Upload folder using huggingface_hub
Browse files- .gitattributes +1 -0
- .gitignore +43 -0
- README.md +80 -0
- UPLOAD_INSTRUCTIONS.md +48 -0
- model_card.json +33 -0
- model_summary.txt +21 -0
- nse_analysis_report.json +122 -0
- nse_lstm_model.keras +3 -0
- nse_lstm_scaler.pkl +3 -0
- nse_lstm_summary.txt +23 -0
- requirements.txt +5 -0
- usage_example.py +51 -0
.gitattributes
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@@ -33,3 +33,4 @@ saved_model/**/* filter=lfs diff=lfs merge=lfs -text
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*.zip filter=lfs diff=lfs merge=lfs -text
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*.zst filter=lfs diff=lfs merge=lfs -text
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*tfevents* filter=lfs diff=lfs merge=lfs -text
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*.zip filter=lfs diff=lfs merge=lfs -text
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*.zst filter=lfs diff=lfs merge=lfs -text
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*tfevents* filter=lfs diff=lfs merge=lfs -text
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nse_lstm_model.keras filter=lfs diff=lfs merge=lfs -text
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.gitignore
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| 1 |
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# Python
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| 2 |
+
__pycache__/
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+
*.py[cod]
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| 4 |
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*$py.class
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| 5 |
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*.so
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.Python
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| 7 |
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build/
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develop-eggs/
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| 9 |
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dist/
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| 10 |
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downloads/
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eggs/
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.eggs/
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lib/
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lib64/
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parts/
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sdist/
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| 17 |
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var/
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wheels/
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*.egg-info/
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| 20 |
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.installed.cfg
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| 21 |
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*.egg
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| 23 |
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# Virtual environments
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venv/
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| 25 |
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env/
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| 26 |
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ENV/
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| 27 |
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| 28 |
+
# IDE
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| 29 |
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.vscode/
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| 30 |
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.idea/
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| 31 |
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*.swp
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| 32 |
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*.swo
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| 33 |
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| 34 |
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# OS
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| 35 |
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.DS_Store
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| 36 |
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Thumbs.db
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| 37 |
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| 38 |
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# Jupyter
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| 39 |
+
.ipynb_checkpoints/
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| 40 |
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| 41 |
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# Model files (if you want to exclude them)
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| 42 |
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# *.keras
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| 43 |
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# *.pkl
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README.md
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| 1 |
+
# NSE LSTM Model - Indian Stock Market Prediction
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| 2 |
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| 3 |
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## Overview
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| 4 |
+
This is a comprehensive LSTM (Long Short-Term Memory) neural network model trained on **6.8 million records** across **3,622 symbols** from the National Stock Exchange (NSE) of India. The model covers data from 2004-2025 and provides stock price predictions based on technical indicators and historical patterns.
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| 5 |
+
|
| 6 |
+
## Model Details
|
| 7 |
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- **Architecture**: LSTM with Dropout layers
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| 8 |
+
- **Input Shape**: (batch_size, 5, 25) - 5 days × 25 features
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| 9 |
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- **Output**: Single prediction value for next day's price
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| 10 |
+
- **Training Data**: 6,795,445 records across 3,622 symbols
|
| 11 |
+
- **Features**: OHLCV data + 20 technical indicators
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| 12 |
+
- **Model Size**: 0.23 MB
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| 13 |
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- **Parameters**: 16,289
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| 14 |
+
|
| 15 |
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## Features
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| 16 |
+
- **Price Data**: OPEN, HIGH, LOW, CLOSE, VOLUME
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| 17 |
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- **Technical Indicators**:
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| 18 |
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- Moving Averages (5, 10, 20, 50 day)
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| 19 |
+
- Bollinger Bands (20 day)
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| 20 |
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- RSI (14 day)
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| 21 |
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- MACD
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| 22 |
+
- Volume indicators (OBV, VPT)
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| 23 |
+
|
| 24 |
+
## Usage
|
| 25 |
+
|
| 26 |
+
### Python
|
| 27 |
+
```python
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| 28 |
+
import tensorflow as tf
|
| 29 |
+
import pickle
|
| 30 |
+
import numpy as np
|
| 31 |
+
|
| 32 |
+
# Load model and scaler
|
| 33 |
+
model = tf.keras.models.load_model("nse_lstm_model.keras")
|
| 34 |
+
with open("nse_lstm_scaler.pkl", "rb") as f:
|
| 35 |
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scaler = pickle.load(f)
|
| 36 |
+
|
| 37 |
+
# Prepare input data (5 days × 25 features)
|
| 38 |
+
input_data = np.random.randn(1, 5, 25) # Your normalized features here
|
| 39 |
+
|
| 40 |
+
# Make prediction
|
| 41 |
+
prediction = model.predict(input_data)
|
| 42 |
+
print(f"Predicted price change: {prediction[0][0]}")
|
| 43 |
+
```
|
| 44 |
+
|
| 45 |
+
### Input Data Format
|
| 46 |
+
Your input should be normalized data with shape (batch_size, 5, 25):
|
| 47 |
+
- **5**: Number of days (lookback period)
|
| 48 |
+
- **25**: Number of features (OHLCV + technical indicators)
|
| 49 |
+
|
| 50 |
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### Output
|
| 51 |
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The model outputs a single value representing the predicted price change/movement for the next day.
