Spaces:
Runtime error
Runtime error
Commit
·
80726db
1
Parent(s):
a0793b5
Create app.py
Browse files
app.py
ADDED
@@ -0,0 +1,149 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1 |
+
import pandas as pd
|
2 |
+
import joblib
|
3 |
+
from huggingface_hub import HfApi
|
4 |
+
import pickle
|
5 |
+
import yfinance as yf
|
6 |
+
from datetime import datetime, timedelta
|
7 |
+
from forex_python.converter import get_rate
|
8 |
+
import pandas as pd
|
9 |
+
import numpy as np
|
10 |
+
import cpi
|
11 |
+
from sklearn.preprocessing import MinMaxScaler
|
12 |
+
|
13 |
+
#cpi.update()
|
14 |
+
|
15 |
+
import gradio as gr
|
16 |
+
|
17 |
+
from huggingface_hub import notebook_login
|
18 |
+
notebook_login()
|
19 |
+
import hopsworks
|
20 |
+
|
21 |
+
# from huggingface_hub import hf_hub_download
|
22 |
+
# m = hf_hub_download(repo_id="marvmk/model-test", filename="model.pkl")
|
23 |
+
|
24 |
+
project = hopsworks.login(api_key_value="4CY1rwa8iz8Yu6gG.TwayrYmsX4GQfhSp3LNKYTLvyFMfqAvnzNUQp5ae9K5HhfYxb5mcnLAutm1K18zV")
|
25 |
+
mr = project.get_model_registry()
|
26 |
+
model = mr.get_model("stock_modal", version=1)
|
27 |
+
model_dir = model.download()
|
28 |
+
model = joblib.load(model_dir + "/stock_model.pkl")
|
29 |
+
|
30 |
+
#model = pickle.load(open(m, 'rb'))
|
31 |
+
|
32 |
+
# downloading the last 10 days to make the prediction
|
33 |
+
from datetime import date
|
34 |
+
|
35 |
+
today = date.today()
|
36 |
+
days_ago = today - timedelta(days=20)
|
37 |
+
|
38 |
+
# we get the last 20 days and keep just the last 10 working days, which have prices
|
39 |
+
nasdaq = yf.Ticker("^IXIC")
|
40 |
+
hist = nasdaq.history(start=days_ago, end=today)
|
41 |
+
hist = hist.drop(columns=['Dividends', 'Stock Splits'])
|
42 |
+
|
43 |
+
# keeping the last 10 data points
|
44 |
+
hist = hist[-10:]
|
45 |
+
|
46 |
+
|
47 |
+
inflation = []
|
48 |
+
for t in hist.index:
|
49 |
+
inflation.append(get_rate("USD", "EUR", t))
|
50 |
+
|
51 |
+
cpi_items_df = cpi.series.get(seasonally_adjusted=False).to_dataframe()
|
52 |
+
cpi_items_df = cpi_items_df[cpi_items_df['period_type']=='monthly']
|
53 |
+
cpi_items_df['date'] = pd.to_datetime(cpi_items_df['date'])
|
54 |
+
cpi_items_df = cpi_items_df.set_index('date')
|
55 |
+
cpi_df = cpi_items_df['value'].loc['2022':'2023']
|
56 |
+
|
57 |
+
cpi_col = []
|
58 |
+
for x in hist.index:
|
59 |
+
# ts = datetime(x.year, x.month, 1)
|
60 |
+
|
61 |
+
# just adding the latest inflation rate
|
62 |
+
cpi_col.append(cpi_df[-1])
|
63 |
+
|
64 |
+
hist['Inflation'] = inflation
|
65 |
+
hist['CPI'] = cpi_col
|
66 |
+
|
67 |
+
hist
|
68 |
+
|
69 |
+
hist['Quarter_end'] = np.where(hist.index.month%3==0,1,0)
|
70 |
+
|
71 |
+
# def build_sequences(nump, target_labels=['Close'], window=10, stride=1, telescope=1):
|
72 |
+
