-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathStreamlit Deployment.py
More file actions
687 lines (562 loc) · 32.2 KB
/
Streamlit Deployment.py
File metadata and controls
687 lines (562 loc) · 32.2 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
# -*- coding: utf-8 -*-
#%matplotlib inline
import pandas as pd
import numpy as np
import seaborn as sns
from datetime import datetime
from matplotlib import pyplot as plt
import cufflinks as cf
import warnings
warnings.filterwarnings("ignore")
import pmdarima as pm
import streamlit as st
from tvDatafeed import TvDatafeed ,Interval
import fbprophet
from fbprophet import Prophet
st.set_page_config(layout="wide")
def add_bg_from_url():
st.markdown(
f"""
<style>
.stApp {{
background-image: url("https://wallpapercave.com/download/bull-bear-wallpapers-wp7802925");
background-attachment: fixed;
background-position: 25% 75%;
background-size: cover
}}
</style>
""",
unsafe_allow_html=True
)
add_bg_from_url()
st.title('📈 Model Deployment: Forecasting 📉')
st.sidebar.header('Input Company symbol listed on NSE')
COMPANY = st.sidebar.selectbox("Select Company 1 from list",('NIFTY','BANKNIFTY','3MINDIA','AARTIDRUGS','AARTIIND','AAVAS','ABB','ABCAPITAL','ABFRL','ACC',
'ACCELYA','ADANIENT','ADANIGAS','ADANIGREEN','ADANIPORTS','ADANIPOWER','ADANITRANS','ADVENZYMES',
'AEGISCHEM','AFFLE','AHLUCONT','AIAENG','AJANTPHARM','AKZOINDIA','ALKEM','ALKYLAMINE','ALLCARGO',
'AMARAJABAT','AMBER','AMBUJACEM','APARINDS','APLAPOLLO','APLLTD','APOLLOHOSP','APOLLOTYRE','ARVINDFASN',
'ASAHIINDIA','ASHOKA','ASHOKLEY','ASIANPAINT','ASTERDM','ASTRAL','ASTRAZEN','ATUL','AUBANK','AUROPHARMA',
'AVANTIFEED','AXISBANK','BAJAJ-AUTO','BAJAJCON','BAJAJELEC','BAJAJFINSV','BAJAJHLDNG','BAJFINANCE',
'BALKRISIND','BALMLAWRIE','BALRAMCHIN','BANDHANBNK','BANKBARODA','BANKINDIA','BASF','BATAINDIA',
'BBTC','BDL','BEL','BEML','BERGEPAINT','BHARATFORG','BHARATRAS','BHARTIARTL','BHEL','BIOCON',
'BIRLACORPN','BLUEDART','BLUESTARCO','BOSCHLTD','BPCL','BRIGADE','BRITANNIA','BSE','BSOFT','CADILAHC',
'CANBK','CANFINHOME','CAPLIPOINT','CARBORUNIV','CASTROLIND','CCL','CDSL','CEATLTD','CENTRALBK',
'CENTURYPLY','CENTURYTEX','CERA','CESC','CGCL','CHALET','CHAMBLFERT','CHOLAFIN','CHOLAHLDNG','CIPLA',
'COALINDIA','COCHINSHIP','COLPAL','CONCOR','COROMANDEL','CREDITACC','CRISIL','CROMPTON','CSBBANK',
'CUB','CUMMINSIND','CYIENT','DABUR','DALBHARAT','DBCORP','DBL','DCBBANK','DCMSHRIRAM','DEEPAKNTR',
'DELTACORP','DEN','DHANUKA','DIAMONDYD','DIVISLAB','DIXON','DLF','DMART','DRREDDY','ECLERX','EDELWEISS',
'EICHERMOT','EIDPARRY','EIHOTEL','ELGIEQUIP','EMAMILTD','ENDURANCE','ENGINERSIN','EQUITAS','ERIS',
'ESABINDIA','ESCORTS','ESSELPACK','EXIDEIND','FACT','FAIRCHEM','FCONSUMER','FDC','FEDERALBNK',
'FINCABLES','FINEORG','FINPIPE','FLFL','FLUOROCHEM','FMGOETZE','FORTIS','FRETAIL','FSL','GAEL',
'GAIL','GALAXYSURF','GARFIBRES','GEPIL','GESHIP','GET&D','GICRE','GILLETTE','GLAXO','GLENMARK',
'GMMPFAUDLR','GMRINFRA','GNFC','GODFRYPHLP','GODREJAGRO','GODREJCP','GODREJIND','GODREJPROP',
'GPPL','GRANULES','GRAPHITE','GRASIM','GREAVESCOT','GREENLAM','GRINDWELL','GRSE','GSFC','GSKCONS',
'GSPL','GUJALKALI','GUJGASLTD','GULFOILLUB','HAL','HATHWAY','HATSUN','HAVELLS','HCLTECH','HDFC',
'HDFCAMC','HDFCBANK','HDFCLIFE','HEG','HEIDELBERG','HEROMOTOCO','HEXAWARE','HFCL','HGINFRA','HINDALCO',
'HINDCOPPER','HINDPETRO','HINDUNILVR','HINDZINC','HONAUT','HSCL','HUDCO','IBREALEST','IBULHSGFIN',
'IBVENTURES','ICICIBANK','ICICIGI','ICICIPRULI','ICRA','IDBI','IDEA','IDFC','IDFCFIRSTB','IEX','IGL',
'IIFL','IIFLWAM','INDHOTEL','INDIACEM','INDIAMART','INDIANB','INDIGO','INDOCO','INDOSTAR','INDUSINDBK',
'INFIBEAM','INFRATEL','INFY','INGERRAND','INOXLEISUR','IOB','IOC','IPCALAB','IRB','IRCON','IRCTC','ISEC',
