rogarciago / CIENCIA-DE-DATOS

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BITCOIN RNN #6

Open rogarciago opened 3 years ago

rogarciago commented 3 years ago

import numpy as np import pandas as pd import plotly.graph_objs as go from pandas_datareader import data, wb from datetime import date import cufflinks as cf import yfinance as yf import pandas as pd import numpy as np import matplotlib.pyplot as plt import sklearn.metrics as metrics import sklearn.metrics as sm from sklearn.metrics import mean_squared_error from sklearn.metrics import accuracy_score, confusion_matrix import tensorflow as tf from sklearn.preprocessing import MinMaxScaler from keras.models import Sequential from keras.layers import Dense from keras.layers import LSTM from keras.layers import Dropout import math

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start=pd.to_datetime('2013-01-01') end=pd.to_datetime('2018-01-01')

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BITCOIN = data.DataReader('BTC-USD', 'yahoo', start, end)

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BITCOIN_processed=BITCOIN.iloc[:, 3:4].values

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scaler = MinMaxScaler(feature_range = (0, 1)) BITCOIN_training_scaled = scaler.fit_transform(BITCOIN_processed)

In[6]:

x_train = [] y_train = [] for i in range(60, 1204): x_train.append(BITCOIN_training_scaled[i-60:i, 0]) y_train.append(BITCOIN_training_scaled[i, 0]) 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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model = Sequential() model.add(LSTM(units=200, return_sequences=True, activation='relu',input_shape=(x_train.shape[1], 1))) model.add(Dropout(0.2))

model.add(LSTM(units=200, return_sequences=True)) model.add(Dropout(0.2))

model.add(LSTM(units=200, return_sequences=True)) model.add(Dropout(0.2))

model.add(LSTM(units=200, return_sequences=False)) model.add(Dropout(0.2))

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model.add(Dense(units = 1)) model.compile(optimizer = 'adam', loss = 'mean_squared_error')

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

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start=pd.to_datetime('2018-01-01') end=pd.to_datetime('2018-01-8') BITCOIN2 = data.DataReader('BTC-USD', 'yahoo', start, end)

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BITCOIN2_processed=BITCOIN2.iloc[:, 3:4].values

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BITCOIN_total = pd.concat((BITCOIN['Close'], BITCOIN2['Close']), axis=0)

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test_inputs = BITCOIN_total[len(BITCOIN_total) - len(BITCOIN2) - 60:].values

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test_inputs = test_inputs.reshape(-1,1) test_inputs = scaler.transform(test_inputs)

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test_features = [] for i in range(60, 68): test_features.append(test_inputs[i-60:i, 0])

In[17]:

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

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predictions = model.predict(test_features)

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predictions = scaler.inverse_transform(predictions)

In[20]:

plt.figure(figsize=(10,6)) plt.plot(BITCOIN2_processed, color='blue', label='Actual Bitcoin Stock Price') plt.plot(predictions , color='red', label='Predicted Bitcoin Stock Price') plt.title('Bitcoin Stock Price Prediction') plt.xlabel('Date') plt.ylabel('Bitcoin Stock Price') plt.legend() plt.show()

In[23]:

print("Mean absolute error =", round(sm.mean_absolute_error(BITCOIN2_processed, predictions), 2)) print("Mean squared error =", round(sm.mean_squared_error(BITCOIN2_processed, predictions), 2)) print("Median absolute error =", round(sm.median_absolute_error(BITCOIN2_processed, predictions), 2)) print("Explain variance score =", round(sm.explained_variance_score(BITCOIN2_processed, predictions), 2)) print("R2 score =", round(sm.r2_score(BITCOIN2_processed, predictions), 2))

In[24]:

start=pd.to_datetime('2018-01-01') end=pd.to_datetime('2018-02-01') BITCOIN3 = data.DataReader('BTC-USD', 'yahoo', start, end)

In[25]:

BITCOIN3_processed=BITCOIN3.iloc[:, 3:4].values

In[26]:

BITCOIN_total = pd.concat((BITCOIN['Close'], BITCOIN3['Close']), axis=0)

In[27]:

test_inputs = BITCOIN_total[len(BITCOIN_total) - len(BITCOIN3) - 60:].values

In[28]:

test_inputs = test_inputs.reshape(-1,1) test_inputs = scaler.transform(test_inputs)

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test_features = [] for i in range(60, 94): test_features.append(test_inputs[i-60:i, 0])

In[30]:

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

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predictions = model.predict(test_features)

In[32]:

predictions = scaler.inverse_transform(predictions)

In[33]:

plt.figure(figsize=(10,6)) plt.plot(BITCOIN3_processed, color='blue', label='Actual Bitcoin Stock Price') plt.plot(predictions , color='red', label='Predicted Bitcoin Stock Price') plt.title('Bitcoin Stock Price Prediction') plt.xlabel('Date') plt.ylabel('Bitcoin Stock Price') plt.legend() plt.show()

In[34]:

print("Mean absolute error =", round(sm.mean_absolute_error(BITCOIN3_processed, predictions), 2)) print("Mean squared error =", round(sm.mean_squared_error(BITCOIN3_processed, predictions), 2)) print("Median absolute error =", round(sm.median_absolute_error(BITCOIN3_processed, predictions), 2)) print("Explain variance score =", round(sm.explained_variance_score(BITCOIN3_processed, predictions), 2)) print("R2 score =", round(sm.r2_score(BITCOIN3_processed, predictions), 2))

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