# Import Necessary Libraries
import streamlit as st
import pandas as pd
import plotly.express as px
import plotly.graph_objects as go
from plotly.subplots import make_subplots
import numpy as np
import ast
from pagination import paginator
import style as cs
import random
import time
from langchain_community.document_loaders import CSVLoader
from langchain_community.embeddings import HuggingFaceInstructEmbeddings
from langchain_community.vectorstores import FAISS
from langchain_community.llms import HuggingFaceHub
from langchain_core.prompts import PromptTemplate
from langchain.chains import RetrievalQA
import os
import re
# Disclaimer to be dispalyed at the bottom of each tab
disclaimer = """
Disclaimer: For demo purpose, the tool is currently populated with 10 months (Nov 2020 - Aug 2021) news
and historical data of oil sector from PSX. This data is intended to illustrate the tool's functionality and is not
intended for actual investment decisions.
"""
# Utils Functions
def signals_to_plot(selected_indicator, num_signals, signal_column, data):
if selected_indicator != 'RSI':
if num_signals == 'All':
buy_dates = data[data[signal_column] == 3.0]
sell_dates = data[data[signal_column] == -3.0]
hold_dates = data[data[signal_column] == 0]
elif num_signals == 'Last 5 Days':
last5 = data.tail(5)
buy_dates = last5[last5[signal_column] == 3.0]
sell_dates = last5[last5[signal_column] == -3.0]
hold_dates = last5[last5[signal_column] == 0]
elif num_signals == 'Last 15 Days':
last15 = data.tail(15)
buy_dates = last15[last15[signal_column] == 3.0]
sell_dates = last15[last15[signal_column] == -3.0]
hold_dates = last15[last15[signal_column] == 0]
elif num_signals == 'Last 20 Days':
last20 = data.tail(20)
buy_dates = last20[last20[signal_column] == 3.0]
sell_dates = last20[last20[signal_column] == -3.0]
hold_dates = last20[last20[signal_column] == 0]
elif selected_indicator == 'RSI':
if num_signals == 'All':
buy_dates = data[data[signal_column] >= 1.0]
sell_dates = data[data[signal_column] <= -1.0]
hold_dates = data[data[signal_column] == 0]
elif num_signals == 'Last 5 Days':
last5 = data.tail(5)
buy_dates = last5[last5[signal_column] >= 1.0]
sell_dates = last5[last5[signal_column] <= -1.0]
hold_dates = last5[last5[signal_column] == 0]
elif num_signals == 'Last 15 Days':
last15 = data.tail(15)
buy_dates = last15[last15[signal_column] >= 1.0]
sell_dates = last15[last15[signal_column] <= -1.0]
hold_dates = last15[last15[signal_column] == 0]
elif num_signals == 'Last 20 Days':
last20 = data.tail(20)
buy_dates = last20[last20[signal_column] >= 1.0]
sell_dates = last20[last20[signal_column] <= -1.0]
hold_dates = last20[last20[signal_column] == 0]
return buy_dates, sell_dates, hold_dates
def convert_str_to_list(string):
try:
# Use ast.literal_eval to safely evaluate the string as a list
return ast.literal_eval(string)
except (ValueError, SyntaxError):
# If the string cannot be converted to a list, return it as is
return string
# Extract Answer from LLM response
def get_answer(text):
text = response['result']
helpful_answer_index = text.find('Helpful Answer:')
if helpful_answer_index != -1:
helpful_answer = text[helpful_answer_index + len('Helpful Answer:'):].strip()
print(helpful_answer)
else:
print("No helpful answer found.")
