eagle0504 commited on
Commit
32faf33
1 Parent(s): 4c12088

Update app.py

Browse files
Files changed (1) hide show
  1. app.py +5 -2
app.py CHANGED
@@ -165,6 +165,9 @@ if st.button('Train Models'):
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  st.write(f"Std is: {np.std(next_point_forecasts)}")
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  # Create MC Simulation
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- mean_return = np.mean(next_point_forecasts)
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- std_dev = np.std(next_point_forecasts)
 
 
 
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  plot_monte_carlo_forecasts(data=data, n_futures=n_futures, n_samples=n_samples, mean_return=mean_return, std_dev=std_dev)
 
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  st.write(f"Std is: {np.std(next_point_forecasts)}")
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  # Create MC Simulation
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+ closing_prices = data['Close']
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+ last_close = closing_prices.iloc[-1]
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+ all_rets = next_point_forecasts / last_close - 1
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+ mean_return = np.mean(all_rets)
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+ std_dev = np.std(all_rets)
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  plot_monte_carlo_forecasts(data=data, n_futures=n_futures, n_samples=n_samples, mean_return=mean_return, std_dev=std_dev)