Inside the news_sentiment_analysis folder, including:

• News collecting from East Money (www.eastmoney.com)
• News contents summarizing with pretrained Pegasus
• Sentiment model finetuning with ChnSentiCorp dataset
• Sentiment analyzing for merged news titles and summarized contents

Inside the modeling folder:

There are six subfolders, each corresponding to one of the six experimental groups, as follows:

Inside each experimental group subfolder:

• backtrader_sequence_model.py: Code for deep learning model to predict stock price movements.
• run.py: Script to run backtrader_sequence_model.py.
• output/: Results of the deep learning model predictions.
• backtrader_mystrategy.ipynb: Code for backtesting strategies.
• results/: Results of strategy backtesting.
• plot.py: Code to plot strategy returns and benchmark comparisons, with image paths in figs/.
• procedure/: Records training process metrics for the top 50 stocks.

Inside the MAS-2023-code/ path:

• train_procedure.py: Code for plotting metrics for the top 50 stocks.
• evaluate.py: Code for calculating metrics for the top 50 stocks.