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لدي كود بايثون واحتاج اضافته على بيانات السوق المالي ( السعودي )

يتحرك هذا الكود على التنبؤ بحركة السعر القادمة

وهذا هو الكود

#importing required libraries

import numpy as np

import pandas as pd

from sklearn.model_selection import train_test_split

from keras.models import Sequential

from keras.layers import Dense, Dropout, LSTM

#to plot within notebook

import matplotlib.pyplot as plt

# function to calculate percentage difference considering baseValue as 100%

def percentageChange(baseValue, currentValue):

return((float(currentValue)-baseValue) / abs(baseValue)) *100.00

# function to get the actual value using baseValue and percentage

def reversePercentageChange(baseValue, percentage):

return float(baseValue) + float(baseValue * percentage / 100.00)

# function to transform a list of values into the list of percentages. For calculating percentages for each element in the list

# the base is always the previous element in the list.

def transformToPercentageChange(x):

baseValue = x[0]

x[0] = 0

for i in range(1,len(x)):

pChange = percentageChange(baseValue,x[i])

baseValue = x[i]

x[i] = pChange

# function to transform a list of percentages to the list of actual values. For calculating actual values for each element in the list

# the base is always the previous calculated element in the list.

def reverseTransformToPercentageChange(baseValue, x):

x_transform = []

for i in range(0,len(x)):

value = reversePercentageChange(baseValue,x[i])

baseValue = value

x_transform.append(value)

return x_transform

#read the data file

df = pd.read_csv('D:\\python3\\data\\SensexHistoricalData.csv')

# store the first element in the series as the base value for future use.

baseValue = df['Close'][0]

# create a new dataframe which is then transformed into relative percentages

data = df.sort_index(ascending=True, axis=0)

new_data = pd.DataFrame(index=range(0,len(df)),columns=['Date', 'Close'])

for i in range(0,len(data)):

new_data['Date'][i] = data['Date'][i]

new_data['Close'][i] = data['Close'][i]

# transform the 'Close' series into relative percentages

transformToPercentageChange(new_data['Close'])

# set Dat column as the index

new_data.index = new_data.Date

new_data.drop('Date', axis=1, inplace=True)

# create train and test sets

dataset = new_data.values

train, valid = train_test_split(dataset, train_size=0.99, test_size=0.01, shuffle=False)

# convert dataset into x_train and y_train.

# prediction_window_size is the size of days windows which will be considered for predicting a future value.

prediction_window_size = 60

x_train, y_train = [], []

for i in range(prediction_window_size,len(train)):

x_train.append(dataset[i-prediction_window_size:i,0])

y_train.append(dataset[i,0])

x_train, y_train = np.array(x_train), np.array(y_train)

x_train = np.reshape(x_train, (x_train.shape[0],x_train.shape[1],1))

# create and fit the LSTM network

# Initialising the RNN

model = Sequential()

# Adding the first LSTM layer and some Dropout regularisation

model.add(LSTM(units = 50, return_sequences = True, input_shape = (x_train.shape[1], 1)))

model.add(Dropout(0.2))

# Adding a second LSTM layer and some Dropout regularisation

model.add(LSTM(units = 50, return_sequences = True))

model.add(Dropout(0.2))

# Adding a third LSTM layer and some Dropout regularisation

model.add(LSTM(units = 50, return_sequences = True))

model.add(Dropout(0.2))

# Adding a fourth LSTM layer and some Dropout regularisation

model.add(LSTM(units = 50))

model.add(Dropout(0.2))

# Adding the output layer

model.add(Dense(units = 1))

# Compiling the RNN

model.compile(optimizer = 'adam', loss = 'mean_squared_error')

# Fitting the RNN to the Training set

model.fit(x_train, y_train, epochs = 100, batch_size = 32)

#predicting future values, using past 60 from the train data

# for next 10 yrs total_prediction_days is set to 3650 days

total_prediction_days = 3650

inputs = new_data[-total_prediction_days:].values

inputs = inputs.reshape(-1,1)

# create future predict list which is a two dimensional list of values.

# the first dimension is the total number of future days

# the second dimension is the list of values of prediction_window_size size

X_predict = []

for i in range(prediction_window_size,inputs.shape[0]):

X_predict.append(inputs[i-prediction_window_size:i,0])

X_predict = np.array(X_predict)

# predict the future

X_predict = np.reshape(X_predict, (X_predict.shape[0],X_predict.shape[1],1))

future_closing_price = model.predict(X_predict)

train, valid = train_test_split(new_data, train_size=0.99, test_size=0.01, shuffle=False)

date_index = pd.to_datetime(train.index)

#converting dates into number of days as dates cannot be passed directly to any regression model

x_days = (date_index - pd.to_datetime('1970-01-01')).days

# we are doing prediction for next 5 years hence prediction_for_days is set to 1500 days.

prediction_for_days = 1500

future_closing_price = future_closing_price[:prediction_for_days]

# create a data index for future dates

x_predict_future_dates = np.asarray(pd.RangeIndex(start=x_days[-1] + 1, stop=x_days[-1] + 1 + (len(future_closing_price))))

future_date_index = pd.to_datetime(x_predict_future_dates, origin='1970-01-01', unit='D')

# transform a list of relative percentages to the actual values

train_transform = reverseTransformToPercentageChange(baseValue, train['Close'])

# for future dates the base value the the value of last element from the training set.

baseValue = train_transform[-1]

valid_transform = reverseTransformToPercentageChange(baseValue, valid['Close'])

future_closing_price_transform = reverseTransformToPercentageChange(baseValue, future_closing_price)

# recession peak date is the date on which the index is at the bottom most position.

recessionPeakDate = future_date_index[future_closing_price_transform.index(min(future_closing_price_transform))]

minCloseInFuture = min(future_closing_price_transform);

print("The stock market will reach to its lowest bottom on", recessionPeakDate)

print("The lowest index the stock market will fall to is ", minCloseInFuture)

# plot the graphs

plt.figure(figsize=(16,8))

df_x = pd.to_datetime(new_data.index)

plt.plot(date_index,train_transform, label='Close Price History')

plt.plot(future_date_index,future_closing_price_transform, label='Predicted Close')

# set the title of the graph

plt.suptitle('Stock Market Predictions', fontsize=16)

# set the title of the graph window

fig = plt.gcf()

fig.canvas.set_window_title('Stock Market Predictions')

#display the legends

plt.legend()

#display the graph

plt.show()

وكانت البيانات المرفقة في الكود على السوق المالي ( الهندي )

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