机器学习在股票价格预测中具有重要的应用。在这个机器学习项目中，我们将讨论预测股票收益。这是一个非常复杂的任务，并且具有不确定性。我们将把这个项目分为两个部分：
首先，我们将学习如何使用LSTM神经网络预测股票价格。
然后，我们将使用Plotly dash 构建仪表板以进行股票分析。
股票价格预测项目
数据集
为了建立股票价格预测模型，我们将使用NSE TATA GLOBAL数据集。这是来自印度国家证券交易所Tata Global Beverages Limited的Tata饮料数据集：Tata Global数据集
为了开发用于股票分析的仪表盘，我们将使用包含多个股票的另一个股票数据集，例如Apple，Microsoft，Facebook：Stocks Dataset
源代码
在继续进行之前，请下载源代码：股票价格预测项目
使用LSTM预测股价
1.导入：
import pandas as pd import numpy as np import matplotlib.pyplot as plt %matplotlib inline from matplotlib.pylab import rcParams rcParams['figure.figsize']=20,10 from keras.models import Sequential from keras.layers import LSTM,Dropout,Dense from sklearn.preprocessing import MinMaxScaler
2.读取数据集：
df=pd.read_csv("NSE-TATA.csv")
df.head()
3.从数据框分析收盘价：
df["Date"]=pd.to_datetime(df.Date,format="%Y-%m-%d") df.index=df['Date'] plt.figure(figsize=(16,8)) plt.plot(df["Close"],label='Close Price history')
4.按日期时间对数据集进行排序，然后过滤“日期”和“关闭”列：
data=df.sort_index(ascending=True,axis=0) new_dataset=pd.DataFrame(index=range(0,len(df)),columns=['Date','Close']) for i in range(0,len(data)): new_dataset["Date"][i]=data['Date'][i] new_dataset["Close"][i]=data["Close"][i]
5.标准化新的过滤数据集：
scaler=MinMaxScaler(feature_range=(0,1))
final_dataset=new_dataset.values
train_data=final_dataset[0:987,:]
valid_data=final_dataset[987:,:]
new_dataset.index=new_dataset.Date
new_dataset.drop("Date",axis=1,inplace=True)
scaler=MinMaxScaler(feature_range=(0,1))
scaled_data=scaler.fit_transform(final_dataset)
x_train_data,y_train_data=[],[]
for i in range(60,len(train_data)):
x_train_data.append(scaled_data[i-60:i,0])
y_train_data.append(scaled_data[i,0])
x_train_data,y_train_data=np.array(x_train_data),np.array(y_train_data)
x_train_data=np.reshape(x_train_data,(x_train_data.shape[0],x_train_data.shape[1],1))6.建立和训练LSTM模型：
lstm_model=Sequential() lstm_model.add(LSTM(units=50,return_sequences=True,input_shape=(x_train_data.shape[1],1))) lstm_model.add(LSTM(units=50)) lstm_model.add(Dense(1)) inputs_data=new_dataset[len(new_dataset)-len(valid_data)-60:].values inputs_data=inputs_data.reshape(-1,1) inputs_data=scaler.transform(inputs_data) lstm_model.compile(loss='mean_squared_error',optimizer='adam') lstm_model.fit(x_train_data,y_train_data,epochs=1,batch_size=1,verbose=2)
7.抽取数据集样本，以使用LSTM模型进行股票价格预测：
X_test=[] for i in range(60,inputs_data.shape[0]): X_test.append(inputs_data[i-60:i,0]) X_test=np.array(X_test) X_test=np.reshape(X_test,(X_test.shape[0],X_test.shape[1],1)) predicted_closing_price=lstm_model.predict(X_test) predicted_closing_price=scaler.inverse_transform(predicted_closing_price)
8.保存LSTM模型：
lstm_model.save("saved_model.h5")9.用实际股价可视化预测的股价：
train_data=new_dataset[:987] valid_data=new_dataset[987:] valid_data['Predictions']=predicted_closing_price plt.plot(train_data["Close"]) plt.plot(valid_data[['Close',"Predictions"]])
您可以观察到LSTM预测的股价几乎与实际股价相似。
使用Plotly dash构建仪表板
在本节中，我们将构建一个仪表板来分析股票。Dash是一个python框架，提供了flask和react.js的抽象，以构建分析型Web应用程序。
在继续之前，您需要安装dash。在终端中运行以下命令。
pip3 install dash pip3 install dash-html-components pip3 install dash-core-components
