tonne commited on
Commit
b21a05e
1 Parent(s): c4af2ee
Files changed (3) hide show
  1. README.md +7 -6
  2. app.py +35 -0
  3. requirements.txt +7 -0
README.md CHANGED
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  ---
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- title: Trader
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- emoji: 🌖
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- colorFrom: yellow
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- colorTo: gray
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  sdk: streamlit
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- sdk_version: 1.10.0
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  app_file: app.py
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  pinned: false
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  license: apache-2.0
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  ---
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- Check out the configuration reference at https://huggingface.co/docs/hub/spaces-config-reference
 
 
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  ---
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+ title: trader
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+ emoji:
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+ colorFrom: purple
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+ colorTo: yellow
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  sdk: streamlit
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+ sdk_version: 1.2.0
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  app_file: app.py
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  pinned: false
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  license: apache-2.0
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  ---
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+ Check out the configuration reference at https://huggingface.co/docs/hub/spaces#reference
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+
app.py ADDED
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+ import pandas as pd
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+ import streamlit as st
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+ import vnquant.data as dt
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+ import seaborn as sns
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+ import matplotlib.pyplot as plt
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+ import plotly.express as px
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+ import plotly.graph_objects as go
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+ import statsmodels.api as sm
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+ from statsmodels.tsa.arima.model import ARIMA
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+ from prophet import Prophet
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+
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+
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+ def prophet_ts(symbol):
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+ loader = dt.DataLoader(symbol, '2020-01-01','2022-06-01')
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+ data = loader.download()
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+ data.columns = [col[0] for col in data.columns]
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+ m = Prophet()
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+ pdf = pd.DataFrame()
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+ pdf['ds'] = data.index
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+ pdf['y'] = data.close.values
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+ m.fit(pdf)
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+ future = m.make_future_dataframe(periods=30)
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+ forecast = m.predict(future)
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+ fig = go.Figure()
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+ fig.add_trace(go.Scatter(x= pdf.ds,
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+ y=pdf.y,
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+ name = f"{symbol}_true"
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+ ))
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+ fig.add_trace(go.Scatter(x= forecast.ds,
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+ y=forecast.yhat,
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+ name = f"{symbol}_pred"
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+ ))
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+ return fig
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+ fig = prophet_ts(symbol='FPT')
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+ st.plotly_chart(fig, use_container_width=True)
requirements.txt ADDED
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+ scikit-learn
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+ seaborn
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+ plotly
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+ statsmodels
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+ prophet
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+ "git+https://github.com/phamdinhkhanh/vnquant.git@master"
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+