return helpful_answer
# Streamed response emulator
def response_generator(answer):
response = answer
for word in response.split():
yield word + " "
time.sleep(0.05)
# ---- WebApp ----
# Add Title and Logo
title_container = st.container(border=False) # Create a container to hold the tile and logo
col1, col2 = title_container.columns([0.2, 0.8], gap='medium') # Create columns to display logo and title side-by-side
col1.image("logo.png") # Add logo to the 1st column
col2.title("AI Equity Advisor") # Add title to the 2nd column
# Add credits below the title
c1, c2 = col2.columns([0.5, 0.5], gap="large")
c1.markdown("Powered by GenInstigators")
# Load Technical Data
data_file_path = r"technicalRecommendation.csv" # Update this with your file path
data = pd.read_csv(data_file_path)
# Convert 'Date' column to datetime format
data['Date'] = pd.to_datetime(data['Date'])
# Set date limit for end date picker
date_limit = pd.to_datetime(data['Date'].max())
# Set default current date
current_date = pd.to_datetime('2021-08-12')
# Create Tabs
market_analysis, news_analysis, final_recs, chat = st.tabs(["Market Analysis", "News Analysis", "GenAI Recommendations", "Ask AI Advisor"])
with market_analysis:
st.header("Market Analysis", help = "This module provides market analysis for the following day based on the current date.")
# st.write("This module provides market analysis for the following day based on the current date.")
# Add date picker
date_container = st.container(border=False)
col1, col2 = date_container.columns([0.5, 0.5], gap='medium')
# start_date = col1.date_input('Start Date', value=default_start_date, min_value=data['Date'].min(), max_value=date_limit)
end_date = col1.date_input("Current Date", value=current_date, min_value=data['Date'].min(), max_value=date_limit)
# Filter data based on the date selected by the user
start_date = pd.to_datetime(data['Date'].min())
end_date = pd.to_datetime(end_date)
data2 = data[data['Date'].between(start_date, end_date)]
# Dropdown for selecting the indicator
selected_indicator = st.selectbox("Select an Indicator", ['EMA 9', 'EMA 55', 'MACD', 'RSI'])
# Dropdown for selecting the Number of Signal Days
num_signals = st.selectbox("Signals to Show", ['None', 'All', 'Last 5 Days', 'Last 15 Days', 'Last 20 Days'])
# Rename columns to maintain naming convention
data2.rename(columns={'Close_price': 'Close Price', 'EMA_9': 'EMA 9', 'EMA_55': 'EMA 55'}, inplace=True)
# Plot Close Price vs the indicator selected by the user
if selected_indicator == 'EMA 9':
# Plot close price and EMA 9
fig = px.line(data2, x='Date', y=['Close Price', 'EMA 9'], title='Close Price vs EMA 9',
labels={'Date': 'Date', 'value': 'Price in Rs.', 'variable': 'Type'}, height=600)
fig.update_traces(selector=dict(type='scatter'))
# Plot buy/sell signals
if num_signals != 'None':
# get signal values using the signals_to_plot utils function
strong_buy_dates, strong_sell_dates, strong_hold_dates = signals_to_plot(
selected_indicator=selected_indicator,
num_signals=num_signals,
signal_column='EMA9_Signal',
data=data2)
# Add Buy signals
fig.add_scatter(x=strong_buy_dates['Date'], y=strong_buy_dates['EMA 9'], mode='markers',
marker=dict(symbol='triangle-up', size=10, color=cs.pos_impacts_color), name='Strong buy')
# Add Sell signals
fig.add_scatter(x=strong_sell_dates['Date'], y=strong_sell_dates['EMA 9'], mode='markers',
marker=dict(symbol='triangle-down', size=10, color=cs.neg_impacts_color), name='Strong sell')
# Add date range selection buttons to chart
fig.update_xaxes(
rangeslider_visible=True,
rangeselector=dict(
buttons=list([
dict(count=1, label="1m", step="month", stepmode="backward"),
dict(count=6, label="6m", step="month", stepmode="backward"),
dict(count=1, label="YTD", step="year", stepmode="todate"),
dict(count=1, label="1y", step="year", stepmode="backward"),
dict(step="all")
])
)
)
# Update y-axis to allow vertical scrolling and dragging
fig.update_yaxes(fixedrange=False)
# Show chart on WebApp
st.plotly_chart(fig)
elif selected_indicator == 'EMA 55':
# Plot close price and EMA 9
fig = px.line(data2, x='Date', y=['Close Price', 'EMA 55'], title='Close Price vs EMA 55',