'ITC','ITDC','ITI','JAGRAN','JBCHEPHARM','JCHAC','JINDALSAW','JINDALSTEL','JKCEMENT','JKLAKSHMI','JKPAPER',
'JMFINANCIL','JSL','JSWENERGY','JSWHL','JSWSTEEL','JUBILANT','JUBLFOOD','JUSTDIAL','JYOTHYLAB',
'KAJARIACER','KALPATPOWR','KANSAINER','KARURVYSYA','KEC','KEI','KIOCL','KIRLOSENG','KNRCON','KOTAKBANK',
'KPRMILL','KRBL','KSB','KSCL','KTKBANK','L&TFH','LALPATHLAB','LAOPALA','LAURUSLABS','LAXMIMACH',
'LEMONTREE','LICHSGFIN','LINDEINDIA','LT','LTI','LTTS','LUPIN','LUXIND','M&M','M&MFIN','MAHABANK',
'MAHINDCIE','MAHLOG','MAHSCOOTER','MAHSEAMLES','MANAPPURAM','MARICO','MARUTI','MASFIN','MAXINDIA',
'MCDOWELL-N','METROPOLIS','MFSL','MGL','MHRIL','MIDHANI','MINDACORP','MINDAIND','MINDTREE','MMTC',
'MOIL','MOTHERSUMI','MOTILALOFS','MPHASIS','MRF','MRPL','MUTHOOTFIN','NAM-INDIA','NATCOPHARM',
'NATIONALUM','NAUKRI','NAVINFLUOR','NAVNETEDUL','NBCC','NCC','NESCO','NETWORK18','NH','NHPC','NIACL',
'NIITLTD','NIITTECH','NILKAMAL','NLCINDIA','NMDC','NTPC','OBEROIRLTY','OFSS','OIL','OMAXE','ONGC',
'ORIENTELEC','ORIENTREF','PAGEIND','PAPERPROD','PEL','PERSISTENT','PETRONET','PFC','PFIZER','PGHH',
'PGHL','PHOENIXLTD','PIDILITIND','PIIND','PNB','PNBHOUSING','PNCINFRA','POLYCAB','POLYMED','POWERGRID',
'POWERINDIA','PRESTIGE','PRINCEPIPE','PRSMJOHNSN','PSPPROJECT','PTC','PVR','QUESS','RADICO','RAIN',
'RAJESHEXPO','RALLIS','RAMCOCEM','RATNAMANI','RAYMOND','RBLBANK','RCF','RECLTD','REDINGTON','RELAXO',
'RELIANCE','RESPONIND','RITES','RVNL','SAIL','SANOFI','SBICARD','SBILIFE','SBIN','SCHAEFFLER','SCHNEIDER',
'SCI','SEQUENT','SFL','SHILPAMED','SHOPERSTOP','SHREECEM','SHRIRAMCIT','SIEMENS','SIS','SJVN','SKFINDIA',
'SOBHA','SOLARA','SOLARINDS','SONATSOFTW','SPANDANA','SPARC','SRF','SRTRANSFIN','STAR','STARCEMENT',
'STRTECH','SUDARSCHEM','SUMICHEM','SUNCLAYLTD','SUNDARMFIN','SUNDRMFAST','SUNPHARMA','SUNTECK','SUNTV',
'SUPPETRO','SUPRAJIT','SUPREMEIND','SUVENPHAR','SWANENERGY','SWSOLAR','SYMPHONY','SYNGENE','TASTYBITE',
'TATACHEM','TATACOMM','TATACONSUM','TATAELXSI','TATAINVEST','TATAMOTORS','TATAPOWER','TATASTEEL',
'TATASTLBSL','TCI','TCIEXP','TCNSBRANDS','TCS','TEAMLEASE','TECHM','TECHNOE','THERMAX','THYROCARE',
'TIDEWATER','TIINDIA','TIMKEN','TITAN','TORNTPHARM','TORNTPOWER','TRENT','TRIDENT','TRITURBINE',
'TTKPRESTIG','TV18BRDCST','TVSMOTOR','UBL','UCOBANK','UJJIVAN','UJJIVANSFB','ULTRACEMCO','UNIONBANK',
'UPL','VAIBHAVGBL','VAKRANGEE','VARROC','VBL','VEDL','VENKEYS','VESUVIUS','VGUARD','VINATIORGA',
'VIPIND','VMART','VOLTAS','VRLLOG','VSTIND','VTL','WABCOINDIA','WELCORP','WELSPUNIND','WHIRLPOOL',
'WIPRO','WOCKPHARMA','YESBANK','ZEEL','ZENSARTECH','ZYDUSWELL'))
COMPANY1 = st.sidebar.selectbox("Select Company 2 from list",('NIFTY','BANKNIFTY','3MINDIA','AARTIDRUGS','AARTIIND','AAVAS','ABB','ABCAPITAL','ABFRL','ACC',
'ACCELYA','ADANIENT','ADANIGAS','ADANIGREEN','ADANIPORTS','ADANIPOWER','ADANITRANS','ADVENZYMES',
'AEGISCHEM','AFFLE','AHLUCONT','AIAENG','AJANTPHARM','AKZOINDIA','ALKEM','ALKYLAMINE','ALLCARGO',
'AMARAJABAT','AMBER','AMBUJACEM','APARINDS','APLAPOLLO','APLLTD','APOLLOHOSP','APOLLOTYRE','ARVINDFASN',
'ASAHIINDIA','ASHOKA','ASHOKLEY','ASIANPAINT','ASTERDM','ASTRAL','ASTRAZEN','ATUL','AUBANK','AUROPHARMA',
'AVANTIFEED','AXISBANK','BAJAJ-AUTO','BAJAJCON','BAJAJELEC','BAJAJFINSV','BAJAJHLDNG','BAJFINANCE',
'BALKRISIND','BALMLAWRIE','BALRAMCHIN','BANDHANBNK','BANKBARODA','BANKINDIA','BASF','BATAINDIA',
'BBTC','BDL','BEL','BEML','BERGEPAINT','BHARATFORG','BHARATRAS','BHARTIARTL','BHEL','BIOCON',
'BIRLACORPN','BLUEDART','BLUESTARCO','BOSCHLTD','BPCL','BRIGADE','BRITANNIA','BSE','BSOFT','CADILAHC',
'CANBK','CANFINHOME','CAPLIPOINT','CARBORUNIV','CASTROLIND','CCL','CDSL','CEATLTD','CENTRALBK',
'CENTURYPLY','CENTURYTEX','CERA','CESC','CGCL','CHALET','CHAMBLFERT','CHOLAFIN','CHOLAHLDNG','CIPLA',
