ADL FINAL 透過財金新聞預測股價漲跌

How to run

$ python init.py
$ python train.py --model_name {model_name}\
                  --learning_rate {learning_rate}\
                  --epoch {epoch}\
                  --batch_size {batch_size}\
                  --accumulation_steps {accumulation_steps}\
                  --train_data {train_data}\
                  --valid_data {valid_data}\
                  --output_dir {output_dir}\
                  --max_seq_len {max_seq_len}
$ python predict.py --model_name {model_name}\
                    --base_model {base_model}\
                    --valid_data {valid_data}\
                    --max_seq_len {max_seq_len}

File

init.py

Initialize or update stock price and financial news that you interested.

utils.py

get_stock_name_and_code(sectorID)

Get all the stock name and code with sectorID.

download_stock_price_csv(stock_code)

Download history stock price with stock code in the list.

get_news_from_yahoo(sectorID)

Download financial news from yahoo news with sectorID.

get_news_from_ltn(sectorID)

Download financial news from Liberty News with sectorID.

get_news_from_ettoday(sectorID)

Download financial news from ettoday with sectorID.

train.json

Train data

valid.json

Validation data

train.py

Train model, the arguments are shown in How to run.

predict.py

Predict result, the arguments are shown in How to run.

directory

stock_news

There are many {stock code}_news.json in it, which includes the news of that company or stock.

stock_price

There are many {stock code}.csv in it, which includes the stock price of that company or stock.

stock_data

There are many {stock code}.json in it, which includes the news and label of that company or stock.