Esempio n. 1
0
from models import LstmModel
from config import DIR_CONFIG, FILE_CONFIG


if __name__ == "__main__":
    # Initialize Dates
    # START_DATE = '2017-01-02'
    # END_DATE = '2019-06-01'
    START_DATE = '2015-07-06'
    END_DATE = '2018-05-28'

    # Initialize Model
    lstm = LstmModel(name='Old2')

    # Load List Of Companies
    companies = []

    with open(FILE_CONFIG["COMPANY_LIST"], 'r') as f:
        for line in f:
            companies.append(line.rstrip("\n"))
    print(companies)

    # Train Model With Different Companies Adj Close Values
    for company in companies:
        path = os.path.join(DIR_CONFIG["DATA_DIR"], '{}_data.csv'.format(company))
        raw_data = pd.read_csv(path, index_col=0)
        raw_data = raw_data.loc[:END_DATE]["Adj Close"].values
        raw_data = np.reshape(raw_data, (raw_data.shape[0], 1))
        print(raw_data.shape)
        lstm.train_model(company=company, raw_data=raw_data)
Esempio n. 2
0
import numpy
from models import LstmModel

CURRENT_DIR = os.path.dirname(os.path.abspath(__file__))
DATA_DIR = os.path.join(CURRENT_DIR, 'old_data')
CHECKPOINT_DIR = os.path.join(CURRENT_DIR, 'checkpoint')

print("Data Stored In", DATA_DIR)
print("Checkpoint Stored In", CHECKPOINT_DIR)

if __name__ == "__main__":

    # Initialize Model
    lstm = LstmModel(name='Test2')

    # Load List Of Companies
    companies = []

    with open(os.path.join(CURRENT_DIR, "company_list.txt"), 'r') as f:
        for line in f:
            companies.append(line.rstrip("\n"))
    print(companies)

    # Train Model With Different Companies Data
    for company in companies:
        path = os.path.join(DATA_DIR, '{}_data.csv'.format(company))
        raw_data = pd.read_csv(path, index_col=0)
        raw_data = raw_data.loc[:'2017-12-31'].values
        #print(raw_data)
        lstm.train_model(raw_data)