AI Based Trading

[admin]

https://github.com/ruromgar/python-ai-trading-system

Code: Select all

import yfinance as yf

Code: Select all

google = yf.Ticker("GOOG")

Code: Select all

df = google.history(period='1d', interval="1m")
print(df.head())

Code: Select all

df = google.history(period='1d', interval="1m")
df = df[['Low']]
df.head()

Code: Select all

df['date'] = pd.to_datetime(df.index).time
df.set_index('date', inplace=True)
df.head()

Code: Select all

X = df.index.values
y = df['Low'].values

Code: Select all

# The split point is the 10% of the dataframe length
offset = int(0.10*len(df))

Code: Select all

X_train = X[:-offset]
y_train = y[:-offset]
X_test = X[-offset:]
y_test = y[-offset:]

If we plot it, we get:

Code: Select all

plt.plot(range(0,len(y_train)),y_train, label='Train')
plt.plot(range(len(y_train),len(y)),y_test,label='Test')
plt.legend()
plt.show()

Code: Select all

from statsmodels.tsa.arima.model import ARIMA

Code: Select all

model = ARIMA(y_train, order=(5,0,1)).fit()
forecast = model.forecast(steps=1)[0]

Let’s see how well performed our dummy model:

Code: Select all

print(f'Real data for time 0: {y_train[len(y_train)-1]}')
print(f'Real data for time 1: {y_test[0]}')
print(f'Pred data for time 1: {forecast}')

https://github.com/ruromgar/python-ai-trading-system