import pandas as pd import numpy as np from statsmodels.tsa.arima.model import ARIMA from sklearn.preprocessing import MinMaxScaler from tensorflow.keras.models import Sequential from tensorflow.keras.layers import LSTM, Dense def arima_forecast(ts_data, order=(5,1,0), steps=5): """ ts_data: list of historical stock prices steps: number of future steps to forecast """ ts_series = pd.Series(ts_data) model = ARIMA(ts_series, order=order) model_fit = model.fit() forecast = model_fit.forecast(steps=steps) return forecast.tolist() def lstm_forecast(ts_data, look_back=60, steps=5, epochs=20): """ ts_data: list of historical stock prices steps: number of future steps to forecast Automatically adjusts look_back if input is shorter than look_back. """ # Adjust look_back if input is too short if len(ts_data) < look_back + 1: look_back = max(1, len(ts_data) - 1) # Normalize scaler = MinMaxScaler(feature_range=(0, 1)) scaled_data = scaler.fit_transform(np.array(ts_data).reshape(-1,1)) # Create sequences def create_sequences(dataset, look_back): X, Y = [], [] for i in range(len(dataset) - look_back): X.append(dataset[i:(i+look_back), 0]) Y.append(dataset[i + look_back, 0]) return np.array(X), np.array(Y) X, y = create_sequences(scaled_data, look_back) # Train/test split (use all for training in deployment) X = np.reshape(X, (X.shape[0], X.shape[1], 1)) y = y # Build LSTM model = Sequential() model.add(LSTM(50, return_sequences=True, input_shape=(look_back,1))) model.add(LSTM(50)) model.add(Dense(1)) model.compile(optimizer='adam', loss='mean_squared_error') # Train model.fit(X, y, epochs=epochs, batch_size=32, verbose=0) # Forecast future steps last_seq = scaled_data[-look_back:].reshape(1, look_back, 1) predictions = [] for _ in range(steps): pred = model.predict(last_seq, verbose=0) predictions.append(pred[0,0]) # Fix: reshape pred to 3D and append to sequence pred_reshaped = pred.reshape(1, 1, 1) last_seq = np.concatenate([last_seq[:,1:,:], pred_reshaped], axis=1) predictions = scaler.inverse_transform(np.array(predictions).reshape(-1,1)) return predictions.flatten().tolist() def infer(model_type: str, input_data: list, steps: int = 5): """ model_type: 'arima' or 'lstm' input_data: list of recent stock prices steps: number of future days to forecast """ if model_type.lower() == 'arima': return arima_forecast(input_data, steps=steps) elif model_type.lower() == 'lstm': return lstm_forecast(input_data, steps=steps) else: return {"error": "Invalid model_type. Use 'arima' or 'lstm'."}