app.py

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
if model == "Prophet":
    fig = ts.prophet(period = period)
st.plotly_chart(fig, use_container_width=True)