'COALINDIA','COCHINSHIP','COLPAL','CONCOR','COROMANDEL','CREDITACC','CRISIL','CROMPTON','CSBBANK',
'CUB','CUMMINSIND','CYIENT','DABUR','DALBHARAT','DBCORP','DBL','DCBBANK','DCMSHRIRAM','DEEPAKNTR',
'DELTACORP','DEN','DHANUKA','DIAMONDYD','DIVISLAB','DIXON','DLF','DMART','DRREDDY','ECLERX','EDELWEISS',
'EICHERMOT','EIDPARRY','EIHOTEL','ELGIEQUIP','EMAMILTD','ENDURANCE','ENGINERSIN','EQUITAS','ERIS',
'ESABINDIA','ESCORTS','ESSELPACK','EXIDEIND','FACT','FAIRCHEM','FCONSUMER','FDC','FEDERALBNK',
'FINCABLES','FINEORG','FINPIPE','FLFL','FLUOROCHEM','FMGOETZE','FORTIS','FRETAIL','FSL','GAEL',
'GAIL','GALAXYSURF','GARFIBRES','GEPIL','GESHIP','GET&D','GICRE','GILLETTE','GLAXO','GLENMARK',
'GMMPFAUDLR','GMRINFRA','GNFC','GODFRYPHLP','GODREJAGRO','GODREJCP','GODREJIND','GODREJPROP',
'GPPL','GRANULES','GRAPHITE','GRASIM','GREAVESCOT','GREENLAM','GRINDWELL','GRSE','GSFC','GSKCONS',
'GSPL','GUJALKALI','GUJGASLTD','GULFOILLUB','HAL','HATHWAY','HATSUN','HAVELLS','HCLTECH','HDFC',
'HDFCAMC','HDFCBANK','HDFCLIFE','HEG','HEIDELBERG','HEROMOTOCO','HEXAWARE','HFCL','HGINFRA','HINDALCO',
'HINDCOPPER','HINDPETRO','HINDUNILVR','HINDZINC','HONAUT','HSCL','HUDCO','IBREALEST','IBULHSGFIN',
'IBVENTURES','ICICIBANK','ICICIGI','ICICIPRULI','ICRA','IDBI','IDEA','IDFC','IDFCFIRSTB','IEX','IGL',
'IIFL','IIFLWAM','INDHOTEL','INDIACEM','INDIAMART','INDIANB','INDIGO','INDOCO','INDOSTAR','INDUSINDBK',
'INFIBEAM','INFRATEL','INFY','INGERRAND','INOXLEISUR','IOB','IOC','IPCALAB','IRB','IRCON','IRCTC','ISEC',
'ITC','ITDC','ITI','JAGRAN','JBCHEPHARM','JCHAC','JINDALSAW','JINDALSTEL','JKCEMENT','JKLAKSHMI','JKPAPER',
'JMFINANCIL','JSL','JSWENERGY','JSWHL','JSWSTEEL','JUBILANT','JUBLFOOD','JUSTDIAL','JYOTHYLAB',
'KAJARIACER','KALPATPOWR','KANSAINER','KARURVYSYA','KEC','KEI','KIOCL','KIRLOSENG','KNRCON','KOTAKBANK',
'KPRMILL','KRBL','KSB','KSCL','KTKBANK','L&TFH','LALPATHLAB','LAOPALA','LAURUSLABS','LAXMIMACH',
'LEMONTREE','LICHSGFIN','LINDEINDIA','LT','LTI','LTTS','LUPIN','LUXIND','M&M','M&MFIN','MAHABANK',
'MAHINDCIE','MAHLOG','MAHSCOOTER','MAHSEAMLES','MANAPPURAM','MARICO','MARUTI','MASFIN','MAXINDIA',
'MCDOWELL-N','METROPOLIS','MFSL','MGL','MHRIL','MIDHANI','MINDACORP','MINDAIND','MINDTREE','MMTC',
'MOIL','MOTHERSUMI','MOTILALOFS','MPHASIS','MRF','MRPL','MUTHOOTFIN','NAM-INDIA','NATCOPHARM',
'NATIONALUM','NAUKRI','NAVINFLUOR','NAVNETEDUL','NBCC','NCC','NESCO','NETWORK18','NH','NHPC','NIACL',
'NIITLTD','NIITTECH','NILKAMAL','NLCINDIA','NMDC','NTPC','OBEROIRLTY','OFSS','OIL','OMAXE','ONGC',
'ORIENTELEC','ORIENTREF','PAGEIND','PAPERPROD','PEL','PERSISTENT','PETRONET','PFC','PFIZER','PGHH',
'PGHL','PHOENIXLTD','PIDILITIND','PIIND','PNB','PNBHOUSING','PNCINFRA','POLYCAB','POLYMED','POWERGRID',
'POWERINDIA','PRESTIGE','PRINCEPIPE','PRSMJOHNSN','PSPPROJECT','PTC','PVR','QUESS','RADICO','RAIN',
'RAJESHEXPO','RALLIS','RAMCOCEM','RATNAMANI','RAYMOND','RBLBANK','RCF','RECLTD','REDINGTON','RELAXO',
'RELIANCE','RESPONIND','RITES','RVNL','SAIL','SANOFI','SBICARD','SBILIFE','SBIN','SCHAEFFLER','SCHNEIDER',
'SCI','SEQUENT','SFL','SHILPAMED','SHOPERSTOP','SHREECEM','SHRIRAMCIT','SIEMENS','SIS','SJVN','SKFINDIA',
'SOBHA','SOLARA','SOLARINDS','SONATSOFTW','SPANDANA','SPARC','SRF','SRTRANSFIN','STAR','STARCEMENT',
'STRTECH','SUDARSCHEM','SUMICHEM','SUNCLAYLTD','SUNDARMFIN','SUNDRMFAST','SUNPHARMA','SUNTECK','SUNTV',
'SUPPETRO','SUPRAJIT','SUPREMEIND','SUVENPHAR','SWANENERGY','SWSOLAR','SYMPHONY','SYNGENE','TASTYBITE',
'TATACHEM','TATACOMM','TATACONSUM','TATAELXSI','TATAINVEST','TATAMOTORS','TATAPOWER','TATASTEEL',
'TATASTLBSL','TCI','TCIEXP','TCNSBRANDS','TCS','TEAMLEASE','TECHM','TECHNOE','THERMAX','THYROCARE',
