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Browse files- README.md +18 -1
- app.py +176 -0
- requirements.txt +9 -0
README.md
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license: apache-2.0
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---
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-
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license: apache-2.0
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---
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# ๐ Stock Prediction on NSE Stocks
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Welcome to the Stock Prediction app! This application uses the Prophet forecasting model to predict future stock prices for companies listed on the NSE (National Stock Exchange of India).
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## ๐ Features
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- **Sentiment Analysis:** Get sentiment analysis (Positive, Negative, Neutral) based on the last available stock price and predicted price.
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- **Flexible Training Period:** Choose from different training periods (1 week, 1 month, 1 year, 10 years).
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- **Custom Forecast Horizon:** Predict stock prices for the next day, week, or month.
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- **Performance Metrics:** Evaluate the accuracy of predictions with Mean Absolute Error (MAE), Mean Squared Error (MSE), and Root Mean Squared Error (RMSE).
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## ๐ Usage
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1. **Select Ticker Symbol:** Choose a ticker symbol from the sidebar.
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2. **Select Training Period:** Choose the period over which the model should be trained.
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3. **Select Forecast Horizon:** Choose the period for which you want to predict stock prices.
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4. **Forecast Stock Prices:** Click the "Forecast Stock Prices" button to generate predictions.
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app.py
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import streamlit as st
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import pandas as pd
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import numpy as np
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from prophet import Prophet
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import yfinance as yf
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from sklearn.metrics import mean_absolute_error, mean_squared_error
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from prophet.plot import plot_plotly, plot_components_plotly
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# List of ticker symbols
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ticker_symbols = ['RELIANCE', 'TCS', 'HDFCBANK', 'ICICIBANK', 'BHARTIARTL', 'SBIN', 'INFY', 'LICI', 'ITC', 'HINDUNILVR', 'LT', 'BAJFINANCE', 'HCLTECH', 'MARUTI', 'SUNPHARMA', 'ADANIENT', 'KOTAKBANK', 'TITAN', 'ONGC', 'TATAMOTORS', 'NTPC', 'AXISBANK', 'DMART', 'ADANIGREEN', 'ADANIPORTS', 'ULTRACEMCO', 'ASIANPAINT', 'COALINDIA', 'BAJAJFINSV', 'BAJAJ-AUTO', 'POWERGRID', 'NESTLEIND', 'WIPRO', 'M&M', 'IOC', 'JIOFIN', 'HAL', 'DLF', 'ADANIPOWER', 'JSWSTEEL', 'TATASTEEL', 'SIEMENS', 'IRFC', 'VBL', 'ZOMATO', 'PIDILITIND', 'GRASIM', 'SBILIFE', 'BEL', 'LTIM', 'TRENT', 'PNB', 'INDIGO', 'BANKBARODA', 'HDFCLIFE', 'ABB', 'BPCL', 'PFC', 'GODREJCP', 'TATAPOWER', 'HINDALCO', 'HINDZINC', 'TECHM', 'AMBUJACEM', 'INDUSINDBK', 'CIPLA', 'GAIL']
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# Function to fetch stock data from Yahoo Finance
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def fetch_stock_data(ticker_symbol, start_date, end_date):
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ticker_symbol = ticker_symbol +".NS"
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stock_data = yf.download(ticker_symbol, start=start_date, end=end_date)
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df = stock_data[['Adj Close']].reset_index()
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df = df.rename(columns={'Date': 'ds', 'Adj Close': 'y'})
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# df.to_csv(f"{ticker_symbol}.csv")
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return df
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# Function to train the Prophet model
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def train_prophet_model(df):
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model = Prophet()
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model.fit(df)
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return model
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# Function to make the forecast
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def make_forecast(model, periods):
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future = model.make_future_dataframe(periods=periods)
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forecast = model.predict(future)
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return forecast
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# Function to calculate performance metrics
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def calculate_performance_metrics(actual, predicted):
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mae = mean_absolute_error(actual, predicted)
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mse = mean_squared_error(actual, predicted)
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rmse = np.sqrt(mse)
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return {'MAE': mae, 'MSE': mse, 'RMSE': rmse}
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# Function to determine sentiment
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def determine_sentiment(actual, predicted):
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if actual > predicted:
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sentiment = 'Negative'
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elif actual < predicted:
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sentiment = 'Positive'
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else:
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sentiment = 'Neutral'
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return sentiment
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# Streamlit app
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def main():
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st.title('Stock Prediction on NSE Stocks')
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# Set up the layout
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st.sidebar.header('User Input Parameters')
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ticker_symbol = st.sidebar.selectbox('Enter Ticker Symbol', options=ticker_symbols, index=0)
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# Dropdown for training period selection
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training_period = st.sidebar.selectbox('Select Training Period',
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options=['1 week', '1 month', '1 year', '10 years'])
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# Calculate start date and end date based on training period
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if training_period == '1 week':
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start_date = pd.to_datetime('today') - pd.DateOffset(weeks=1)
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elif training_period == '1 month':
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start_date = pd.to_datetime('today') - pd.DateOffset(months=1)
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elif training_period == '1 year':
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start_date = pd.to_datetime('today') - pd.DateOffset(years=1)
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elif training_period == '10 years':
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start_date = pd.to_datetime('today') - pd.DateOffset(years=10)
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end_date = pd.to_datetime('today')
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# Fetching the data for the selected training period
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df = fetch_stock_data(ticker_symbol, start_date, end_date)
