Tonic commited on
Commit
09db56d
·
1 Parent(s): f444fd5

add tabbed interface

Browse files
Files changed (1) hide show
  1. app.py +172 -58
app.py CHANGED
@@ -141,7 +141,7 @@ def make_prediction(symbol: str, timeframe: str = "1d", prediction_days: int = 5
141
 
142
  Args:
143
  symbol (str): Stock symbol
144
- timeframe (str): Data timeframe
145
  prediction_days (int): Number of days to predict
146
  strategy (str): Prediction strategy to use
147
 
@@ -162,26 +162,39 @@ def make_prediction(symbol: str, timeframe: str = "1d", prediction_days: int = 5
162
  # Make prediction with GPU acceleration
163
  pipe = load_pipeline()
164
 
165
- # Limit prediction length to avoid memory issues
166
- actual_prediction_days = min(prediction_days, 64)
 
 
 
 
 
 
 
 
 
 
 
 
 
167
 
168
  with torch.inference_mode():
169
  prediction = pipe.predict(
170
  context=context,
171
- prediction_length=actual_prediction_days,
172
  num_samples=100
173
  ).detach().cpu().numpy()
174
 
175
  mean_pred = prediction.mean(axis=0)
176
  std_pred = prediction.std(axis=0)
177
 
178
- # If we had to limit the prediction days, extend the prediction
179
- if actual_prediction_days < prediction_days:
180
  last_pred = mean_pred[-1]
181
  last_std = std_pred[-1]
182
- extension = np.array([last_pred * (1 + np.random.normal(0, last_std, prediction_days - actual_prediction_days))])
183
  mean_pred = np.concatenate([mean_pred, extension])
184
- std_pred = np.concatenate([std_pred, np.full(prediction_days - actual_prediction_days, last_std)])
185
 
186
  except Exception as e:
187
  print(f"Chronos prediction failed: {str(e)}")
@@ -203,9 +216,14 @@ def make_prediction(symbol: str, timeframe: str = "1d", prediction_days: int = 5
203
  mean_pred = np.array([last_price * (1 + trend * volatility * i) for i in range(1, prediction_days + 1)])
204
  std_pred = np.array([volatility * last_price * i for i in range(1, prediction_days + 1)])
205
 
206
- # Create prediction dates
207
  last_date = df.index[-1]
208
- pred_dates = pd.date_range(start=last_date + timedelta(days=1), periods=prediction_days)
 
 
 
 
 
209
 
210
  # Create visualization
211
  fig = make_subplots(rows=3, cols=1,
@@ -265,9 +283,9 @@ def make_prediction(symbol: str, timeframe: str = "1d", prediction_days: int = 5
265
  row=3, col=1
266
  )
267
 
268
- # Update layout
269
  fig.update_layout(
270
- title=f'{symbol} Analysis and Prediction',
271
  xaxis_title='Date',
272
  yaxis_title='Price',
273
  height=1000,
@@ -280,9 +298,10 @@ def make_prediction(symbol: str, timeframe: str = "1d", prediction_days: int = 5
280
  # Add prediction information to signals
281
  signals.update({
282
  "symbol": symbol,
 
283
  "prediction": mean_pred.tolist(),
284
  "confidence": std_pred.tolist(),
285
- "dates": pred_dates.strftime('%Y-%m-%d').tolist(),
286
  "strategy_used": strategy
287
  })
288
 
@@ -316,54 +335,134 @@ def calculate_trading_signals(df: pd.DataFrame) -> Dict:
316
  return signals
317
 
318
  def create_interface():
319
- """Create the Gradio interface"""
320
  with gr.Blocks(title="Structured Product Analysis") as demo:
321
  gr.Markdown("# Structured Product Analysis")
322
  gr.Markdown("Analyze stocks for inclusion in structured financial products with extended time horizons.")
323
 
