import streamlit as st
import yfinance as yf
import numpy as np
import pandas as pd
import plotly.graph_objs as go
from plotly.subplots import make_subplots
from statsmodels.tsa.api import VAR
from statsmodels.tsa.stattools import adfuller
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error, mean_absolute_error, mean_absolute_percentage_error, r2_score
from datetime import datetime, timedelta

# Helper functions remain unchanged (except for yfinance adjustments)
def download_data(tickers, start_date, end_date):
    data = {}
    for name, ticker in tickers.items():
        df = yf.download(ticker, start=start_date, end=end_date, auto_adjust=False)
        if isinstance(df.columns, pd.MultiIndex):
            df.columns = df.columns.get_level_values(0)
        if df.empty:
            raise ValueError(f"No data retrieved for {ticker}")
        if len(df) < 252:  # Ensure enough data for meaningful volatility calculation (1 year)
            raise ValueError(f"Insufficient data points for {ticker}. Need at least 252 days.")
        data[name] = df
    return data

def calculate_returns_and_volatility(data, rolling_window):
    stock_data = data['stock']
    stock_data['Log_Returns'] = np.log(stock_data['Adj Close'] / stock_data['Adj Close'].shift(1))
    stock_data['Volatility'] = stock_data['Log_Returns'].rolling(window=rolling_window).std() * np.sqrt(252)
    stock_data = stock_data.dropna()
    data['stock'] = stock_data

    sp500_data = data['sp500']
    sp500_data['Log_Returns'] = np.log(sp500_data['Adj Close'] / sp500_data['Adj Close'].shift(1))
    sp500_data['SP500_Volatility'] = sp500_data['Log_Returns'].rolling(window=rolling_window).std() * np.sqrt(252)
    sp500_data = sp500_data.dropna()
    data['sp500'] = sp500_data

    return data

def merge_data(data):
    merged_data = data['stock'][['Volatility']].copy()
    merged_data['SP500'] = data['sp500']['Adj Close']
    merged_data['SP500_Volatility'] = data['sp500']['SP500_Volatility']
    merged_data['VIX'] = np.log(data['vix']['Adj Close'])
    merged_data['SP500_Returns'] = data['sp500']['Log_Returns']
    merged_data['Volume'] = data['stock']['Volume']
    merged_data['Stock_Returns'] = data['stock']['Log_Returns']
    merged_data = merged_data.dropna()
    return merged_data

def check_stationarity_and_difference(df):
    """
    Perform ADF test for stationarity and apply differencing if necessary.
    """
    for column in df.columns:
        result = adfuller(df[column].dropna())
        p_value = result[1]
        if p_value > 0.05:
            # Non-stationary series; apply differencing
            df[column] = df[column].diff()
        else:
            pass  # Series is stationary; no differencing needed

def normalize_data(df):
    scaler = MinMaxScaler(feature_range=(0, 1))
    scaled_data = pd.DataFrame(scaler.fit_transform(df), columns=df.columns, index=df.index)
    return scaled_data, scaler

def fit_var_model(scaled_data, max_lags=30):
    model = VAR(scaled_data)
    lag_order_results = model.select_order(maxlags=max_lags)
    optimal_lag = lag_order_results.aic
    results = model.fit(optimal_lag)
    return results, optimal_lag

def forecast_future_values(results, scaled_data, scaler, steps, optimal_lag):
    forecast_95, lower_95, upper_95 = results.forecast_interval(
        scaled_data.values[-optimal_lag:], steps=steps, alpha=0.05)
    forecast_68, lower_68, upper_68 = results.forecast_interval(
        scaled_data.values[-optimal_lag:], steps=steps, alpha=0.32)
    
    forecast_original = scaler.inverse_transform(forecast_95)
    lower_95_original = scaler.inverse_transform(lower_95)
    upper_95_original = scaler.inverse_transform(upper_95)
    lower_68_original = scaler.inverse_transform(lower_68)
    upper_68_original = scaler.inverse_transform(upper_68)

    return forecast_original, lower_95_original, upper_95_original, lower_68_original, upper_68_original

# Plotting functions remain unchanged
def plot_forecast(merged_data, future_dates, volatility_predictions, lower_volatility_95, upper_volatility_95, lower_volatility_68, upper_volatility_68):
    fig = go.Figure()

