Eugene's Study QuantLib

In this repository, I mainly develop my testing code with python language and record my study path. I will keep updating some results and summarize my achievements.

By the way, I apologize for offering html format readMe file since I get used to the description style of HTML file.

Code: Extraction of Analytical Data
In this part of the code, I offer the way to spider various market news data from a Chinese provider of business and financial information Wall Street CN (華爾街見聞) via their built-in API. The information including:

English version mainly is translated from the Chinese version via POE gpt-3.5-turbo API. The logic and structure of the market news data extraction is:

Translator Class
In this class, I link to the POE gpt-3.5-turbo via api key with a free quota account. Everyday, I get 3000 free tokens.
WallStreetNews Class
NewsDetails Class

Code: Decision Tree Model

Code: Text Data Prepocessor

Code: Neural Network
In this part of code, I offer some basic deep neural network models and its training frameworks.

StockLSTMModel Class
This is the framework of the long short-term memory (LSTM) model
Optimizer Class
Optimizer Class provides the framework to train the DNN models using PyTorch library.

When you initialize the python environment in VS Code, Powershell will auto-activate the anaconda base. Anaconda Path will be added to the $env:PATH-Process automatically. Especially, ../anaconda3\Library\mingw-w64\bin leads to clash with ../msys64\ucrt64\bin and compilation failure of cpp codes. To solve this, please run conda config --set auto_activate_base false in the powershell window.