Python是一種功能強(qiáng)大、易于學(xué)習(xí)的編程語言。由于具有簡潔、易讀、可維護(hù)以及廣泛的應(yīng)用場景,它已經(jīng)成為大數(shù)據(jù)和人工智能等領(lǐng)域的標(biāo)準(zhǔn)語言。A股市場作為中國經(jīng)濟(jì)的重要組成部分,很多人希望通過利用Python語言去預(yù)測A股的漲跌。
在Python中,有很多強(qiáng)大的庫可以用于預(yù)測A股市場的走勢,其中Pandas、numpy、matplotlib、scikit-learn等是最常用的。
# 引入庫 import pandas as pd import numpy as np import matplotlib.pyplot as plt from sklearn.preprocessing import MinMaxScaler from keras.models import Sequential from keras.layers import Dense, Dropout, LSTM # 讀取股票數(shù)據(jù) df = pd.read_csv('stock.csv') # 篩選數(shù)據(jù) df_a = df[df['stock_name'] == 'A'] df_a = df_a.sort_values('date') # 創(chuàng)建訓(xùn)練集和測試集 data = df_a.filter(['close']) dataset = data.values training_data_len = int(len(dataset) * 0.8) train_data = dataset[0:training_data_len, :] # 縮放數(shù)據(jù) scaler = MinMaxScaler(feature_range=(0,1)) train_data = scaler.fit_transform(train_data) # 創(chuàng)建訓(xùn)練集 x_train = [] y_train = [] for i in range(60, len(train_data)): x_train.append(train_data[i-60:i, 0]) y_train.append(train_data[i, 0]) # 轉(zhuǎn)化為NumPy數(shù)組 x_train, y_train = np.array(x_train), np.array(y_train) # 轉(zhuǎn)化為3D數(shù)組 x_train = np.reshape(x_train, (x_train.shape[0], x_train.shape[1], 1)) # 模型構(gòu)建 model = Sequential() model.add(LSTM(128, return_sequences=True, input_shape=(x_train.shape[1], 1))) model.add(Dropout(0.2)) model.add(LSTM(64, return_sequences=False)) model.add(Dropout(0.2)) model.add(Dense(25)) model.add(Dense(1)) # 編譯模型 model.compile(optimizer='adam', loss='mean_squared_error') # 訓(xùn)練模型 model.fit(x_train, y_train, batch_size=8, epochs=50) # 創(chuàng)建測試數(shù)據(jù)集 test_data = dataset[training_data_len - 60:, :] # 轉(zhuǎn)化為數(shù)組 x_test = [] y_test = dataset[training_data_len:, :] for i in range(60, len(test_data)): x_test.append(test_data[i-60:i, 0]) # 轉(zhuǎn)化為數(shù)組 x_test = np.array(x_test) # 轉(zhuǎn)化為3D數(shù)組 x_test = np.reshape(x_test, (x_test.shape[0], x_test.shape[1], 1)) # 預(yù)測 predictions = model.predict(x_test) predictions = scaler.inverse_transform(predictions) # 畫圖 train = data[:training_data_len] valid = data[training_data_len:] valid['Predictions'] = predictions plt.figure(figsize=(16,8)) plt.title('LSTM Model') plt.xlabel('Date') plt.ylabel('Close Price') plt.plot(train['close']) plt.plot(valid[['close', 'Predictions']]) plt.legend(['Train', 'Val', 'Predictions'], loc='lower right') plt.show()
以上代碼實(shí)現(xiàn)了通過LSTM模型來預(yù)測A股市場中某只股票的走勢,訓(xùn)練集和測試集所用的數(shù)據(jù)可以通過網(wǎng)絡(luò)進(jìn)行獲取。預(yù)測結(jié)果可以繪制成圖表方便觀察。
總之,Python提供了很多有效的工具,可以幫助預(yù)測A股市場的走勢。只要你能夠正確使用這些工具,就能夠在股市中獲得豐厚的收益。