【借助深度学习剖析股票数据,实现优质股涨幅预测及推送通知】

发布于:2025-02-27 ⋅ 阅读:(21) ⋅ 点赞:(0)

以下是另一种利用深度学习实现优质股票推送通知的示例代码,这里使用 pandas-datareader 库获取股票数据,以简化数据获取过程,并在模型构建上稍作调整:

import pandas as pd
import numpy as np
from pandas_datareader import data as pdr
import yfinance as yf
yf.pdr_override()  # 覆盖 pandas_datareader 的默认数据源为 yfinance
from sklearn.preprocessing import MinMaxScaler
from keras.models import Sequential
from keras.layers import GRU, Dense, Dropout
from keras.callbacks import EarlyStopping
import matplotlib.pyplot as plt
import telegram  # 推送通知所需库,提前安装

# 示例股票代码列表,可按需修改或扩展
stock_symbols = ['TSLA', 'NVDA', 'JPM', 'BAC']

# 1. 数据获取与处理
def get_stock_info(symbol, start_date, end_date):
    """
    获取指定股票在给定时间段内的数据
    """
    try:
        stock_data = pdr.get_data_yahoo(symbol, start=start_date, end=end_date)
        return stock_data
    except Exception as e:
        print(f"Error fetching data for {symbol}: {e}")
        return None

# 存储各股票数据的字典
stock_data_dict = {}
for symbol in stock_symbols:
    data = get_stock_info(symbol, '2015-01-01', '2022-12-31')
    if data is not None:
        stock_data_dict[symbol] = data

# 合并数据,提取特征与目标变量,并归一化特征
combined_df = pd.DataFrame()
for symbol, data in stock_data_dict.items():
    data['Stock'] = symbol
    combined_df = combined_df.append(data)

features = combined_df[['Open', 'High', 'Low', 'Volume']]
target = combined_df['Close']

scaler = MinMaxScaler()
scaled_features = scaler.fit_transform(features)

# 划分训练集和测试集
train_size = int(len(scaled_features) * 0.8)
train_features = scaled_features[:train_size]
test_features = scaled_features[train_size:]
train_target = target[:train_size]
test_target = target[train_size:]

# 重塑数据以适配 GRU 模型输入
def reshape_for_gru(data, timesteps):
    """
    将数据重塑为适合 GRU 模型的格式
    """
    X, y = [], []
    for i in range(len(data) - timesteps):
        X.append(data[i:i + timesteps])
        y.append(data[i + timesteps])
    return np.array(X), np.array(y)

timesteps = 20  # 时间步长,可按需调整
train_X, train_y = reshape_for_gru(train_features, timesteps)
test_X, test_y = reshape_for_gru(test_features, timesteps)

# 2. 模型构建
model = Sequential()
model.add(GRU(units=60, return_sequences=True, input_shape=(timesteps, train_X.shape[2])))
model.add(Dropout(0.2))
model.add(GRU(units=60))
model.add(Dropout(0.2))
model.add(Dense(units=1))

# 3. 模型训练
model.compile(optimizer='adam', loss='mean_squared_error')
early_stop = EarlyStopping(monitor='val_loss', patience=8, verbose=1)
model.fit(train_X, train_y, epochs=80, batch_size=32, validation_split=0.2, callbacks=[early_stop])

# 4. 模型评估
train_pred = model.predict(train_X)
test_pred = model.predict(test_X)

# 反归一化预测结果
train_pred = scaler.inverse_transform(train_pred)
test_pred = scaler.inverse_transform(test_pred)

# 计算评估指标,此处以均方根误差为例
from sklearn.metrics import mean_squared_error
train_rmse = np.sqrt(mean_squared_error(train_y, train_pred))
test_rmse = np.sqrt(mean_squared_error(test_y, test_pred))
print(f"Train RMSE: {train_rmse}")
print(f"Test RMSE: {test_rmse}")

# 5. 预测未来走势并推送通知
def predict_future_stock(symbol, model, scaler, timesteps, days):
    """
    预测指定股票未来几天的走势
    """
    last_data = stock_data_dict[symbol].tail(timesteps)
    last_features = last_data[['Open', 'High', 'Low', 'Volume']]
    scaled_last_features = scaler.transform(last_features)
    future_preds = []
    for _ in range(days):
        pred = model.predict(scaled_last_features[-timesteps:].reshape(1, timesteps, 4))
        future_preds.append(pred)
        scaled_last_features = np.vstack([scaled_last_features[1:], pred])
    return scaler.inverse_transform(np.array(future_preds).squeeze())

# 预测未来 3 天走势,天数可按需调整
future_days = 3
for symbol in stock_symbols:
    future_prediction = predict_future_stock(symbol, model, scaler, timesteps, future_days)
    print(f"Future {future_days} days prediction for {symbol}:")
    print(future_prediction)

    # 简单判断涨幅,设涨幅超 3%为优质股票(可调整)
    current_price = stock_data_dict[symbol]['Close'].iloc[-1]
    for i in range(future_days):
        if (future_prediction[i] / current_price - 1) > 0.03:
            bot_token = 'YOUR_BOT_TOKEN'
            chat_id = 'YOUR_CHAT_ID'
            bot = telegram.Bot(token=bot_token)
            message = f"{symbol} may have a good increase in the next {i + 1} days. Current price: {current_price}, Predicted price: {future_prediction[i]}"
            bot.sendMessage(chat_id=chat_id, text=message)

请注意:

  1. 代码中的 YOUR_BOT_TOKENYOUR_CHAT_ID 要替换为你通过 Telegram Bot API 申请的真实信息,才能实现推送通知。
  2. 股票市场受诸多复杂因素影响,深度学习模型仅基于历史数据预测,仅供参考,不能完全等同于未来真实走势。
  3. 模型架构、参数(如 GRU 单元数、时间步长等)以及数据处理步骤都可依据实际情况进一步优化,以适应不同股票数据特性与预测要求。

实际运用时,建议持续优化数据处理、模型搭建及验证流程,融入更多金融专业知识与实时市场信息,提升预测的精准度与可靠性。例如,可考虑加入宏观经济指标作为特征,或采用更复杂的模型融合策略来增强预测能力。