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https://github.com/nkid00/futurecrypto

Predict the future BTCUSDT cryptocurrency exchange prices using neural network.
https://github.com/nkid00/futurecrypto

cryptocurrency machine-learning nueral-networks prediction recurrent-neural-networks

Last synced: 3 months ago
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Predict the future BTCUSDT cryptocurrency exchange prices using neural network.

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## FutureCrypto

Predict the future `BTCUSDT` cryptocurrency exchange prices using neural network.

## Usage

1. Install the dependences:

```sh
$ pip install -U numpy tensorflow matplotlib
```

2. Build the `BTCUSDT` dataset using [CryptocurrencyPriceDataset](https://github.com/NKID00/CryptocurrencyPriceDataset).

3. Create a symbolic directory link named `data` targeting the `data` directory containing the datasets.

4. Modify `./config.py` if needed.

5. Run this script to preprocess the data:

```sh
$ python ./preprocess.py
```

Preprocessed data is saved in `./preprocessed/BTCUSDT.npz`.

6. Run this script to train the model:

```sh
$ python ./train.py
```

Trained model is saved on every epoch in `./model/

Or run this script to restore semi-trained model from the latest epoch:

```sh
$ python ./restore.py
```

7. Run this script to plot the prediction (and real values):

```sh
$ python ./plot.py
```

## Model Structure

```
┌────────────┐
│ InputLayer │
└─────┬──────┘

┌─────▼─────┐
│ GRU │
└─────┬─────┘

┌─────▼─────┐
│ LTSM │
└─────┬─────┘

┌─────▼─────┐
│ Dense │
└─────┬─────┘

┌─────▼─────┐
│ Dense │
└───────────┘
```