Toy price predictor of future market
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data
model
processed
reader
saved_model
utils
.gitignore
LICENSE
README.md
install.sh
normalize.py
preprocessing.py
requirements.txt
run_cnnAlpha.py
run_cnnBeta.py
run_rnn.py
test_cnnT2.py
test_rnnBest.py

README.md

future-price-predictor

Toy price predictor of future market

Requirements

Python 3.6, CUDA 8.0

virtualenv -p python3.6 --system-site-packages .env
source .env/bin/activate
source ./install.sh

You should place raw data at data/DBExport and data/m0000. Processed data is stored at processed/DBExport.h5 and processed/m0000.h5.

Processed data could be read as:

import pandas as pd
with pd.HDFStore('processed/DBExport.h5') as store:
	for k in store.keys():
		frame = pd.read_hdf('processed/DBExport.h5', k)
		# do sth to frame
		frame.to_hdf('processed/DBExport.h5', k, mode='w')