fangjin / currency Goto Github PK

currency ========This model is try to collect previous 5 days' news, to extract interest rate, inflation and invest to do linear regressioin, to predict the next day's delta currency.

Data preprocessing function is in "articleEnricher.py", it will read one news file every night, each file news including many articles. The program will read each article and push to "t_currency_enriched" table, and also sum everyday's article and push to "t_currency_surrogate" table.

Model prediction is doing in "Regresion_Fitting.py". Here we will do prediction, select the previous 5 days factors from t_currency_surrogate, and call regression. After getting the delta currency, we will calculte zscore30 and zscore90, if then event_type is none zero, we will push to ZMQ.