labels={'Date': 'Date', 'value': 'Price in Rs.', 'variable': 'Type'}, height=600)
fig.update_traces(selector=dict(type='scatter'))
# Plot buy/sell signals
if num_signals != 'None':
# get signal values using the signals_to_plot utils function
strong_buy_dates, strong_sell_dates, strong_hold_dates = signals_to_plot(
selected_indicator=selected_indicator,
num_signals=num_signals,
signal_column='EMA55_Signal',
data=data2)
# Add Buy signals
fig.add_scatter(x=strong_buy_dates['Date'], y=strong_buy_dates['EMA 55'], mode='markers',
marker=dict(symbol='triangle-up', size=10, color=cs.pos_impacts_color), name='Strong buy')
# Add Sell signals
fig.add_scatter(x=strong_sell_dates['Date'], y=strong_sell_dates['EMA 55'], mode='markers',
marker=dict(symbol='triangle-down', size=10, color=cs.neg_impacts_color), name='Strong sell')
# Add date range selection buttons to chart
fig.update_xaxes(
rangeslider_visible=True,
rangeselector=dict(
buttons=list([
dict(count=1, label="1m", step="month", stepmode="backward"),
dict(count=6, label="6m", step="month", stepmode="backward"),
dict(count=1, label="YTD", step="year", stepmode="todate"),
dict(count=1, label="1y", step="year", stepmode="backward"),
dict(step="all")
])
)
)
# Update y-axis to allow vertical scrolling and dragging
fig.update_yaxes(fixedrange=False)
# Show chart on WebApp
st.plotly_chart(fig)
elif selected_indicator == 'MACD':
# Set up the figure and subplots
fig = make_subplots(rows=2, cols=1)
# Add subplot for Close Price and Signals
fig.add_trace(go.Scatter(x=data2['Date'], y=data2['Close Price'], mode='lines', name='Close Price'),
row=1, col=1)
# Plot buy/sell signals
if num_signals != 'None':
# get signal values using the signals_to_plot utils function
strong_buy_dates, strong_sell_dates, strong_hold_dates = signals_to_plot(
selected_indicator=selected_indicator,
num_signals=num_signals,
signal_column='MACD_Signals',
data=data2)
# Add Buy signals
fig.add_trace(go.Scatter(x=strong_buy_dates['Date'], y=strong_buy_dates['Close Price'], mode='markers',
marker=dict(symbol='triangle-up', size=10, color=cs.pos_impacts_color), name='Strong Buy'), row=1, col=1)
# Add Sell signals
fig.add_trace(go.Scatter(x=strong_sell_dates['Date'], y=strong_sell_dates['Close Price'], mode='markers',
marker=dict(symbol='triangle-down', size=10, color=cs.neg_impacts_color), name='Strong Sell'), row=1, col=1)
# Add Hold signals
fig.add_trace(go.Scatter(x=strong_hold_dates['Date'], y=strong_hold_dates['Close Price'], mode='markers',
marker=dict(symbol='circle', size=10, color='orange'), name='Hold'), row=1, col=1)
# Add subplot for MACD
# fig2 = go.Figure()
fig.add_trace(go.Scatter(x=data2['Date'], y=data2['MACD_12_26_9'], mode='lines', name='MACD', yaxis='y2',
line=dict(dash='solid', color=cs.macd_color, width=2)), row=2, col=1)
fig.add_trace(go.Scatter(x=data2['Date'], y=data2['MACDs_12_26_9'], mode='lines', name='Signal', yaxis='y2',
line=dict(dash='solid', color=cs.macd_signal_color, width=2)), row=2, col=1)
fig.add_trace(go.Bar(x=data2['Date'], y=data2['MACDh_12_26_9'], name='Histogram', yaxis='y2',
marker=dict(color=cs.macd_hist)), row=2, col=1)
# Update layout
fig.update_layout(title='Close Price vs MACD', height=600)
# Add date range selection buttons to chart
fig.update_xaxes(
rangeslider_visible=False,
rangeselector=dict(
buttons=list([
dict(count=1, label="1m", step="month", stepmode="backward"),
dict(count=6, label="6m", step="month", stepmode="backward"),
dict(count=1, label="YTD", step="year", stepmode="todate"),
dict(count=1, label="1y", step="year", stepmode="backward"),
dict(step="all")
])
)
)
# Update y-axis to allow vertical scrolling and dragging
fig.update_yaxes(fixedrange=False)
# Show chart on WebApp
st.plotly_chart(fig, use_container_width=True)
elif selected_indicator == 'RSI':
# Set up the figure
fig = go.Figure()
# Add RSI line
fig.add_trace(go.Scatter(x=data2['Date'], y=data2['RSI'], mode='lines', name='RSI',
line=dict(dash='solid', color=cs.rsi_color, width=2)))
# Add overbought and oversold lines
overbought_strong = 79
oversold_strong = 22
fig.add_shape(type="line", x0=data2['Date'].min(), y0=overbought_strong, x1=data2['Date'].max(), y1=overbought_strong, line=dict(color="red", width=1, dash="dash"), name="Overbought")
fig.add_shape(type="line", x0=data2['Date'].min(), y0=oversold_strong, x1=data2['Date'].max(), y1=oversold_strong, line=dict(color="green", width=1, dash="dash"), name="Oversold")
# Plot buy/sell signals
if num_signals != 'None':
# get signal values using the signals_to_plot utils function
strong_buy_dates, strong_sell_dates, strong_hold_dates = signals_to_plot(
selected_indicator=selected_indicator,
num_signals=num_signals,
signal_column='RSI_Signals',
data=data2)
# Add Buy signals
fig.add_trace(go.Scatter(x=strong_buy_dates['Date'], y=strong_buy_dates['RSI'], mode='markers',
marker=dict(symbol='triangle-up', size=10, color=cs.pos_impacts_color), name='Strong Buy'))
# Add Sell signals
fig.add_trace(go.Scatter(x=strong_sell_dates['Date'], y=strong_sell_dates['RSI'], mode='markers',
marker=dict(symbol='triangle-down', size=10, color=cs.neg_impacts_color), name='Strong Sell'))
# fig.add_trace(go.Scatter(x=strong_hold_dates['Date'], y=strong_hold_dates['RSI'], mode='markers', marker=dict(symbol='circle', size=10, color='orange'), name='Hold'))
fig.update_layout(title='RSI Analysis', showlegend=True, height=600)
# Add date range selection buttons to chart
fig.update_xaxes(
rangeslider_visible=True,
rangeselector=dict(
buttons=list([
dict(count=1, label="1m", step="month", stepmode="backward"),
dict(count=6, label="6m", step="month", stepmode="backward"),
dict(count=1, label="YTD", step="year", stepmode="todate"),
dict(count=1, label="1y", step="year", stepmode="backward"),
dict(step="all")
])
)
)
# Update y-axis to allow vertical scrolling and dragging
fig.update_yaxes(fixedrange=False)
st.plotly_chart(fig)
# st.write(data2)
# Add discalimer
st.markdown(disclaimer, unsafe_allow_html=True)
with news_analysis:
st.header("News Analysis", help="This module provides news based event impact for the following day based on the current date.")
# st.write("This module provides news based event impact for the following day based on the current date.")
# Load News Events data
data_file_path = r"Events_SameDay.csv" # Update this with your file path
events = pd.read_csv(data_file_path, encoding="ISO-8859-1", lineterminator='\n')
# Convert 'Date' column to datetime format
events['Date'] = pd.to_datetime(events['Date'])
# Filter data based on the date selected by the user
events = events[(events['Date'] >= start_date) & (events['Date'] <= end_date)]
# Use convert_str_to_list utils function to restore list value data type
cols = ['Raw_Headline', 'Bold_KW', 'Feature', 'Raw_News', 'Sources', 'Urls']
for col in cols:
events[col] = events[col].apply(convert_str_to_list)
# Get unique features
events['SetFeature'] = events['Feature'].apply(lambda x: str(set(x)))
# Add a new column for positive values of column A
events['Positive_Impacts'] = events[events['Events_Impact'] >= 4.7]['Events_Impact']
# Add a new column for negative values of column A
events['Negative_Impacts'] = events[events['Events_Impact'] <= -4.7]['Events_Impact']
# Fill NaN values in the new columns with 0
events['Positive_Impacts'].fillna("", inplace=True)
events['Negative_Impacts'].fillna("", inplace=True)
# Filter out subset dataframes to plot positive & negative impacts
plot_sub_pos = events[events['Positive_Impacts']!='']
plot_sub_neg = events[events['Negative_Impacts']!='']
# Create the line trace for stock prices
line_stock = go.Scatter(x=events['Date'], y=events['Price'], mode='lines', name='OGDCL Close Price',
line=dict(dash='solid', color=cs.close_line_color, width=2),
customdata=events['SetFeature'],
hovertemplate='%{x}
Close: %{y}
Feature: %{customdata}
',
)
title = 'OGDCL Close Price vs News Impact'
layout = go.Layout(
title=title,
xaxis=dict(
title='Date',
tickformat='%b %d, %Y',
# gridcolor='lightgray',
range=[start_date, end_date],
# tickvals=list(range(dateA, dateB, 3)),
),
yaxis=dict(
title='Price in Rs.',
# gridcolor='lightgray',
range=[90, 120],
tickvals=list(range(90, 120, 5)),
),
height=600,
)
# Add all traces to the figure
figure = go.Figure(data=[line_stock], layout=layout)
# Add Positive impacts
figure.add_scatter(x=plot_sub_pos['Date'], y=plot_sub_pos['Price'], mode='markers',
marker=dict(symbol='triangle-up', size=10, color=cs.pos_impacts_color), name='Positive Impact',
customdata=plot_sub_pos['SetFeature'], hovertemplate='%{x}
Close: %{y}
Feature: %{customdata}
')
# Add Negative impacts
figure.add_scatter(x=plot_sub_neg['Date'], y=plot_sub_neg['Price'], mode='markers',
marker=dict(symbol='triangle-down', size=10, color=cs.neg_impacts_color), name='Negative Impact',
customdata=plot_sub_neg['SetFeature'], hovertemplate='%{x}
Close: %{y}
Feature: %{customdata}
',)
# Update Layout
figure.update_layout(
title={
'text': title,
'x': 0.5,
'y': 0.95,
'xanchor': 'center',
'yanchor': 'top',
'font': dict(size=12),
},
hovermode='closest',
margin=dict(l=40, r=40, t=80, b=40),
modebar_add="togglespikelines",
)
# Add date range selection buttons to chart
figure.update_xaxes(
rangeslider_visible=True,
rangeselector=dict(
buttons=list([
dict(count=1, label="1m", step="month", stepmode="backward"),
dict(count=6, label="6m", step="month", stepmode="backward"),
dict(count=1, label="YTD", step="year", stepmode="todate"),
dict(count=1, label="1y", step="year", stepmode="backward"),
dict(step="all")
])
)
)
# Update y-axis to allow vertical scrolling and dragging
figure.update_yaxes(fixedrange=False)
st.plotly_chart(figure)
# Add subheader for news section
st.subheader("News Events")
"""In this section, news events for each date in the data will be displayed along the features for that date"""
# Filter data for news events
news = events[events['Date'].between(start_date, end_date, inclusive='both')]
news = news[['Date', 'Raw_Headline', 'Bold_KW', 'Feature', 'Raw_News', 'Sources', 'Urls']]
# Extract only the date from the datetime
news['Date'] = news['Date'].dt.date
# Sort DataFrame based on the 'Date' column in descending order
news = news.sort_values(by='Date', ascending=False)
# Reset index to reflect the new order
news.reset_index(drop=True, inplace=True)
# Get all the unique dates to iterate over
dates = list(news['Date'].unique())
# Sort the date list
dates = np.sort(dates)
# Reverse the array to have the latest date at index 0
dates = dates[::-1]
# Decide number of items to display per page
num_dates = len(dates)
items_per_page = min(num_dates, 5)
# iterate over the paginator
for i, date in paginator("Select Page Number", dates, items_per_page=items_per_page, on_sidebar=False, ukey='news_pages'):
# Display the date
st.write(f'Date: {date}', unsafe_allow_html=True)
# Filter data for each date in the loop
filtered_news = news[news['Date'] == date]
# Extract the details required
features = filtered_news['Feature'].sum()
headlines = filtered_news['Raw_Headline'].sum()
news_list = filtered_news['Raw_News'].sum()
sources = filtered_news['Sources'].sum()
urls = filtered_news['Urls'].sum()
# Create a container to display news for each date
main_container = st.container(height = 250, border=True)
# Create columns to display news on one side and features on the other
col1, col2 = main_container.columns([0.7, 0.3], gap='medium')
# Display each headline in the extracted headlines in the container
for index, headline in enumerate(headlines):
# Link news article's Url to the headline to redirect to the source article webpage on click
col1.page_link(urls[index], label=f"**:blue[{headline}]**")
# Display news source in the container
col1.write(f"By {sources[index]}
", unsafe_allow_html=True)
# Display news content on click
with col1:
text = news_list[index].replace("$", "\$")
# Remove non-ASCII characters
text = re.sub(r"[^\x00-\x7F]+", "'", text)
with st.expander("Show Full Article"):
st.markdown(text)
# Display features on click
with col2:
with st.expander("Oil Sector Features"):
st.write(set(features))
# Add Disclaimer
st.markdown(disclaimer, unsafe_allow_html=True)
with final_recs:
help = """This module provides trading recommendation for the following day based on the current date.
