├── .gitignore ├── 10_con └── confidence.csv ├── GA.py ├── LICENSE ├── Output.xlsx ├── Output_Test.csv ├── README.md ├── Srp.py ├── bitcorn ├── predict.csv └── predict.png ├── confidence.csv ├── confidence.py ├── config.json ├── core ├── __init__.py ├── data_processor.py ├── model.py └── utils.py ├── data ├── Output.csv ├── Output.xlsx ├── sinewave.csv └── sp500.csv ├── decion_tree_algorithm.py ├── decision_tree.py ├── gold ├── predict.csv └── predict_gold.png ├── max_g_b_c.py ├── multi_confidence.py ├── otherscode.py ├── predict.csv ├── requirements.txt ├── run.py ├── saved_models ├── 19022022-174332-e3.h5 ├── 20022022-151838-e3.h5 ├── 20022022-221426-e3.h5 ├── 20022022-221637-e3.h5 ├── bitcoin.h5 └── gold.h5 └── test.py /.gitignore: -------------------------------------------------------------------------------- 1 | *.pyc 2 | .idea/ -------------------------------------------------------------------------------- /10_con/confidence.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/10_con/confidence.csv -------------------------------------------------------------------------------- /GA.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/GA.py -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/LICENSE -------------------------------------------------------------------------------- /Output.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/Output.xlsx -------------------------------------------------------------------------------- /Output_Test.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/Output_Test.csv -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/README.md -------------------------------------------------------------------------------- /Srp.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/Srp.py -------------------------------------------------------------------------------- /bitcorn/predict.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/bitcorn/predict.csv -------------------------------------------------------------------------------- /bitcorn/predict.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/bitcorn/predict.png -------------------------------------------------------------------------------- /confidence.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/confidence.csv -------------------------------------------------------------------------------- /confidence.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/confidence.py -------------------------------------------------------------------------------- /config.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/config.json -------------------------------------------------------------------------------- /core/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/core/__init__.py -------------------------------------------------------------------------------- /core/data_processor.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/core/data_processor.py -------------------------------------------------------------------------------- /core/model.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/core/model.py -------------------------------------------------------------------------------- /core/utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/core/utils.py -------------------------------------------------------------------------------- /data/Output.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/data/Output.csv -------------------------------------------------------------------------------- /data/Output.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/data/Output.xlsx -------------------------------------------------------------------------------- /data/sinewave.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/data/sinewave.csv -------------------------------------------------------------------------------- /data/sp500.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/data/sp500.csv -------------------------------------------------------------------------------- /decion_tree_algorithm.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/decion_tree_algorithm.py -------------------------------------------------------------------------------- /decision_tree.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/decision_tree.py -------------------------------------------------------------------------------- /gold/predict.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/gold/predict.csv -------------------------------------------------------------------------------- /gold/predict_gold.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/gold/predict_gold.png -------------------------------------------------------------------------------- /max_g_b_c.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/max_g_b_c.py -------------------------------------------------------------------------------- /multi_confidence.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/multi_confidence.py -------------------------------------------------------------------------------- /otherscode.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/otherscode.py -------------------------------------------------------------------------------- /predict.csv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/predict.csv -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/requirements.txt -------------------------------------------------------------------------------- /run.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/run.py -------------------------------------------------------------------------------- /saved_models/19022022-174332-e3.h5: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/saved_models/19022022-174332-e3.h5 -------------------------------------------------------------------------------- /saved_models/20022022-151838-e3.h5: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/saved_models/20022022-151838-e3.h5 -------------------------------------------------------------------------------- /saved_models/20022022-221426-e3.h5: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/saved_models/20022022-221426-e3.h5 -------------------------------------------------------------------------------- /saved_models/20022022-221637-e3.h5: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/saved_models/20022022-221637-e3.h5 -------------------------------------------------------------------------------- /saved_models/bitcoin.h5: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/saved_models/bitcoin.h5 -------------------------------------------------------------------------------- /saved_models/gold.h5: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/saved_models/gold.h5 -------------------------------------------------------------------------------- /test.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/Ru-Yan/Sharpe-LSTM-Investment-Model/HEAD/test.py --------------------------------------------------------------------------------