    # Plot historical volatility
    fig.add_trace(go.Scatter(x=merged_data.index, y=merged_data['Volatility'], mode='lines', name='Historical Volatility'))

    # Plot 95% confidence intervals
    fig.add_trace(go.Scatter(x=future_dates, y=upper_volatility_95, fill=None, mode='lines', line_color='lightgray', name='95% CI Upper'))
    fig.add_trace(go.Scatter(x=future_dates, y=lower_volatility_95, fill='tonexty', mode='lines', line_color='lightgray', name='95% CI Lower'))

    # Plot 68% confidence intervals
    fig.add_trace(go.Scatter(x=future_dates, y=upper_volatility_68, fill=None, mode='lines', line_color='blue', name='68% CI Upper'))
    fig.add_trace(go.Scatter(x=future_dates, y=lower_volatility_68, fill='tonexty', mode='lines', line_color='blue', name='68% CI Lower'))
    
    # Plot predicted volatility
    fig.add_trace(go.Scatter(x=future_dates, y=volatility_predictions, mode='lines',line_color='orange' ,name='Predicted Volatility', line=dict(dash='dot', width=4)))

    fig.update_layout(title='Predicted Volatility with Confidence Intervals',
                      xaxis_title='Date', yaxis_title='Volatility',
                      template='plotly_white')

    return fig

def plot_extended_forecast(forecast_data_extended, future_dates, volatility_predictions):
    """
    Plot extended actual historical volatility and predicted future volatility using Plotly.
    """
    # Align the length of future dates and predicted values
    future_dates = future_dates[:len(volatility_predictions)]
    volatility_predictions = volatility_predictions[:len(future_dates)]

    fig = go.Figure()

    # Plot extended actual historical volatility
    fig.add_trace(go.Scatter(x=forecast_data_extended.index, y=forecast_data_extended['Volatility'], mode='lines', name='Extended Historical Volatility'))

    # Plot predicted future volatility
    fig.add_trace(go.Scatter(x=future_dates, y=volatility_predictions, mode='lines', name='Predicted Future Volatility', line=dict(dash='dash')))

    fig.update_layout(title='Predicted Volatility with Extended Actual Data',
                      xaxis_title='Date',
                      yaxis_title='Volatility',
                      template='plotly_white')

    return fig

def calculate_performance_metrics(forecast_data_extended, future_dates, volatility_predictions):
    """
    Calculate performance metrics and return as markdown text.
    """
    # Ensure future_dates are in the same format as the forecast_data index
    new_future_dates = pd.to_datetime(future_dates)

    # Create a DataFrame for future dates and predicted values
    predicted_df = pd.DataFrame({
        'Date': new_future_dates,
        'Predicted Volatility': volatility_predictions
    }).set_index('Date')

    # Extract the actual future volatility values for the prediction period
    actual_volatility = forecast_data_extended.loc[new_future_dates, 'Volatility']

    # Create DataFrame for actual values
    actual_df = pd.DataFrame({
        'Date': actual_volatility.index,
        'Actual Volatility': actual_volatility.values
    }).set_index('Date')

    # Join the actual and predicted DataFrames on the Date index
    results_df = actual_df.join(predicted_df, how='inner')

    # Metrics calculation
    rmse = np.sqrt(mean_squared_error(results_df['Actual Volatility'], results_df['Predicted Volatility']))
    mape = mean_absolute_percentage_error(results_df['Actual Volatility'], results_df['Predicted Volatility'])
    mae = mean_absolute_error(results_df['Actual Volatility'], results_df['Predicted Volatility'])
    mse = mean_squared_error(results_df['Actual Volatility'], results_df['Predicted Volatility'])
    r2 = r2_score(results_df['Actual Volatility'], results_df['Predicted Volatility'])

    metrics = f"""
    **RMSE**: {rmse:.4f}  
    **MAPE**: {mape:.2%}  
    **MAE**: {mae:.4f}  
    **MSE**: {mse:.4f}  
    **R²**: {r2:.4f}
    """

    return metrics

def plot_residuals_plotly(results):
    """
    Plot residuals of VAR model using Plotly.
    """
    residuals = results.resid
    fig = go.Figure()
    for col in residuals.columns:
        fig.add_trace(go.Scatter(x=residuals.index, y=residuals[col], mode='lines', name=f'Residuals: {col}'))

    fig.update_layout(title='Residuals of Model',
                      xaxis_title='Date', yaxis_title='Residuals',
                      template='plotly_white', showlegend=False)
    return fig

def calculate_metrics_and_plot_errors_plotly(forecast_data_extended, future_dates, volatility_predictions):
    """
    Calculate performance metrics and plot prediction errors using Plotly.
    """
    # Ensure future_dates are in the same format as the forecast_data index
    new_future_dates = pd.to_datetime(future_dates)

