/ml-time-series-prediction

Machine Learning: Time series prediction and strategies on stock markets

Primary LanguagePythonGNU General Public License v3.0GPL-3.0

Time series prediction and strategies on stock markets

more detailed information in ITALIAN: REPORT.MD

Utilized libs

  • keras: neural-network library running on TensorFlow
  • sklearn: encoding, metrics and classificator models
  • pandas: load and manipulation of DataSet
  • numpy, collections: advanced data structures
  • talib: market indicators (Technical analysis)
  • alpha_vantage: online data market source
  • json, hashlib, typing, argparse, matplotlib, os, etc...

Usage

main.py [-h] [--in-memory-training] [--symbol-data-overwrite] [--force-train] CFG_FILENAME
  • CFG_FILENAME: path_string - path to config file
  • --in-memory-training, -m: TrainingSet manipulation in memory (not suggested). Default False
  • --symbol-data-overwrite, -d: overwrite the DataSet (historical data). Default False
  • --force-train, -f: force retraining LSTM

nota: major part of configuration is made by config file (see /cfg directory)

Credits