machine-learning-for-trading

machine-learning-for-trading copied to clipboard

[17_deep_learning] 02_how_to_use_tensorflow 6 Train Model when run the code: training=model.fit(X, Y, epochs=50, validation_split=.2, batch_size=128, verbose=1, callbacks=[tb_callback]) encountered an error： Epoch 1/50 2/313 [..............................] - ETA: 1:32 - loss: nan -...

circle2nd

shape mismatch: value array of shape (4096,) could not be broadcast to indexing result of shape (2,4096,3)

3

Trying to run 04_q_learning_for_trading results in the following error: 118 print(targets.shape) 119 print(targets) --> 120 q_values[[self.idx, actions]] = targets 122 loss = self.online_network.train_on_batch(x=states, y=q_values) 123 self.losses.append(loss) ValueError: shape mismatch: value...

defc0n1

**Describe the bug** I am getting the above runtime error while executing alphalens_signals_quality.ipynb in line from Alphalens library function factor_data = get_clean_factor_and_forward_returns(factor=factor, prices=trade_prices,quantiles=5, periods=(1, 5, 10, 21)) . Appears to...

lumiereUmbra

Chapter 18. 08_backtesting_with_zipline.ipynb Error

2

**Describe the bug** I checked the following error while running Chapter 18. 08_backtesting_with_zipline.ipynb What should I do? This book is very helpful to my study. Thank you. **Import&Settings** ``` from...

silent0506

Typos and other Errata

6

From reading the book below what seem like typos: In chapter 4 repeated passage  In chapter 5 calculations of std and variance mixed:  

casras111

**Describe the bug** From 03_pyfolio_demo, Modelling Event Risk. Can't find any other events other than from the screenshots. I trace the file back to `interesting_periods.py` it shows a list of...

CDLim0906

Update "sa_selenium.py" to account for changes in the HTML tree of seekingalpha.com In particular: - update earnings call pages link - update procedure to get date - update procedure to...

fabbro-rada

I noticed that it is hard to use several custom bundles with Zipline. I spent a lot of time to replicate the issue so I hope it helps. **How to...

cyrbaufr

I have followed the installation instruction and got the below error : **\ Traceback (most recent call last): File "", line 1, in File "C:\Users\Administrator\anaconda3\envs\ml4t\lib\site-packages\notebook\nbextensions.py", line 203, in install_nbextension_python m,...

lililinuk

**Line 11** ``` long_signals = ((predictions .where(predictions > 0) .rank(axis=1, ascending=False) > N_LONG) .astype(int)) short_signals = ((predictions .where(predictions < 0) .rank(axis=1) > N_SHORT) .astype(int)) ``` - wouldn't we want to...

Quantuary