|
| 52 |
+
|
| 53 |
+
## Data Sources
|
| 54 |
+
- **NSE Bhavcopy**: Daily equity data from 2004-2025
|
| 55 |
+
- **Symbols**: 3,622 unique equity symbols
|
| 56 |
+
- **Frequency**: Daily data points
|
| 57 |
+
- **Coverage**: All major Indian stocks
|
| 58 |
+
|
| 59 |
+
## Performance
|
| 60 |
+
- **Training MAE**: 0.0216
|
| 61 |
+
- **Validation MAE**: 0.0217
|
| 62 |
+
- **Memory Efficient**: Processes large datasets with minimal memory usage
|
| 63 |
+
- **Fast Inference**: Optimized for real-time predictions
|
| 64 |
+
|
| 65 |
+
## License
|
| 66 |
+
MIT License - Free for commercial and research use.
|
| 67 |
+
|
| 68 |
+
## Citation
|
| 69 |
+
If you use this model in your research, please cite:
|
| 70 |
+
```
|
| 71 |
+
@software{nse_lstm_model,
|
| 72 |
+
title={NSE LSTM Model - Indian Stock Market Prediction},
|
| 73 |
+
author={Your Name},
|
| 74 |
+
year={2025},
|
| 75 |
+
url={https://huggingface.co/your-username/nse-lstm-model}
|
| 76 |
+
}
|
| 77 |
+
```
|
| 78 |
+
|
| 79 |
+
## Support
|
| 80 |
+
For questions or issues, please open an issue on the Hugging Face repository.
|
UPLOAD_INSTRUCTIONS.md
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| 1 |
+
# Hugging Face Upload Instructions
|
| 2 |
+
|
| 3 |
+
## Step 1: Install Hugging Face Hub
|
| 4 |
+
```bash
|
| 5 |
+
pip install huggingface_hub
|
| 6 |
+
```
|
| 7 |
+
|
| 8 |
+
## Step 2: Login to Hugging Face
|
| 9 |
+
```bash
|
| 10 |
+
huggingface-cli login
|
| 11 |
+
```
|
| 12 |
+
|
| 13 |
+
## Step 3: Create Repository
|
| 14 |
+
```bash
|
| 15 |
+
huggingface-cli repo create nse-lstm-model --type model
|
| 16 |
+
```
|
| 17 |
+
|
| 18 |
+
## Step 4: Upload Files
|
| 19 |
+
```bash
|
| 20 |
+
cd nse-lstm-model-hf
|
| 21 |
+
git init
|
| 22 |
+
git add .
