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update lstm models
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@MislavSag
MislavSag committed Jul 17, 2020
1 parent ceab2e6 commit 167f92f
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233 changes: 147 additions & 86 deletions data/min_d_SPY.csv
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Original file line number Diff line number Diff line change
Expand Up @@ -7,236 +7,288 @@ volume;0.0
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EMA12000;0.4666666666666667
EMA4800;0.3333333333333333
EMA9600;0.4
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MIDPRICE12000;0.26666666666666666
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MIDPRICE9600;0.26666666666666666
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SMA60;0.2
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SMA480;0.2
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T3480;0.2
T3960;0.2
TEMA5;0.26666666666666666
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AROON_5_aroondown;0.0
AROON_5_aroonup;0.0
AROON_30_aroondown;0.0
AROON_30_aroonup;0.0
AROON_60_aroondown;0.0
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AROON_12000_aroondown;0.0
AROON_12000_aroonup;0.0
AROON_4800_aroondown;0.0
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AROON_9600_aroondown;0.0
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STOCHRSI_5_fastk;0.0
STOCHRSI_5_fastd;0.0
STOCHRSI_30_fastk;0.0
STOCHRSI_30_fastd;0.0
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STOCHRSI_300_fastd;0.0
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STOCHRSI_480_fastd;0.0
STOCHRSI_960_fastk;0.0
STOCHRSI_960_fastd;0.0
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HT_TRENDLINE;0.2
AD;0.4
OBV;0.26666666666666666
Expand Down Expand Up @@ -269,6 +321,15 @@ ADOSC;0.0
MACD;0.0
MACDSIGNAL;0.0
MACDHIST;0.0
MACD_24;0.0
MACDSIGNAL_24;0.0
MACDHIST_24;0.0
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MACD_200;0.0
MACDSIGNAL_200;0.0
MACDHIST_200;0.0
inphase;0.0
quadrature;0.0
sine;0.0
Expand Down
2 changes: 1 addition & 1 deletion trademl/modeling/Output_Model.json
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Original file line number Diff line number Diff line change
@@ -1 +1 @@
{"class_name": "Sequential", "config": {"name": "sequential", "layers": [{"class_name": "LSTM", "config": {"name": "lstm", "trainable": true, "batch_input_shape": [null, null, 257], "dtype": "float32", "return_sequences": true, "return_state": false, "go_backwards": false, "stateful": false, "unroll": false, "time_major": false, "units": 258, "activation": "tanh", "recurrent_activation": "sigmoid", "use_bias": true, "kernel_initializer": {"class_name": "GlorotUniform", "config": {"seed": null}}, "recurrent_initializer": {"class_name": "Orthogonal", "config": {"gain": 1.0, "seed": null}}, "bias_initializer": {"class_name": "Zeros", "config": {}}, "unit_forget_bias": true, "kernel_regularizer": null, "recurrent_regularizer": null, "bias_regularizer": null, "activity_regularizer": null, "kernel_constraint": null, "recurrent_constraint": null, "bias_constraint": null, "dropout": 0.0, "recurrent_dropout": 0.0, "implementation": 2}}, {"class_name": "LSTM", "config": {"name": "lstm_1", "trainable": true, "dtype": "float32", "return_sequences": true, "return_state": false, "go_backwards": false, "stateful": false, "unroll": false, "time_major": false, "units": 124, "activation": "tanh", "recurrent_activation": "sigmoid", "use_bias": true, "kernel_initializer": {"class_name": "GlorotUniform", "config": {"seed": null}}, "recurrent_initializer": {"class_name": "Orthogonal", "config": {"gain": 1.0, "seed": null}}, "bias_initializer": {"class_name": "Zeros", "config": {}}, "unit_forget_bias": true, "kernel_regularizer": null, "recurrent_regularizer": null, "bias_regularizer": null, "activity_regularizer": null, "kernel_constraint": null, "recurrent_constraint": null, "bias_constraint": null, "dropout": 0.2, "recurrent_dropout": 0.2, "implementation": 1}}, {"class_name": "LSTM", "config": {"name": "lstm_2", "trainable": true, "dtype": "float32", "return_sequences": false, "return_state": false, "go_backwards": false, "stateful": false, "unroll": false, "time_major": false, "units": 