This repository contains an implementation of ensemble deep learning models to forecast or predict stock price. We used Alpha Vantage API to pull stock data(open,high,low,close,volume) and scraped news headlines from inshorts to perform sentiment analysis.

The code and the images of this repository are free to use as regulated by the licence and subject to proper attribution:

Shah, Raj and Tambe, Ashutosh and Bhatt, Tej and Rote, Uday, Real-Time Stock Market Forecasting using Ensemble Deep Learning and Rainbow DQN. 
Available at SSRN: https://ssrn.com/abstract=3586788 or http://dx.doi.org/10.2139/ssrn.3586788.

It would be a better idea to create a conda environment and work in isolation

• Create a virtual environment

conda create -n envname python=3.6.8 anaconda 
conda activate envname

Use conda deactivate to deactivate the environment

• Clone this repository

git clone --depth 1 https://github.com/THINK989/Real-Time-Stock-Market-Prediction-using-Ensemble-DL-and-Rainbow-DQN.git && cd Real-Time-Stock-Market-Prediction-using-Ensemble-DL-and-Rainbow-DQN

• Install the requirements

pip install -r requirements.txt

• Get an Alpha Vantage API key

To run animate.py you require a free Alpha Vantage API Key. Enter the key in key='' parameter inside the animate.py file

ts = TimeSeries(key='',output_format='pandas')

• Run python script

To vizualize the forecast. Remember the data pulled by the API will not update the plot if the market is closed.

python animate.py

To get heatmap visualization for correlation analysis on ^NSEI(Nifty50)

python heatmap.py

This repository is distributed under MIT License

and

respective LICENSE under directories

forecast/LICENSE
or 
rainbow/LICENSE

for thier independent code usage.

• @huseinzol05 for deep learning models
• @sentdex for plotting tutorials
• Vader Sentiment
• Alpha Vantage API for stock data
• Inshorts for news headlines