Spaces:
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tbdavid2019
commited on
Commit
•
4d43d0c
1
Parent(s):
f3dd761
app.py
ADDED
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import numpy as np
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import pandas as pd
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import yfinance as yf
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from sklearn.preprocessing import MinMaxScaler
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from keras.models import Sequential
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from keras.layers import LSTM, Dense, Dropout
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import gradio as gr
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import datetime
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# Function to fetch stock data
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def get_stock_data(ticker, period):
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data = yf.download(ticker, period=period)
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return data
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# Function to prepare the data for LSTM
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def prepare_data(data, time_step=60):
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scaler = MinMaxScaler(feature_range=(0, 1))
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scaled_data = scaler.fit_transform(data['Close'].values.reshape(-1, 1))
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X, y = [], []
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for i in range(time_step, len(scaled_data)):
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X.append(scaled_data[i-time_step:i, 0])
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y.append(scaled_data[i, 0])
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X, y = np.array(X), np.array(y)
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X = np.reshape(X, (X.shape[0], X.shape[1], 1))
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return X, y, scaler
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# Function to build and train LSTM model
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def train_lstm_model(X_train, y_train):
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model = Sequential()
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model.add(LSTM(units=50, return_sequences=True, input_shape=(X_train.shape[1], 1)))
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model.add(Dropout(0.2))
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model.add(LSTM(units=50, return_sequences=False))
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model.add(Dropout(0.2))
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model.add(Dense(units=1))
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model.compile(optimizer='adam', loss='mean_squared_error')
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model.fit(X_train, y_train, epochs=10, batch_size=32)
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return model
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# Function to predict stock prices
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def predict_stock(model, data, scaler, time_step=60):
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inputs = scaler.transform(data['Close'].values.reshape(-1, 1))
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X_test = []
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for i in range(time_step, len(inputs)):
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X_test.append(inputs[i-time_step:i, 0])
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X_test = np.array(X_test)
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X_test = np.reshape(X_test, (X_test.shape[0], X_test.shape[1], 1))
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predicted_prices = model.predict(X_test)
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predicted_prices = scaler.inverse_transform(predicted_prices)
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return predicted_prices
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# Function to fetch all Taiwan listed stocks
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def get_all_taiwan_stocks():
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# Here you should implement a method to get all Taiwan listed stock tickers
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# This is a placeholder list of tickers for demonstration purposes
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return ["2330.TW", "2317.TW", "2303.TW", "2412.TW", "2454.TW"]
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# Function to get top 10 potential stocks
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def get_top_10_potential_stocks(period):
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stock_list = get_all_taiwan_stocks()
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stock_predictions = []
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for ticker in stock_list:
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data = get_stock_data(ticker, period)
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if data.empty:
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continue
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# Prepare data
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X_train, y_train, scaler = prepare_data(data)
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# Train model
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model = train_lstm_model(X_train, y_train)
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# Predict future prices
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predicted_prices = predict_stock(model, data, scaler)
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# Calculate the potential (e.g., last predicted price vs last actual price)
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potential = (predicted_prices[-1] - data['Close'].values[-1]) / data['Close'].values[-1]
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stock_predictions.append((ticker, potential, data['Close'].values[-1], predicted_prices[-1][0]))
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# Sort by potential and get top 10
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top_10_stocks = sorted(stock_predictions, key=lambda x: x[1], reverse=True)[:10]
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return top_10_stocks
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# Gradio interface function
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def stock_prediction_app(period):
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# Get top 10 potential stocks
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top_10_stocks = get_top_10_potential_stocks(period)
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# Create a dataframe for display
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df = pd.DataFrame(top_10_stocks, columns=["股票代號", "潛力 (百分比)", "現價", "預測價格"])
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return df
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# Define Gradio interface
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inputs = [
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gr.inputs.Dropdown(choices=["1mo", "3mo", "6mo", "9mo", "1yr"], label="時間範圍")
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]
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outputs = gr.outputs.Dataframe(label="潛力股推薦結果")
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gr.Interface(fn=stock_prediction_app, inputs=inputs, outputs=outputs, title="台股潛力股推薦系統 - LSTM模型")\
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.launch()
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