CONST_TRAINTING_SEQUENCE_LENGTH = 12
CONST_TESTING_CASES = 5
def dataNormalization(data):
return [(datum - data[0]) / data[0] for datum in data]
def dataDeNormalization(data, base):
return [(datum + 1) * base for datum in data]
def getDeepLearningData(ticker):
# Step 1. Load data
data = pandas.read_csv('/Users/yindeyong/Desktop/Django_Projects/pythonstock/data/Intraday/' + ticker + '.csv')[
'close'].tolist()
# Step 2. Building Training data
dataTraining = []
for i in range(len(data) - CONST_TESTING_CASES * CONST_TRAINTING_SEQUENCE_LENGTH):
dataSegment = data[i:i + CONST_TRAINTING_SEQUENCE_LENGTH + 1]
dataTraining.append(dataNormalization(dataSegment))
dataTraining = numpy.array(dataTraining)
numpy.random.shuffle(dataTraining)
X_Training = dataTraining[:, :-1]
Y_Training = dataTraining[:, -1]
# Step 3. Building Testing data
X_Testing = []
Y_Testing_Base = []
for i in range(CONST_TESTING_CASES, 0, -1):
dataSegment = data[-(i + 1) * CONST_TRAINTING_SEQUENCE_LENGTH:-i * CONST_TRAINTING_SEQUENCE_LENGTH]
Y_Testing_Base.append(dataSegment[0])
X_Testing.append(dataNormalization(dataSegment))
Y_Testing = data[-CONST_TESTING_CASES * CONST_TRAINTING_SEQUENCE_LENGTH:]
X_Testing = numpy.array(X_Testing)
Y_Testing = numpy.array(Y_Testing)
# Step 4. Reshape for deep learning
X_Training = numpy.reshape(X_Training, (X_Training.shape[0], X_Training.shape[1], 1))
我有一个错误:
文件“/Users/yindeyong/Desktop/Django_Projects/envs/stockenv/lib/python3.6/site-packages/keras/engine/base_layer.py”,第147行,在init batch_size中,) + tuple(kwargs['input_shape' ]) TypeError: 'int' 对象不可迭代
我试图将input_shape=1更改 为input_shape=(1,),然后又出现了另一个错误:
ValueError:输入 0 与层 lstm_1 不兼容:预期 ndim=3,发现 ndim=2
红颜莎娜
汪汪一只猫
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