Create app.py
Browse files
app.py
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import streamlit as st
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import yfinance as yf
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import numpy as np
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import pandas as pd
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import torch
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import torch.nn as nn
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import torch.optim as optim
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from datetime import datetime
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from sklearn.preprocessing import MinMaxScaler
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# Crear y entrenar el modelo
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def train_model(x_train, y_train, input_size, prediction_days, dim_feedforward, epochs=100):
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class Transformer(nn.Module):
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def __init__(self, input_size, prediction_days, dim_feedforward):
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super(Transformer, self).__init__()
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self.input_size = input_size
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self.fc1 = nn.Linear(input_size, dim_feedforward)
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self.fc2 = nn.Linear(dim_feedforward, dim_feedforward * 2)
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self.fc3 = nn.Linear(dim_feedforward * 2, dim_feedforward * 4)
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self.fc4 = nn.Linear(dim_feedforward * 4, dim_feedforward * 8)
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self.fc5 = nn.Linear(dim_feedforward * 8, dim_feedforward * 16)
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self.fc6 = nn.Linear(dim_feedforward * 16, dim_feedforward * 32)
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self.fc7 = nn.Linear(dim_feedforward * 32, dim_feedforward * 64)
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self.fc8 = nn.Linear(dim_feedforward * 64, dim_feedforward * 128)
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self.fc9 = nn.Linear(dim_feedforward * 128, dim_feedforward * 256)
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self.fc10 = nn.Linear(dim_feedforward * 256, prediction_days)
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self.dropout = nn.Dropout(0.2)
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def forward(self, x):
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x = x.reshape(-1, self.input_size)
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x = self.fc1(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc2(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc3(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc4(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc5(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc6(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc7(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc8(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc9(x)
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x = nn.functional.relu(x)
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x = self.dropout(x)
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x = self.fc10(x)
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return x
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model = Transformer(input_size=input_size, prediction_days=1, dim_feedforward=dim_feedforward)
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criterion = nn.MSELoss()
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optimizer = optim.Adam(model.parameters(), lr=0.001)
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for epoch in range(epochs):
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inputs = torch.from_numpy(x_train).float()
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labels = torch.from_numpy(y_train).float().unsqueeze(1)
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# Limpiando los gradientes
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optimizer.zero_grad()
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# Forward
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outputs = model(inputs)
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loss = criterion(outputs, labels)
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# Backward y optimizaci贸n
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loss.backward()
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optimizer.step()
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if (epoch + 1) % 10 == 0:
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st.write("Epoch: {}/{} | Loss: {:.4f}".format(epoch + 1, epochs, loss.item()))
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return model
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# P谩gina principal
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st.title("Stock Price Prediction")
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# Interfaz para ingresar el ticket de la empresa
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company = st.text_input("Enter the company ticket:")
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# Interfaz para ingresar la cantidad de d铆as a predecir
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prediction_days = st.slider("Enter the number of days to predict:", min_value=1, max_value=30, value=7)
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# Bot贸n para iniciar el entrenamiento
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if st.button("Start Training"):
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# Descarga de datos hist贸ricos de la compa帽铆a deseada
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ticker = yf.Ticker(company)
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hist = ticker.history(start="2015-01-01", end=datetime.now())
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# Escalando los datos
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scaler = MinMaxScaler(feature_range=(0, 1))
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scaled_data = scaler.fit_transform(hist["Close"].values.reshape(-1, 1))
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# Creando el conjunto de entrenamiento
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x_train = []
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y_train = []
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for i in range(prediction_days, len(scaled_data)):
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x_train.append(scaled_data[i - prediction_days : i, 0])
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y_train.append(scaled_data[i, 0])
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x_train, y_train = np.array(x_train), np.array(y_train)
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x_train = np.reshape(x_train, (x_train.shape[0], prediction_days))
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# Entrenar el modelo
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trained_model = train_model(x_train, y_train, input_size=x_train.shape[1], prediction_days=1, dim_feedforward=21)
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# Predicci贸n
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future_prediction = []
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last_x = scaled_data[-prediction_days:]
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for i in range(prediction_days):
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future_input = torch.from_numpy(last_x).float().reshape(1, prediction_days)
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future_price = trained_model(future_input)
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future_prediction.append(future_price.detach().numpy()[0][0])
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last_x = np.append(last_x[1:], future_price.detach().numpy().reshape(-1, 1))
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# Desescalando los resultados
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prediction = scaler.inverse_transform(np.array(future_prediction).reshape(-1, 1))
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# Imprimiendo los resultados
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st.subheader("Predictions:")
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for i, price in enumerate(prediction):
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st.write("Day {}: {:.2f}".format(i + 1, price[0]))
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# Bot贸n de reinicio
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if st.button("Reset"):
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st.experimental_rerun()
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