Delete main.py
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main.py
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# -*- coding: utf-8 -*-
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"""
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Created on Sun Nov 6 18:29:53 2022
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@author: culli
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"""
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import pandas as pd
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import numpy as np
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import pandas_datareader.data as web
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import datetime as dt
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from datetime import timedelta
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from sklearn.preprocessing import MinMaxScaler
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import tensorflow as tf
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from tensorflow import lite
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from tensorflow.keras.models import Sequential
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from tensorflow.keras.layers import Dense, Dropout, LSTM
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import matplotlib.pyplot as plt
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# Load Training Data
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company = "BTC-USD"
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start = dt.datetime(2015,1,1)
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end = dt.datetime(2022,1,1)
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data = web.DataReader(company, "yahoo", start, end)
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# Prepare Data
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scaler = MinMaxScaler(feature_range=(0,1))
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scaled_data = scaler.fit_transform(data['Close'].values.reshape(-1,1))
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prediction_days = 60
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x_train = []
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y_train = []
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for x in range(prediction_days, len(scaled_data)):
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x_train.append(scaled_data[x-prediction_days:x, 0])
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y_train.append(scaled_data[x, 0])
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x_train, y_train = np.array(x_train), np.array(y_train)
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x_train = np.reshape(x_train, (x_train.shape[0], x_train.shape[1], 1))
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# Build the model
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model = Sequential()
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model.add(LSTM(units=50, return_sequences=True, input_shape = (x_train.shape[1], 1)))
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model.add(Dropout(0.2))
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model.add(LSTM(units=50, return_sequences=True))
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model.add(Dropout(0.2))
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model.add(LSTM(units=50))
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model.add(Dropout(0.2))
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model.add(Dense(units=1))
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model.compile(optimizer="adam", loss="mean_squared_error")
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model.fit(x_train, y_train, epochs=25, batch_size=64)
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# Load Data
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test_start = dt.datetime(2022,1,1)
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test_end = dt.datetime.now()
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test_data = web.DataReader(company, "yahoo", test_start, test_end)
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actual_prices = test_data["Close"].values
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total_dataset = pd.concat((data["Close"], test_data["Close"]), axis = 0)
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model_inputs = total_dataset[len(total_dataset) - len(test_data) - prediction_days:].values # Important
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model_inputs = model_inputs.reshape(-1, 1)
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model_inputs = scaler.transform(model_inputs)
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# Loop for making predictions
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for x in range(prediction_days):
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# Make Predictions on Test Data
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x_test = []
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for x in range(prediction_days, len(model_inputs)+1):
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x_test.append(model_inputs[x-prediction_days:x, 0])
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x_test = np.array(x_test)
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x_test = np.reshape(x_test, (x_test.shape[0], x_test.shape[1], 1))
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predicted_prices = model.predict(x_test)
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predicted_prices = scaler.inverse_transform(predicted_prices)
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# Predict Next Day
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real_data = [model_inputs[len(model_inputs) + 1 - prediction_days:len(model_inputs+1), 0]]
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real_data = np.array(real_data)
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real_data = np.reshape(real_data, (real_data.shape[0], real_data.shape[1], 1))
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# Formatting the prediction and printing it
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prediction = model.predict(real_data)
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prediction = scaler.inverse_transform(prediction)
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print(f"Prediction: {prediction}")
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# Adding the prediction back into the model for the next prediction
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model_prediction_input = prediction
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model_prediction_input = model_prediction_input.reshape(-1, 1)
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model_prediction_input = scaler.transform(model_prediction_input)
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model_inputs = np.concatenate((model_inputs, model_prediction_input))
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plt.plot(actual_prices, color="black", label=f"Actual {company} Price")
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plt.plot(predicted_prices, color="green", label=f"Predicted {company} Price")
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plt.title(f"{company} Share Price")
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plt.xlabel("Days")
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plt.ylabel(f"{company} Share Price")
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plt.legend()
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plt.show()
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tf.keras.models.save_model(model,"model.pbtxt")
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converter = lite.TFLiteConverter.from_keras_model(model = model)
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converter.optimizations = [tf.lite.Optimize.DEFAULT]
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converter.experimental_new_converter=True
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converter.target_spec.supported_ops = [tf.lite.OpsSet.TFLITE_BUILTINS,
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tf.lite.OpsSet.SELECT_TF_OPS]
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model_tflite = converter.convert()
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open("BTCPrediction.tflite", "wb").write(model_tflite)
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