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# Dropdown for forecast horizon selection
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forecast_horizon = st.sidebar.selectbox('Forecast Horizon',
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options=['Next day', 'Next week', 'Next month'],
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format_func=lambda x: x.capitalize())
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# Convert the selected horizon to days
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horizon_mapping = {'Next day': 1, 'Next week': 7, 'Next month': 30}
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forecast_days = horizon_mapping[forecast_horizon]
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if st.sidebar.button('Forecast Stock Prices'):
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with st.spinner('Training model...'):
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model = train_prophet_model(df)
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forecast = make_forecast(model, forecast_days)
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forecast_reversed = forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']].iloc[-forecast_days:].iloc[::-1]
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st.markdown("""
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*The prediction was made using the Prophet forecasting model. The model was trained on historical stock data and used to forecast future prices based on the observed trends and patterns.*
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""")
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st.subheader(f'Forecast Summary for {ticker_symbol}')
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latest_forecast = forecast_reversed.iloc[0]
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# Last Stock Price details with sentiment indicator
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actual_last_price = df["y"].iloc[-1]
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predicted_last_price = latest_forecast['yhat']
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sentiment = determine_sentiment(actual_last_price, predicted_last_price)
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st.warning(f'The last available adjusted closing price for {ticker_symbol} on {end_date.strftime("%d %B %Y")} is **{actual_last_price:.2f}**.')
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if sentiment == 'Positive':
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st.success(f'Overall predication indicates positive sentiment.')
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elif sentiment == 'Negative':
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st.error(f'Overall predication indicates negative sentiment.')
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else:
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st.info(f'Overall predication indicates neutral sentiment.')
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# Prediction details
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st.markdown(f"""
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**Prediction for {forecast_horizon.lower()}:**
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- **Date:** {latest_forecast['ds'].strftime("%d %B %Y")}
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- **Predicted Price:** {latest_forecast['yhat']:.2f}
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- **Lower Bound:** {latest_forecast['yhat_lower']:.2f}
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- **Upper Bound:** {latest_forecast['yhat_upper']:.2f}
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""")
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st.markdown(f"""
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**Find below the prediction Data for the {forecast_horizon.lower()}:**
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""")
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st.write(forecast_reversed)
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# Calculate performance metrics
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# Function to determine if performance metrics are in a good range
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def evaluate_performance_metrics(metrics):
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evaluation = {}
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evaluation['MAE'] = 'Good' if metrics['MAE'] < 0.05 * (df['y'].max() - df['y'].min()) else 'Not Good'
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evaluation['MSE'] = 'Good' if metrics['MSE'] < 0.1 * (df['y'].max() - df['y'].min())**2 else 'Not Good'
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evaluation['RMSE'] = 'Good' if metrics['RMSE'] < 0.1 * (df['y'].max() - df['y'].min()) else 'Not Good'
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return evaluation
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# Calculate performance metrics
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actual = df['y']
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predicted = forecast['yhat'][:len(df)]
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metrics = calculate_performance_metrics(actual, predicted)
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# Evaluate performance metrics
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evaluation = evaluate_performance_metrics(metrics)
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metrics = calculate_performance_metrics(actual, predicted)
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MAE =metrics['MAE']
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MSE = metrics['MSE']
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RMSE = metrics['RMSE']
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# Display evaluation
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st.subheader('Performance Evaluation')
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st.write('The metrics below provide a quantitative measure of the modelโs accuracy:')
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maecolor = "green" if evaluation["MAE"] == "Good" else "red"
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msecolor = "green" if evaluation["MSE"] == "Good" else "red"
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rmsecolor = "green" if evaluation["RMSE"] == "Good" else "red"
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st.markdown(f'- **Mean Absolute Error (MAE):** {MAE:.2f} - :{maecolor}[{"Good" if evaluation["MAE"] == "Good" else "Not good"}] ')
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st.markdown("(The average absolute difference between predicted and actual values.)")
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st.markdown(f'- **Mean Squared Error (MSE):** {MSE:.2f} - :{msecolor}[{"Good" if evaluation["MSE"] == "Good" else "Not good"}] ')
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st.markdown("(The average squared difference between predicted and actual values.)")
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st.markdown(f'- **Root Mean Squared Error (RMSE):** {RMSE:.2f} - :{rmsecolor}[{"Good" if evaluation["RMSE"] == "Good" else "Not good"}] ')
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st.markdown("(The square root of MSE, which is more interpretable in the same units as the target variable.)")
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# Run the main function
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if __name__ == "__main__":
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main()
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requirements.txt
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1 |
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2 |
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streamlit
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3 |
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pandas
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4 |
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yfinance
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5 |
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prophet
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numpy
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matplotlib
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plotly
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scikit-learn
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