Keras LSTM input features and incorrect dimensional data input - machine-learning

Question

So I'm trying to practice how to use LSTMs in Keras and all parameter (samples, timesteps, features). 3D list is confusing me.
So I have some stock data and if the next item in the list is above the threshold of 5 which is +-2.50 it buys OR sells, if it is in the middle of that threshold it holds, these are my labels: my Y.
For my features my X I have a dataframe of [500, 1, 3] for my 500 samples and each timestep is 1 since each data is 1 hour increment and 3 for 3 features. But I get this error:
ValueError: Error when checking model input: expected lstm_1_input to have 3 dimensions, but got array with shape (500, 3)
How can I fix this code and what am I doing wrong?
import json
import pandas as pd
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
"""
Sample of JSON file
{"time":"2017-01-02T01:56:14.000Z","usd":8.14},
{"time":"2017-01-02T02:56:14.000Z","usd":8.16},
{"time":"2017-01-02T03:56:15.000Z","usd":8.14},
{"time":"2017-01-02T04:56:16.000Z","usd":8.15}
"""
file = open("E.json", "r", encoding="utf8")
file = json.load(file)
"""
If the price jump of the next item is > or < +-2.50 the append 'Buy or 'Sell'
If its in the range of +- 2.50 then append 'Hold'
This si my classifier labels
"""
data = []
for row in range(len(file['data'])):
row2 = row + 1
if row2 == len(file['data']):
break
else:
difference = file['data'][row]['usd'] - file['data'][row2]['usd']
if difference > 2.50:
data.append((file['data'][row]['usd'], 'SELL'))
elif difference < -2.50:
data.append((file['data'][row]['usd'], 'BUY'))
else:
data.append((file['data'][row]['usd'], 'HOLD'))
"""
add the price the time step which si 1 and the features which is 3
"""
frame = pd.DataFrame(data)
features = pd.DataFrame()
# train LSTM
for x in range(500):
series = pd.Series(data=[500, 1, frame.iloc[x][0]])
features = features.append(series, ignore_index=True)
labels = frame.iloc[16000:16500][1]
# test
#yt = frame.iloc[16500:16512][0]
#xt = pd.get_dummies(frame.iloc[16500:16512][1])
# create LSTM
model = Sequential()
model.add(LSTM(3, input_shape=features.shape, activation='relu', return_sequences=False))
model.add(Dense(2, activation='relu'))
model.add(Dense(1, activation='relu'))
model.compile(loss='mse', optimizer='adam', metrics=['accuracy'])
model.fit(x=features.as_matrix(), y=labels.as_matrix())
"""
ERROR
Anaconda3\envs\Final\python.exe C:/Users/Def/PycharmProjects/Ether/Main.py
Using Theano backend.
Traceback (most recent call last):
File "C:/Users/Def/PycharmProjects/Ether/Main.py", line 62, in <module>
model.fit(x=features.as_matrix(), y=labels.as_matrix())
File "\Anaconda3\envs\Final\lib\site-packages\keras\models.py", line 845, in fit
initial_epoch=initial_epoch)
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 1405, in fit
batch_size=batch_size)
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 1295, in _standardize_user_data
exception_prefix='model input')
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 121, in _standardize_input_data
str(array.shape))
ValueError: Error when checking model input: expected lstm_1_input to have 3 dimensions, but got array with shape (500, 3)
"""
Thanks.

Answer 1

This is my first post here I wish that could be useful I will try to do my best
First you need to create 3 dimension array to work with input_shape in keras you can watch this in keras documentation or in a better way:
from keras.models import Sequential
Sequential?
Linear stack of layers.
Arguments
layers: list of layers to add to the model.
# Note
The first layer passed to a Sequential model
should have a defined input shape. What that
means is that it should have received an input_shape
or batch_input_shape argument,
or for some type of layers (recurrent, Dense...)
an input_dim argument.
Example
```python
model = Sequential()
# first layer must have a defined input shape
model.add(Dense(32, input_dim=500))
# afterwards, Keras does automatic shape inference
model.add(Dense(32))
# also possible (equivalent to the above):
model = Sequential()
model.add(Dense(32, input_shape=(500,)))
model.add(Dense(32))
# also possible (equivalent to the above):
model = Sequential()
# here the batch dimension is None,
# which means any batch size will be accepted by the model.
model.add(Dense(32, batch_input_shape=(None, 500)))
model.add(Dense(32))
After that how to transform arrays 2 dimensions in 3 dimmension
check np.newaxis
Useful commands that help you more than you expect:
Sequential?,
-Sequential??,
-print(list(dir(Sequential)))
Best