'TIDEWATER','TIINDIA','TIMKEN','TITAN','TORNTPHARM','TORNTPOWER','TRENT','TRIDENT','TRITURBINE',
'TTKPRESTIG','TV18BRDCST','TVSMOTOR','UBL','UCOBANK','UJJIVAN','UJJIVANSFB','ULTRACEMCO','UNIONBANK',
'UPL','VAIBHAVGBL','VAKRANGEE','VARROC','VBL','VEDL','VENKEYS','VESUVIUS','VGUARD','VINATIORGA',
'VIPIND','VMART','VOLTAS','VRLLOG','VSTIND','VTL','WABCOINDIA','WELCORP','WELSPUNIND','WHIRLPOOL',
'WIPRO','WOCKPHARMA','YESBANK','ZEEL','ZENSARTECH','ZYDUSWELL'))
MODEL = st.sidebar.selectbox('Forecasting Model',('Model Based','Data Driven','ARIMA','LSTM Artificial Neural Network','FB Prophet'))
col1, col2 = st.beta_columns((1,1))
#################################################################################
def baseplots(var):
tv = TvDatafeed()
data = tv.get_hist(symbol=var,exchange='NSE',n_bars=5000)
data['date'] = data.index.astype(str)
new = data['date'].str.split(' ',expand=True)
data['date'] = new[0]
data['date'] = pd.to_datetime(data['date'])
data = data.set_index('date')
st.subheader('Interactive Candlestick Chart for {}'.format(var))
fig = cf.Figure(data=[cf.Candlestick(x=data.index,
open=data['open'],
high = data['high'],
low = data['low'],
close = data['close'])])
fig.update_layout(xaxis_rangeslider_visible=False,
title=f"{var}'s adjusted stock price",
xaxis_title="Year",
yaxis_title="Stock Price")
st.plotly_chart(fig, use_container_width = True)
st.subheader('Line Chart for {}'.format(var))
fig2 = plt.figure(figsize = (20,8))
plt.plot(data.close)
plt.xlabel('Year')
plt.ylabel('Stock Price')
plt.title('Line Chart')
plt.grid(True)
st.write(fig2)
##################################################################################
def model(var):
tv = TvDatafeed()
data = tv.get_hist(symbol=var,exchange='NSE',n_bars=5000)
data['date'] = data.index.astype(str)
new = data['date'].str.split(' ',expand=True)
data['date'] = new[0]
data['date'] = pd.to_datetime(data['date'])
data = data.set_index('date',drop=False)
heatmapdata = data[['date','close']]
heatmapdata['date'] = pd.to_datetime(heatmapdata['date'])
# Extracting Day, weekday name, month name, year from the Date column using
# Date functions from pandas
heatmapdata["month"] = heatmapdata['date'].dt.strftime("%b") # month extraction
heatmapdata["year"] = heatmapdata['date'].dt.strftime("%Y") # year extraction
heatmapdata["Day"] = heatmapdata['date'].dt.strftime("%d") # Day extraction
heatmapdata["wkday"] = heatmapdata['date'].dt.strftime("%A") # weekday extraction
heatmap_y_month = pd.pivot_table(data = heatmapdata,
values = "close",
index = "year",
columns = "month",
aggfunc = "mean",
fill_value=0)
heatmap_y_month1 = heatmap_y_month[['Jan','Feb','Mar','Apr','May','Jun','Jul','Aug','Sep','Oct','Nov','Dec']]
st.header('Model Based Forecast Result for {}'.format(var))
st.subheader('Heatmap (Monthly avg)')
fig = plt.figure(figsize=(20,10))
sns.heatmap(heatmap_y_month1,annot=True,fmt="g",cmap = 'YlOrBr')
plt.xlabel('Month')
plt.ylabel('Year')
st.pyplot(fig)
# Boxplot for every month
st.subheader('Monthly Boxplot')
fig = plt.figure(figsize=(20,10))
sns.boxplot(x="month",y="close",data=heatmapdata, order = ["Jan", "Feb","Mar", "Apr","May", "Jun","Jul", "Aug","Sep", "Oct","Nov", "Dec"])
plt.xlabel('Month')
plt.ylabel('Stock Price')
st.pyplot(fig)
st.subheader('Yearly Boxplot')
fig = plt.figure(figsize=(20,10))
sns.boxplot(x="year",y="close",data=heatmapdata)
sns.lineplot(x="year",y="close",data=heatmapdata)
plt.xlabel('Year')
plt.ylabel('Stock Price')
st.pyplot(fig)
sns.lineplot(x="year",y="close",data=heatmapdata)
#### Splitting data
data1 = heatmapdata
data1['t'] = np.arange(1,data1.shape[0]+1)
data1['t_square'] = np.square(data1.t)
data1['log_close'] = np.log(data1.close)
data2 = pd.get_dummies(data1['month'])