324
- with gr.Row():
325
- with gr.Column():
326
- symbol = gr.Textbox(label="Stock Symbol (e.g., AAPL)", value="AAPL")
327
- timeframe = gr.Dropdown(
328
- choices=["1d", "1h", "15m"],
329
- label="Timeframe",
330
- value="1d"
331
- )
332
- prediction_days = gr.Slider(
333
- minimum=1,
334
- maximum=365, # Extended to 1 year
335
- value=30,
336
- step=1,
337
- label="Days to Predict"
338
- )
339
- lookback_days = gr.Slider(
340
- minimum=1,
341
- maximum=3650, # 10 years of history
342
- value=365,
343
- step=1,
344
- label="Historical Lookback (Days)"
345
- )
346
- strategy = gr.Dropdown(
347
- choices=["chronos", "technical"],
348
- label="Prediction Strategy",
349
- value="chronos"
350
- )
351
- predict_btn = gr.Button("Analyze Stock")
 
 
 
 
 
 
 
 
 
 
 
 
 
352
 
353
- with gr.Column():
354
- plot = gr.Plot(label="Analysis and Prediction")
355
- signals = gr.JSON(label="Trading Signals")
356
-
357
- with gr.Row():
358
- with gr.Column():
359
- gr.Markdown("### Structured Product Metrics")
360
- metrics = gr.JSON(label="Product Metrics")
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
361
 
362
- gr.Markdown("### Risk Analysis")
363
- risk_metrics = gr.JSON(label="Risk Metrics")
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
364
 
365
- gr.Markdown("### Sector Analysis")
366
- sector_metrics = gr.JSON(label="Sector Metrics")
 
 
 
 
 
 
 
 
367
 
368
  def analyze_stock(symbol, timeframe, prediction_days, lookback_days, strategy):
369
  signals, fig = make_prediction(symbol, timeframe, prediction_days, strategy)
@@ -400,10 +499,25 @@ def create_interface():
400
 
401
  return signals, fig, product_metrics, risk_metrics, sector_metrics
402
 
403
- predict_btn.click(
404
- fn=analyze_stock,
405
- inputs=[symbol, timeframe, prediction_days, lookback_days, strategy],
406
- outputs=[signals, plot, metrics, risk_metrics, sector_metrics]
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
407
  )
408
 
409
  return demo
 
141
 
142
  Args:
143
  symbol (str): Stock symbol
144
+ timeframe (str): Data timeframe ('1d', '1h', '15m')
145
  prediction_days (int): Number of days to predict
146
  strategy (str): Prediction strategy to use
147
 
 
162
  # Make prediction with GPU acceleration
163
  pipe = load_pipeline()
164
 
165
+ # Adjust prediction length based on timeframe
166
+ if timeframe == "1d":
167
+ max_prediction_length = 64 # Maximum 64 days for daily data
168
+ elif timeframe == "1h":
169
+ max_prediction_length = 168 # Maximum 7 days (168 hours) for hourly data
170
+ else: # 15m
171
+ max_prediction_length = 192 # Maximum 2 days (192 15-minute intervals) for 15m data
172
+
173
+ # Convert prediction_days to appropriate intervals
174
+ if timeframe == "1d":
175
+ actual_prediction_length = min(prediction_days, max_prediction_length)
176
+ elif timeframe == "1h":
177
+ actual_prediction_length = min(prediction_days * 24, max_prediction_length)
178
+ else: # 15m
179
+ actual_prediction_length = min(prediction_days * 96, max_prediction_length) # 96 intervals per day
180
 
181
  with torch.inference_mode():
182
  prediction = pipe.predict(
183
  context=context,
184
+ prediction_length=actual_prediction_length,
185
  num_samples=100
186
  ).detach().cpu().numpy()
187
 
188
  mean_pred = prediction.mean(axis=0)
189
  std_pred = prediction.std(axis=0)
190
 
191
+ # If we had to limit the prediction length, extend the prediction
192
+ if actual_prediction_length < prediction_days:
193
  last_pred = mean_pred[-1]
194
  last_std = std_pred[-1]
195
+ extension = np.array([last_pred * (1 + np.random.normal(0, last_std, prediction_days - actual_prediction_length))])
196
  mean_pred = np.concatenate([mean_pred, extension])
197
+ std_pred = np.concatenate([std_pred, np.full(prediction_days - actual_prediction_length, last_std)])
198
 
199
  except Exception as e:
200
  print(f"Chronos prediction failed: {str(e)}")
 
216
  mean_pred = np.array([last_price * (1 + trend * volatility * i) for i in range(1, prediction_days + 1)])
217
  std_pred = np.array([volatility * last_price * i for i in range(1, prediction_days + 1)])
218
 
