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随机指标KDJ波段操作精解

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TonyLv/A-Stock-Prediction-System-with-GAN-and-DRL

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README.md

A Stock Prediction System with GAN and DRL

于是,改革开放,更新框架图。

4.经过试验,以上想法思路是对的,但是有这么几个问题:一是预测得到的结果随着预测时间点的推移误差积累直到模型迅速塌陷,反映了股价模型的参数是随着时间变化的函数,我们无法用一个固定的深度神经网络来预测股价,股价预测模型必须随时间不断变化。 二是在趋势上,虽然可以基本预测出股价走势,但是绝对值数据误差无法避免,必须通过其他方式修正误差。 三是目前没有现成的估价时间预测模型可以直接拿来就用。

5.3 每日的分钟线数据是一个标准的数据集,包括240个时间点,每个时间点都是开盘、收盘、最高、最低、成交量、成交额信息,也就是240 * 6 = 1200维数据。将每日的分钟线数据编码,编码的标签就是1日的行情结果,可以用涨跌额,成交额等等代替。

1.getShibor():上海银行间同业拆放利率(Shanghai Interbank Offered Rate,简称Shibor),以位于上海的全国银行间同业拆借中心为技术平台计算、发布并命名,是由信用等级较高的银行组成报价团自主报出的人民币同业拆出利率计算确定的算术平均利率,是单利、无担保、批发性利率。

3.getShibor_LPR():贷款基础利率(Loan Prime Rate,简称LPR),是基于报价行自主报出的最优贷款利率计算并发布的贷款市场参考利率。目前,对社会公布1年期贷款基础利率。

4.getLibor():Libor(London Interbank Offered Rate ),即伦敦同业拆借利率,是指伦敦的第一流银行之间短期资金借贷的利率,是国际金融市场中大多数浮动利率的基础利率。

5.getHibor():HIBOR (Hongkong InterBank Offered Rate),是香港银行同行业拆借利率。指香港货币市场上,银行与银行之间的一年期以下的短期资金借贷利率,从伦敦同业拆借利率(LIBOR)变化出来的。

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