資源簡介
基于Keras的神經網絡的股票價格預測,實測有效。也是根據人家分享的總結的
代碼片段和文件信息
from?matplotlib.dates?import?DateFormatter?WeekdayLocator?DayLocator?MONDAYYEARLY
from?matplotlib.finance?import?quotes_historical_yahoo_ohlc?candlestick_ohlc
#import?matplotlib
import?tushare?as?ts
import?pandas?as?pd
import?matplotlib.pyplot?as?plt
from?matplotlib.pylab?import?date2num
import?datetime
import?numpy?as?np
from?pandas?import?Dataframe
from?numpy?import?row_stackcolumn_stack
df=ts.get_hist_data(‘601857‘start=‘2016-06-15‘end=‘2017-11-06‘)
dd=df[[‘open‘‘high‘‘low‘‘close‘]]
#print(dd.values.shape[0])
dd1=dd?.sort_index()
dd2=dd1.values.flatten()
g1=dd2[::-1]
g2=g1[0:120]
g3=g2[::-1]
gg=Dataframe(g3)
gg.T.to_excel(‘gg.xls‘)?
#dd3=pd.Dataframe(dd2)
#dd3.T.to_excel(‘d8.xls‘)?
g=dd2[0:140]
for?i?in?range(dd.values.shape[0]-34):
????s=dd2[i*4:i*4+140]
????g=row_stack((gs))
fg=Dataframe(g)
print(fg)????
fg.to_excel(‘fg.xls‘)?
#-*-?coding:?utf-8?-*-
#建立、訓練多層神經網絡,并完成模型的檢驗
#from?__future__?import?print_function
import?pandas?as?pd
inputfile1=‘fg.xls‘?#訓練數據
testoutputfile?=?‘test_output_data.xls‘?#測試數據模型輸出文件
data_train?=?pd.read_excel(inputfile1)?#讀入訓練數據(由日志標記事件是否為洗浴)
data_mean?=?data_train.mean()
data_std?=?data_train.std()
data_train1?=?(data_train-data_mean)/5??#數據標準化
y_train?=?data_train1.iloc[:120:140].as_matrix()?#訓練樣本標簽列
x_train?=?data_train1.iloc[:0:120].as_matrix()?#訓練樣本特征
#y_test?=?data_test.iloc[:4].as_matrix()?#測試樣本標簽列
from?keras.models?import?Sequential
from?keras.layers.core?import?Dense?Dropout?Activation
model?=?Sequential()?#建立模型
model.add(Dense(input_dim?=?120?output_dim?=?240))?#添加輸入層、隱藏層的連接
model.add(Activation(‘relu‘))?#以Relu函數為激活函數
model.add(Dense(input_dim?=?240?output_dim?=?120))?#添加隱藏層、隱藏層的連接
model.add(Activation(‘r
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