219
+ # Create prediction dates based on timeframe
220
  last_date = df.index[-1]
221
+ if timeframe == "1d":
222
+ pred_dates = pd.date_range(start=last_date + timedelta(days=1), periods=prediction_days)
223
+ elif timeframe == "1h":
224
+ pred_dates = pd.date_range(start=last_date + timedelta(hours=1), periods=prediction_days * 24)
225
+ else: # 15m
226
+ pred_dates = pd.date_range(start=last_date + timedelta(minutes=15), periods=prediction_days * 96)
227
 
228
  # Create visualization
229
  fig = make_subplots(rows=3, cols=1,
 
283
  row=3, col=1
284
  )
285
 
286
+ # Update layout with timeframe-specific settings
287
  fig.update_layout(
288
+ title=f'{symbol} {timeframe} Analysis and Prediction',
289
  xaxis_title='Date',
290
  yaxis_title='Price',
291
  height=1000,
 
298
  # Add prediction information to signals
299
  signals.update({
300
  "symbol": symbol,
301
+ "timeframe": timeframe,
302
  "prediction": mean_pred.tolist(),
303
  "confidence": std_pred.tolist(),
304
+ "dates": pred_dates.strftime('%Y-%m-%d %H:%M:%S').tolist(),
305
  "strategy_used": strategy
306
  })
307
 
 
335
  return signals
336
 
337
  def create_interface():
338
+ """Create the Gradio interface with separate tabs for different timeframes"""
339
  with gr.Blocks(title="Structured Product Analysis") as demo:
340
  gr.Markdown("# Structured Product Analysis")
341
  gr.Markdown("Analyze stocks for inclusion in structured financial products with extended time horizons.")
342
 
343
+ with gr.Tabs() as tabs:
344
+ # Daily Analysis Tab
345
+ with gr.TabItem("Daily Analysis"):
346
+ with gr.Row():
347
+ with gr.Column():
348
+ daily_symbol = gr.Textbox(label="Stock Symbol (e.g., AAPL)", value="AAPL")
349
+ daily_prediction_days = gr.Slider(
350
+ minimum=1,
351
+ maximum=365,
352
+ value=30,
353
+ step=1,
354
+ label="Days to Predict"
355
+ )
356
+ daily_lookback_days = gr.Slider(
357
+ minimum=1,
358
+ maximum=3650,
359
+ value=365,
360
+ step=1,
361
+ label="Historical Lookback (Days)"
362
+ )
363
+ daily_strategy = gr.Dropdown(
364
+ choices=["chronos", "technical"],
365
+ label="Prediction Strategy",
366
+ value="chronos"
367
+ )
368
+ daily_predict_btn = gr.Button("Analyze Stock")
369
+
370
+ with gr.Column():
371
+ daily_plot = gr.Plot(label="Analysis and Prediction")
372
+ daily_signals = gr.JSON(label="Trading Signals")
373
+
374
+ with gr.Row():
375
+ with gr.Column():
376
+ gr.Markdown("### Structured Product Metrics")
377
+ daily_metrics = gr.JSON(label="Product Metrics")
378
+
379
+ gr.Markdown("### Risk Analysis")
380
+ daily_risk_metrics = gr.JSON(label="Risk Metrics")
381
+
382
+ gr.Markdown("### Sector Analysis")
383
+ daily_sector_metrics = gr.JSON(label="Sector Metrics")
384
 
385
+ # Hourly Analysis Tab
386
+ with gr.TabItem("Hourly Analysis"):
387
+ with gr.Row():
388
+ with gr.Column():
389
+ hourly_symbol = gr.Textbox(label="Stock Symbol (e.g., AAPL)", value="AAPL")
390
+ hourly_prediction_days = gr.Slider(
391
+ minimum=1,
392
+ maximum=7, # Limited to 7 days for hourly predictions
393
+ value=3,
394
+ step=1,
395
+ label="Days to Predict"
396
+ )
397
+ hourly_lookback_days = gr.Slider(
398
+ minimum=1,
399
+ maximum=30, # Limited to 30 days for hourly data
400
+ value=14,
401
+ step=1,
402
+ label="Historical Lookback (Days)"
403
+ )
404
+ hourly_strategy = gr.Dropdown(
405
+ choices=["chronos", "technical"],
406
+ label="Prediction Strategy",
407
+ value="chronos"
408
+ )
409
+ hourly_predict_btn = gr.Button("Analyze Stock")
410
+
411
+ with gr.Column():
412
+ hourly_plot = gr.Plot(label="Analysis and Prediction")
413
+ hourly_signals = gr.JSON(label="Trading Signals")
414
 
