import streamlit as st import pandas as pd import numpy as np from prophet import Prophet import yfinance as yf from sklearn.metrics import mean_absolute_error, mean_squared_error from prophet.plot import plot_plotly, plot_components_plotly # Function to fetch stock data from Yahoo Finance def fetch_stock_data(ticker_symbol, start_date, end_date): stock_data = yf.download(ticker_symbol, start=start_date, end=end_date) df = stock_data[['Adj Close']].reset_index() df = df.rename(columns={'Date': 'ds', 'Adj Close': 'y'}) return df # Function to train the Prophet model def train_prophet_model(df): model = Prophet() model.fit(df) return model # Function to make the forecast def make_forecast(model, periods): future = model.make_future_dataframe(periods=periods) forecast = model.predict(future) return forecast # Function to calculate performance metrics def calculate_performance_metrics(actual, predicted): mae = mean_absolute_error(actual, predicted) mse = mean_squared_error(actual, predicted) rmse = np.sqrt(mse) return {'MAE': mae, 'MSE': mse, 'RMSE': rmse} # Streamlit app def main(): st.title('Stock Forecasting with Prophet') # Set up the layout st.sidebar.header('User Input Parameters') ticker_symbol = st.sidebar.text_input('Enter Ticker Symbol', 'RACE') 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('today')) # Dropdown for forecast horizon selection forecast_horizon = st.sidebar.selectbox('Forecast Horizon', options=['1 year', '2 years', '3 years', '5 years'], format_func=lambda x: x.capitalize()) # Convert the selected horizon to days horizon_mapping = {'1 year': 365, '2 years': 730, '3 years': 1095, '5 years': 1825} forecast_days = horizon_mapping[forecast_horizon] if st.sidebar.button('Forecast Stock Prices'): with st.spinner('Fetching data...'): df = fetch_stock_data(ticker_symbol, start_date, end_date) with st.spinner('Training model...'): model = train_prophet_model(df) forecast = make_forecast(model, forecast_days) st.subheader('Forecast Data') st.write('The table below shows the forecasted stock prices along with the lower and upper bounds of the predictions.') st.write(forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']].head()) st.subheader('Forecast Plot') st.write('The plot below visualizes the predicted stock prices with their confidence intervals.') fig1 = plot_plotly(model, forecast) fig1.update_traces(marker=dict(color='red'), line=dict(color='white')) st.plotly_chart(fig1) st.subheader('Forecast Components') st.write('This plot breaks down the forecast into trend, weekly, and yearly components.') fig2 = plot_components_plotly(model, forecast) fig2.update_traces(line=dict(color='white')) st.plotly_chart(fig2) st.subheader('Performance Metrics') st.write('The metrics below provide a quantitative measure of the model’s accuracy.') st.write('Mean Absolute Error (MAE): A lower value indicates better performance.') st.write('Mean Squared Error (MSE): A lower value indicates better performance, and it penalizes larger errors more than MAE.') st.write('Root Mean Squared Error (RMSE): A lower value indicates better performance, similar to MSE, but in the same units as the target variable.') actual = df['y'] predicted = forecast['yhat'][:len(df)] metrics = calculate_performance_metrics(actual, predicted) st.metric(label="Mean Absolute Error (MAE)", value="{:.2f}".format(metrics['MAE']), delta="Lower is better") st.metric(label="Mean Squared Error (MSE)", value="{:.2f}".format(metrics['MSE']), delta="Lower is better") st.metric(label="Root Mean Squared Error (RMSE)", value="{:.2f}".format(metrics['RMSE']), delta="Lower is better") # Run the main function if __name__ == "__main__": main()