armin-azh / CNN-LSTM

Implementation of "A CNN-LSTM-Based Model to Forecast Stock Prices" article with pytorch framework

Project Instruction

Installation

1. Install conda

2. Create an environment

conda create -n your_env_name python=3.7

3. Activate the environment

conda activate your_env_name

4. Install Packages

4.1 Install Torch

4.1.1 GPU support

conda install pytorch torchvision torchaudio cudatoolkit=10.2 -c pytorch

4.1.2 CPU

conda install pytorch torchvision torchaudio cpuonly -c pytorch

4.2 Install Other necessary packages

pip install -r project_root/requirements.txt

5. Command

5.1 Preprocessing

python project_root/manage.py --preprocessing --input "path/to/file.csv"

5.2 Train

python project_root/manage.py --train --input "path/to/processed_file.csv" --col_name "Predict Column name" --time_step 10 --epochs 500 

5.3 Test

python project_root/manage.py --model "path/to/model.pth" --input "path/to/processed_file.csv" --time_step 10 --col_name Close

System Specificity

Device	Model
GPU	Nvidia 1650 4G Geforce
CPU	Core i5 - 4900f
RAM	16 G
OS	Ubuntu 18.04 LTS
Cuda	11.2
GPU-Driver	460