Measuring error

[fedecaccia]

Nice work! I have a suggest:
You are testing the model with RMSE this way:

testScore = math.sqrt(mean_squared_error(testY[0], testPredict[:,0]))

which is not a good metric to quantify the accuracy neither the performance of the model. Much more important that RMSE is the ability of the model to predict stock movements.
So I would like to see some metrics taking into account how much ups and downs are efficiently predicted. I suggest to implement recall and prediction measurements.

[NourozR]

You need to check the basic kinds of stuff once again bro. It's a regression work, FYI.