{ "cells": [ { "cell_type": "code", "execution_count": 1, "id": "895740bb", "metadata": { "execution": { "iopub.execute_input": "2023-05-31T05:35:38.686759Z", "iopub.status.busy": "2023-05-31T05:35:38.686330Z", "iopub.status.idle": "2023-05-31T05:35:41.896020Z", "shell.execute_reply": "2023-05-31T05:35:41.894426Z" }, "papermill": { "duration": 3.221657, "end_time": "2023-05-31T05:35:41.899020", "exception": false, "start_time": "2023-05-31T05:35:38.677363", "status": "completed" }, "tags": [] }, "outputs": [], "source": [ "import numpy as np\n", "import pandas as pd\n", "import seaborn as sns\n", "import xgboost as xgb\n", "import lightgbm as lgb\n", "from sklearn.model_selection import train_test_split\n", "from decimal import ROUND_HALF_UP, Decimal\n", "from sklearn.metrics import mean_squared_error\n", "from scipy import stats\n", "from matplotlib import pyplot as plt\n", "\n", "import warnings\n", "warnings.filterwarnings('ignore')" ] }, { "cell_type": "code", "execution_count": 2, "id": "2ece1f67", "metadata": { "execution": { "iopub.execute_input": "2023-05-31T05:35:41.915229Z", "iopub.status.busy": "2023-05-31T05:35:41.914796Z", "iopub.status.idle": "2023-05-31T05:35:41.955533Z", "shell.execute_reply": "2023-05-31T05:35:41.953766Z" }, "papermill": { "duration": 0.052885, "end_time": "2023-05-31T05:35:41.958429", "exception": false, "start_time": "2023-05-31T05:35:41.905544", "status": "completed" }, "tags": [] }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "/kaggle/input/jpx-tokyo-stock-exchange-prediction/stock_list.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/example_test_files/sample_submission.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/example_test_files/options.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/example_test_files/financials.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/example_test_files/secondary_stock_prices.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/example_test_files/trades.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/example_test_files/stock_prices.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/jpx_tokyo_market_prediction/competition.cpython-37m-x86_64-linux-gnu.so\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/jpx_tokyo_market_prediction/__init__.py\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/data_specifications/stock_fin_spec.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/data_specifications/trades_spec.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/data_specifications/stock_price_spec.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/data_specifications/options_spec.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/data_specifications/stock_list_spec.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/train_files/options.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/train_files/financials.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/train_files/secondary_stock_prices.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/train_files/trades.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/train_files/stock_prices.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/supplemental_files/options.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/supplemental_files/financials.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/supplemental_files/secondary_stock_prices.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/supplemental_files/trades.csv\n", "/kaggle/input/jpx-tokyo-stock-exchange-prediction/supplemental_files/stock_prices.csv\n" ] } ], "source": [ "import os\n", "for dirname, _, filenames in os.walk('/kaggle/input'):\n", " for filename in filenames:\n", " print(os.path.join(dirname, filename))" ] }, { "cell_type": "code", "execution_count": 3, "id": "5e94d396", "metadata": { "execution": { "iopub.execute_input": "2023-05-31T05:35:41.975614Z", "iopub.status.busy": "2023-05-31T05:35:41.975116Z", "iopub.status.idle": "2023-05-31T05:35:47.330650Z", "shell.execute_reply": "2023-05-31T05:35:47.329096Z" }, "papermill": { "duration": 5.367018, "end_time": "2023-05-31T05:35:47.333233", "exception": false, "start_time": "2023-05-31T05:35:41.966215", "status": "completed" }, "tags": [] }, "outputs": [ { "data": { "text/html": [ "
