stock-rnn
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some changes
- py2 to py3
- As google finance data is unstable, especially in china, "pandas_datareader" and its "quandl" api is used for data_fetcher
- data batching is changed:
- previous: target of current sample is the last value of next sample in the same batch.
- now: make taget seprate from input, by shuffle the samples in whole set, thus they don’t related within one batch.
- sort price by date from old to new date, thus the prediction is about recent date.
- pandas deprecated: sort => sort_value
Thank you for checking!