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Predict future stock prices based on historical data using simplified linear regression model

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Stock Prediction

Predict future stock prices based on historical data using simplified linear regression model. Historical stock data are shared at Google Finance.

Installation

####Download the data

  1. Clone this repo to your computer.
  2. Get into the folder using cd stock-prediction-lr.
  3. Run mkdir data.
  4. Switch into the data directory using cd data.
  5. Download the data files from Google Finance into the data directory.
  • It's recommended to download all the data from first date to last.
  • Change DATA_FILENAME variable to your data file name in settings.py.
  1. Switch back into the stock-prediction-lr directory using cd ...

####Install the requirements

Install the requirements using pip install -r requirements.txt.

  • Make sure you use Python 3.
  • You may want to use a virtual environment for this.

Usage

  1. Run mkdir processed to create a directory for our processed datasets.
  2. Run python trend.py, which will:
  • include prepare.py, which clean and prepare data,
  • create trainX.csv and trainY.csv in the processed folder,
  • run linear regression across the training set,
  • print the accuracy score,
  • show charts with test set and all data.

Extending this

If you want to extend this work, here are a few places to start:

  • Modify cleaning data, for example remove '-' values or replace it with some values.
  • Generate more features in prepare.py.
  • Modify features in prepare.py.
  • Switch algorithms in trend.py.

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  • Jupyter Notebook 63.1%
  • Python 36.9%