写出用LSTM模型预测股价的python代码
时间: 2023-02-23 13:11:06 浏览: 85
LSTM预测股价代码
首先,我们需要导入必要的库,如Keras、numpy和pandas。
```
import numpy as np
import pandas as pd
from keras.models import Sequential
from keras.layers import LSTM, Dense
```
然后,我们加载股价数据:
```
df = pd.read_csv("stock_data.csv")
```
接下来,我们将数据处理为用于训练LSTM模型的格式:
```
data = df.close.values
data = data.reshape(-1, 1)
# normalize the data
mean = np.mean(data)
std = np.std(data)
data = (data - mean) / std
```
接下来,我们需要准备训练数据和目标:
```
# split into training and test sets
train_size = int(len(data) * 0.67)
test_size = len(data) - train_size
train, test = data[0:train_size, :], data[train_size:len(data), :]
# convert an array of values into a dataset matrix
def create_dataset(dataset, look_back=1):
dataX, dataY = [], []
for i in range(len(dataset) - look_back):
a = dataset[i:(i + look_back), 0]
dataX.append(a)
dataY.append(dataset[i + look_back, 0])
return np.array(dataX), np.array(dataY)
# reshape into X=t and Y=t+1
look_back = 1
trainX, trainY = create_dataset(train, look_back)
testX, testY = create_dataset(test, look_back)
```
然后,我们可以构建LSTM模型:
```
# create and fit the LSTM network
model = Sequential()
model.add(LSTM(4, input_shape=(None, 1)))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=100, batch_size=1, verbose=2)
```
最后,我们可以使用测试数据评估模型的性能:
```
# make predictions
trainPredict = model.predict(trainX)
testPredict = model.p
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