import os import json import joblib import numpy as np import pandas as pd from sklearn.preprocessing import StandardScaler, MinMaxScaler from tensorflow.keras.models import Sequential from tensorflow.keras.layers import LSTM, Dense, Dropout from tensorflow.keras.callbacks import EarlyStopping, ModelCheckpoint """ Data Mining Assignment - Group 5 """ from warnings import filterwarnings filterwarnings('ignore') class DataProcessor: def __init__(self, datasets_path): self.datasets_path = datasets_path self.datasets = self._get_datasets() def _get_datasets(self): return sorted([ item for item in os.listdir(self.datasets_path) if os.path.isfile(os.path.join(self.datasets_path, item)) and item.endswith('.csv') ]) @staticmethod def create_sequences(df, sequence_length): labels, sequences = [], [] for i in range(len(df) - sequence_length): seq = df.iloc[i:i + sequence_length].values label = df.iloc[i + sequence_length].values[0] sequences.append(seq) labels.append(label) return np.array(sequences), np.array(labels) @staticmethod def preprocess_data(dataframe): for col in dataframe.columns: if dataframe[col].isnull().any(): if dataframe[col].dtype == 'object': dataframe[col].fillna(dataframe[col].mode()[0], inplace = True) else: dataframe[col].fillna(dataframe[col].mean(), inplace = True) return dataframe @staticmethod def scale_data(dataframe, scaler_cls): scaler = scaler_cls() dataframe['Close'] = scaler.fit_transform(dataframe[['Close']]) return scaler, dataframe class ModelBuilder: @staticmethod def build_model(input_shape): model = Sequential([ LSTM(50, return_sequences = True, input_shape = input_shape), Dropout(0.2), LSTM(50, return_sequences = False), Dropout(0.2), Dense(1) ]) model.compile(optimizer = 'adam', loss = 'mean_squared_error') return model class Trainer: def __init__(self, model, model_file, sequence_length, epochs, batch_size): self.model = model self.model_file = model_file self.sequence_length = sequence_length self.epochs = epochs self.batch_size = batch_size def train(self, X_train, y_train, X_test, y_test): early_stopping = EarlyStopping(monitor = 'val_loss', patience = 5, mode = 'min') model_checkpoint = ModelCheckpoint( filepath = self.model_file, save_best_only = True, monitor = 'val_loss', mode = 'min' ) history = self.model.fit( X_train, y_train, epochs = self.epochs, batch_size = self.batch_size, validation_data = (X_test, y_test), callbacks = [early_stopping, model_checkpoint] ) return history class PostProcessor: @staticmethod def inverse_transform(scaler, data): return scaler.inverse_transform(data) @staticmethod def save_json(filename, data): with open(filename, 'w') as f: json.dump(data, f) def main(): datasets_path = './datasets' models_path = './models' posttrained = './posttrained' pickle_file = './pickles' sequence_length = 60 epochs = 200 batch_size = 32 data_processor = DataProcessor(datasets_path) for dataset in data_processor.datasets: 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 = data_processor.preprocess_data(dataframe) standard_scaler, dataframe = data_processor.scale_data(dataframe, StandardScaler) minmax_scaler, dataframe = data_processor.scale_data(dataframe, MinMaxScaler) sequences, labels = data_processor.create_sequences(dataframe, sequence_length) input_shape = (sequences.shape[1], sequences.shape[2]) model = ModelBuilder.build_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:] trainer = Trainer(model, model_file, sequence_length, epochs, batch_size) trainer.train(X_train, y_train, X_test, y_test) dataframe_json = {'Date': dataframe.index.tolist(), 'Close': dataframe['Close'].tolist()} PostProcessor.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") if __name__ == "__main__": main()