Use Linerfit to predict the Stock Price (Machine Learning)

import quandl, math
import numpy as np
import pandas as pd
from sklearn import preprocessing, cross_validation, svm
from sklearn.linear_model import LinearRegression
import matplotlib.pyplot as plt
from matplotlib import style
import datetime
import pickle

style.use('ggplot')

df = quandl.get("WIKI/GOOGL")
df = df[['Adj. Open',  'Adj. High',  'Adj. Low',  'Adj. Close', 'Adj. Volume']]
df['HL_PCT'] = (df['Adj. High'] - df['Adj. Low']) / df['Adj. Close'] * 100.0
df['PCT_change'] = (df['Adj. Close'] - df['Adj. Open']) / df['Adj. Open'] * 100.0

df = df[['Adj. Close', 'HL_PCT', 'PCT_change', 'Adj. Volume']]
forecast_col = 'Adj. Close'
df.fillna(value=-99999, inplace=True)
forecast_out = int(math.ceil(0.01 * len(df)))
print("当前天数 =")
print(forecast_out)
df['label'] = df[forecast_col].shift(-forecast_out)

X = np.array(df.drop(['label'], 1))
X = preprocessing.scale(X)
X_lately = X[-forecast_out:]
X = X[:-forecast_out]

df.dropna(inplace=True)

y = np.array(df['label'])

X_train, X_test, y_train, y_test = cross_validation.train_test_split(X, y, test_size=0.4)
#COMMENTED OUT:
#clf = svm.SVR(kernel='linear')
#clf.fit(X_train, y_train)
#with open('linearregresssion.pickle','wb')as f:
    #pickle.dump(clf,f)
pickle_in = open('linearregresssion.pickle','rb')
clf = pickle.load(pickle_in)
confidence = clf.score(X_test, y_test)
print(confidence)
forecast_set = clf.predict(X_lately)
print(df.tail())
df['Forecast'] = np.nan

last_date = df.iloc[-1].name
last_unix = last_date.timestamp()
one_day = 86400
next_unix = last_unix + one_day

for i in forecast_set:
    next_date = datetime.datetime.fromtimestamp(next_unix)
    next_unix += 86400
    df.loc[next_date] = [np.nan for _ in range(len(df.columns)-1)]+[i]
df['Adj. Close'].plot()
df['Forecast'].plot()
plt.legend(loc=4)
plt.xlabel('Date')
plt.ylabel('Price')
plt.show()

Its the first machine learning  project i've done on python 

We use a dataset of Google Stock from 2012 - 2016 ,aim to predict the Google stock  price of next (0.01* len (df)) days 

several Questions you may ask

1.The preprocessing of data is mainly about to add a column of  the price of   the day after (0.01* len (df))  prepare to the current day  ,like    :

price(current)   adv          .............       price(the day after (0.01* len (df)))

27.5                    8                                      37.5

27.9                    6                                      38.7

 

The Column of {    price(the day after (0.01* len (df)))   }   is what we add

 

2.basicly we use the sklearn  linerfit function. you learned it in your high school.

3The interesting point is we got a 97.6%  acurracy

 

 

 

 

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