现在制作一个新的python文件stock_app.py并粘贴以下脚本：
import dash
import dash_core_components as dcc
import dash_html_components as html
import pandas as pd
import plotly.graph_objs as go
from dash.dependencies import Input, Output
from keras.models import load_model
from sklearn.preprocessing import MinMaxScaler
import numpy as np
app = dash.Dash()
server = app.server
scaler=MinMaxScaler(feature_range=(0,1))
df_nse = pd.read_csv("./NSE-TATA.csv")
df_nse["Date"]=pd.to_datetime(df_nse.Date,format="%Y-%m-%d")
df_nse.index=df_nse['Date']
data=df_nse.sort_index(ascending=True,axis=0)
new_data=pd.DataFrame(index=range(0,len(df_nse)),columns=['Date','Close'])
for i in range(0,len(data)):
new_data["Date"][i]=data['Date'][i]
new_data["Close"][i]=data["Close"][i]
new_data.index=new_data.Date
new_data.drop("Date",axis=1,inplace=True)
dataset=new_data.values
train=dataset[0:987,:]
valid=dataset[987:,:]
scaler=MinMaxScaler(feature_range=(0,1))
scaled_data=scaler.fit_transform(dataset)
x_train,y_train=[],[]
for i in range(60,len(train)):
x_train.append(scaled_data[i-60:i,0])
y_train.append(scaled_data[i,0])
x_train,y_train=np.array(x_train),np.array(y_train)
x_train=np.reshape(x_train,(x_train.shape[0],x_train.shape[1],1))
model=load_model("saved_model.h5")
inputs=new_data[len(new_data)-len(valid)-60:].values
inputs=inputs.reshape(-1,1)
inputs=scaler.transform(inputs)
X_test=[]
for i in range(60,inputs.shape[0]):
X_test.append(inputs[i-60:i,0])
X_test=np.array(X_test)
X_test=np.reshape(X_test,(X_test.shape[0],X_test.shape[1],1))
closing_price=model.predict(X_test)
closing_price=scaler.inverse_transform(closing_price)
train=new_data[:987]
valid=new_data[987:]
valid['Predictions']=closing_price
df= pd.read_csv("./stock_data.csv")
app.layout = html.Div([
html.H1("Stock Price Analysis Dashboard", style={"textAlign": "center"}),
dcc.Tabs(id="tabs", children=[
dcc.Tab(label='NSE-TATAGLOBAL Stock Data',children=[
html.Div([
html.H2("Actual closing price",style={"textAlign": "center"}),
dcc.Graph(
id="Actual Data",
figure={
"data":[
go.Scatter(
x=train.index,
y=valid["Close"],
mode='markers'
)
],
"layout":go.Layout(
title='scatter plot',
xaxis={'title':'Date'},
yaxis={'title':'Closing Rate'}
)
}
),
html.H2("LSTM Predicted closing price",style={"textAlign": "center"}),
dcc.Graph(
id="Predicted Data",
figure={
"data":[
go.Scatter(
x=valid.index,
y=valid["Predictions"],
mode='markers'
)
],
"layout":go.Layout(
title='scatter plot',
xaxis={'title':'Date'},
yaxis={'title':'Closing Rate'}
)
}
)
])
]),
dcc.Tab(label='Facebook Stock Data', children=[
html.Div([
html.H1("Facebook Stocks High vs Lows",
style={'textAlign': 'center'}),
dcc.Dropdown(id='my-dropdown',
options=[{'label': 'Tesla', 'value': 'TSLA'},
{'label': 'Apple','value': 'AAPL'},
{'label': 'Facebook', 'value': 'FB'},
{'label': 'Microsoft','value': 'MSFT'}],
multi=True,value=['FB'],
style={"display": "block", "margin-left": "auto",
"margin-right": "auto", "width": "60%"}),
dcc.Graph(id='highlow'),
