Ai
1 Star 0 Fork 1

高鑫/Python

加入 Gitee
与超过 1200万 开发者一起发现、参与优秀开源项目,私有仓库也完全免费 :)
免费加入
文件
该仓库未声明开源许可证文件(LICENSE),使用请关注具体项目描述及其代码上游依赖。
克隆/下载
stock.py 2.35 KB
一键复制 编辑 原始数据 按行查看 历史
randerson112358 提交于 2019-06-12 00:55 +08:00 . Update stock.py
# This program predicts stock prices by using machine learning models
#Install the dependencies
import quandl
import numpy as np
from sklearn.linear_model import LinearRegression
from sklearn.svm import SVR
from sklearn.model_selection import train_test_split
#Get the stock data
df = quandl.get("WIKI/AMZN")
# Take a look at the data
print(df.head())
# Get the Adjusted Close Price
df = df[['Adj. Close']]
#Take a look at the new data
print(df.head())
# A variable for predicting 'n' days out into the future
forecast_out = 30 #forecast_out = 'n=30' days
#Create another column (the target or dependent variable) shifted 'n' units up
df['Prediction'] = df[['Adj. Close']].shift(-forecast_out)
#print the new data set
print(df.tail())
### Create the indeoendent data set (X) #######
# Convert the dataframe to a numpy array
X = np.array(df.drop(['Prediction'],1))
#Remove the last 'n' rows
X = X[:-forecast_out]
print(X)
### Create the dependent data set (y) #####
# Convert the dataframe to a numpy array (All of the values including the NaN's)
y = np.array(df['Prediction'])
# Get all of the y values except the last 'n' rows
y = y[:-forecast_out]
print(y)
# Split the data into 80% training and 20% testing
x_train, x_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
# Create and train the Support Vector Machine (Regressor)
svr_rbf = SVR(kernel='rbf', C=1e3, gamma=0.1)
svr_rbf.fit(x_train, y_train)
# Testing Model: Score returns the coefficient of determination R^2 of the prediction.
# The best possible score is 1.0
svm_confidence = svr_rbf.score(x_test, y_test)
print("svm confidence: ", svm_confidence)
# Create and train the Linear Regression Model
lr = LinearRegression()
# Train the model
lr.fit(x_train, y_train)
# Testing Model: Score returns the coefficient of determination R^2 of the prediction.
# The best possible score is 1.0
lr_confidence = lr.score(x_test, y_test)
print("lr confidence: ", lr_confidence)
# Set x_forecast equal to the last 30 rows of the original data set from Adj. Close column
x_forecast = np.array(df.drop(['Prediction'],1))[-forecast_out:]
print(x_forecast)
# Print linear regression model predictions for the next 'n' days
lr_prediction = lr.predict(x_forecast)
print(lr_prediction)
# Print support vector regressor model predictions for the next 'n' days
svm_prediction = svr_rbf.predict(x_forecast)
print(svm_prediction)
Loading...
马建仓 AI 助手
尝试更多
代码解读
代码找茬
代码优化
1
https://gitee.com/gaoxin1999/Python.git
git@gitee.com:gaoxin1999/Python.git
gaoxin1999
Python
Python
master

搜索帮助