:boar: :bear: Deep Learning based Python Library for Stock Market Prediction and Modelling

Related tags

Deep Learning finance machine-learning deep-learning sentiment-analysis python-library prediction stock-market quantitative-finance quantitative-trading stock-prediction stock-market-prediction
Overview

bulbea

"Deep Learning based Python Library for Stock Market Prediction and Modelling."

Gitter Documentation Status

Table of Contents

Installation

Clone the git repository:

$ git clone https://github.com/achillesrasquinha/bulbea.git && cd bulbea

Install necessary dependencies

$ pip install -r requirements.txt

Go ahead and install as follows:

$ python setup.py install

You may have to install TensorFlow:

$ pip install tensorflow     # CPU
$ pip install tensorflow-gpu # GPU - Requires CUDA, CuDNN

Usage

1. Prediction

a. Loading

Create a share object.

>>> import bulbea as bb
>>> share = bb.Share('YAHOO', 'GOOGL')
>>> share.data
# Open        High         Low       Close      Volume  \
# Date                                                                     
# 2004-08-19   99.999999  104.059999   95.959998  100.339998  44659000.0   
# 2004-08-20  101.010005  109.079998  100.500002  108.310002  22834300.0   
# 2004-08-23  110.750003  113.479998  109.049999  109.399998  18256100.0   
# 2004-08-24  111.239999  111.599998  103.570003  104.870002  15247300.0   
# 2004-08-25  104.960000  108.000002  103.880003  106.000005   9188600.0
...
b. Preprocessing

Split your data set into training and testing sets.

>>> from bulbea.learn.evaluation import split
>>> Xtrain, Xtest, ytrain, ytest = split(share, 'Close', normalize = True)
c. Modelling
>>> import numpy as np
>>> Xtrain = np.reshape(Xtrain, (Xtrain.shape[0], Xtrain.shape[1], 1))
>>> Xtest  = np.reshape( Xtest, ( Xtest.shape[0],  Xtest.shape[1], 1))

>>> from bulbea.learn.models import RNN
>>> rnn = RNN([1, 100, 100, 1]) # number of neurons in each layer
>>> rnn.fit(Xtrain, ytrain)
# Epoch 1/10
# 1877/1877 [==============================] - 6s - loss: 0.0039
# Epoch 2/10
# 1877/1877 [==============================] - 6s - loss: 0.0019
...
d. Testing
>>> from sklearn.metrics import mean_squared_error
>>> p = rnn.predict(Xtest)
>>> mean_squared_error(ytest, p)
0.00042927869370525931
>>> import matplotlib.pyplot as pplt
>>> pplt.plot(ytest)
>>> pplt.plot(p)
>>> pplt.show()

2. Sentiment Analysis

Add your Twitter credentials to your environment variables.

export BULBEA_TWITTER_API_KEY="<YOUR_TWITTER_API_KEY>"
export BULBEA_TWITTER_API_SECRET="<YOUR_TWITTER_API_SECRET>"

export BULBEA_TWITTER_ACCESS_TOKEN="<YOUR_TWITTER_ACCESS_TOKEN>"
export BULBEA_TWITTER_ACCESS_TOKEN_SECRET="<YOUR_TWITTER_ACCESS_TOKEN_SECRET>"

And then,

>>> bb.sentiment(share)
0.07580128205128206

Documentation

Detailed documentation is available here.

Dependencies

  1. quandl
  2. keras
  3. tweepy
  4. textblob

License

This code has been released under the Apache 2.0 License.

Comments
  • import RNN does not work

    import RNN does not work

    When I tried to import RNN as shown in the example, I got the following error message. I use Anaconda with Python 3.7 on Windows 10. I installed all components as described in the manual. Does anyone has a similar issue?

    from bulbea.learn.models import RNN

    Using TensorFlow backend. ERROR:root:Internal Python error in the inspect module. Below is the traceback from this internal error.

    ERROR:root:Internal Python error in the inspect module. Below is the traceback from this internal error.

    opened by xiaodongzhou 1
  • need help

    need help

    import bulbea as bb share = bb.Share('Wiki','GOOGL') share.data

    with this code i get this error

    Warning (from warnings module): File "C:\Users\Caste\AppData\Local\Programs\Python\Python37\lib\site-packages\bulbea-0.1.0-py3.7.egg\bulbea\entity\share.py", line 168 UserWarning: Environment variable BULBEA_QUANDL_API_KEY for Quandl hasn't been set. A maximum of 50000 calls per day can be made. Visit https://www.quandl.com to get your API key.

    what i can do helpppppp meeeeeeee!

    opened by stellarossadibelgrado 1
  • SyntaxWarning and FileNotFoundError

    SyntaxWarning and FileNotFoundError

    I'm getting these errors when trying to run the setup:

    C:\Windows\System32>C:\Users\kanzl\Downloads\bulbea-master\bulbea-master\setup.py install C:\Users\kanzl\Downloads\bulbea-master\bulbea-master\setup.py:65: SyntaxWarning: "is" with a literal. Did you mean "=="? content += '{prepend}{content}'.format(prepend = '' if i is 0 else '\n\n', content = raw) Traceback (most recent call last): File "C:\Users\kanzl\Downloads\bulbea-master\bulbea-master\setup.py", line 107, in main() File "C:\Users\kanzl\Downloads\bulbea-master\bulbea-master\setup.py", line 89, in main long_description = get_long_description(package.long_description), File "C:\Users\kanzl\Downloads\bulbea-master\bulbea-master\setup.py", line 71, in get_long_description raise FileNotFoundError('No such file found: {filepath}'.format(filepath = filepath)) FileNotFoundError: No such file found: README.md

    If you could help I would appreciate, thanks

    opened by umar10001000 0
  • Not able to run the project

    Not able to run the project

    blubea.txt Ubuntu 22.04 LTS Python 3.10.4

    Once again, as many repositories in github, I am not able to run the code/project. Kindly see the attached file.

    opened by GirishKumarSharma 0
  • NotFoundError: (Status 404) (Quandl Error QECx02)

    NotFoundError: (Status 404) (Quandl Error QECx02)

    UserWarning: Environment variable BULBEA_QUANDL_API_KEY for Quandl hasn't been set. A maximum of 50000 calls per day can be made. Visit https://www.quandl.com to get your API key. warnings.warn(message)

    NotFoundError: (Status 404) (Quandl Error QECx02) You have submitted an incorrect Dataset code. Please check your Dataset codes and try again.

    opened by GangababuGB 2
  • bulbea crashes when executing

    bulbea crashes when executing "share = bb.Share('YAHOO', 'GOOGL')" in python2.7

    Hello, today I attempted to install the library and run into an issue. after importing bulbea with >>> import bulbea as bb everything seamed normal but when trying to run >>> share = bb.Share('YAHOO', 'GOOGL') I get this following error: Traceback (most recent call last): File "<stdin>", line 1, in <module> File "bulbea/entity/share.py", line 166, in __init__ message = Color.warn("Environment variable {envvar} for Quandl hasn't been set. A maximum of {max_calls} calls per day can be made. Visit {url} to get your API key.".format(envvar = envvar, max_calls = QUANDL_MAX_DAILY_CALLS, url = ABSURL_QUANDL)) TypeError: unbound method warn() must be called with Color instance as first argument (got str instance instead) Now I have no clue what exactly went wrong or why it isn't working, can someone help me with this?

    opened by realPaulTec 0
  • Fix simple typo: seperated -> separated

    Fix simple typo: seperated -> separated

    Issue Type

    [x] Bug (Typo)

    Steps to Replicate

    1. Examine docs/blog/data-data-everywhere.rst.
    2. Search for seperated.

    Expected Behaviour

    1. Should read separated.

    Semi-automated issue generated by https://github.com/timgates42/meticulous/blob/master/docs/NOTE.md

    To avoid wasting CI processing resources a branch with the fix has been prepared but a pull request has not yet been created. A pull request fixing the issue can be prepared from the link below, feel free to create it or request @timgates42 create the PR.

    https://github.com/timgates42/bulbea/pull/new/bugfix_typo_separated

    Thanks.

    opened by timgates42 0
  • missing 1 required positional argument: 'units' ann.py rnn

    missing 1 required positional argument: 'units' ann.py rnn

    Hi, I have been trying to set this up and I receive this error after running the script in the readme. Please let me know how to fix; I am not very familiar with python. Thanks!

    File "main.py", line 16, in rnn = RNN([1, 100, 100, 1]) # number of neurons in each layer File "/usr/local/lib/python3.7/site-packages/bulbea-0.1.0-py3.7.egg/bulbea/learn/models/ann.py", line 29, in init TypeError: init() missing 1 required positional argument: 'units'

    The whole script:

    import bulbea as bb share = bb.Share('WIKI', 'GOOGL') share.data

    from bulbea.learn.evaluation import split Xtrain, Xtest, ytrain, ytest = split(share, 'Close', normalize = True)

    import numpy as np Xtrain = np.reshape(Xtrain, (Xtrain.shape[0], Xtrain.shape[1], 1)) Xtest = np.reshape(Xtest, (Xtest.shape[0], Xtest.shape[1], 1))

    from bulbea.learn.models import RNN rnn = RNN([1, 100, 100, 1]) # number of neurons in each layer rnn.fit(Xtrain, ytrain)

    from sklearn.metrics import mean_squared_error p = rnn.predict(Xtest) mean_squared_error(ytest, p)

    import matplotlib.pyplot as pplt pplt.plot(ytest) pplt.plot(p) pplt.show()

    opened by EricBollar 2
Owner
Achilles Rasquinha
I write code that automates my job.
Achilles Rasquinha
GitHub http://bulbea.readthedocs.io
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