LSTM股票预测

LSTM股票预测

LSTM股票预测

使用开盘价、最高价、最低价、收盘价、交易量预测下一个交易日的收盘价。
模型还不完善，欢迎交流。

import tensorflow as tf
import numpy as np
import matplotlib.pyplot as plt
import tushare as ts
import pandas as pd
from sklearn.preprocessing import MinMaxScaler

#参数设置/parameter setting
timesteps = seq_length = 20 #时间窗/window length
data_dim = 5 #输入数据维度/dimension of input data
output_dim = 1 #输出数据维度/dimension of output data

#数据准备/data preparation 
#变量选取Open,High,Low,Close,Volume，以浦发银行股票为例
stock_data = ts.get_k_data('600000',start='2016-01-01',end='2018-11-20')
xy = stock_data[['open','close','high','low','volume']]
xy = np.array(xy.values)

#切分训练集合测试集/split to train and testing
train_size = int(len(xy) * 0.7)
test_size = len(xy) - train_size
xy_train, xy_test = np.array(xy[0:train_size]),np.array(xy[train_size:len(xy)])

#对training set进行预处理
scaler = MinMaxScaler()
xy_train_new = scaler.fit_transform(xy_train)
x_new = xy_train_new[:,0:5