This repository contains codes for project paper: Deep Learning for Stock Selection Based on High Frequency Price-Volume Data by Junming Yang, Yaoqi Li, Xuanyu Chen, Jiahang Cao, Kangkang Jiang, Nov.2019
CNN_model/
andLSTM_model/
: these folders contain the model framework, model training and predicting of CNN and LSTM respectivelybacktest_framwork/
: this folder contains the backtest module we construct and utilizedata_samples/
: this folder contains some sample csv file, minute level of price and volume stock bar datadata_prepare.py
: some data preparation utility functions