For demo purpose this is restricted to test data from (Aug 12, 2021- Aug 31,2021).
The results shown here are based on our model's inference on this test data, which is available in the Colab Notebook provided along GitHub submission.
"""
st.header("GenAI Recommendations", help=help)
# st.write("""This module provides trading recommendation for the following day based on the current date.
# For demo purpose this is restricted to test data from (Aug 12, 2021- Aug 31,2021).
# The results shown here are based on our model's inference on this test data, which is available in the Colab Notebook provided along GitHub submission.
# """)
# Load generated recommendations data
recs = pd.read_csv("test_recom1.csv")
# Convert date column to datetime values
recs['Date'] = pd.to_datetime(recs['Date'])
# Get only the date from datetime
recs['Date'] = recs['Date'].dt.date
# Get all the unique dates to add to the selectbox and to iterate over
rec_dates = np.sort(list(recs['Date'].unique()))
# Create the date select box
pred_date = st.selectbox("Pick the Test Date", rec_dates)
# Store the close price value of the following day for each date in a dictionary to call later
fp = {} # initialize an empty dictionary
for index, d in enumerate(rec_dates[:-1]): # iterate over the unique dates
fr = recs[recs['Date'] == rec_dates[index+1]] # get data of the following day
fr.reset_index(inplace=True, drop=True) # reset index
following_price = fr['Price'][0] # get close price
fp[d] = following_price # append dictionary
# As no following day data is available for the latest date in the list, assign it 'Not Available'
fp[rec_dates[-1]] = 'Not Available'
# Add radio buttons to select role
role = st.radio(
"Show recommendation summary as:",
["Active Trader", "Equity Analyst"], horizontal=True)
# filter data based on the date selected by the user
filter_recs = recs[recs['Date'] == pred_date]
# filter required data based on the role selected by the user
if role == 'Active Trader':
trade_recs = filter_recs[['Date', 'Recommendations_Active_Trader', 'Price']]
# Convert back to Dictionaries from strings
trade_recs['Recommendations_Active_Trader'] = trade_recs['Recommendations_Active_Trader'].apply(convert_str_to_list)
trade_recs.rename(columns={'Recommendations_Active_Trader': 'Recommendations'}, inplace=True)
elif role == 'Equity Analyst':
trade_recs = filter_recs[['Date', 'Recommendations_Equity_Analyst', 'Price']]
# Convert back to Dictionaries from strings
trade_recs['Recommendations_Equity_Analyst'] = trade_recs['Recommendations_Equity_Analyst'].apply(convert_str_to_list)
trade_recs.rename(columns={'Recommendations_Equity_Analyst': 'Recommendations'}, inplace=True)
# reset index after filteration
trade_recs.reset_index(inplace=True, drop=True)
# create container to display generated recommendations
genrec_container = st.container(border=False)
# create columns to display date, current close price, and following day close price side-by-side
rec_col1, rec_col2, rec_col3 = genrec_container.columns(3, gap='medium')
# Show selected date
rec_col1.write(f'Current Date: {pred_date}', unsafe_allow_html=True)
# Show selected date close price
current_price = trade_recs['Price'][0]
rec_col2.write(f'Current Close Price: {current_price}', unsafe_allow_html=True)
# Show following day close price
rec_col3.write(f'Following Close Price: {fp[pred_date]}', unsafe_allow_html=True)
# Show generated recommendations
genrec_container.subheader("Generated Recommendation")
genrec_container.write(trade_recs['Recommendations'][0])
# Show Market and News Analysis w.r.t. OGDCL Close Price chart
# Create the line trace for stock prices
line_stock = go.Scatter(x=events['Date'], y=events['Price'], mode='lines', name='OGDCL Close Price',
