1_get_model.py

def GetTrainedModel(x_train, y_train):
  model = Sequential()
  model.add(LSTM(60, return_sequences=True, input_shape=(N_STEPS, len(['close']))))
  model.add(Dropout(0.3))
  model.add(LSTM(120, return_sequences=False))
  model.add(Dropout(0.3))
  model.add(Dense(20))
  model.add(Dense(1))

  BATCH_SIZE = 8
  EPOCHS = 80

  model.compile(loss='mean_squared_error', optimizer='adam')

  model.fit(x_train, y_train,
            batch_size=BATCH_SIZE,
            epochs=EPOCHS,
            verbose=1)

  model.summary()

  return model