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Utilizing sequence models in predicting next forex hits
Currently, the model is only using Open
or Close
deals in a dataset. improve it to use both of these columns or even join ask
and bid
datasets and use four features (two Open
and two Close
) in the input of models.
Currently, the model is only able to predict the next step in time. by adding a preceding_window
the sequence models will be able to predict multiple steps ahead.
Traceback (most recent call last):
File "/mnt/240BCADA758C30EE/MyStuff/Projects/Python/MachineLearning/Forexer/main.py", line 147, in <module>
score = r2_score(y_preds.detach().numpy(), y_test.detach().numpy())
TypeError: can't convert cuda:0 device type tensor to numpy. Use Tensor.cpu() to copy the tensor to host memory first.
YAML
file for the trainer.py
configuration setupWrite a script to retrieve data from dukascopy
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