How to transform stock data for LSTM-based neural network
Yes, you should calculate the log return for each stock, then feed them to the neural network.

I did a similar project before, but with only the close price, not the volume. I follow the method in this paper: Deep learning with long short-term memory networks for financial market predictions

Here's the code: https://github.com/tqa236/LSTM_algo_trading

Please take it with a grain of salt, the code quality is not very high. Also, the result is not quite impressive, both in my project and the original paper for these several recent years. We reach the same conclusion that it's really difficult to use vanilla LSTM to predict the stock market nowadays.