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Hello Hungchun,
thank you for sharing this outstanding tool.
I have added two lines to your code (in my PC, do not panic :-) ) data_preprocessing.py, i.e.
np.save('test_predict_index.npy', test_predict_index)
np.save('train_predict_index.npy', train_predict_index)
Because, "baseline_LSTM.py" was complaining that it could not find them.
Please, let me know if there is a more elegant way to solve this issue.
Thank you for your time,
LM
IWantDayDayUp
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