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# Import libraries
import streamlit as st
import yfinance as yf
from statsmodels.tsa.arima.model import ARIMA
import pandas as pd
import matplotlib.pyplot as plt
# Title and description
st.title("Algorithmic Trading Bot with ARIMA")
st.write(
"This app simulates an algorithmic trading bot using the ARIMA model for price prediction. "
"The bot predicts future stock prices and simulates trades based on the predicted trends."
)
# Sidebar for user inputs
st.sidebar.title("Settings")
ticker = st.sidebar.text_input("Stock Ticker (e.g., AAPL, TSLA, ^GSPC):", value="^GSPC")
start_date = st.sidebar.date_input("Start Date", value=pd.to_datetime("2015-01-01"))
end_date = st.sidebar.date_input("End Date", value=pd.to_datetime("2023-12-31"))
n_days = st.sidebar.slider("Prediction Horizon (days)", min_value=1, max_value=30, value=7)
initial_balance = st.sidebar.number_input("Initial Balance (USD):", value=10000.0)
arima_order = st.sidebar.text_input("ARIMA Order (p, d, q):", value="5,1,0")
# Parse ARIMA order
try:
p, d, q = map(int, arima_order.split(","))
except ValueError:
st.error("Invalid ARIMA order. Please enter in the format 'p,d,q'.")
# Fetch historical data
st.write("### Historical Data")
try:
data = yf.download(ticker, start=start_date, end=end_date)
data = data["Close"]
st.line_chart(data)
except Exception as e:
st.error(f"Error fetching data: {e}")
# Trading Bot Simulation
if st.button("Run Trading Bot"):
st.write("### Trading Bot Simulation")
if len(data) < 30:
st.error("Not enough data to train the model. Please select a longer date range.")
else:
try:
# Train ARIMA model
model = ARIMA(data, order=(p, d, q))
fitted_model = model.fit()
# Predict future prices
future_index = pd.date_range(start=data.index[-1], periods=n_days + 1, freq="B")[1:]
forecast = fitted_model.forecast(steps=n_days)
st.write("### Debug: Forecasted Prices")
st.write(pd.DataFrame({"Date": future_index, "Predicted Price": forecast}))
# Simulate trading
balance = initial_balance
position = 0 # Number of shares held
trades = []
for i in range(1, len(forecast)):
if forecast[i] > forecast[i - 1]: # Buy signal
if position == 0:
position = balance / forecast[i]
balance = 0
trades.append((future_index[i], "BUY", forecast[i]))
elif forecast[i] < forecast[i - 1]: # Sell signal
if position > 0:
balance = position * forecast[i]
position = 0
trades.append((future_index[i], "SELL", forecast[i]))
# Final balance
final_balance = balance + (position * forecast[-1] if position > 0 else 0)
profit = final_balance - initial_balance
# Show results
st.write(f"### Final Balance: ${final_balance:,.2f}")
st.write(f"### Total Profit: ${profit:,.2f}")
trades_df = pd.DataFrame(trades, columns=["Date", "Action", "Price"])
st.write("### Trade History")
st.write(trades_df)
# Plot results
plt.figure(figsize=(10, 6))
plt.plot(data, label="Historical Data (USD/share)")
plt.plot(future_index, forecast, label="Predicted Data (USD/share)", linestyle="--")
for trade in trades:
plt.scatter(trade[0], trade[2], label=trade[1], color="green" if trade[1] == "BUY" else "red")
plt.legend()
plt.title("Algorithmic Trading Bot Simulation")
plt.xlabel("Date")
plt.ylabel("Price (USD/share)")
st.pyplot(plt)
except Exception as e:
st.error(f"Error in trading bot simulation: {e}")
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