README.md

Cryptocurrency Time Series Forecasting

Deep learning, mainly LSTMs, for cryptocurrency with yfinance

Current MAPE on test data for different cryptocurrencies: BTC: 2.21% error ETH: 184.52% error DOGE: 245.15% error TRX: 108.81% error MANA: 171.94% error LTC: 114.19% error DOT: 105.18% error BCH: 136.55% error

Installation

conda env create -f deep.yaml 
or 
bash -i bash_conda_install.sh

Usage

# Time Series Forecasting - cumulative log returns
python crypto_deep_many_features.py BTC test
python crypto_deep_many_features.py BTC future

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.

Current predictions - BTC