data1 = pd.concat([data1, data2],axis=1)
data1 = data1.reset_index(drop = True)
# Using 3/4th data for training and remaining for testing
test_size = round(0.25 * (data1.shape[0]+1))
Train = data1[:-test_size]
Test = data1[-test_size:]
## Trying basic models
#Linear Model
import statsmodels.formula.api as smf
linear_model = smf.ols('close~t',data=Train).fit()
pred_linear = pd.Series(linear_model.predict(pd.DataFrame(Test['t'])))
rmse_linear = np.sqrt(np.mean((np.array(Test['close'])-np.array(pred_linear))**2))
#Exponential
Exp = smf.ols('log_close~t',data=Train).fit()
pred_Exp = pd.Series(Exp.predict(pd.DataFrame(Test['t'])))
rmse_Exp = np.sqrt(np.mean((np.array(Test['close'])-np.array(np.exp(pred_Exp)))**2))
#Quadratic
Quad = smf.ols('close~t+t_square',data=Train).fit()
pred_Quad = pd.Series(Quad.predict(Test[["t","t_square"]]))
rmse_Quad = np.sqrt(np.mean((np.array(Test['close'])-np.array(pred_Quad))**2))
#Additive seasonality
add_sea = smf.ols('close~Jan+Feb+Mar+Apr+May+Jun+Jul+Aug+Sep+Oct+Nov',data=Train).fit()
pred_add_sea = pd.Series(add_sea.predict(Test[['Jan','Feb','Mar','Apr','May','Jun','Jul','Aug','Sep','Oct','Nov']]))
rmse_add_sea = np.sqrt(np.mean((np.array(Test['close'])-np.array(pred_add_sea))**2))
#Additive Seasonality Quadratic
add_sea_Quad = smf.ols('close~t+t_square+Jan+Feb+Mar+Apr+May+Jun+Jul+Aug+Sep+Oct+Nov',data=Train).fit()
pred_add_sea_quad = pd.Series(add_sea_Quad.predict(Test[['Jan','Feb','Mar','Apr','May','Jun','Jul','Aug','Sep','Oct','Nov','t','t_square']]))
rmse_add_sea_quad = np.sqrt(np.mean((np.array(Test['close'])-np.array(pred_add_sea_quad))**2))
##Multiplicative Seasonality
Mul_sea = smf.ols('log_close~Jan+Feb+Mar+Apr+May+Jun+Jul+Aug+Sep+Oct+Nov',data = Train).fit()
pred_Mult_sea = pd.Series(Mul_sea.predict(Test))
rmse_Mult_sea = np.sqrt(np.mean((np.array(Test['close'])-np.array(np.exp(pred_Mult_sea)))**2))
#Multiplicative Additive Seasonality
Mul_Add_sea = smf.ols('log_close~t+Jan+Feb+Mar+Apr+May+Jun+Jul+Aug+Sep+Oct+Nov',data = Train).fit()
pred_Mult_add_sea = pd.Series(Mul_Add_sea.predict(Test))
rmse_Mult_add_sea = np.sqrt(np.mean((np.array(Test['close'])-np.array(np.exp(pred_Mult_add_sea)))**2))
#Compare the results
datamodel = {"MODEL":pd.Series(["rmse_linear","rmse_Exp","rmse_Quad","rmse_add_sea","rmse_add_sea_quad","rmse_Mult_sea","rmse_Mult_add_sea"]),
"RMSE_Values":pd.Series([rmse_linear,rmse_Exp,rmse_Quad,rmse_add_sea,rmse_add_sea_quad,rmse_Mult_sea,rmse_Mult_add_sea])}
table_rmse=pd.DataFrame(datamodel)
table = table_rmse.sort_values(['RMSE_Values'],ignore_index = True)
bestmodel = table.iloc[0,0]
if bestmodel == "rmse_linear" :
formula = 'close~t'
if bestmodel == "rmse_Exp":
formula = 'log_close~t'
if bestmodel == "rmse_Quad" :
formula = 'close~t+t_square'
if bestmodel == "rmse_add_sea":
formula = 'close~Jan+Feb+Mar+Apr+May+Jun+Jul+Aug+Sep+Oct+Nov'
if bestmodel == "rmse_add_sea_quad":
formula = 'close~t+t_square+Jan+Feb+Mar+Apr+May+Jun+Jul+Aug+Sep+Oct+Nov'
if bestmodel == "rmse_Mult_sea":
formula = 'log_close~Jan+Feb+Mar+Apr+May+Jun+Jul+Aug+Sep+Oct+Nov'
if bestmodel == "rmse_Mult_add_sea":
formula = 'log_close~t+Jan+Feb+Mar+Apr+May+Jun+Jul+Aug+Sep+Oct+Nov'
#Build the model on entire data set
model_full = smf.ols(formula,data=data1).fit()
pred_new = pd.Series(model_full.predict(data1))
if bestmodel == ("rmse_Exp" or "rmse_Mult_sea" or "rmse_Mult_add_sea"):
data1["forecasted_close"] = pd.Series(np.exp(pred_new))
else:
data1["forecasted_close"] = pd.Series((pred_new))
st.subheader('Best Basic Mathematical Model')
fig = plt.figure(figsize = (20,8))
plt.xlabel('No.of Days')
plt.ylabel('Stock Price')
plt.plot(data1[['close','forecasted_close']].reset_index(drop=True))
st.pyplot(fig)
