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Saturday, August 30, 2025

Python 3.13.0 : Predicted XAU/USD with torch.

Testing the torch python package
import torch
import torch.nn as nn
import numpy as np

data = np.array([
    [1800.5, 1810.0, 1795.0, 1000, 1805.2],
    [1805.2, 1815.0, 1800.0, 1200, 1812.8],
    [1812.8, 1820.0, 1808.0, 1100, 1810.5],
    [1810.5, 1818.0, 1805.0, 1300, 1825.0],
    [1825.0, 1830.0, 1815.0, 1400, 1820.3],
    [1820.3, 1828.0, 1810.0, 1250, 1835.7]
])

X, y = torch.tensor(data[:, :4], dtype=torch.float32), torch.tensor(data[:, 4], dtype=torch.float32)
model = nn.Sequential(nn.Linear(4, 6), nn.ReLU(), nn.Linear(6, 4), nn.ReLU(), nn.Linear(4, 1))
optimizer = torch.optim.Adam(model.parameters())
loss_fn = nn.MSELoss()
for _ in range(3000):
    optimizer.zero_grad()
    y_pred = model(X).squeeze()
    loss = loss_fn(y_pred, y)
    loss.backward()
    optimizer.step()
prediction = model(torch.tensor([[1830.0, 1840.0, 1825.0, 1150]], dtype=torch.float32))
print("Predicted XAU/USD closing price:", round(prediction.item(), 2))
The result is :
python torch_001.py
Predicted XAU/USD closing price: 1819.57