adding old files from the other repo
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17536
IBKR/3_month_testing_data.csv
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17536
IBKR/3_month_testing_data.csv
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IBKR/3_years_training_data.csv
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IBKR/3_years_training_data.csv
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IBKR/predict_price.py
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IBKR/predict_price.py
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import pandas as pd
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import numpy as np
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from sklearn.preprocessing import StandardScaler
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from sklearn.metrics import mean_squared_error, mean_absolute_error
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from tensorflow.keras.models import Sequential
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from tensorflow.keras.layers import Dense
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from tensorflow.keras.callbacks import EarlyStopping
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# Load the training and testing data
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training_data = pd.read_csv("3_years_training_data.csv")
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testing_data = pd.read_csv("3_month_testing_data.csv")
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# Drop unnecessary columns
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training_data = training_data.drop(columns=["Unnamed: 0", "Date"])
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testing_data = testing_data.drop(columns=["Unnamed: 0", "Date"])
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# Create lagged features for the model
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def create_lagged_features(data, n_lags=3):
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df = data.copy()
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for lag in range(1, n_lags + 1):
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df[f'Close_lag_{lag}'] = df['Close'].shift(lag)
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df.dropna(inplace=True) # Remove rows with NaN values due to shifting
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return df
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# Apply lagged features to the training and testing datasets
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training_data = create_lagged_features(training_data)
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testing_data = create_lagged_features(testing_data)
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# Separate features and target
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X_train = training_data.drop(columns=["Close"]).values
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y_train = training_data["Close"].values
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X_test = testing_data.drop(columns=["Close"]).values
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y_test = testing_data["Close"].values
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# Standardize the features
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scaler = StandardScaler()
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X_train = scaler.fit_transform(X_train)
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X_test = scaler.transform(X_test)
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# Build the neural network model
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model = Sequential([
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Dense(64, activation='sigmoid', input_shape=(X_train.shape[1],)),
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Dense(32, activation='sigmoid'),
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Dense(16, activation='sigmoid'),
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Dense(1) # Output layer for regression
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])
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# Compile the model
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model.compile(optimizer='adam', loss='mse', metrics=['mae'])
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# Use early stopping to prevent overfitting
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early_stopping = EarlyStopping(monitor='val_loss', patience=10, restore_best_weights=True)
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# Train the model
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history = model.fit(
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X_train, y_train,
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epochs=100,
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batch_size=32,
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validation_split=0.2,
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callbacks=[early_stopping],
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verbose=1
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)
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# Evaluate the model on the test set
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y_pred = model.predict(X_test).flatten()
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mse = mean_squared_error(y_test, y_pred)
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mae = mean_absolute_error(y_test, y_pred)
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print(f"Neural Network MSE: {mse:.2f}")
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print(f"Neural Network MAE: {mae:.2f}")
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# Prepare the latest data to predict tomorrow's price
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latest_data = testing_data.tail(1).drop(columns=["Close"])
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latest_data_scaled = scaler.transform(latest_data)
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# Predict tomorrow's close price
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tomorrow_pred = model.predict(latest_data_scaled)
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print(f"Predicted Close Price for Tomorrow: {tomorrow_pred[0][0]:.2f}")
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47
IBKR/requirements.txt
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IBKR/requirements.txt
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absl-py==2.1.0
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astunparse==1.6.3
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certifi==2024.8.30
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charset-normalizer==3.4.0
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flatbuffers==24.3.25
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gast==0.6.0
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google-pasta==0.2.0
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grpcio==1.67.1
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h5py==3.12.1
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ibapi==9.81.1.post1
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idna==3.10
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importlib_metadata==8.5.0
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joblib==1.4.2
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keras==3.6.0
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libclang==18.1.1
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Markdown==3.7
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markdown-it-py==3.0.0
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MarkupSafe==3.0.2
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mdurl==0.1.2
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ml-dtypes==0.4.1
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namex==0.0.8
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numpy==2.0.2
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opt_einsum==3.4.0
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optree==0.13.0
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packaging==24.1
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pandas==2.2.3
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protobuf==5.28.3
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Pygments==2.18.0
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python-dateutil==2.9.0.post0
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pytz==2024.2
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requests==2.32.3
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rich==13.9.4
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scikit-learn==1.5.2
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scipy==1.13.1
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six==1.16.0
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tensorboard==2.18.0
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tensorboard-data-server==0.7.2
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tensorflow==2.18.0
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tensorflow-io-gcs-filesystem==0.37.1
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termcolor==2.5.0
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threadpoolctl==3.5.0
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typing_extensions==4.12.2
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tzdata==2024.2
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urllib3==2.2.3
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Werkzeug==3.1.1
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wrapt==1.16.0
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zipp==3.20.2
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