A small, experimental LSTM for predicting stock prices. Author: Jacob Dawson
Requirements:
- Tensorflow (best performance requires GPU speedup!)
- Numpy
- Sklearn
- Matplotlib
- Python (I hope that's obvious)
- robin_stocks, an API for accessing RobinHood's historical data. Requires RobinHood sign-in credentials!
Files:
- datasetMaker.py, which creates a file called "dataset.json" with data about stocks
- smallLSTM.py, which initializes and trains a neural network. It also saves the weights and network to this folder.
- make_sequence_prediction.py and make_single_prediction.py, which both load the pretrained network and use matplotlib to show some graphs about their predictions.
- simpleEvaluation.py, which will simply import the whole dataset and report the some metrics about the model's abilities on it.