{
"nbformat": 4,
"nbformat_minor": 0,
"metadata": {
"colab": {
"provenance": [],
"authorship_tag": "ABX9TyPcuRkmq64yTPWXIBG7lLf0",
"include_colab_link": true
},
"kernelspec": {
"name": "python3",
"display_name": "Python 3"
},
"language_info": {
"name": "python"
},
"gpuClass": "standard"
},
"cells": [
{
"cell_type": "markdown",
"metadata": {
"id": "view-in-github",
"colab_type": "text"
},
"source": [
"
"
]
},
{
"cell_type": "code",
"source": [
"from google.colab import drive\n",
"drive.mount('/content/drive')\n",
"project_path = '/content/drive/MyDrive/projects/Stock_Predicter'\n",
"%cd $project_path"
],
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "Xr3Qozgfktoc",
"outputId": "28119a16-7e41-437a-969b-3713f019548e"
},
"execution_count": 1,
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"Mounted at /content/drive\n",
"/content/drive/MyDrive/projects/Stock_Predicter\n"
]
}
]
},
{
"cell_type": "code",
"source": [
"# install dotenv\n",
"!pip install python-dotenv"
],
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "E0itUkoVeKYn",
"outputId": "bc2a7293-a9f0-4f4d-d42f-f7ecfab7e5c5"
},
"execution_count": 2,
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"Looking in indexes: https://pypi.org/simple, https://us-python.pkg.dev/colab-wheels/public/simple/\n",
"Collecting python-dotenv\n",
" Downloading python_dotenv-1.0.0-py3-none-any.whl (19 kB)\n",
"Installing collected packages: python-dotenv\n",
"Successfully installed python-dotenv-1.0.0\n"
]
}
]
},
{
"cell_type": "code",
"source": [
"# install polygon client\n",
"!pip install polygon-api-client"
],
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "2bylenpXc1oB",
"outputId": "74b2587b-2b58-42a1-f5bf-c3866c13b8a1"
},
"execution_count": 3,
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"Looking in indexes: https://pypi.org/simple, https://us-python.pkg.dev/colab-wheels/public/simple/\n",
"Collecting polygon-api-client\n",
" Downloading polygon_api_client-1.8.5-py3-none-any.whl (38 kB)\n",
"Collecting websockets<11.0,>=10.3\n",
" Downloading websockets-10.4-cp39-cp39-manylinux_2_5_x86_64.manylinux1_x86_64.manylinux_2_17_x86_64.manylinux2014_x86_64.whl (106 kB)\n",
"\u001b[2K \u001b[90m━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━\u001b[0m \u001b[32m106.5/106.5 KB\u001b[0m \u001b[31m11.0 MB/s\u001b[0m eta \u001b[36m0:00:00\u001b[0m\n",
"\u001b[?25hRequirement already satisfied: urllib3<2.0.0,>=1.26.9 in /usr/local/lib/python3.9/dist-packages (from polygon-api-client) (1.26.15)\n",
"Requirement already satisfied: certifi<2023.0.0,>=2022.5.18 in /usr/local/lib/python3.9/dist-packages (from polygon-api-client) (2022.12.7)\n",
"Installing collected packages: websockets, polygon-api-client\n",
"Successfully installed polygon-api-client-1.8.5 websockets-10.4\n"
]
}
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {
"id": "e8SQqogMQYLh"
},
"outputs": [],
"source": [
"import numpy as np\n",
"import matplotlib.pyplot as plt\n",
"import pandas as pd\n",
"import pandas_datareader as web\n",
"import datetime as dt\n",
"import yfinance as yfin\n",
"\n",
"from sklearn.preprocessing import MinMaxScaler\n",
"from tensorflow.keras.models import Sequential\n",
"from tensorflow.keras.layers import Dense, Dropout, LSTM\n",
"from dotenv import dotenv_values\n",
"from polygon import RESTClient\n"
]
},
{
"cell_type": "code",
"source": [
"# geting poligon api key\n",
"config = dotenv_values(\"env_stock_predictor\")\n",
"POLYGON_API_KEY = config['POLYGON_API_KEY']"
],
"metadata": {
"id": "MwIQIS6GeSJr"
},
"execution_count": 18,
"outputs": []
},
{
"cell_type": "code",
"source": [
