| Why do Random Forests Work? Understanding Tree Ensembles as Self-Regularizing Adaptive Smoothers
https://journals.plos.org/plosone/article?id=10.1371/journal... Found the GitHub repository
code
https://github.com/AzazHassankhan/Machine-Learning-based-Tra... Made some changes from line 9 to 70 .
Usee yfinance instead of alpaca
Replace all code with code below until
line# 70 import plotly.offline as pox import plotly.graph_objs as go import numpy as np import talib as tl import matplotlib.pyplot as plt import pandas as pd import numpy as np import talib as ta from sklearn.model_selection import train_test_split from sklearn.metrics import accuracy_score,classification_report #import alpaca_trade_api as tradeapi #from alpaca_trade_api import TimeFrame, TimeFrameUnit from sklearn.ensemble import RandomForestClassifier from sklearn.preprocessing import StandardScaler import seaborn as sns from matplotlib.pyplot import figure from statsmodels.tsa.stattools import adfuller from sklearn.svm import SVC from sklearn.neighbors import KNeighborsClassifier from sklearn.linear_model import LogisticRegression from sklearn.ensemble import AdaBoostClassifier import yfinance as yf from datetime import datetime symb = "TSLA" start = datetime(2021, 10, 18, 9, 30, 0) end = datetime(2021, 10, 18, 10, 30, 0) df =yf.download("TSLA", period="1mo",interval ="15m") next=df.copy() next.tail() df['close']=df['Close'] df['high']=df['High'] df['low']=df['Low'] df['open']=df['Open'] df['volume']=df['Volume'] |