stock-lstm/m2_test.py
2024-08-04 19:05:34 +08:00

70 lines
2.1 KiB
Python

# # import requirement libraries and tools
# import numpy as np
# import pandas as pd
# import matplotlib.pyplot as plt
# import torch
# import torch.optim as optim
# import yfinance as yf
# import torch.nn as nn
# import torch.functional as F
# import plotly.graph_objects as go
# from tqdm.notebook import tqdm
# from sklearn.preprocessing import MinMaxScaler
# from torch.utils.data import TensorDataset, DataLoader
# # def test():
# # model=torch.load('saved_weights.pt')
# # x_test= torch.tensor(x_test).float()
# # with torch.no_grad():
# # y_test_pred = model(x_test)
# # y_test_pred = y_test_pred.numpy()[0]
# # idx=0
# # plt.plot(np.arange(y_train.shape[0], y_train.shape[0]+y_test.shape[0]),
# # y_test[:,idx], color='black', label='test target')
# # plt.plot(np.arange(y_train.shape[0], y_train.shape[0]+y_test_pred.shape[0]),
# # y_test_pred[:,idx], color='green', label='test prediction')
# # plt.title('future stock prices')
# # plt.xlabel('time [days]')
# # plt.ylabel('normalized price')
# # plt.legend(loc='best')
# # index_values = df[len(df) - len(y_test):].index
# # col_values = ['Open', 'Low', 'High', 'Close']
# # df_results = pd.DataFrame(data=y_test_pred, index=index_values, columns=col_values)
# # # Create a trace for the candlestick chart
# # candlestick_trace = go.Candlestick(
# # x=df_results.index,
# # open=df_results['Open'],
# # high=df_results['High'],
# # low=df_results['Low'],
# # close=df_results['Close'],
# # name='Candlestick'
# # )
# # # Create the layout
# # layout = go.Layout(
# # title='GOOG Candlestick Chart',
# # xaxis=dict(title='Date'),
# # yaxis=dict(title='Price', rangemode='normal')
# # )
# # # Create the figure and add the candlestick trace and layout
# # fig = go.Figure(data=[candlestick_trace], layout=layout)
# # # Update the layout of the figure
# # fig.update_layout(xaxis_rangeslider_visible=False)
# # # Show the figure
# # fig.show()