| \n", " | RowId | \n", "Date | \n", "SecuritiesCode | \n", "Open | \n", "High | \n", "Low | \n", "Close | \n", "Volume | \n", "AdjustmentFactor | \n", "ExpectedDividend | \n", "SupervisionFlag | \n", "Target | \n", "
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | \n", "20170104_1301 | \n", "2017-01-04 | \n", "1301 | \n", "2734.0 | \n", "2755.0 | \n", "2730.0 | \n", "2742.0 | \n", "31400 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.000730 | \n", "
| 1 | \n", "20170104_1332 | \n", "2017-01-04 | \n", "1332 | \n", "568.0 | \n", "576.0 | \n", "563.0 | \n", "571.0 | \n", "2798500 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.012324 | \n", "
| 2 | \n", "20170104_1333 | \n", "2017-01-04 | \n", "1333 | \n", "3150.0 | \n", "3210.0 | \n", "3140.0 | \n", "3210.0 | \n", "270800 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.006154 | \n", "
| 3 | \n", "20170104_1376 | \n", "2017-01-04 | \n", "1376 | \n", "1510.0 | \n", "1550.0 | \n", "1510.0 | \n", "1550.0 | \n", "11300 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.011053 | \n", "
| 4 | \n", "20170104_1377 | \n", "2017-01-04 | \n", "1377 | \n", "3270.0 | \n", "3350.0 | \n", "3270.0 | \n", "3330.0 | \n", "150800 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.003026 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 2332526 | \n", "20211203_9990 | \n", "2021-12-03 | \n", "9990 | \n", "514.0 | \n", "528.0 | \n", "513.0 | \n", "528.0 | \n", "44200 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.034816 | \n", "
| 2332527 | \n", "20211203_9991 | \n", "2021-12-03 | \n", "9991 | \n", "782.0 | \n", "794.0 | \n", "782.0 | \n", "794.0 | \n", "35900 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.025478 | \n", "
| 2332528 | \n", "20211203_9993 | \n", "2021-12-03 | \n", "9993 | \n", "1690.0 | \n", "1690.0 | \n", "1645.0 | \n", "1645.0 | \n", "7200 | \n", "1.0 | \n", "NaN | \n", "False | \n", "-0.004302 | \n", "
| 2332529 | \n", "20211203_9994 | \n", "2021-12-03 | \n", "9994 | \n", "2388.0 | \n", "2396.0 | \n", "2380.0 | \n", "2389.0 | \n", "6500 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.009098 | \n", "
| 2332530 | \n", "20211203_9997 | \n", "2021-12-03 | \n", "9997 | \n", "690.0 | \n", "711.0 | \n", "686.0 | \n", "696.0 | \n", "381100 | \n", "1.0 | \n", "NaN | \n", "False | \n", "0.018414 | \n", "
2332531 rows × 12 columns
\n", "| \n", " | \n", " | Target | \n", "Predict | \n", "
|---|---|---|---|
| SecuritiesCode | \n", "Date | \n", "\n", " | \n", " |
| 1301 | \n", "2022-04-19 | \n", "0.007752 | \n", "0.000171 | \n", "
| 2022-04-20 | \n", "-0.001538 | \n", "-0.001250 | \n", "|
| 2022-04-21 | \n", "-0.007704 | \n", "0.004247 | \n", "|
| 2022-04-22 | \n", "0.013975 | \n", "0.006338 | \n", "|
| 2022-04-25 | \n", "-0.019908 | \n", "0.003264 | \n", "|
| ... | \n", "... | \n", "... | \n", "... | \n", "
| 9997 | \n", "2022-06-20 | \n", "0.001416 | \n", "0.034720 | \n", "
| 2022-06-21 | \n", "0.000000 | \n", "0.030778 | \n", "|
| 2022-06-22 | \n", "0.016973 | \n", "0.018029 | \n", "|
| 2022-06-23 | \n", "0.013908 | \n", "0.016989 | \n", "|
| 2022-06-24 | \n", "0.015089 | \n", "0.022749 | \n", "
269791 rows × 2 columns
\n", "| \n", " | \n", " | Target | \n", "Predict | \n", "Rank | \n", "
|---|---|---|---|---|
| SecuritiesCode | \n", "Date | \n", "\n", " | \n", " | \n", " |
| 1301 | \n", "2022-04-19 | \n", "0.007752 | \n", "0.000171 | \n", "810 | \n", "
| 2022-04-20 | \n", "-0.001538 | \n", "-0.001250 | \n", "440 | \n", "|
| 2022-04-21 | \n", "-0.007704 | \n", "0.004247 | \n", "734 | \n", "|
| 2022-04-22 | \n", "0.013975 | \n", "0.006338 | \n", "449 | \n", "|
| 2022-04-25 | \n", "-0.019908 | \n", "0.003264 | \n", "1478 | \n", "|
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 9997 | \n", "2022-06-20 | \n", "0.001416 | \n", "0.034720 | \n", "676 | \n", "
| 2022-06-21 | \n", "0.000000 | \n", "0.030778 | \n", "1260 | \n", "|
| 2022-06-22 | \n", "0.016973 | \n", "0.018029 | \n", "671 | \n", "|
| 2022-06-23 | \n", "0.013908 | \n", "0.016989 | \n", "559 | \n", "|
| 2022-06-24 | \n", "0.015089 | \n", "0.022749 | \n", "587 | \n", "
269791 rows × 3 columns
\n", "