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https://github.com/OpenBB-finance/OpenBB.git
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refactor train/test
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@@ -1023,7 +1023,6 @@ def lstm(other_args: List[str], s_ticker: str, df_stock: pd.DataFrame):
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)
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if not ns_parser:
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return
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# Setup backtesting
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# df_stock, df_future = _setup_backtesting(df_stock, ns_parser)
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@@ -1046,7 +1045,7 @@ def lstm(other_args: List[str], s_ticker: str, df_stock: pd.DataFrame):
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test_data,
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dates_test,
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scaler,
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) = prepare_scale_train_valid_test(df_stock, ns_parser)
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) = prepare_scale_train_valid_test(df_stock["5. adjusted close"], ns_parser)
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# Build Neural Network model
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model = build_neural_network_model(
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cfg_nn_models.Long_Short_Term_Memory, ns_parser.n_inputs, ns_parser.n_days
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@@ -1061,6 +1060,13 @@ def lstm(other_args: List[str], s_ticker: str, df_stock: pd.DataFrame):
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validation_data=(X_test, y_test),
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)
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preds = model.predict(X_test.reshape(X_test.shape[0], X_test.shape[1], 1))
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plt.scatter(df_stock.index, df_stock["5. adjusted close"].values, s= 3)
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for i in range(len(y_test)):
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plt.plot(y_dates_test[i], scaler.inverse_transform(preds[i].reshape(-1,1)), "r", lw=3)
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plt.fill_between(y_dates_test[i])
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plt.show()
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# for idx_loop in range(ns_parser.n_loops):
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# Train our model
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# model.fit(
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@@ -102,10 +102,10 @@ def prepare_scale_train_valid_test(
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dates[idx + n_input_days : idx + n_input_days + n_predict_days]
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)
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input_dates = np.array(input_dates)
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input_dates = np.asarray(input_dates)
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input_prices = np.array(input_prices)
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next_n_day_prices = np.array(next_n_day_prices)
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next_n_day_dates = np.array(next_n_day_dates)
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next_n_day_dates = np.asarray(next_n_day_dates)
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(
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X_train,
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@@ -123,7 +123,6 @@ def prepare_scale_train_valid_test(
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next_n_day_dates,
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test_size=test_size,
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)
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return (
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X_train,
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X_test,
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