__author__ = 'Andres' from financialdata import StockData name='acs' data = StockData() data.readData('stockprices/'+name+'.txt') data.normalizeData() data.delayInputs() data.plotData()
from financialdata import StockData from financialmodel import FinancialNetwork from evolinotrainer import EvolinoTrainer, EvolinoEvaluation from pylab import plot, show, ion, cla, subplot, title, figlegend, draw from pybrain.tools.customxml.networkwriter import NetworkWriter import numpy as np import matplotlib.pyplot as plt import pylab name = "acs" data = StockData() data.readData("stockprices/" + name + ".txt") data.normalizeData() data.delayInputs() data.createSequentialDataSets() model = FinancialNetwork(data.trainData.indim, data.trainData.outdim, hiddim=10) trainer = EvolinoTrainer( model, data.trainData, subPopulationSize=20, nParents=8, nCombinations=2, initialWeightRange=(-0.1, 0.1), mutationAlpha=0.001, nBurstMutationEpochs=np.Infinity, verbosity=2, )