Package for financial time series forecasting.
Project description
ftsf
This package provides high-level interface to work with financial time series forecasting models.
Installation
To install this package run command:
pip install ftsf
Usage
The usage of package is simple:
from ftsf.model import Model
from ftsf.preprocessing import get_data
x_train, x_test, y_train, y_test, scaler = get_data('AAPL', length=15)
model = Model('LSTM x2', lag = 15)
model.fit(x_train, y_train) model.evaluate(x_test, y_test, scaler)
{'mse' : 0.679, 'mae' : 0.8291, 'mape' : 0.00783, 'r2' : 0.98778}
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
ftsf-0.0.2.3.tar.gz
(10.7 kB
view hashes)
Built Distribution
ftsf-0.0.2.3-py3-none-any.whl
(13.0 kB
view hashes)