415
+ with gr.Row():
416
+ with gr.Column():
417
+ gr.Markdown("### Structured Product Metrics")
418
+ hourly_metrics = gr.JSON(label="Product Metrics")
419
+
420
+ gr.Markdown("### Risk Analysis")
421
+ hourly_risk_metrics = gr.JSON(label="Risk Metrics")
422
+
423
+ gr.Markdown("### Sector Analysis")
424
+ hourly_sector_metrics = gr.JSON(label="Sector Metrics")
425
+
426
+ # 15-Minute Analysis Tab
427
+ with gr.TabItem("15-Minute Analysis"):
428
+ with gr.Row():
429
+ with gr.Column():
430
+ min15_symbol = gr.Textbox(label="Stock Symbol (e.g., AAPL)", value="AAPL")
431
+ min15_prediction_days = gr.Slider(
432
+ minimum=1,
433
+ maximum=2, # Limited to 2 days for 15-minute predictions
434
+ value=1,
435
+ step=1,
436
+ label="Days to Predict"
437
+ )
438
+ min15_lookback_days = gr.Slider(
439
+ minimum=1,
440
+ maximum=5, # Limited to 5 days for 15-minute data
441
+ value=3,
442
+ step=1,
443
+ label="Historical Lookback (Days)"
444
+ )
445
+ min15_strategy = gr.Dropdown(
446
+ choices=["chronos", "technical"],
447
+ label="Prediction Strategy",
448
+ value="chronos"
449
+ )
450
+ min15_predict_btn = gr.Button("Analyze Stock")
451
+
452
+ with gr.Column():
453
+ min15_plot = gr.Plot(label="Analysis and Prediction")
454
+ min15_signals = gr.JSON(label="Trading Signals")
455
 
456
+ with gr.Row():
457
+ with gr.Column():
458
+ gr.Markdown("### Structured Product Metrics")
459
+ min15_metrics = gr.JSON(label="Product Metrics")
460
+
461
+ gr.Markdown("### Risk Analysis")
462
+ min15_risk_metrics = gr.JSON(label="Risk Metrics")
463
+
464
+ gr.Markdown("### Sector Analysis")
465
+ min15_sector_metrics = gr.JSON(label="Sector Metrics")
466
 
467
  def analyze_stock(symbol, timeframe, prediction_days, lookback_days, strategy):
468
  signals, fig = make_prediction(symbol, timeframe, prediction_days, strategy)
 
499
 
500
  return signals, fig, product_metrics, risk_metrics, sector_metrics
501
 
502
+ # Daily analysis button click
503
+ daily_predict_btn.click(
504
+ fn=lambda s, pd, ld, st: analyze_stock(s, "1d", pd, ld, st),
505
+ inputs=[daily_symbol, daily_prediction_days, daily_lookback_days, daily_strategy],
506
+ outputs=[daily_signals, daily_plot, daily_metrics, daily_risk_metrics, daily_sector_metrics]
507
+ )
508
+
509
+ # Hourly analysis button click
510
+ hourly_predict_btn.click(
511
+ fn=lambda s, pd, ld, st: analyze_stock(s, "1h", pd, ld, st),
512
+ inputs=[hourly_symbol, hourly_prediction_days, hourly_lookback_days, hourly_strategy],
513
+ outputs=[hourly_signals, hourly_plot, hourly_metrics, hourly_risk_metrics, hourly_sector_metrics]
514
+ )
515
+
516
+ # 15-minute analysis button click
517
+ min15_predict_btn.click(
518
+ fn=lambda s, pd, ld, st: analyze_stock(s, "15m", pd, ld, st),
519
+ inputs=[min15_symbol, min15_prediction_days, min15_lookback_days, min15_strategy],
520
+ outputs=[min15_signals, min15_plot, min15_metrics, min15_risk_metrics, min15_sector_metrics]
521
  )
522
 
523
  return demo