import streamlit as st import pandas as pd from textblob import TextBlob import joblib import matplotlib.pyplot as plt import datetime # Load the data @st.cache_data def load_data(): stock_data = pd.read_csv('data/stock_yfinance_data.csv') tweets_data = pd.read_csv('data/stock_tweets.csv') # Convert the Date columns to datetime stock_data['Date'] = pd.to_datetime(stock_data['Date']) tweets_data['Date'] = pd.to_datetime(tweets_data['Date']).dt.date # Perform sentiment analysis on tweets def get_sentiment(tweet): analysis = TextBlob(tweet) return analysis.sentiment.polarity tweets_data['Sentiment'] = tweets_data['Tweet'].apply(get_sentiment) # Aggregate sentiment by date and stock daily_sentiment = tweets_data.groupby(['Date', 'Stock Name']).mean(numeric_only=True).reset_index() # Convert the Date column in daily_sentiment to datetime64[ns] daily_sentiment['Date'] = pd.to_datetime(daily_sentiment['Date']) # Merge stock data with sentiment data merged_data = pd.merge(stock_data, daily_sentiment, how='left', left_on=['Date', 'Stock Name'], right_on=['Date', 'Stock Name']) # Fill missing sentiment values with 0 (neutral sentiment) merged_data['Sentiment'].fillna(0, inplace=True) # Sort the data by date merged_data.sort_values(by='Date', inplace=True) # Create lagged features merged_data['Prev_Close'] = merged_data.groupby('Stock Name')['Close'].shift(1) merged_data['Prev_Sentiment'] = merged_data.groupby('Stock Name')['Sentiment'].shift(1) # Create moving averages merged_data['MA7'] = merged_data.groupby('Stock Name')['Close'].transform(lambda x: x.rolling(window=7).mean()) merged_data['MA14'] = merged_data.groupby('Stock Name')['Close'].transform(lambda x: x.rolling(window=14).mean()) # Create daily price changes merged_data['Daily_Change'] = merged_data['Close'] - merged_data['Prev_Close'] # Create volatility merged_data['Volatility'] = merged_data.groupby('Stock Name')['Close'].transform(lambda x: x.rolling(window=7).std()) # Drop rows with missing values merged_data.dropna(inplace=True) return merged_data data = load_data() stock_names = data['Stock Name'].unique() # Load the best model model_filename = 'model/best_model.pkl' model = joblib.load(model_filename) st.title("Stock Price Prediction Using Sentiment Analysis") # User input for stock data st.header("Input Stock Data") selected_stock = st.selectbox("Select Stock Name", stock_names) days_to_predict = st.number_input("Number of Days to Predict", min_value=1, max_value=30, value=10) # Get the latest data for the selected stock latest_data = data[data['Stock Name'] == selected_stock].iloc[-1] prev_close = latest_data['Close'] prev_sentiment = latest_data['Sentiment'] ma7 = latest_data['MA7'] ma14 = latest_data['MA14'] daily_change = latest_data['Daily_Change'] volatility = latest_data['Volatility'] # Display the latest stock data in a table latest_data_df = pd.DataFrame({ 'Metric': ['Previous Close Price', 'Previous Sentiment', '7-day Moving Average', '14-day Moving Average', 'Daily Change', 'Volatility'], 'Value': [prev_close, prev_sentiment, ma7, ma14, daily_change, volatility] }) st.write("Latest Stock Data:") st.write(latest_data_df) st.write("Use the inputs above to predict the next days close prices of the stock.") if st.button("Predict"): predictions = [] latest_date = datetime.datetime.now() for i in range(days_to_predict): X_future = pd.DataFrame({ 'Prev_Close': [prev_close], 'Prev_Sentiment': [prev_sentiment], 'MA7': [ma7], 'MA14': [ma14], 'Daily_Change': [daily_change], 'Volatility': [volatility] }) next_day_prediction = model.predict(X_future)[0] predictions.append(next_day_prediction) # Update features for next prediction prev_close = next_day_prediction ma7 = (ma7 * 6 + next_day_prediction) / 7 # Simplified rolling calculation ma14 = (ma14 * 13 + next_day_prediction) / 14 # Simplified rolling calculation daily_change = next_day_prediction - prev_close # st.write(f"Predicted next {days_to_predict} days close prices: {predictions}") # Prepare prediction data for display # Prepare prediction data for display prediction_dates = pd.date_range(start=latest_date + pd.Timedelta(days=1), periods=days_to_predict) prediction_df = pd.DataFrame({ 'Date': prediction_dates, 'Predicted Close Price': predictions }) st.subheader("Predicted Prices") st.write(prediction_df) # Plotting the results st.subheader("Prediction Chart") plt.figure(figsize=(10, 6)) plt.plot(prediction_df['Date'], prediction_df['Predicted Close Price'], marker='o', linestyle='--', label="Predicted Close Price") plt.xlabel("Date") plt.ylabel("Close Price") plt.title(f"{selected_stock} Predicted Close Prices") plt.legend() st.pyplot(plt)