
669 |
+
"print(test_x_train.shape)\n",
|
670 |
+
"print(test_y_train.shape)\n",
|
671 |
+
"results = model.predict(test_x_train)\n",
|
672 |
+
"# the results are tensors of 4 numbers, Jump, High, Low, and Close respectively\n",
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673 |
+
"\n",
|
674 |
+
"# close_tester(test_model, test_data, scaler=the_scaler)\n"
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],
|
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"metadata": {
|
677 |
"colab": {
|
678 |
"base_uri": "https://localhost:8080/"
|
679 |
},
|
680 |
+
"id": "MqCeMf3UoxZm",
|
681 |
+
"outputId": "a0591f06-f804-41e9-b973-627a7693ff89"
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},
|
683 |
+
"execution_count": 115,
|
684 |
"outputs": [
|
685 |
{
|
686 |
"output_type": "stream",
|
687 |
"name": "stdout",
|
688 |
"text": [
|
689 |
+
"max_value: 10.589996337890625\n",
|
690 |
+
"max_volume: 1460852400.0\n",
|
691 |
+
"(2082, 500, 6)\n",
|
692 |
+
"(2082, 4)\n",
|
693 |
+
"66/66 [==============================] - 18s 275ms/step\n"
|
694 |
]
|
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}
|
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]
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|
698 |
{
|
699 |
"cell_type": "code",
|
700 |
"source": [
|
701 |
+
"right_counter = 0\n",
|
702 |
+
"wrong_counter = 0\n",
|
703 |
+
"no_action_counter = 0\n",
|
704 |
+
"# for result, expected in zip(results[:2], test_y_train[:2]):\n",
|
705 |
+
"for result, expected in zip(results[:], test_y_train[:]):\n",
|
706 |
+
" # print(result)\n",
|
707 |
+
" # print(expected)\n",
|
708 |
+
" comparer = result[3] * expected[3]\n",
|
709 |
+
" if comparer > 0:\n",
|
710 |
+
" right_counter += 1\n",
|
711 |
+
" elif comparer == 0:\n",
|
712 |
+
" no_action_counter\n",
|
713 |
+
" elif comparer < 0:\n",
|
714 |
+
" wrong_counter += 1\n",
|
715 |
+
"\n",
|
716 |
+
" # print('expected: ', decoder(expected))\n",
|
717 |
+
" # print('result: ', decoder(result))\n",
|
718 |
+
"\n",
|
719 |
+
"print('right_counter :', right_counter)\n",
|
720 |
+
"print('no_action_counter :',no_action_counter)\n",
|
721 |
+
"print('wrong_counter :', wrong_counter)\n",
|
722 |
+
"print('success rate: {}%'.format(right_counter*100/len(results)))"
|
723 |
],
|
724 |
"metadata": {
|
725 |
"colab": {
|
726 |
"base_uri": "https://localhost:8080/"
|
727 |
},
|
728 |
"id": "AVYFQZnqEqhx",
|
729 |
+
"outputId": "7353f76c-f2e6-4a48-ba31-74ab67bb73ea"
|
730 |
},
|
731 |
+
"execution_count": 120,
|
732 |
"outputs": [
|
733 |
{
|
734 |
"output_type": "stream",
|
735 |
"name": "stdout",
|
736 |
"text": [
|
737 |
+
"right_counter : 1118\n",
|
738 |
+
"no_action_counter : 0\n",
|
739 |
+
"wrong_counter : 959\n",
|
740 |
+
"success rate: 53.6983669548511%\n"
|
741 |
]
|
742 |
}
|
743 |
]
|
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|
745 |
{
|
746 |
"cell_type": "code",
|
747 |
"source": [
|
748 |
+
"test_data.iloc[500,:]"
|
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|
749 |
],
|
750 |
"metadata": {
|
751 |
"colab": {
|
752 |
"base_uri": "https://localhost:8080/"
|
753 |
},
|
754 |
+
"id": "gyhzy_l6sAvi",
|
755 |
+
"outputId": "78f5d2cf-cd21-47b1-b58e-6b3321a802bd"
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|
756 |
},
|
757 |
+
"execution_count": 123,
|
758 |
"outputs": [
|
759 |
{
|
760 |
"output_type": "execute_result",
|
761 |
"data": {
|
762 |
"text/plain": [
|
763 |
+
"Open 2.802500e+01\n",
|
764 |
+
"High 2.863000e+01\n",
|
765 |
+
"Low 2.800250e+01\n",
|
766 |
+
"Close 2.849750e+01\n",
|
767 |
+
"Adj Close 2.561277e+01\n",
|
768 |
+
"Volume 1.348840e+08\n",
|
769 |
+
"Name: 2014-12-26 00:00:00, dtype: float64"
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]
|
771 |
},
|
772 |
"metadata": {},
|
773 |
+
"execution_count": 123
|
774 |
}
|
775 |
]
|
776 |
}
|