html.H1("Facebook Market Volume", style={'textAlign': 'center'}),
dcc.Dropdown(id='my-dropdown2',
options=[{'label': 'Tesla', 'value': 'TSLA'},
{'label': 'Apple','value': 'AAPL'},
{'label': 'Facebook', 'value': 'FB'},
{'label': 'Microsoft','value': 'MSFT'}],
multi=True,value=['FB'],
style={"display": "block", "margin-left": "auto",
"margin-right": "auto", "width": "60%"}),
dcc.Graph(id='volume')
], className="container"),
])
])
])
@app.callback(Output('highlow', 'figure'),
[Input('my-dropdown', 'value')])
def update_graph(selected_dropdown):
dropdown = {"TSLA": "Tesla","AAPL": "Apple","FB": "Facebook","MSFT": "Microsoft",}
trace1 = []
trace2 = []
for stock in selected_dropdown:
trace1.append(
go.Scatter(x=df[df["Stock"] == stock]["Date"],
y=df[df["Stock"] == stock]["High"],
mode='lines', opacity=0.7,
name=f'High {dropdown[stock]}',textposition='bottom center'))
trace2.append(
go.Scatter(x=df[df["Stock"] == stock]["Date"],
y=df[df["Stock"] == stock]["Low"],
mode='lines', opacity=0.6,
name=f'Low {dropdown[stock]}',textposition='bottom center'))
traces = [trace1, trace2]
data = [val for sublist in traces for val in sublist]
figure = {'data': data,
'layout': go.Layout(colorway=["#5E0DAC", '#FF4F00', '#375CB1',
'#FF7400', '#FFF400', '#FF0056'],
height=600,
title=f"High and Low Prices for {', '.join(str(dropdown[i]) for i in selected_dropdown)} Over Time",
xaxis={"title":"Date",
'rangeselector': {'buttons': list([{'count': 1, 'label': '1M',
'step': 'month',
'stepmode': 'backward'},
{'count': 6, 'label': '6M',
'step': 'month',
'stepmode': 'backward'},
{'step': 'all'}])},
'rangeslider': {'visible': True}, 'type': 'date'},
yaxis={"title":"Price (USD)"})}
return figure
@app.callback(Output('volume', 'figure'),
[Input('my-dropdown2', 'value')])
def update_graph(selected_dropdown_value):
dropdown = {"TSLA": "Tesla","AAPL": "Apple","FB": "Facebook","MSFT": "Microsoft",}
trace1 = []
for stock in selected_dropdown_value:
trace1.append(
go.Scatter(x=df[df["Stock"] == stock]["Date"],
y=df[df["Stock"] == stock]["Volume"],
mode='lines', opacity=0.7,
name=f'Volume {dropdown[stock]}', textposition='bottom center'))
traces = [trace1]
data = [val for sublist in traces for val in sublist]
figure = {'data': data,
'layout': go.Layout(colorway=["#5E0DAC", '#FF4F00', '#375CB1',
'#FF7400', '#FFF400', '#FF0056'],
height=600,
title=f"Market Volume for {', '.join(str(dropdown[i]) for i in selected_dropdown_value)} Over Time",
xaxis={"title":"Date",
'rangeselector': {'buttons': list([{'count': 1, 'label': '1M',
'step': 'month',
'stepmode': 'backward'},
{'count': 6, 'label': '6M',
'step': 'month',
'stepmode': 'backward'},
{'step': 'all'}])},
'rangeslider': {'visible': True}, 'type': 'date'},
yaxis={"title":"Transactions Volume"})}
return figure
if __name__=='__main__':
app.run_server(debug=True)现在运行此文件并在浏览器中打开应用程序：
python3 stock_app.py[object Object]
总结
股票价格预测是面向初学者的机器学习项目；在本教程中，我们学习了如何开发股票成本预测模型以及如何构建交互式仪表板进行库存分析。我们使用LSTM模型实施了股票市场预测。另外，用Plotly dashpython框架构建仪表板。
打赏
-
支付宝扫一扫
-
微信扫一扫
