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LSTM CodeTrading

Overview

LSTM CodeTrading is a deep learning-based framework for building and testing trading strategies using Long Short-Term Memory (LSTM) neural networks. This project aims to predict financial market trends by leveraging sequential data and time-series analysis, providing insights for informed trading decisions.


Features

  • LSTM Model Architecture: Leverages LSTM networks for capturing temporal dependencies in financial data.
  • Customizable Trading Strategies: Enables backtesting and evaluation of user-defined strategies.
  • Data Preprocessing: Includes modules for handling and cleaning time-series data.
  • Visualization Tools: Provides charts and metrics to evaluate model performance and trading results.

Requirements

To run this project, ensure you have the following dependencies installed:

  • Python 3.8 or higher
  • TensorFlow/Keras
  • Pandas
  • NumPy
  • Matplotlib
  • Scikit-learn
  • Any other dependencies specific to your project

Install the required dependencies using:

pip install -r requirements.txt

Usage

  1. Clone the Repository:

    git clone https://github.com/ENKI0311/LSTM_CodeTrading.git
    cd LSTM_CodeTrading
  2. Prepare the Dataset:

    • Place your historical financial data in the data/ directory.
    • Ensure the data is in a CSV format with appropriate columns (e.g., Date, Open, High, Low, Close, Volume).
  3. Train the Model: Run the training script:

    python train.py
  4. Backtest the Strategy: Evaluate the strategy's performance:

    python backtest.py

Project Structure

LSTM_CodeTrading/
├── data/               # Historical financial datasets
├── models/             # Saved LSTM models
├── scripts/            # Core scripts (train, predict, backtest)
├── utils/              # Utility functions for data processing and evaluation
├── results/            # Backtesting results and visualizations
└── README.md           # Project documentation

Contributing

Contributions are welcome! Please fork the repository and submit a pull request with your changes. Ensure your code adheres to the existing style and includes tests where appropriate.


License

This project is licensed under the MIT License. See the LICENSE file for more details.


Contact

For questions or suggestions, feel free to reach out:


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Using LSTM to Predict Stock or Crypto Data.

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