Skip to content

Instantly share code, notes, and snippets.

@iamaamir
Created Nov 25, 2021
Embed
What would you like to do?
import numpy as np
import matplotlib.pyplot as plt
import pandas as pd
import pandas_datareader as web
import datetime as dt
from sklearn.preprocessing import MinMaxScaler
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense, Dropout,LSTM
import warnings
warnings.simplefilter(action='ignore', category=FutureWarning)
# Load Data
company = "FB"
start = dt.datetime(2012,1,1)
end = dt.datetime(2020,1,1)
data = web.DataReader(company, "yahoo", start, end)
# Prepare Data
scaler = MinMaxScaler(feature_range=(0,1))
scaler_data = scaler.fit_transform(data["Close"].values.reshape(-1, 1))
prediction_days = 60
x_train = []
y_train = []
for x in range(prediction_days,len(scaler_data)):
x_train.append(scaler_data[x-prediction_days:x, 0])
y_train.append(scaler_data[x, 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))
# Build The Model
model = Sequential()
model.add(LSTM(units=50, return_sequences=True, input_shape=(x_train.shape[1],1)))
model.add(Dropout(0.2))
model.add(LSTM(units=50, return_sequences=True))
model.add(Dropout(0.2))
model.add(LSTM(units=50))
model.add(Dropout(0.2))
model.add(Dense(units=1)) # Prediction of the next closing value
model.compile(optimizer="adam", loss="mean_squared_error")
model.fit(x_train,y_train, epochs=25, batch_size=32)
""" Test The Model Accuracy on Existing Data"""
# Load Test Data
test_start = dt.datetime(2020,1,1)
test_end = dt.datetime.now()
test_data = web.DataReader(company, "yahoo",test_start,test_end)
actual_prices = test_data["Close"].values
total_dataset =pd.concat((data["Close"],test_data["Close"]), axis=0)
model_inputs = total_dataset[len(total_dataset) - len(test_data) - prediction_days:].values
model_inputs = model_inputs.reshape(-1, 1)
model_inputs = scaler.transform(model_inputs)
# Make Predictions on Test Data
x_test = []
for x in range (prediction_days, len(model_inputs)):
x_test.append(model_inputs[x-prediction_days:x, 0])
x_test = np.array(x_test)
x_test = np.reshape(x_test, (x_test.shape[0], x_test.shape[1], 1))
predicted_prices = model.predict(x_test)
predicted_prices = scaler.inverse_transform(predicted_prices)
# Plot The Test Predictions
plt.plot(actual_prices, color="black", label=f"Actual {company} Price")
plt.plot(predicted_prices, color="green", label=f"Predicted {company} Price ")
plt.title(f"{company} Share Price")
plt.xlabel("Time")
plt.ylabel(f"{company} Share Price")
plt.legend()
plt.show()
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment