Simple Stock Analysis

Objective: Predicting Vietnamese stock prices using simple LSTM.

This is my old project from June 2021. Just an assignment from my class back then. Although it's not really well implemented and arranged, hope you will find it helpful.

1. Crawling Stock Data

• Data sources:
  • Vietstock
  • TVSI
• Crawler dir: stock_crawler
• Spiders dir: stock_crawler/stock_data/spiders
• Usages:

Usage	Source	cd stock_crawler > run cmd
Crawling Stock Data	vietstock, tvsi	scrapy crawl stock
Crawling Sector Data	vietstock	scrapy crawl sector
Processing Influence data from raw_data_01012021_01052021	vietstock	scrapy crawl influence
Processing Top3 and Bot3 data from raw_top3_bot3_01052019_01052021	vietstock	scrapy crawl top3_bot3
Crawling Sum % Change	tvsi	scrapy crawl sum_perchange
Crawling Top3 & Bot3 % Change	tvsi	scrapy crawl async_top3_bot3_sum_perchange
Crawling Select3	tvsi	scrapy crawl select3

2. Crawled Data

📦crawled_data
┣ 📂tvsi
┃ ┗ 📂stock
┃ ┃ ┣ 📜hnxindex.csv
┃ ┃ ┣ 📜upcom.csv
┃ ┃ ┗ 📜vnindex.csv
┃ ┣ 📂sum_perchange
┃ ┃ ┣ 📜tvsi_bot3_01012021_01052021.csv
┃ ┃ ┣ 📜tvsi_sum_perchange_01012021_01052021.csv
┃ ┃ ┗ 📜tvsi_top3_01012021_01052021.csv
┃ ┗ 📜tvsi_hsx_stock_code.csv
┗ 📂vietstock
┃ ┣ 📂influence
┃ ┃ ┣ 📂bot3
┃ ┃ ┃ ┣ 📜ABS.csv
┃ ┃ ┃ ┣ 📜PXT.csv
┃ ┃ ┃ ┗ 📜TGG.csv
┃ ┃ ┣ 📂top3
┃ ┃ ┃ ┣ 📜DCL.csv
┃ ┃ ┃ ┣ 📜FUCTVGF1.csv
┃ ┃ ┃ ┗ 📜RIC.csv
┃ ┃ ┣ 📜bot3.csv
┃ ┃ ┣ 📜influence.csv
┃ ┃ ┗ 📜top3.csv
┃ ┣ 📂sector
┃ ┃ ┣ 📜bds.csv
┃ ┃ ┣ 📜cntt.csv
┃ ┃ ┗ 📜dvltaugt.csv
┃ ┗ 📂stock
┃ ┃ ┣ 📜hnxindex.csv
┃ ┃ ┣ 📜upcom.csv
┃ ┃ ┗ 📜vnindex.csv

3. Data for Modeling

📦modeling_data
┣ 📂bot3
┃ ┣ 📜tvsi_KPF_01052019_13062021.csv
┃ ┣ 📜tvsi_TN1_01052019_13062021.csv
┃ ┗ 📜tvsi_YEG_01052019_13062021.csv
┣ 📂select3
┃ ┣ 📜tvsi_FPT_01052019_13062021.csv
┃ ┣ 📜tvsi_HVN_01052019_13062021.csv
┃ ┗ 📜tvsi_VIC_01052019_13062021.csv
┣ 📂top3
┃ ┣ 📜tvsi_CIG_01052019_13062021.csv
┃ ┣ 📜tvsi_FUCVREIT_01052019_13062021.csv
┃ ┗ 📜tvsi_RIC_01052019_13062021.csv
┗ 📂vnindex
┃ ┗ 📜tvsi_vnindex_01052019_13062021.csv
┃ ┗ 📜vietstock_vnindex_08062020_13062021.csv

4. Stock Prices Prediction using LSTM

• Predict stock prices for VNINDEX (stock market index of HoSE), FPT (Information Technology), HVN (Travel & Entertainment), VIC (Real Estate) in 90 days after 13rd June 2021 (the green line).
• Cross-apply models on FPT for models correlation experimentation.

VNINDEX	HVN	VIC
FPT	Experiment: Cross-apply HVN model on FPT	Experiment: Cross-apply VIC model on FPT