######################################################################################
def datad(var):
tv = TvDatafeed()
data = tv.get_hist(symbol=var,exchange='NSE',n_bars=5000)
data['date'] = data.index.astype(str)
new = data['date'].str.split(' ',expand=True)
data['date'] = new[0]
data['date'] = pd.to_datetime(data['date'])
data = data.set_index('date',drop=False)
import statsmodels.graphics.tsaplots as tsa_plots
from statsmodels.tsa.seasonal import seasonal_decompose
from statsmodels.tsa.holtwinters import SimpleExpSmoothing # SES
from statsmodels.tsa.holtwinters import Holt # Holts Exponential Smoothing
from statsmodels.tsa.holtwinters import ExponentialSmoothing
heatmapdata = data[['date','close']]
heatmapdata['date'] = pd.to_datetime(heatmapdata['date'])
# Extracting Day, weekday name, month name, year from the Date column using Date functions from pandas
heatmapdata["month"] = heatmapdata['date'].dt.strftime("%b") # month extraction
heatmapdata["year"] = heatmapdata['date'].dt.strftime("%Y") # year extraction
heatmapdata["Day"] = heatmapdata['date'].dt.strftime("%d") # Day extraction
heatmapdata["wkday"] = heatmapdata['date'].dt.strftime("%A") # weekday extraction
data1 = heatmapdata
data1['t'] = np.arange(1,data1.shape[0]+1)
data1['t_square'] = np.square(data1.t)
data1['log_close'] = np.log(data1.close)
data2 = pd.get_dummies(data1['month'])
data1 = pd.concat([data1, data2],axis=1)
data1 = data1.reset_index(drop = True)
# Using 3/4th data for training and remaining for testing
test_size = round(0.25 * (data1.shape[0]+1))
Train = data1[:-test_size]
Test = data1[-test_size:]
st.header('Data Driven Forecast Result for {}'.format(var))
st.subheader('Moving Average(MA)')
fig = plt.figure(figsize=(20,8))
data1['close'].plot(label="org")
for i in range(50,201,50):
data1["close"].rolling(i).mean().plot(label=str(i))
plt.xlabel('No.of Days')
plt.ylabel('Stock Price')
plt.legend(loc='best')
st.pyplot(fig)
### Evaluation Metric RMSE
def RMSE(pred,org):
MSE = np.square(np.subtract(org,pred)).mean()
return np.sqrt(MSE)
### Simple Exponential Method
ses_model = SimpleExpSmoothing(Train["close"]).fit(smoothing_level=0.2)
pred_ses = ses_model.predict(start = Test.index[0],end = Test.index[-1])
rmseses = RMSE(pred_ses,Test.close)
### Holt method
hw_model = Holt(Train["close"]).fit(smoothing_level=0.8, smoothing_slope=0.2)
pred_hw = hw_model.predict(start = Test.index[0],end = Test.index[-1])
rmsehw = RMSE(pred_hw,Test.close)
### Holts winter exponential smoothing with additive seasonality and additive trend
hwe_model_add_add = ExponentialSmoothing(Train["close"],seasonal="add",trend="add",seasonal_periods=365).fit() #add the trend to the model
pred_hwe_add_add = hwe_model_add_add.predict(start = Test.index[0],end = Test.index[-1])
rmsehwaa = RMSE(pred_hwe_add_add,Test.close)
### Holts winter exponential smoothing with multiplicative seasonality and additive trend
hwe_model_mul_add = ExponentialSmoothing(Train["close"],seasonal="mul",trend="add",seasonal_periods=365).fit()
pred_hwe_mul_add = hwe_model_mul_add.predict(start = Test.index[0],end = Test.index[-1])
rmsehwma = RMSE(pred_hwe_mul_add,Test.close)
### Final Model by combining train and test
datamodel1 = {"MODEL":pd.Series(["rmse_ses","rmse_hw","rmse_hwe_add_add","rmse_hwe_mul_add"]),"RMSE_Values":pd.Series([rmseses,rmsehw,rmsehwaa,rmsehwma])}
table_rmse1 = pd.DataFrame(datamodel1)
table1 = table_rmse1.sort_values(['RMSE_Values'],ignore_index = True)
bestmodel1 = table1.iloc[0,0]
if bestmodel1 == "rmse_hwe_add_add" :
formula1 = ExponentialSmoothing(data["close"],seasonal="add",trend="add",seasonal_periods=365).fit()
if bestmodel1 == "rmse_hwe_mul_add":
formula1 = ExponentialSmoothing(data["close"],seasonal="mul",trend="add",seasonal_periods=365).fit()