32, "activation": "tanh", "recurrent_activation": "sigmoid", "use_bias": true, "kernel_initializer": {"class_name": "GlorotUniform", "config": {"seed": null}}, "recurrent_initializer": {"class_name": "Orthogonal", "config": {"gain": 1.0, "seed": null}}, "bias_initializer": {"class_name": "Zeros", "config": {}}, "unit_forget_bias": true, "kernel_regularizer": null, "recurrent_regularizer": null, "bias_regularizer": null, "activity_regularizer": null, "kernel_constraint": null, "recurrent_constraint": null, "bias_constraint": null, "dropout": 0.2, "recurrent_dropout": 0.2, "implementation": 1}}, {"class_name": "Dense", "config": {"name": "dense", "trainable": true, "dtype": "float32", "units": 1, "activation": "sigmoid", "use_bias": true, "kernel_initializer": {"class_name": "GlorotUniform", "config": {"seed": null}}, "bias_initializer": {"class_name": "Zeros", "config": {}}, "kernel_regularizer": null, "bias_regularizer": null, "activity_regularizer": null, "kernel_constraint": null, "bias_constraint": null}}], "build_input_shape": [null, null, 257]}, "keras_version": "2.3.0-tf", "backend": "tensorflow"}
{"class_name": "Sequential", "config": {"name": "sequential", "layers": [{"class_name": "LSTM", "config": {"name": "lstm", "trainable": true, "batch_input_shape": [null, null, 252], "dtype": "float32", "return_sequences": true, "return_state": false, "go_backwards": false, "stateful": false, "unroll": false, "time_major": false, "units": 258, "activation": "tanh", "recurrent_activation": "sigmoid", "use_bias": true, "kernel_initializer": {"class_name": "GlorotUniform", "config": {"seed": null}}, "recurrent_initializer": {"class_name": "Orthogonal", "config": {"gain": 1.0, "seed": null}}, "bias_initializer": {"class_name": "Zeros", "config": {}}, "unit_forget_bias": true, "kernel_regularizer": null, "recurrent_regularizer": null, "bias_regularizer": null, "activity_regularizer": null, "kernel_constraint": null, "recurrent_constraint": null, "bias_constraint": null, "dropout": 0.0, "recurrent_dropout": 0.0, "implementation": 2}}, {"class_name": "LSTM", "config": {"name": "lstm_1", "trainable": true, "dtype": "float32", "return_sequences": true, "return_state": false, "go_backwards": false, "stateful": false, "unroll": false, "time_major": false, "units": 124, "activation": "tanh", "recurrent_activation": "sigmoid", "use_bias": true, "kernel_initializer": {"class_name": "GlorotUniform", "config": {"seed": null}}, "recurrent_initializer": {"class_name": "Orthogonal", "config": {"gain": 1.0, "seed": null}}, "bias_initializer": {"class_name": "Zeros", "config": {}}, "unit_forget_bias": true, "kernel_regularizer": null, "recurrent_regularizer": null, "bias_regularizer": null, "activity_regularizer": null, "kernel_constraint": null, "recurrent_constraint": null, "bias_constraint": null, "dropout": 0.2, "recurrent_dropout": 0.2, "implementation": 1}}, {"class_name": "LSTM", "config": {"name": "lstm_2", "trainable": true, "dtype": "float32", "return_sequences": false, "return_state": false, "go_backwards": false, "stateful": false, "unroll": false, "time_major": false, "units": 32, "activation": "tanh", "recurrent_activation": "sigmoid", "use_bias": true, "kernel_initializer": {"class_name": "GlorotUniform", "config": {"seed": null}}, "recurrent_initializer": {"class_name": "Orthogonal", "config": {"gain": 1.0, "seed": null}}, "bias_initializer": {"class_name": "Zeros", "config": {}}, "unit_forget_bias": true, "kernel_regularizer": null, "recurrent_regularizer": null, "bias_regularizer": null, "activity_regularizer": null, "kernel_constraint": null, "recurrent_constraint": null, "bias_constraint": null, "dropout": 0.2, "recurrent_dropout": 0.2, "implementation": 1}}, {"class_name": "Dense", "config": {"name": "dense", "trainable": true, "dtype": "float32", "units": 1, "activation": "sigmoid", "use_bias": true, "kernel_initializer": {"class_name": "GlorotUniform", "config": {"seed": null}}, "bias_initializer": {"class_name": "Zeros", "config": {}}, "kernel_regularizer": null, "bias_regularizer": null, "activity_regularizer": null, "kernel_constraint": null, "bias_constraint": null}}], "build_input_shape": [null, null, 252]}, "keras_version": "2.3.0-tf", "backend": "tensorflow"}
2 changes: 1 addition & 1 deletion trademl/modeling/Output_Weights.json
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2 changes: 1 addition & 1 deletion trademl/modeling/Output_Weights.txt
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