"# Select a company for now\n",
"ticker = 'AAPL'\n",
"\n",
"data_sources = {'pandas': 'pandas-datareader',\n",
" 'polygon':'polygon'}\n",
"source = data_sources['polygon']\n",
"# source = data_sources['pandas']\n",
"\n",
"start = dt.datetime(2013,1,1)\n",
"end = dt.date.today()"
],
"metadata": {
"id": "O6dtJpJwS5Eg"
},
"execution_count": 19,
"outputs": []
},
{
"cell_type": "code",
"source": [
"if source == data_sources['pandas']:\n",
" yfin.pdr_override()\n",
" data = web.data.get_data_yahoo(ticker, start, end)\n",
"elif source == data_sources['polygon']:\n",
" # using the poligon API\n",
" poligon_client = RESTClient(api_key=POLYGON_API_KEY)\n",
" # bars = poligon_client.get_aggs(ticker=ticker, multiplier=1, timespan=\"day\", from_=\"2023-01-09\", to=\"2023-01-15\")\n",
" # bars = poligon_client.get_aggs(ticker=ticker, multiplier=1, timespan=\"day\", from_=start, to=end)\n",
" bars = poligon_client.get_aggs(ticker=ticker, multiplier=1, timespan=\"hour\", from_=dt.datetime.now() - dt.timedelta(days=5), to=dt.datetime.now())\n",
" print(len(bars))\n",
" for bar in bars[-2:]:\n",
" print(type(bar))\n",
" print(bar)\n",
" print(bar.timestamp)\n",
" print(dt.date.fromtimestamp(bar.timestamp/1000))\n",
" print(dt.datetime.fromtimestamp(bar.timestamp/1000))"
],
"metadata": {
"id": "LwPyk8Uh-Zz_"
},
"execution_count": 36,
"outputs": []
},
{
"cell_type": "code",
"source": [],
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/"
},
"id": "IX_o3NTggblq",
"outputId": "27d4d43b-e063-4651-db16-f5ecf819860b"
},
"execution_count": 37,
"outputs": [
{
"output_type": "stream",
"name": "stdout",
"text": [
"41\n",
"\n",
"Agg(open=165.57, high=165.68, low=165.53, close=165.64, volume=11712, vwap=165.6067, timestamp=1680645600000, transactions=258, otc=None)\n",
"1680645600000\n",
"2023-04-04\n",
"2023-04-04 22:00:00\n",
"\n",
"Agg(open=165.6, high=165.85, low=165.6, close=165.79, volume=28951, vwap=165.7385, timestamp=1680649200000, transactions=533, otc=None)\n",
"1680649200000\n",
"2023-04-04\n",
"2023-04-04 23:00:00\n"
]
}
]
},
{
"cell_type": "code",
"source": [
"print(type(spy))\n",
"print(spy.head())"
],
"metadata": {
"colab": {
"base_uri": "https://localhost:8080/",
"height": 187
},
"id": "EMoXLT5vd8Ex",
"outputId": "74416af4-da65-4d12-ed3a-27806b8f0965"
},
"execution_count": 10,
"outputs": [
{
"output_type": "error",
"ename": "NameError",
"evalue": "ignored",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mNameError\u001b[0m Traceback (most recent call last)",
"\u001b[0;32m\u001b[0m in \u001b[0;36m\u001b[0;34m()\u001b[0m\n\u001b[0;32m----> 1\u001b[0;31m \u001b[0mprint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mtype\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mspy\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 2\u001b[0m \u001b[0mprint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mspy\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mhead\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;31mNameError\u001b[0m: name 'spy' is not defined"
]
}
]
},
{
"cell_type": "code",
"source": [
"df = web.DataReader('GE', 'yahoo', start='2019-09-10', end='2019-10-09')\n",
"print(start)\n",
"print(end)"
],
"metadata": {
"id": "THGxnQbSUgvw"
},
"execution_count": null,
"outputs": []
},
{
"cell_type": "code",
"source": [
"scaler = MinMaxScaler(feature_range=(0,1))\n",
"scaled_data = scaler.fit_transform(data['Close'].values.reshape(-1,1))\n",
"prediction_days = 60\n",
"\n",
"x_train = []\n",
"y_train = []\n",
"\n",
"for x in range()"
],
"metadata": {
"id": "ccV59ukvXaNF"
},
"execution_count": null,
"outputs": []
}
]
} |