# # Sanity check to avoid runtime errors
|
73 |
+
# df = pd.DataFrame(nump, columns = ['Open','High','Low','Close','Volume','Inflation', 'CPI', 'Quarter_end'])
|
74 |
+
# assert window % stride == 0
|
75 |
+
# dataset = []
|
76 |
+
# labels = []
|
77 |
+
# temp_df = df.copy().values
|
78 |
+
# temp_label = df[target_labels].copy().values
|
79 |
+
# padding_len = len(df)%window
|
80 |
+
|
81 |
+
# if(padding_len != 0):
|
82 |
+
# # Compute padding length
|
83 |
+
# padding_len = window - len(df)%window
|
84 |
+
# padding = np.zeros((padding_len,temp_df.shape[1]), dtype='float64')
|
85 |
+
# temp_df = np.concatenate((padding,df))
|
86 |
+
# padding = np.zeros((padding_len,temp_label.shape[1]), dtype='float64')
|
87 |
+
# temp_label = np.concatenate((padding,temp_label))
|
88 |
+
# assert len(temp_df) % window == 0
|
89 |
+
|
90 |
+
# for idx in np.arange(0,len(temp_df)-window-telescope,stride):
|
91 |
+
# dataset.append(temp_df[idx:idx+window])
|
92 |
+
# labels.append(temp_label[idx+window:idx+window+telescope])
|
93 |
+
|
94 |
+
# dataset = np.array(dataset)
|
95 |
+
# labels = np.array(labels)
|
96 |
+
# return dataset, labels
|
97 |
+
|
98 |
+
hist
|
99 |
+
|
100 |
+
s = hf_hub_download(repo_id="marvmk/scalable_project", filename="scaler.save", repo_type='dataset')
|
101 |
+
scaler = joblib.load(s)
|
102 |
+
|
103 |
+
inp = scaler.transform(hist.to_numpy())
|
104 |
+
#inp = scaler.inverse_transform(inp)
|
105 |
+
|
106 |
+
df = inp
|
107 |
+
temp_df = pd.DataFrame(inp, columns = ['Open','High','Low','Close','Volume','Inflation', 'CPI', 'Quarter_end'])
|
108 |
+
ds = []
|
109 |
+
ds.append(temp_df[0:10])
|
110 |
+
ds = np.array(ds)
|
111 |
+
|
112 |
+
ds
|
113 |
+
|
114 |
+
predictions = model.predict(ds)
|
115 |
+
predictions
|
116 |
+
p = predictions[0][0]
|
117 |
+
print(p)
|
118 |
+
a = np.array([0,0,0,p,0,0,0,0])
|
119 |
+
|
120 |
+
a = scaler.inverse_transform(a.reshape(1,-1))
|
121 |
+
a
|
122 |
+
|
123 |
+
final_prediction = a[-1][3]
|
124 |
+
|
125 |
+
final_prediction
|
126 |
+
|
127 |
+
import matplotlib.pyplot as plt
|
128 |
+
import streamlit as st
|
129 |
+
|
130 |
+
prediction = []
|
131 |
+
#prediction.append(final_prediction)
|
132 |
+
close = hist['Close'].to_list()
|
133 |
+
print(close)
|
134 |
+
for c in close:
|
135 |
+
prediction.append(c)
|
136 |
+
|
137 |
+
|
138 |
+
prediction.append(final_prediction)
|
139 |
+
print(prediction)
|
140 |
+
plt.figure(figsize = (20,10))
|
141 |
+
plt.plot(prediction, label="Prediction")
|
142 |
+
plt.plot(hist['Close'].to_list()[-10:], label="Previous")
|
143 |
+
plt.ylabel('Price US$', fontsize = 15 )
|
144 |
+
plt.xlabel('Working Days', fontsize = 15 )
|
145 |
+
plt.title("NASDAQ Stock Prediction", fontsize = 20)
|
146 |
+
plt.legend()
|
147 |
+
plt.grid()
|
148 |
+
|
149 |
+
st.pyplot(plt)
|