:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

Overview

bulbea

"Deep Learning based Python Library for Stock Market Prediction and Modelling."

Gitter Documentation Status

Table of Contents

Installation

Clone the git repository:

$ git clone https://github.com/achillesrasquinha/bulbea.git && cd bulbea

Install necessary dependencies

$ pip install -r requirements.txt

Go ahead and install as follows:

$ python setup.py install

You may have to install TensorFlow:

$ pip install tensorflow     # CPU
$ pip install tensorflow-gpu # GPU - Requires CUDA, CuDNN

Usage

1. Prediction

a. Loading

Create a share object.

>>> import bulbea as bb
>>> share = bb.Share('YAHOO', 'GOOGL')
>>> share.data
# Open        High         Low       Close      Volume  \
# Date                                                                     
# 2004-08-19   99.999999  104.059999   95.959998  100.339998  44659000.0   
# 2004-08-20  101.010005  109.079998  100.500002  108.310002  22834300.0   
# 2004-08-23  110.750003  113.479998  109.049999  109.399998  18256100.0   
# 2004-08-24  111.239999  111.599998  103.570003  104.870002  15247300.0   
# 2004-08-25  104.960000  108.000002  103.880003  106.000005   9188600.0
...
b. Preprocessing

Split your data set into training and testing sets.

>>> from bulbea.learn.evaluation import split
>>> Xtrain, Xtest, ytrain, ytest = split(share, 'Close', normalize = True)
c. Modelling
>>> import numpy as np
>>> Xtrain = np.reshape(Xtrain, (Xtrain.shape[0], Xtrain.shape[1], 1))
>>> Xtest  = np.reshape( Xtest, ( Xtest.shape[0],  Xtest.shape[1], 1))

>>> from bulbea.learn.models import RNN
>>> rnn = RNN([1, 100, 100, 1]) # number of neurons in each layer
>>> rnn.fit(Xtrain, ytrain)
# Epoch 1/10
# 1877/1877 [==============================] - 6s - loss: 0.0039
# Epoch 2/10
# 1877/1877 [==============================] - 6s - loss: 0.0019
...
d. Testing
>>> from sklearn.metrics import mean_squared_error
>>> p = rnn.predict(Xtest)
>>> mean_squared_error(ytest, p)
0.00042927869370525931
>>> import matplotlib.pyplot as pplt
>>> pplt.plot(ytest)
>>> pplt.plot(p)
>>> pplt.show()

2. Sentiment Analysis

Add your Twitter credentials to your environment variables.

export BULBEA_TWITTER_API_KEY="<YOUR_TWITTER_API_KEY>"
export BULBEA_TWITTER_API_SECRET="<YOUR_TWITTER_API_SECRET>"

export BULBEA_TWITTER_ACCESS_TOKEN="<YOUR_TWITTER_ACCESS_TOKEN>"
export BULBEA_TWITTER_ACCESS_TOKEN_SECRET="<YOUR_TWITTER_ACCESS_TOKEN_SECRET>"

And then,

>>> bb.sentiment(share)
0.07580128205128206

Documentation

Detailed documentation is available here.

Dependencies

  1. quandl
  2. keras
  3. tweepy
  4. textblob

License

This code has been released under the Apache 2.0 License.

Owner
Achilles Rasquinha
I write code that automates my job.
Achilles Rasquinha
Created as part of CS50 AI's coursework. This AI makes use of knowledge entailment to calculate the best probabilities to win Minesweeper.

Minesweeper-AI Created as part of CS50 AI's coursework. This AI makes use of knowledge entailment to calculate the best probabilities to win Minesweep

Beckham 0 Jul 20, 2022
Homepage of paper: Paint Transformer: Feed Forward Neural Painting with Stroke Prediction, ICCV 2021.

Paint Transformer: Feed Forward Neural Painting with Stroke Prediction [Paper] [PaddlePaddle Implementation] Homepage of paper: Paint Transformer: Fee

442 Dec 16, 2022
The repository contains source code and models to use PixelNet architecture used for various pixel-level tasks. More details can be accessed at .

