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import pandas as pd
import streamlit as st
import vnquant.data as dt
import seaborn as sns
import matplotlib.pyplot as plt
import plotly.express as px
import plotly.graph_objects as go
import statsmodels.api as sm
from statsmodels.tsa.arima.model import ARIMA
from prophet import Prophet
from datetime import datetime, timedelta
import pytz
start_date = str((datetime.now(pytz.timezone('Asia/Ho_Chi_Minh')) - timedelta(days=365)).strftime("%Y-%m-%d"))
end_date = str((datetime.now(pytz.timezone('Asia/Ho_Chi_Minh')) - timedelta(days=0)).strftime("%Y-%m-%d"))
def prophet_ts(symbol, periods = 10):
loader = dt.DataLoader(symbol, start_date, end_date)
data = loader.download()
data.columns = [col[0] for col in data.columns]
m = Prophet()
pdf = pd.DataFrame()
pdf['ds'] = data.index
pdf['y'] = data.close.values
m.fit(pdf)
future = m.make_future_dataframe(periods=periods)
forecast = m.predict(future)
fig = go.Figure()
fig.add_trace(go.Scatter(x= pdf.ds,
y=pdf.y,
name = f"{symbol}_true"
))
fig.add_trace(go.Scatter(x= forecast.ds,
y=forecast.yhat,
name = f"{symbol}_pred"
))
return fig
class TS:
def __init__(self, symbol):
self.symbol = symbol
def get_data(self):
loader = dt.DataLoader(self.symbol, start_date, end_date)
data = loader.download()
data.columns = [col[0] for col in data.columns]
pdf = pd.DataFrame()
pdf['ds'] = data.index
pdf['y'] = data.close.values
return pdf
def prophet(self, period = 28):
df = self.get_data()
model = Prophet()
model.fit(df)
future = model.make_future_dataframe(periods=period)
forecast = model.predict(future)
return self.viz(df, forecast)
def viz(self, data, future):
fig = go.Figure()
fig.add_trace(go.Scatter(x= data.ds,
y=data.y,
name = f"{self.symbol}_true"
))
fig.add_trace(go.Scatter(x= future.ds,
y=future.yhat,
name = f"{self.symbol}_pred"
))
return fig
st.title("Vietnam Trading by Time Series")
model = st.selectbox("model", ["ARIMA", "Propphet"])
sb = st.text_input('Symbol', 'FPT')
period = st.slider('Period', 1, 365, 28)
# fig = prophet_ts(symbol=sb, periods = periods)
ts = TS()
fig = None
with st.spinner('Wait for it...'):
if model == "Prophet":
fig = ts.prophet(period = period)
st.success('Done!')
st.plotly_chart(fig, use_container_width=True)
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