A dissertation project looking to use machine learning and Japanese candlestick data to predict trends in forex markets.

Ryan Easter EAS16635772

This project is made up of two section:

• Object Detector for Candlestick Patterns
• Price Prediciton Scripts

• OpenCV
• Ubuntu
• GPU support (optional)

The object detector can be found on GitHub by the user AlexeyAB at this link: https://github.com/AlexeyAB/darknet Within the Readme of the project is a detailed set of configurations however, another copy can be found below.

This project requires an Ubuntu OS for easiest installation.

• Clone the darknet repo into the top level of the Project-Soros repo
• Run the make command in the darknet folder (List of configurable parameters: https://github.com/AlexeyAB/darknet#how-to-compile-on-linux-using-make)
• Download the weights from: https://github.com/DeputyShrute/Project-Soros/blob/main/darknet%20requirements/yolo-obj_last.weights
• Copy the downloaded weights file to the backup folder inside the darknet folder
• Copy the yolo-obj.cfg from the darknet_requirements folder to the cfg folder inside darknet
• Copy the obj.data, obj.names and test.txt from the darknet_requirements folder to the data folder inside darknet
• Copy the test_img folder into the darknet folder
• Run the following command in the root of the darknet folder: ./darknet detector test data/obj.data cfg/yolo-obj.cfg backup/yolo-obj_last.weights
• When the prompt for an image display, use the file location of the images from the test_img folder.
• Depending if a GPU has been configured the output will either display in the screen or in the predictions.png in the root of the darknet folder.

This is basic setup for the object detector. If a GPU has been utilised in the makerfile the detections will run faster.

All of the required scripts are within the repo and before they can be run, the requirements.txt needs to be installed:

pip install -r requirements.txt

The software can then be started using by running:

python3 run.py

This is in the root of the Project-Soros Folder.

On the menu two options will appear:

• Update all data pulls fresh data from Yahoo
• Full Analysis runs both the object detection and price prediction