import os import joblib import argparse import pandas as pd from sklearn.preprocessing import StandardScaler, MinMaxScaler from training.trainer import train from training.post_processor import save_json, inverse_transform from training.data_processor import ( scale_data, get_datasets, preprocess_data, create_sequences ) from training.model_builder import ( gru_model, lstm_model, lstm_gru_model ) from warnings import filterwarnings filterwarnings('ignore') def main(algorithm: str, sequence_length: int, epochs: int, batch_size: int): datasets_path = './datasets' models_path = './models' posttrained = './posttrained' pickle_file = './pickles' for dataset in get_datasets(datasets_path): print(f"[TRAINING] {dataset.replace('.csv', '')} ") dataframe = pd.read_csv(os.path.join(datasets_path, dataset), index_col='Date')[['Close']] model_file = os.path.join(models_path, f"{dataset.replace('.csv', '')}.keras") # dataframe = preprocess_data(dataframe) dataframe.dropna(inplace = True) standard_scaler, dataframe = scale_data(dataframe, StandardScaler) minmax_scaler, dataframe = scale_data(dataframe, MinMaxScaler) sequences, labels = create_sequences(dataframe, sequence_length) input_shape = (sequences.shape[1], sequences.shape[2]) if algorithm == "GRU": model = gru_model(input_shape) elif algorithm == "LSTM": model = lstm_model(input_shape) elif algorithm == "LSTM_GRU": model = lstm_gru_model(input_shape) else: model = lstm_model(input_shape) train_size = int(len(sequences) * 0.8) X_train, X_test = sequences[:train_size], sequences[train_size:] y_train, y_test = labels[:train_size], labels[train_size:] train({ 'model': model, 'model_file': model_file, 'sequence_length': sequence_length, 'epochs': epochs, 'batch_size': batch_size }, X_train, y_train, X_test, y_test) dataframe_json = {'Date': dataframe.index.tolist(), 'Close': dataframe['Close'].tolist()} save_json( os.path.join(posttrained, f'{dataset.replace(".csv", "")}-posttrained.json'), dataframe_json ) joblib.dump(minmax_scaler, os.path.join(pickle_file, f'{dataset.replace(".csv", "")}_minmax_scaler.pickle')) joblib.dump(standard_scaler, os.path.join(pickle_file, f'{dataset.replace(".csv", "")}_standard_scaler.pickle')) model.load_weights(model_file) model.save(model_file) print("\n\n")