I have trained a LSTM network to predict stock price.After train the model well ,When I was trying to save and reload the model and input new data to predict the stock price.I received an error.
Process finished with exit code 0
This part is my code for training the data:
CONST_TRAINING_SEQUENCE_LENGTH = 12
CONST_TESTING_CASES = 5
def dataNormalization(data):
return [(datum - data[0]) / data[0] for datum in data]
def dataDeNormalization(data, base):
return [(datum + 1) * base for datum in data]
def getDeepLearningData(ticker):
# Step 1. Load data
data = pandas.read_csv('./data/Intraday/' + ticker + '.csv')[
'close'].tolist()
# Step 2. Building Training data
dataTraining = []
for i in range(len(data) - CONST_TESTING_CASES * CONST_TRAINING_SEQUENCE_LENGTH):
dataSegment = data[i:i + CONST_TRAINING_SEQUENCE_LENGTH + 1]
dataTraining.append(dataNormalization(dataSegment))
dataTraining = numpy.array(dataTraining)
numpy.random.shuffle(dataTraining)
X_Training = dataTraining[:, :-1]
Y_Training = dataTraining[:, -1]
# Step 3. Building Testing data
X_Testing = []
Y_Testing_Base = []
for i in range(CONST_TESTING_CASES, 0, -1):
dataSegment = data[-(i + 1) * CONST_TRAINING_SEQUENCE_LENGTH:-i * CONST_TRAINING_SEQUENCE_LENGTH]
Y_Testing_Base.append(dataSegment[0])
X_Testing.append(dataNormalization(dataSegment))
Y_Testing = data[-CONST_TESTING_CASES * CONST_TRAINING_SEQUENCE_LENGTH:]
X_Testing = numpy.array(X_Testing)
Y_Testing = numpy.array(Y_Testing)
# Step 4. Reshape for deep learning
X_Training = numpy.reshape(X_Training, (X_Training.shape[0], X_Training.shape[1], 1))
X_Testing = numpy.reshape(X_Testing, (X_Testing.shape[0], X_Testing.shape[1], 1))
return X_Training, Y_Training, X_Testing, Y_Testing, Y_Testing_Base
def predict(model, X):
predictionsNormalized = []
for i in range(len(X)):
data = X[i]
result = []
for j in range(CONST_TRAINING_SEQUENCE_LENGTH):
predicted = model.predict(data[numpy.newaxis, :, :])[0, 0]
result.append(predicted)
data = data[1:]
data = numpy.insert(data, [CONST_TRAINING_SEQUENCE_LENGTH - 1], predicted, axis=0)
predictionsNormalized.append(result)
return predictionsNormalized
def plotResults(Y_Hat, Y):
plt.plot(Y)
for i in range(len(Y_Hat)):
padding = [None for _ in range(i * CONST_TRAINING_SEQUENCE_LENGTH)]
plt.plot(padding + Y_Hat[i])
plt.show()
def predictLSTM(ticker):
# Step 1. Load data
X_Training, Y_Training, X_Testing, Y_Testing, Y_Testing_Base = getDeepLearningData(ticker)
# Step 2. Build model
model = Sequential()
model.add(LSTM(
input_shape=(None, 1),
units=50,
return_sequences=True))
model.add(Dropout(0.2))
model.add(LSTM(
200,
return_sequences=False))
model.add(Dropout(0.2))
model.add(Dense(units=1))
model.add(Activation('linear'))
model.compile(loss='mse', optimizer='rmsprop')
# Step 3. Train model
model.fit(X_Training, Y_Training,
batch_size=512,
epochs=27,
validation_split=0.05)
# Step 4. Predict
predictionsNormalized = predict(model, X_Testing)
# Step 5. De-nomalize
predictions = []
for i, row in enumerate(predictionsNormalized):
predictions.append(dataDeNormalization(row, Y_Testing_Base[i]))
# Step 6. Plot
plotResults(predictions, Y_Testing)
predictLSTM(ticker='IBM')
Now all the come out of the prediction are all history data.But what I want is to use this model to predict the future price.So in the next step I saved and loaded the model and input some new data:
Here is the save load and input new data:
Fist I added a Global variable named newdata in the def getDeepLearningData(ticker): function,to input new data:
...code...
def getDeepLearningData(ticker):
# Step 1. Load data
data = pandas.read_csv('./data/Intraday/' + ticker + '.csv')[
'close'].tolist()
global newdata
newdata = pandas.read_csv('./data/Intraday/' + ticker + '.csv')[
'close'].tolist()
# Step 2. Building Training data
dataTraining = []
...code...
And then I saved and loaded the model to predict stock price:
# Step 3. Train model
model.fit(X_Training, Y_Training,
batch_size=512,
epochs=27,
validation_split=0.05)
# save and load model
model.save('my_model.h5') # creates a HDF5 file 'my_model.h5'
del model # deletes the existing model
# returns a compiled model
# identical to the previous one
model = load_model('my_model.h5')
# save as JSON
json_string = model.to_json()
# model reconstruction from JSON:
from keras.models import model_from_json
model = model_from_json(json_string)
predicted_output = model.predict(newdata, batch_size=512)
print(predicted_output)
After this I received a error:Process finished with exit code 0
And friend can help?