if bestmodel1 == "rmse_ses" :
formula1 = SimpleExpSmoothing(data["close"]).fit(smoothing_level=0.2)
if bestmodel1 == "rmse_hw":
formula1 = Holt(data["close"]).fit(smoothing_level=0.8, smoothing_slope=0.2)
#Forecasting for next 12 time periods
forecasted = formula1.forecast(730)
st.subheader('Best Holt Winters Model')
fig = plt.figure(figsize=(20,8))
plt.plot(data1.close, label = "Actual")
plt.plot(forecasted, label = "Forecasted")
plt.xlabel('No.of Days')
plt.ylabel('Stock Price')
plt.legend()
st.pyplot(fig)
###########################################################################################################
def arima(var):
tv = TvDatafeed()
data = tv.get_hist(symbol=var,exchange='NSE',n_bars=5000)
data['date'] = data.index.astype(str)
new = data['date'].str.split(' ',expand=True)
data['date'] = new[0]
data['date'] = pd.to_datetime(data['date'])
data = data.set_index('date',drop=False)
from statsmodels.tsa.stattools import adfuller
from statsmodels.tsa.stattools import kpss
st.header('Auto ARIMA Forecast Result for {}'.format(var))
st.write('**Determining stationarity of the dataset using Augmented Dickey-Fuller Test**')
result=adfuller (data['close'])
st.text('Test Statistic: %f' %result[0])
st.text('p-value: %f' %result[1])
st.write('**Determining stationarity of the dataset using Kwiatkowski Phillips Schmidt Shin (KPSS) test**')
result_kpss_ct=kpss(data['close'],regression="ct")
st.text('Test Statistic: %f' %result_kpss_ct[0])
st.text('p-value: %f' %result_kpss_ct[1])
st.write('**_Test statistic value greater than 0.05 for both ADFuller and KPSS indicate non-stationarity of the data_**')
# Auto ARIMA on complete Dataset
import itertools
from math import sqrt
import statsmodels.api as sm
from sklearn.metrics import mean_squared_error
from statsmodels.tsa.arima.model import ARIMA, ARIMAResults
from statsmodels.tsa.stattools import adfuller
from statsmodels.tsa.seasonal import seasonal_decompose
from pandas.plotting import register_matplotlib_converters
register_matplotlib_converters()
ARIMA_model = pm.auto_arima(data['close'],
start_p=1,
start_q=1,
test='adf', # use adftest to find optimal 'd'
max_p=3, max_q=3, # maximum p and q
m=1, # frequency of series (if m==1, seasonal is set to FALSE automatically)
d=None,# let model determine 'd'
seasonal=False, # No Seasonality for standard ARIMA
trace=False, #logs
error_action='warn', #shows errors ('ignore' silences these)
suppress_warnings=True,
stepwise=True)
from pandas.tseries.frequencies import DAYS
def forecast(ARIMA_model, periods=730):
# Forecast
n_periods = periods
fitted, confint = ARIMA_model.predict(n_periods=n_periods, return_conf_int=True)
index_of_fc = pd.date_range(data.index[-1] + pd.DateOffset(days=1), periods = n_periods, freq='D')
# make series for plotting purpose
fitted_series = pd.Series(fitted.values, index=index_of_fc)
lower_series = pd.Series(confint[:, 0], index=index_of_fc)
upper_series = pd.Series(confint[:, 1], index=index_of_fc)
# Plot
st.subheader('Auto-ARIMA Forecast')
fig = plt.figure(figsize=(20,8))
plt.plot(data["close"])
plt.plot(fitted_series, color='darkgreen')
plt.fill_between(lower_series.index,
lower_series,
upper_series,
color='k', alpha=.15)
plt.title("ARIMA - Forecast of Close Price")
plt.xlabel('Year')
plt.ylabel('Stock Price')
st.pyplot(fig)
forecast(ARIMA_model)
#############################################################################################
def lstm(var):
tv = TvDatafeed()
data = tv.get_hist(symbol=var,exchange='NSE',n_bars=5000)
data['date'] = data.index.astype(str)
new = data['date'].str.split(' ',expand=True)
data['date'] = new[0]
data['date'] = pd.to_datetime(data['date'])
data = data.set_index('date',drop=False)