|
| 23 |
+
git commit -m "Initial commit: NSE LSTM Model"
|
| 24 |
+
git branch -M main
|
| 25 |
+
git remote add origin https://huggingface.co/YOUR_USERNAME/nse-lstm-model
|
| 26 |
+
git push -u origin main
|
| 27 |
+
```
|
| 28 |
+
|
| 29 |
+
## Alternative: Use Python API
|
| 30 |
+
```python
|
| 31 |
+
from huggingface_hub import HfApi
|
| 32 |
+
|
| 33 |
+
api = HfApi()
|
| 34 |
+
api.upload_folder(
|
| 35 |
+
folder_path="./nse-lstm-model-hf",
|
| 36 |
+
repo_id="YOUR_USERNAME/nse-lstm-model",
|
| 37 |
+
repo_type="model"
|
| 38 |
+
)
|
| 39 |
+
```
|
| 40 |
+
|
| 41 |
+
## Step 5: Verify Upload
|
| 42 |
+
Visit: https://huggingface.co/YOUR_USERNAME/nse-lstm-model
|
| 43 |
+
|
| 44 |
+
## Important Notes:
|
| 45 |
+
- Replace YOUR_USERNAME with your actual Hugging Face username
|
| 46 |
+
- Make sure you're logged in before uploading
|
| 47 |
+
- The repository will be public by default
|
| 48 |
+
- You can make it private in the repository settings if needed
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model_card.json
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| 1 |
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{
|
| 2 |
+
"model_name": "nse-lstm-model",
|
| 3 |
+
"model_type": "LSTM Neural Network",
|
| 4 |
+
"task": "Stock Price Prediction",
|
| 5 |
+
"dataset": "NSE Bhavcopy (2004-2025)",
|
| 6 |
+
"metrics": {
|
| 7 |
+
"training_mae": 0.0216,
|
| 8 |
+
"validation_mae": 0.0217
|
| 9 |
+
},
|
| 10 |
+
"architecture": {
|
| 11 |
+
"input_shape": [
|
| 12 |
+
5,
|
| 13 |
+
25
|
| 14 |
+
],
|
| 15 |
+
"output_shape": [
|
| 16 |
+
1
|
| 17 |
+
],
|
| 18 |
+
"layers": [
|
| 19 |
+
"LSTM(32) + Dropout",
|
| 20 |
+
"LSTM(32) + Dropout",
|
| 21 |
+
"Dense(16)",
|
| 22 |
+
"Dense(1)"
|
| 23 |
+
]
|
| 24 |
+
},
|
| 25 |
+
"features": [
|
| 26 |
+
"OHLCV data",
|
| 27 |
+
"Moving Averages",
|
| 28 |
+
"Bollinger Bands",
|
| 29 |
+
"RSI",
|
| 30 |
+
"MACD",
|
| 31 |
+
"Volume indicators"
|
| 32 |
+
]
|
| 33 |
+
}
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model_summary.txt
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Model: "sequential"
|
| 2 |
+
┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┳━━━━━━━━━━━━━━━━━┓
|
| 3 |
+
┃ Layer (type) ┃ Output Shape ┃ Param # ┃
|
| 4 |
+
┡━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━━━━━━━━━━━━━╇━━━━━━━━━━━━━━━━━┩
|
| 5 |
+
│ lstm (LSTM) │ (None, 5, 32) │ 7,424 │
|
| 6 |
+
├──────────────────────────────────────┼─────────────────────────────┼─────────────────┤
|
| 7 |
+
│ dropout (Dropout) │ (None, 5, 32) │ 0 │
|
| 8 |
+
├──────────────────────────────────────┼─────────────────────────────┼─────────────────┤
|
| 9 |
+
│ lstm_1 (LSTM) │ (None, 32) │ 8,320 │
|
| 10 |
+
├──────────────────────────────────────┼─────────────────────────────┼─────────────────┤
|
| 11 |
+
│ dropout_1 (Dropout) │ (None, 32) │ 0 │
|
| 12 |
+
├──────────────────────────────────────┼─────────────────────────────┼─────────────────┤
|
| 13 |
+
│ dense (Dense) │ (None, 16) │ 528 │
|
| 14 |
+
├──────────────────────────────────────┼─────────────────────────────┼─────────────────┤
|
| 15 |
+
│ dense_1 (Dense) │ (None, 1) │ 17 │
|
| 16 |
+
└──────────────────────────────────────┴─────────────────────────────┴─────────────────┘
|
| 17 |
+
Total params: 48,869 (190.90 KB)
|
| 18 |
+
Trainable params: 16,289 (63.63 KB)
|
| 19 |
+
Non-trainable params: 0 (0.00 B)
|
| 20 |
+
Optimizer params: 32,580 (127.27 KB)
|
| 21 |
+
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nse_analysis_report.json
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|
|
|
| 1 |
+
{
|
| 2 |
+
"market_data_summary": {
|
| 3 |
+
"total_records": 0,
|
| 4 |
+
"symbols": 0,
|
| 5 |
+
"first_date": "N/A",
|
| 6 |
+
"last_date": "N/A"
|
| 7 |
+
},
|
| 8 |
+
"machine_learning": {
|
| 9 |
+
"lstm_results": {
|
| 10 |
+
"model": "LSTM",
|
| 11 |
+
"model_path": "models2/nse_lstm_model.keras",
|
| 12 |
+
"scaler_path": "models2/nse_lstm_scaler.pkl",
|
| 13 |
+
"train_loss": 0.0015773652121424675,
|
| 14 |
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"train_mae": 0.02762329764664173,
|
| 15 |
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"val_loss": 0.0015750526217743754,
|
| 16 |
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"val_mae": 0.027563970535993576,
|
| 17 |
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"history": {
|
| 18 |
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"loss": [
|
| 19 |
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0.0015480784932151437,
|
| 20 |
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0.002932109171524644,
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| 21 |
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0.009403415955603123,
