Gold Price Data

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Gold Price Data

This post describes using financial data from a Gold to prediction future Gold Price using AI learning.

Table of Contents

  1. Data Introduction
  2. Data Visualization with Machbase Neo
  3. Table Creation and Data Upload in Machbase Neo
  4. Experimental Methodology
  5. Experiment Code
  6. Experimental Results

1. Data Introduction


  • DataHub Serial Number: 2024-12.
  • Data Name: XAUUSD Gold Price Data.
  • Data Collection Methods: XAUUSD Gold prices were collected at 5-minute intervals from 2010 to 2023.
  • Data Source: Link
  • Raw data size and format: 62.3MB, CSV.
  • Number of tags: 6.
TAG DESCRIPTION
Open Opening price
High Highest price
Low Lowest price
Close Closing price
rsi14 Relative Strength Index calculated over a 14-day period
sma14 Simple Moving Average calculated over a 14-day period

2. Data Visualization with Machbase Neo


  • Data visualization is possible through the Tag Analyzer in Machbase Neo.
  • Select desired tag names and visualize them in various types of graphs.
  • Below, access the 2024-12 DataHub in real-time, select the desired tag names from the data of 6 tags, visualize them, and preview the data patterns.

3. Table Creation and Data Upload in Machbase Neo


  • In the DataHub directory, use setup.wrk located in the Gold Price Dataset folder to create tables and load data, as illustrated in the image below.

1) Table Creation

  • The table is created immediately upon pressing the "Run" button in the menu.
  • If the gold table exists, execute the first line and then the second. If it does not exist, start from the second line.

2) Data Upload


  • Loading tables in two different ways.
Method 1) Table loading method using TQL in Machbase Neo (since machbase-neo v8.0.29-rc1

  • Pros

    • Machbase Neo loads as soon as you hit the launch button.

  • Cons

    • Slower table loading speed compared to other method.
Method 2) Loading tables using commands

  • Pros

    • Fast table loading speed.

  • Cons

    • The table loading process is cumbersome.
    • Run cmd window - Change machbase-neo path - Enter command in cmd window.
  • If run the below script from the command shell, the data will be entered at high speed into the gold table.
curl http://data.yotahub.com/2024-12/datahub-2024-12-Gold-Price.csv.gz | machbase-neo shell import --input - --compress gzip --header --method append --timeformat ns gold
  • If specify a separate username and password, use the --user and --password options (if not sys/manager) and add the options as shown below.
curl http://data.yotahub.com/2024-12/datahub-2024-12-Gold-Price.csv.gz | machbase-neo shell import --input - --compress gzip --header --method append --timeformat ns gold --user USERNAME --password PASSWORD

4. Experimental Methodology


  • Model Objective: Gold Price Prediction.
  • Tags Used: rsi14, sma14, Close.
  • Model Configuration: Temporal Convolutional Network(TCN).
  • Learning Method: supervised Learning.
    • Train: Model Training.
    • Test: Model Performance Evaluation Based on Gold Price Prediction.
  • Model Optimizer: Adam.
  • Model Loss Function: Mean Squared Error.
  • Model Performance Metric: Mean Squared Error & R2 Score.
  • Data Loading Method
    • Loading the Entire Dataset.
    • Loading the Batch Dataset.
  • Data Preprocessing
    • MinMax Scaling.

5. Experiment Code


  • Below is the code for each of the two ways to get data from the database.
  • If all the data can be loaded and trained at once without causing memory errors, then method 1 is the fastest and simplest.
  • If the data is too large, causing memory errors, then the batch loading method proposed in method 2 is the most efficient.

Method 1) Loading the Entire Dataset


  • The code below is implemented in a way that loads all the data needed for training from the database all at once.
  • It is exactly the same as loading all CSV files (The only difference is that the data is loaded from Machbase Neo).
  • Pros
    • Can use the same code that was previously utilizing CSVs (Only the loading process is different).
  • Cons
    • Unable to train if trainable data size exceeds memory size.

Method 2) Loading the Batch Dataset


  • Method for loading data from the Machbase Neo for a single batch size.
  • The code below is for fetching a time range sequentially for a single batch size.
  • Pros
    • It is possible to train the model regardless of the data size, no matter how large it is.
  • Cons
    • It takes longer to train compared to method 1.

6. Experimental Results


Method 1) Loading the Entire Dataset Result


Method 2) Loading the Batch Dataset Result


  • The R2 score for loading the entire dataset resulted in 0.997, loading the batch dataset resulted in same 0.999.




※ Various datasets and tutorial codes can be found in the GitHub repository below.

datahub/dataset/2024 at main · machbase/datahub
All Industrial IoT DataHub with data visualization and AI source - machbase/datahub
GitHubmachbase

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