from sklearn.preprocessing import MinMaxScaler
from keras.models import Sequential
from keras.layers import Dense, Dropout, LSTM
new_data=data.drop(['symbol','open','high','low','volume','date',],axis=1)
#creating train and test sets
dataset = new_data
test_size = round(0.25 * (dataset.shape[0]+1))
train = dataset[:-test_size]
valid = dataset[-test_size:]
#converting dataset into x_train and y_train
scaler = MinMaxScaler(feature_range=(0, 1))
scaled_data = scaler.fit_transform(dataset)
x_train, y_train = [], []
for i in range(46,len(train)):
x_train.append(scaled_data[i-46:i,0])
y_train.append(scaled_data[i,0])
x_train, y_train = np.array(x_train), np.array(y_train)
x_train = np.reshape(x_train, (x_train.shape[0],x_train.shape[1],1))
# create and fit the LSTM network
model = Sequential()
model.add(LSTM(units=50, return_sequences=True, input_shape=(x_train.shape[1],1)))
model.add(LSTM(units=50))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(x_train, y_train, epochs=1, batch_size=1, verbose=2)
#predicting 896 values, using past 46 from the train data
inputs = new_data[len(new_data) - len(valid) - 46:].values
inputs = inputs.reshape(-1,1)
inputs = scaler.transform(inputs)
X_test = []
for i in range(46,inputs.shape[0]):
X_test.append(inputs[i-46:i,0])
X_test = np.array(X_test)
X_test = np.reshape(X_test, (X_test.shape[0],X_test.shape[1],1))
closing_price = model.predict(X_test)
closing_price = scaler.inverse_transform(closing_price)
# Results
rms=np.sqrt(np.mean(np.power((valid-closing_price),2)))
st.header('LSTM Artificial Neural Network based Forecasting for {}'.format(var))
st.subheader('Forecast by LSTM ANN')
#for plotting
fig = plt.figure(figsize=(25,10))
train = dataset[:-test_size]
valid = dataset[-test_size:]
valid['Predictions'] = closing_price
plt.plot(dataset['close'], label='original')
plt.plot(valid['Predictions'],label='predicted')
plt.xlabel('Year')
plt.ylabel('Stock Price')
plt.legend()
st.pyplot(fig)
#################################################################################
def fb(var):
tv = TvDatafeed()
data = tv.get_hist(symbol=var,exchange='NSE',n_bars=5000)
data['date'] = data.index.astype(str)
new = data['date'].str.split(' ',expand=True)
data['date'] = new[0]
data['date'] = pd.to_datetime(data['date'])
data = data.set_index('date',drop=False)
import fbprophet
from fbprophet import Prophet
data2 = data
data2['ds'] = pd.to_datetime(data['date'])
data2['y'] = (data2['close'])
data2 = data2[['ds','y']].reset_index(drop = True)
model = Prophet()
model.fit(data2)
future = model.make_future_dataframe(periods = 730)
pred = model.predict(future)
pred.yhat[pred.yhat < 0] = 0
pred.yhat_lower[pred.yhat_lower < 0] = 0
pred.yhat_upper[pred.yhat_upper < 0] = 0
pred.trend_upper[pred.trend_upper < 0] = 0
pred.trend_lower[pred.trend_lower < 0] = 0
st.header('Forecast by FB Prophet Model for {}'.format(var))
st.subheader('Predicted Result')
st.pyplot(model.plot(pred, xlabel='Year', ylabel='Stock Price'))
st.subheader('Other Components of FBPROPHET')
st.write(model.plot_components(pred))
se = np.square(pred.loc[:, 'yhat'] - data2.y)
mse = np.mean(se)
rmse = np.sqrt(mse)
#######################################################################################
with col1:
baseplots(COMPANY)
with col2:
baseplots(COMPANY1)
if MODEL == 'Model Based':
with col1:
model(COMPANY)
with col2:
model(COMPANY1)
if MODEL == 'Data Driven':
with col1:
datad(COMPANY)
with col2:
datad(COMPANY1)
if MODEL == 'ARIMA':
with col1:
arima(COMPANY)
with col2:
arima(COMPANY1)
if MODEL == 'LSTM Artificial Neural Network':
with col1:
lstm(COMPANY)
with col2:
lstm(COMPANY1)
if MODEL == 'FB Prophet':
with col1:
fb(COMPANY)
with col2:
fb(COMPANY1)