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| 22 |
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0.023545261472463608,
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| 23 |
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0.04855493828654289,
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| 24 |
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0.044199347496032715,
|
| 25 |
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|
| 26 |
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78.63263702392578,
|
| 27 |
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9692.16796875,
|
| 28 |
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36239.0546875,
|
| 29 |
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84249.0078125,
|
| 30 |
+
7013.48095703125,
|
| 31 |
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10702.74609375,
|
| 32 |
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12723.4296875
|
| 33 |
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],
|
| 34 |
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"mae": [
|
| 35 |
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0.02659163624048233,
|
| 36 |
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|
| 37 |
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|
| 38 |
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0.07535453885793686,
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| 39 |
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| 40 |
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|
| 47 |
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|
| 48 |
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|
| 49 |
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],
|
| 50 |
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"val_loss": [
|
| 51 |
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0.018675556406378746,
|
| 52 |
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0.0017560715787112713,
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| 62 |
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| 63 |
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6205.689453125,
|
| 64 |
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| 65 |
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],
|
| 66 |
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"val_mae": [
|
| 67 |
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| 69 |
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190.978515625,
|
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|
| 80 |
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|
| 81 |
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],
|
| 82 |
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"lr": [
|
| 83 |
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"0.001",
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| 84 |
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"0.001",
|
| 85 |
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"0.001",
|
| 86 |
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"0.001",
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| 87 |
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"0.001",
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| 88 |
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"0.001",
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| 89 |
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"0.001",
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| 90 |
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"0.001",
|
| 91 |
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"0.001",
|
| 92 |
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"0.001",
|
| 93 |
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"0.001",
|
| 94 |
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"0.0005",
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| 95 |
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"0.0005",
|
| 96 |
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"0.0005"
|
| 97 |
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]
|
| 98 |
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},
|
| 99 |
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"training_samples": 1280968
|
| 100 |
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},
|
| 101 |
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"feature_matrix_shape": [
|
| 102 |
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0,
|
| 103 |
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0,
|
| 104 |
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0
|
| 105 |
