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import streamlit as st | |
import pandas as pd | |
import numpy as np | |
from prophet import Prophet | |
import yfinance as yf | |
from sklearn.metrics import mean_absolute_error, mean_squared_error | |
from prophet.plot import plot_plotly, plot_components_plotly | |
ticker_symbols = st.secrets["TICKER_SYMBOLS"].split(",") | |
def fetch_stock_data(ticker_symbol, start_date, end_date): | |
ticker_symbol = ticker_symbol +st.secrets["TICKER_FLAG"] | |
stock_data = yf.download(ticker_symbol, start=start_date, end=end_date) | |
df = stock_data[['Adj Close']].reset_index() | |
df = df.rename(columns={'Date': 'ds', 'Adj Close': 'y'}) | |
return df | |
def train_prophet_model(df): | |
model = Prophet() | |
model.fit(df) | |
return model | |
def make_forecast(model, periods): | |
future = model.make_future_dataframe(periods=periods) | |
forecast = model.predict(future) | |
return forecast | |
def calculate_performance_metrics(actual, predicted): | |
mae = mean_absolute_error(actual, predicted) | |
mse = mean_squared_error(actual, predicted) | |
rmse = np.sqrt(mse) | |
return {'MAE': mae, 'MSE': mse, 'RMSE': rmse} | |
def determine_sentiment(actual, predicted): | |
if actual > predicted: | |
sentiment = 'Negative' | |
elif actual < predicted: | |
sentiment = 'Positive' | |
else: | |
sentiment = 'Neutral' | |
return sentiment | |
def main(): | |
st.title('Stock Prediction on NSE Stocks') | |
st.sidebar.header('User Input Parameters') | |
ticker_symbol = st.sidebar.selectbox('Enter Ticker Symbol', options=ticker_symbols, index=0) | |
training_period = st.sidebar.selectbox('Select Training Period', | |
options=['1 week', '1 month', '1 year', '10 years']) | |
if training_period == '1 week': | |
start_date = pd.to_datetime('today') - pd.DateOffset(weeks=1) | |
elif training_period == '1 month': | |
start_date = pd.to_datetime('today') - pd.DateOffset(months=1) | |
elif training_period == '1 year': | |
start_date = pd.to_datetime('today') - pd.DateOffset(years=1) | |
elif training_period == '10 years': | |
start_date = pd.to_datetime('today') - pd.DateOffset(years=10) | |
end_date = pd.to_datetime('today') | |
df = fetch_stock_data(ticker_symbol, start_date, end_date) | |
forecast_horizon = st.sidebar.selectbox('Forecast Horizon', | |
options=['Next day', 'Next week', 'Next month'], | |
format_func=lambda x: x.capitalize()) | |
horizon_mapping = {'Next day': 1, 'Next week': 7, 'Next month': 30} | |
forecast_days = horizon_mapping[forecast_horizon] | |
if st.sidebar.button('Forecast Stock Prices'): | |
with st.spinner('Training model...'): | |
model = train_prophet_model(df) | |
forecast = make_forecast(model, forecast_days) | |
forecast_reversed = forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']].iloc[-forecast_days:].iloc[::-1] | |
st.markdown(""" | |
*The prediction was made using the Prophet forecasting model. The model was trained on historical stock data and used to forecast future prices based on the observed trends and patterns.* | |
""") | |
st.subheader(f'Forecast Summary for {ticker_symbol}') | |
latest_forecast = forecast_reversed.iloc[0] | |
actual_last_price = df["y"].iloc[-1] | |
predicted_last_price = latest_forecast['yhat'] | |
sentiment = determine_sentiment(actual_last_price, predicted_last_price) | |
st.warning(f'The last available adjusted closing price for {ticker_symbol} on {end_date.strftime("%d %B %Y")} is **₹{actual_last_price:.2f}**.') | |
if sentiment == 'Positive': | |
st.success(f"**Prediction: ₹{latest_forecast['yhat']:.2f}.**") | |
st.success(f"**Stoploss:** ₹{latest_forecast['yhat_lower']:.2f} **Target: ** {latest_forecast['yhat_upper']:.2f} **time frame: ** {forecast_horizon.lower()}.") | |
elif sentiment == 'Negative': | |
st.error(f"**Prediction: ₹{latest_forecast['yhat']:.2f}.**") | |
st.error(f"**Stoploss:** ₹{latest_forecast['yhat_lower']:.2f} **Target: ** {latest_forecast['yhat_upper']:.2f} **time frame: ** {forecast_horizon.lower()}.") | |
else: | |
st.info(f"**Prediction: ₹{latest_forecast['yhat']:.2f}.**") | |
st.info(f"**Stoploss:** ₹{latest_forecast['yhat_lower']:.2f} **Target: ** {latest_forecast['yhat_upper']:.2f} **time frame: ** {forecast_horizon.lower()}.") | |
st.markdown(f""" | |
**Find below the prediction Data for the {forecast_horizon.lower()}:** | |
""") | |
st.write(forecast_reversed) | |
def evaluate_performance_metrics(metrics): | |
evaluation = {} | |
evaluation['MAE'] = 'Good' if metrics['MAE'] < 0.05 * (df['y'].max() - df['y'].min()) else 'Not Good' | |
evaluation['MSE'] = 'Good' if metrics['MSE'] < 0.1 * (df['y'].max() - df['y'].min())**2 else 'Not Good' | |
evaluation['RMSE'] = 'Good' if metrics['RMSE'] < 0.1 * (df['y'].max() - df['y'].min()) else 'Not Good' | |
return evaluation | |
actual = df['y'] | |
predicted = forecast['yhat'][:len(df)] | |
metrics = calculate_performance_metrics(actual, predicted) | |
evaluation = evaluate_performance_metrics(metrics) | |
metrics = calculate_performance_metrics(actual, predicted) | |
MAE =metrics['MAE'] | |
MSE = metrics['MSE'] | |
RMSE = metrics['RMSE'] | |
st.subheader('Performance Evaluation') | |
st.write('The metrics below provide a quantitative measure of the model’s accuracy:') | |
maecolor = "green" if evaluation["MAE"] == "Good" else "red" | |
msecolor = "green" if evaluation["MSE"] == "Good" else "red" | |
rmsecolor = "green" if evaluation["RMSE"] == "Good" else "red" | |
st.markdown(f'- **Mean Absolute Error (MAE):** {MAE:.2f} - :{maecolor}[{"Good" if evaluation["MAE"] == "Good" else "Not good"}] ') | |
st.markdown("(The average absolute difference between predicted and actual values.)") | |
st.markdown(f'- **Mean Squared Error (MSE):** {MSE:.2f} - :{msecolor}[{"Good" if evaluation["MSE"] == "Good" else "Not good"}] ') | |
st.markdown("(The average squared difference between predicted and actual values.)") | |
st.markdown(f'- **Root Mean Squared Error (RMSE):** {RMSE:.2f} - :{rmsecolor}[{"Good" if evaluation["RMSE"] == "Good" else "Not good"}] ') | |
st.markdown("(The square root of MSE, which is more interpretable in the same units as the target variable.)") | |
# Run the main function | |
if __name__ == "__main__": | |
main() |