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.
- 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.
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
-
Clone the Repository:
git clone https://github.com/ENKI0311/LSTM_CodeTrading.git cd LSTM_CodeTrading
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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).
- Place your historical financial data in the
-
Train the Model: Run the training script:
python train.py
-
Backtest the Strategy: Evaluate the strategy's performance:
python backtest.py
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
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.
This project is licensed under the MIT License. See the LICENSE file for more details.
For questions or suggestions, feel free to reach out:
- Author: John Chilton (replace with your name if needed)
- Email: [[email protected]]
- GitHub: ENKI0311