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Add LSTM prediction utility function(s) #29

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jaARke opened this issue Oct 4, 2023 · 0 comments
Open

Add LSTM prediction utility function(s) #29

jaARke opened this issue Oct 4, 2023 · 0 comments
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enhancement New feature or request help wanted Extra attention is needed

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@jaARke
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jaARke commented Oct 4, 2023

Once we have decided on an LSTM model configuration, we should add support for making predictions on a specific stock. Specifically, we should add function(s) in utils/quant/ that accept a stock ticker, a data collection timeframe, and a prediction timeframe as parameters and returns a price prediction for each day in the prediction timeframe.

The sequence of events inside these function(s) is as follows:

  • Receive historic data about the queried stock price over the given collection timeframe (see this issue).
  • Cleanse / transform the data to fit our needs.
  • Train the model on the stock's price data.
  • Make predictions based on the prediction timeframe.

In addition to the daily predictions, it might be nice to return any performance metrics available after the analysis.

@jaARke jaARke added enhancement New feature or request help wanted Extra attention is needed labels Oct 4, 2023
@jaARke jaARke changed the title Add quantitative analysis utility function(s) Add LSTM prediction utility function(s) Oct 4, 2023
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enhancement New feature or request help wanted Extra attention is needed
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