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chart_model's Introduction

チャート画像から株価予想するモデル

sample_chart.png

$ mklink /d "C:\Users\81908\jupyter_notebook\tf_2_work\stock_work\chart_model\output_new" "D:\work\chart_model\output_new"

モデルの正解率は0.57ぐらいなのであまりあてにはならない

CM_without_normalize_best_val_accuracy_h5.png

行った手順

1. notebook/*.ipynb でデータ作成、モデル作成試す

2. code/make_chart_all.py でチャート画像作成

$ python make_chart_all.py

3. code/make_dataset.py でデータセット作成

  • 時系列の取り方ではなくランダムサンプリングでtrain/validation/test set作成した
  • train/validation/test setでの各クラスのデータ数は均一にした
$ python make_dataset.py

4. code/tf_base_class*.py でモデル作成(パラメータチューニングも可能)

$ python tf_base_class_all_data.py -m train

5. bestモデルで予測

  • 15日後の終値が最終日の5%以上低ければクラス「1」
  • 15日後の終値が最終日の5%以上高ければクラス「2」
  • それ以外はクラス「0」
$ python tf_predict_best_model.py

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