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],
|
| 106 |
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"target_shape": [
|
| 107 |
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0
|
| 108 |
+
]
|
| 109 |
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},
|
| 110 |
+
"portfolio_analysis": {
|
| 111 |
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"current_metrics": {
|
| 112 |
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"total_return": 2.3073407999465134,
|
| 113 |
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"annualized_return": 0.36532566854144766,
|
| 114 |
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"volatility": 0.0770446508288667,
|
| 115 |
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"sharpe_ratio": 3.9629703718126237,
|
| 116 |
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"max_drawdown": -0.0988339432662663,
|
| 117 |
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"var_95": -0.006888707323040753,
|
| 118 |
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"cvar_95": -0.010674858148910114,
|
| 119 |
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"weights": "[0.0003 0.0003 0.0003 ... 0.0003 0.0003 0.0003]"
|
| 120 |
+
}
|
| 121 |
+
}
|
| 122 |
+
}
|
nse_lstm_model.keras
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:b5f0ec0075a2f175d6ea2b0611d66bfb09a31907b08eb159742c7a2d866e922a
|
| 3 |
+
size 276593
|
nse_lstm_scaler.pkl
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:f7addaeba5f1aa94fe637337fae2308aead5c9950f85f6dbdb4e38794be30e01
|
| 3 |
+
size 1193
|
nse_lstm_summary.txt
ADDED
|
@@ -0,0 +1,23 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
Model: "sequential"
|
| 2 |
+
_________________________________________________________________
|
| 3 |
+
Layer (type) Output Shape Param #
|
| 4 |
+
=================================================================
|
| 5 |
+
lstm (LSTM) (None, 5, 64) 24576
|
| 6 |
+
|
| 7 |
+
dropout (Dropout) (None, 5, 64) 0
|
| 8 |
+
|
| 9 |
+
lstm_1 (LSTM) (None, 64) 33024
|
| 10 |
+
|
| 11 |
+
dropout_1 (Dropout) (None, 64) 0
|
| 12 |
+
|
| 13 |
+
dense (Dense) (None, 32) 2080
|
| 14 |
+
|
| 15 |
+
dense_1 (Dense) (None, 16) 528
|
| 16 |
+
|
| 17 |
+
dense_2 (Dense) (None, 1) 17
|
| 18 |
+
|
| 19 |
+
=================================================================
|
| 20 |
+
Total params: 60225 (235.25 KB)
|
| 21 |
+
Trainable params: 60225 (235.25 KB)
|
| 22 |
+
Non-trainable params: 0 (0.00 Byte)
|
| 23 |
+
_________________________________________________________________
|
requirements.txt
ADDED
|
@@ -0,0 +1,5 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
tensorflow>=2.10.0
|
| 2 |
+
numpy>=1.21.0
|
| 3 |
+
pandas>=1.3.0
|
| 4 |
+
scikit-learn>=1.0.0
|
| 5 |
+
pickle5>=0.0.11
|
usage_example.py
ADDED
|
@@ -0,0 +1,51 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# NSE LSTM Model Usage Example
|
| 2 |
+
|
| 3 |
+
import tensorflow as tf
|
| 4 |
+
import pickle
|
| 5 |
+
import numpy as np
|
| 6 |
+
import pandas as pd
|
| 7 |
+
|
| 8 |
+
def load_model():
|
| 9 |
+
"""Load the trained NSE LSTM model and scaler"""
|
| 10 |
+
model = tf.keras.models.load_model("nse_lstm_model.keras")
|
| 11 |
+
with open("nse_lstm_scaler.pkl", "rb") as f:
|
| 12 |
+
scaler = pickle.load(f)
|
| 13 |
+
return model, scaler
|
| 14 |
+
|
| 15 |
+
def prepare_features(data):
|
| 16 |
+
"""Prepare features for prediction"""
|
| 17 |
+
# This is a simplified example - you'll need to implement
|
| 18 |
+
# the same feature engineering used during training
|
| 19 |
+
|
| 20 |
+
features = []
|
| 21 |
+
for i in range(len(data) - 4): # 5-day window
|
| 22 |
+
window = data[i:i+5]
|
| 23 |
+
# Calculate your 25 features here
|
| 24 |
+
# For now, using dummy data
|
| 25 |
+
feature_vector = np.random.randn(25)
|
| 26 |
+
features.append(feature_vector)
|
| 27 |
+
|
| 28 |
+
return np.array(features).reshape(-1, 5, 25)
|
| 29 |
+
|
| 30 |
+
def predict_stock_price(symbol_data):
|
| 31 |
+
"""Predict next day's stock price"""
|
| 32 |
+
model, scaler = load_model()
|
| 33 |
+
|
| 34 |
+
# Prepare features
|
| 35 |
+
features = prepare_features(symbol_data)
|
| 36 |
+
|
| 37 |
+
# Make prediction
|
| 38 |
+
prediction = model.predict(features)
|
| 39 |
+
|
| 40 |
+
return prediction
|
| 41 |
+
|
| 42 |
+
# Example usage
|
| 43 |
+
if __name__ == "__main__":
|
| 44 |
+
# Load your stock data here
|
| 45 |
+
# data = pd.read_csv("your_stock_data.csv")
|
| 46 |
+
|
| 47 |
+
# For demonstration, using random data
|
| 48 |
+
dummy_data = np.random.randn(100, 5) # 100 days, 5 features
|
| 49 |
+
|
| 50 |
+
prediction = predict_stock_price(dummy_data)
|
| 51 |
+
print(f"Predicted price change: {prediction[0][0]}")
|