line=dict(dash='solid', color=cs.close_line_color, width=2),
text=events['EMA9_Signal'],
hovertext=events['EMA55_Signal'],
meta = events["RSI_Signals"],
customdata=events['MACD_Signals'],
hovertemplate='%{x}
Close: %{y}
EMA9 Signal: %{text}
EMA55 Signal: %{hovertext}
RSI Signal: %{meta}
MACD Signal: %{customdata}
',
# hoverlabel=dict(font=dict(color=events
# ['FeatureSentiment'].apply(lambda x: 'red' if x == 'Negative' else 'blue' if x == 'Neutral' else 'green'))), # Customize the line style, color, and width
)
title = 'Market and News Analysis w.r.t. OGDCL Close Price'
layout = go.Layout(
title=title,
xaxis=dict(
title='Date',
tickformat='%b %d, %Y',
# gridcolor='lightgray',
range=[start_date, end_date],
# tickvals=list(range(dateA, dateB, 3)),
),
yaxis=dict(
title='Price in Rs.',
# gridcolor='lightgray',
range=[90, 120],
tickvals=list(range(90, 120, 5)),
),
height=600,
)
# Add all traces to the figure
figure = go.Figure(data=[line_stock], layout=layout)
# Add positive impact
figure.add_scatter(x=plot_sub_pos['Date'], y=plot_sub_pos['Price'], mode='markers',
marker=dict(symbol='triangle-up', size=10, color=cs.pos_impacts_color), name='Positive Impact',
# customdata=plot_sub_pos['SetFeature'],
text=events['EMA9_Signal'],
hovertext=events['EMA55_Signal'],
meta = events["RSI_Signals"],
customdata=events['MACD_Signals'],
hovertemplate='%{x}
Close: %{y}
EMA9 Signal: %{text}
EMA55 Signal: %{hovertext}
RSI Signal: %{meta}
MACD Signal: %{customdata}
',)
# Add negative impact
figure.add_scatter(x=plot_sub_neg['Date'], y=plot_sub_neg['Price'], mode='markers',
marker=dict(symbol='triangle-down', size=10, color=cs.neg_impacts_color), name='Negative Impact',
text=events['EMA9_Signal'],
hovertext=events['EMA55_Signal'],
meta = events["RSI_Signals"],
customdata=events['MACD_Signals'],
hovertemplate='%{x}
Close: %{y}
EMA9 Signal: %{text}
EMA55 Signal: %{hovertext}
RSI Signal: %{meta}
MACD Signal: %{customdata}
',)
# Update layout
figure.update_layout(
title={
'text': title,
'x': 0.5,
'y': 0.95,
'xanchor': 'center',
'yanchor': 'top',
'font': dict(size=12),
},
hovermode='closest',
margin=dict(l=40, r=40, t=80, b=40),
modebar_add="togglespikelines",
)
# Add date range selection buttons to chart
figure.update_xaxes(
rangeslider_visible=True,
rangeselector=dict(
buttons=list([
dict(count=1, label="1m", step="month", stepmode="backward"),
dict(count=6, label="6m", step="month", stepmode="backward"),
dict(count=1, label="YTD", step="year", stepmode="todate"),
dict(count=1, label="1y", step="year", stepmode="backward"),
dict(step="all")
])
)
)
# Update y-axis to allow vertical scrolling and dragging
figure.update_yaxes(fixedrange=False)
st.plotly_chart(figure)
# Add Disclaimer
st.markdown(disclaimer, unsafe_allow_html=True)
with chat:
# st.header("Chat with AI Stock Advisor")
# loader = CSVLoader("Events_SameDay.csv",encoding='iso-8859-1')
# Initialize HuggingFace Instruct Embeddings
embeddings = HuggingFaceInstructEmbeddings()
# Load saved Vector Store
persist_directory = 'FAISS_VectorStore'
db = FAISS.load_local(persist_directory, embeddings, allow_dangerous_deserialization=True)
# Initialize GenAI LLM Model
repo_id = "mistralai/Mistral-7B-Instruct-v0.1"
llm = HuggingFaceHub(repo_id=repo_id, model_kwargs={"temperature": 0.1, "max_new_tokens": 1024})
# Define Prompt Template
system_prompt = """You are a financial expert for stock market who can perform multiple tasks for the intended user including trading
recommendations with reasoning, retrieving articles with their impact in the market, retrieving or enlisting features affecting market