PixelNet: Representation of the pixels, by the pixels, and for the pixels. We explore design principles for general pixel-level prediction problems, f

Aayush Bansal 196 Aug 10, 2022
A Light in the Dark: Deep Learning Practices for Industrial Computer Vision

A Light in the Dark: Deep Learning Practices for Industrial Computer Vision This is the repository for our Paper/Contribution to the WI2022 in Nürnber

Maximilian Harl 6 Jan 17, 2022
Official implementation for Scale-Aware Neural Architecture Search for Multivariate Time Series Forecasting

1 SNAS4MTF This repo is the official implementation for Scale-Aware Neural Architecture Search for Multivariate Time Series Forecasting. 1.1 The frame

SZJ 5 Sep 21, 2022
Official repository of IMPROVING DEEP IMAGE MATTING VIA LOCAL SMOOTHNESS ASSUMPTION.

IMPROVING DEEP IMAGE MATTING VIA LOCAL SMOOTHNESS ASSUMPTION This is the official repository of IMPROVING DEEP IMAGE MATTING VIA LOCAL SMOOTHNESS ASSU

电线杆 14 Dec 15, 2022
A toolkit for controlling Euro Truck Simulator 2 with python to develop self-driving algorithms.

europilot Overview Europilot is an open source project that leverages the popular Euro Truck Simulator(ETS2) to develop self-driving algorithms. A con

1.4k Jan 04, 2023
Adversarial Learning for Semi-supervised Semantic Segmentation, BMVC 2018

Adversarial Learning for Semi-supervised Semantic Segmentation This repo is the pytorch implementation of the following paper: Adversarial Learning fo

Wayne Hung 464 Dec 19, 2022
CVPR2021: Temporal Context Aggregation Network for Temporal Action Proposal Refinement

Temporal Context Aggregation Network - Pytorch This repo holds the pytorch-version codes of paper: "Temporal Context Aggregation Network for Temporal

Zhiwu Qing 63 Sep 27, 2022
MLP-Like Vision Permutator for Visual Recognition (PyTorch)

Vision Permutator: A Permutable MLP-Like Architecture for Visual Recognition (arxiv) This is a Pytorch implementation of our paper. We present Vision

Qibin (Andrew) Hou 162 Nov 28, 2022
PyTorch implementation of "VRT: A Video Restoration Transformer"

VRT: A Video Restoration Transformer Jingyun Liang, Jiezhang Cao, Yuchen Fan, Kai Zhang, Rakesh Ranjan, Yawei Li, Radu Timofte, Luc Van Gool Computer

Jingyun Liang 837 Jan 09, 2023
A collection of models for image<->text generation in ACM MM 2021.

Bi-directional Image and Text Generation UMT-BITG (image & text generator) Unifying Multimodal Transformer for Bi-directional Image and Text Generatio

Multimedia Research 63 Oct 30, 2022
TensorFlow 2 implementation of the Yahoo Open-NSFW model

TensorFlow 2 implementation of the Yahoo Open-NSFW model

Bosco Yung 101 Jan 01, 2023
A Runtime method overload decorator which should behave like a compiled language

strongtyping-pyoverload A Runtime method overload decorator which should behave like a compiled language there is a override decorator from typing whi

20 Oct 31, 2022
Supplementary code for the paper "Meta-Solver for Neural Ordinary Differential Equations" https://arxiv.org/abs/2103.08561

Meta-Solver for Neural Ordinary Differential Equations Towards robust neural ODEs using parametrized solvers. Main idea Each Runge-Kutta (RK) solver w

Julia Gusak 25 Aug 12, 2021
Pytorch implementation of Learning Rate Dropout.

Learning-Rate-Dropout Pytorch implementation of Learning Rate Dropout. Paper Link: https://arxiv.org/pdf/1912.00144.pdf Train ResNet-34 for Cifar10: r

42 Nov 25, 2022
A simple and extensible library to create Bayesian Neural Network layers on PyTorch.

Blitz - Bayesian Layers in Torch Zoo BLiTZ is a simple and extensible library to create Bayesian Neural Network Layers (based on whats proposed in Wei

Pi Esposito 722 Jan 08, 2023
EMNLP 2021: Single-dataset Experts for Multi-dataset Question-Answering

MADE (Multi-Adapter Dataset Experts) This repository contains the implementation of MADE (Multi-adapter dataset experts), which is described in the pa

Princeton Natural Language Processing 68 Jul 18, 2022
Invertible conditional GANs for image editing

Invertible Conditional GANs This is the implementation of the IcGAN model proposed in our paper: Invertible Conditional GANs for image editing. Novemb

Guim 278 Dec 12, 2022
Trajectory Extraction of road users via Traffic Camera

Traffic Monitoring Citation The associated paper for this project will be published here as soon as possible. When using this software, please cite th

Julian Strosahl 14 Dec 17, 2022