LSTM Stock Predictor

A multi-stock LSTM-based stock prediction and backtesting application.

Features

• Multi-Stock Support: Train a single LSTM model on up to 8 stocks simultaneously
• Advanced Technical Indicators: RSI, Moving Averages, VWAP, EMA, Volatility
• Portfolio Management: Buy/sell signals with position management
• Performance Metrics: Total return, Sharpe ratio, maximum drawdown, win rate
• Interactive UI: Select stocks from popular tickers, adjust sequence length
• Real-time Training: Server-sent events for live progress updates

Architecture

• Backend: Flask API with LSTM model training and prediction
• Frontend: React with Tailwind CSS for modern UI
• Model: Multi-stock TensorFlow model with LSTM, Dense and Dropout layers
• Data: Yahoo Finance API for historical stock data

Setup

Clone Repository

git clone https://github.com/xv786vx/lstm-visualizer
cd lstm-visualizer

Backend

cd backend
pip install -r requirements.txt
python app.py

Frontend

cd frontend
npm install
npm start

Usage

1. Select a desired model (LSTM v2 or LSTM Vertige)
2. Choose sequence length (10-100 days)
3. Set date range (default: 2020-01-01 to 2025-01-01)
4. Click "Generate Predictions"
5. View performance metrics and prediction plots

API Endpoints

• POST /train - Submit training request
• GET /train/stream - Stream training progress and results
• POST /validate-tickers - Validate stock tickers
• GET /earliest-start-date - Get earliest available date for a ticker

Model Details

The LSTM model uses:

• Sequence length: 10-100 days (user configurable)
• Features: Close price, daily returns, 50MA, 200MA, volatility, RSI, VWAP, 20EMA
• Architecture: LSTM(64) → Dropout(0.2) → LSTM(32) → Dropout(0.2) → Dense(16) → Dense(1)
• Training: Adam optimizer, MSE loss, 20 epochs

Performance Metrics

• Total Return: Strategy performance vs buy-and-hold
• Sharpe Ratio: Risk-adjusted returns
• Maximum Drawdown: Largest peak-to-trough decline
• Win Rate: Percentage of profitable trades
• Final Portfolio Value: Total value after trading period