# Imports
import seaborn as sns
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
from datetime import datetime
import requests
from matplotlib import rcParams
from sklearn.preprocessing import MinMaxScaler
from keras.models import Sequential
from keras.layers import Dense, Dropout, LSTM

from utils.stock import Stock

if __name__ == '__main__':

    # Initialize  Data
    nvda = Stock('NVDA')
    df_nvda_hist_values = nvda.df_historical_values
    # dict_nvda_stats = nvda.dict_statistics

    # Parse DataFrame
    new_data = df_nvda_hist_values[['Date', 'Close']]

    # Setting Index
    new_data.index = new_data.Date
    new_data.drop('Date', axis=1, inplace=True)

    # creating train and test sets
    dataset = new_data.values

    train = dataset[0:int(len(dataset)/2), :]
    valid = dataset[int(len(dataset)/2):, :]

    # 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(60, len(train)):
        x_train.append(scaled_data[i - 60: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 246 values, using past 60 from the train data
    inputs = new_data[len(new_data) - len(valid) - 60:].values
    inputs = inputs.reshape(-1, 1)
    inputs = scaler.transform(inputs)

    X_test = []
    for i in range(60, inputs.shape[0]):
        X_test.append(inputs[i - 60: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)

    rms = np.sqrt(np.mean(np.power((valid - closing_price), 2)))

# Imports
import seaborn as sns
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
from datetime import datetime
import requests
from matplotlib import rcParams
from sklearn.preprocessing import MinMaxScaler
from keras.models import Sequential
from keras.layers import Dense, Dropout, LSTM

from utils.stock import Stock

if __name__ == '__main__':

    # Initialize  Data
    nvda = Stock('NVDA')
    df_nvda_hist_values = nvda.df_historical_values
    # dict_nvda_stats = nvda.dict_statistics

    # Parse DataFrame
    new_data = df_nvda_hist_values[['Date', 'Close']]

    # Setting Index
    new_data.index = new_data.Date
    new_data.drop('Date', axis=1, inplace=True)

    # creating train and test sets
    dataset = new_data.values

    train = dataset[0:int(len(dataset)/2), :]
    valid = dataset[int(len(dataset)/2):, :]

    # 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(60, len(train)):
        x_train.append(scaled_data[i - 60: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 246 values, using past 60 from the train data
    inputs = new_data[len(new_data) - len(valid) - 60:].values
    inputs = inputs.reshape(-1, 1)
    inputs = scaler.transform(inputs)

    X_test = []
    for i in range(60, inputs.shape[0]):
        X_test.append(inputs[i - 60: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)

    rms = np.sqrt(np.mean(np.power((valid - closing_price), 2)))

# Imports # Initialize  Data # dict_nvda_stats = nvda.dict_statistics # Parse DataFrame # Setting Index # creating train and test sets # converting dataset into x_train and y_train # create and fit the LSTM network # predicting 246 values, using past 60 from the train data