python
import pandas as pd
from sklearn.model_selection import train_test_split
from sklearn.linear_model import LinearRegression
from sklearn import metrics
import yfinance as yf
获取股票数据
ticker = AAPL
data = yf.download(ticker, start=20150101, end=20200101)
特征选择
data['OpenClose'] = data.Open data.Close
data['HighLow'] = data.High data.Low
X = data[['OpenClose', 'HighLow']]
Y = data['Close']
划分训练集与测试集
X_train, X_test, Y_train, Y_test = train_test_split(X, Y, test_size=0.9, random_state=0)