frapochetti / stocksproject

Predict Stocks Market Machine Learning

Predicting Stock Market Returns

This repository contains the code for the portfolio project I'm working on at Data Science Retreat (Berlin).

The project aim is to build a model to predict Stock Market prices, using a combination of Machine Learning Algorithms.

The output of the prediction are the daily returns of S&P-500 index. I'm exploring two possible different problems:

• Binary Classification Problem: predict positive (Up) or negative (Down) return respect to the previous day.
• Regression Problem: predict the exact return; more useful to feed an hypothetical trading algorithm.

The language I picked to implement the analysis is Python (numpy, scipy, pandas, matplotlib, scikit), although the first exploratory stuff has been done in R.

The main file is Stocks.py. The script calls several functions contained in the functions.py.

I'm actively working on the project meaning that the repo is going to be updated quite often.

stocksproject's Issues

new

My name is Luis, I'm a big-data machine-learning developer, I'm a fan of your work, and I usually check your updates.

I was afraid that my savings would be eaten by inflation. I have created a powerful tool that based on past technical patterns (volatility, moving averages, statistics, trends, candlesticks, support and resistance, stock index indicators).
All the ones you know (RSI, MACD, STOCH, Bolinger Bands, SMA, DEMARK, Japanese candlesticks, ichimoku, fibonacci, williansR, balance of power, murrey math, etc) and more than 200 others.

The tool creates prediction models of correct trading points (buy signal and sell signal, every stock is good traded in time and direction).
For this I have used big data tools like pandas python, stock market libraries like: tablib, TAcharts ,pandas_ta... For data collection and calculation.
And powerful machine-learning libraries such as: Sklearn.RandomForest , Sklearn.GradientBoosting, XGBoost, Google TensorFlow and Google TensorFlow LSTM.

With the models trained with the selection of the best technical indicators, the tool is able to predict trading points (where to buy, where to sell) and send real-time alerts to Telegram or Mail. The points are calculated based on the learning of the correct trading points of the last 2 years (including the change to bear market after the rate hike).

I think it could be useful to you, to improve, I would like to share it with you, and if you are interested in improving and collaborating I am also willing, and if not file it in the box.

If tou want, Please read the readme , and in case of any problem you can contact me ,
If you are convinced try to install it with the documentation.
https://github.com/Leci37/LecTrade/tree/develop I appreciate the feedback

Am I dumb?

Your print function in your code is missing () brackets, is that intended? Or is that some issue on my site?

Problems in the execution

Missing csv file and Error in Execution

Hi,
Thanks for the wonderful articles and code. I tried to execute the code "python Stocks.py" and see the following errors.

Traceback (most recent call last):
File "Stocks.py", line 24, in
datasets = loadDatasets('/home/francesco/Dropbox/DSR/Project/datasets')
File "my-python/stocks/FraPochettiStocks/functions.py", line 34, in loadDatasets
out = pd.read_csv(name, index_col=0, parse_dates=True)
File "/usr/local/lib/python2.7/dist-packages/pandas/io/parsers.py", line 470, in parser_f
return _read(filepath_or_buffer, kwds)
File "/usr/local/lib/python2.7/dist-packages/pandas/io/parsers.py", line 246, in _read
parser = TextFileReader(filepath_or_buffer, **kwds)
File "/usr/local/lib/python2.7/dist-packages/pandas/io/parsers.py", line 562, in init
self._make_engine(self.engine)
File "/usr/local/lib/python2.7/dist-packages/pandas/io/parsers.py", line 699, in _make_engine
self._engine = CParserWrapper(self.f, **self.options)
File "/usr/local/lib/python2.7/dist-packages/pandas/io/parsers.py", line 1066, in init
self._reader = _parser.TextReader(src, **kwds)
File "pandas/parser.pyx", line 350, in pandas.parser.TextReader.cinit (pandas/parser.c:3163)
File "pandas/parser.pyx", line 583, in pandas.parser.TextReader._setup_parser_source (pandas/parser.c:5779)
IOError: File /home/francesco/Dropbox/DSR/Project/datasets/procter.csv does not exist

The file /home/francesco/Dropbox/DSR/Project/datasets/procter.csv seems to be missing. Would you please help me to fix this issue?

Thanks & Regards,
Raja