trends (could be positive or negative).However, if a user is asking for trading recommendation, then you need to generate trading signal
recommendations utilizing insights from two approaches. One is the technical indicators signals EMA55, RSI, EMA9, and MACD (all ranging
from -3 to 3, where –3 is strong sell, -2 is moderate sell, -1 is weak sell, 0 is for hold, 1 is for weak buy, 2 is for moderate buy
and 3 is for strong buy) from the respective signal while other insight is from news impacts (either positive or negative between -5 to 5).
Provide your recommendation with balanced approach if news impact is too much positive or negative, technical indicator can be ignored and
buy or sell suggestion based on news impact can be given. On the contrary, if technical indicators are opposite to news impact,
a hold position is a reasonable suggestion. If technical indicators are all positive along news impact, strong buy signal can be
generated. If technical indicators and news impact are all negative a strong sell signal can be generated. If news impact is too low,
then generate recommendation based on technical indicator specially with more weightage to ema 55 in all the technical indicators.
Your response should cover all technical aspects including the analysis of technical indicators as well as the news impact. Also cover
logical financial rational as well as the explanations with your answer."""
B_INST, E_INST = "[INST] ", " [/INST]"
template = (
B_INST
+ system_prompt
+ """
Context: {context}
User: {question}
"""
+ E_INST +
"\nHelpful Answer: \n"
)
sys_prompt = PromptTemplate(input_variables=["context", "question"], template=template)
# Create QA Chain
chain = RetrievalQA.from_chain_type(
llm=llm, # Add LLM
chain_type="stuff",
retriever=db.as_retriever(), # Add Vector Store
input_key="question",
chain_type_kwargs={"prompt": sys_prompt}) # Add prompt template
# Add Container to display chat history
chat_container = st.container(height = 265, border=False)
with chat_container:
# Initialize chat history
if "messages" not in st.session_state:
st.session_state.messages = []
# Display chat messages from history on app rerun
for message in st.session_state.messages:
with st.chat_message(message["role"]):
st.markdown(message["content"])
prompts, responses = [], []
# st.divider() # Divider to separate chat history and chat input
# Accept user input
if prompt := st.chat_input("Enter your query here.", key='input2'):
# Add user message to chat history
st.session_state.messages.append({"role": "user", "content": prompt})
prompts.append(prompt)
# Display user message in chat message container
with chat_container.chat_message("user"):
st.markdown(prompt)
# Get Response to user query from LLM
response = chain({"question": prompt})
# Extract the answer from the response
result = get_answer(response['result'])
# Display assistant response in chat message container
with chat_container.chat_message("assistant"):
response = st.write_stream(response_generator(result))
responses.append(response)
# Add assistant response to chat history
st.session_state.messages.append({"role": "assistant", "content": response})
# Data to append
queries_data = {'Query': prompts, 'Response': responses}
# Convert data to a DataFrame
queries = pd.DataFrame(queries_data)
# # Append data to an existing CSV file or create a new one if it doesn't exist
# queries.to_csv('Queries.csv', mode='a', index=False, header=not os.path.exists('Queries.csv'))
# Check if the file already exists
file_exists = os.path.exists('Queries.csv')
# Append data to an existing CSV file or create a new one if it doesn't exist
with open('Queries.csv', 'a') as f:
queries.to_csv(f, header=not file_exists, index=False)
print("Data appended to CSV successfully.")