    # Create a DataFrame for future dates and predicted values
    predicted_df = pd.DataFrame({
        'Date': new_future_dates,
        'Predicted Volatility': volatility_predictions
    }).set_index('Date')

    # Extract the actual future volatility values for the prediction period
    actual_volatility = forecast_data_extended.loc[new_future_dates, 'Volatility']

    # Create DataFrame for actual values
    actual_df = pd.DataFrame({
        'Date': actual_volatility.index,
        'Actual Volatility': actual_volatility.values
    }).set_index('Date')

    # Join the actual and predicted DataFrames on the Date index
    results_df = actual_df.join(predicted_df, how='inner')

    # Calculate errors over time
    results_df['Error'] = results_df['Actual Volatility'] - results_df['Predicted Volatility']

    # Create a Plotly figure with two subplots
    fig = make_subplots(rows=2, cols=1, subplot_titles=("Scatter Plot of Predicted vs Actual Volatility", "Prediction Error Over Time"))

    # Scatter plot of predicted vs actual values
    fig.add_trace(
        go.Scatter(
            x=results_df['Actual Volatility'],
            y=results_df['Predicted Volatility'],
            mode='markers',
            name='Predicted vs Actual'
        ),
        row=1, col=1
    )

    # Add a line y = x
    min_vol = min(results_df['Actual Volatility'].min(), results_df['Predicted Volatility'].min())
    max_vol = max(results_df['Actual Volatility'].max(), results_df['Predicted Volatility'].max())
    fig.add_trace(
        go.Scatter(
            x=[min_vol, max_vol],
            y=[min_vol, max_vol],
            mode='lines',
            name='Perfect Prediction',
            line=dict(dash='dash', color='red')
        ),
        row=1, col=1
    )

    # Error plot over time
    fig.add_trace(
        go.Scatter(
            x=results_df.index,
            y=results_df['Error'],
            mode='lines+markers',
            name='Prediction Error'
        ),
        row=2, col=1
    )

    fig.update_layout(height=700, title="Model Performance: Prediction Errors", template='plotly_white')
    fig.update_xaxes(title_text='Actual Volatility', row=1, col=1)
    fig.update_yaxes(title_text='Predicted Volatility', row=1, col=1)
    fig.update_xaxes(title_text='Date', row=2, col=1)
    fig.update_yaxes(title_text='Error (Actual - Predicted)', row=2, col=1)

    return fig

def extended_forecast_evaluation(tickers, rolling_window, forecast_start_date,
                                 forecast_end_date, future_dates, volatility_predictions):
    """
    Extend forecast evaluation by comparing with actual data over an extended period.
    """
    # Derive extended_start_date to ensure we have enough data for the rolling window
    extended_start_date = (forecast_start_date - timedelta(days=rolling_window * 3)).strftime('%Y-%m-%d')

    # Extended end date includes extra days for comparison
    extended_end_date = forecast_end_date + timedelta(days=extra_days)

    # Download the extended actual data for the stock
    extended_actual_data = yf.download(tickers['stock'], start=extended_start_date, end=extended_end_date.strftime('%Y-%m-%d'), auto_adjust=False)
    if isinstance(extended_actual_data.columns, pd.MultiIndex):
        extended_actual_data.columns = extended_actual_data.columns.get_level_values(0)
    if extended_actual_data.empty:
        raise ValueError(f"No extended data retrieved for {tickers['stock']}")
    if len(extended_actual_data) < rolling_window:
        raise ValueError(f"Insufficient extended data points for {tickers['stock']}. Need at least {rolling_window} days.")

    # Calculate daily returns and rolling volatility for the extended data
    extended_actual_data['Returns'] = extended_actual_data['Adj Close'].pct_change()
    extended_actual_data['Volatility'] = extended_actual_data['Returns'].rolling(window=rolling_window).std() * np.sqrt(252)

    # Create forecast horizon DataFrame
    forecast_horizon = pd.DataFrame(index=future_dates)
    forecast_horizon['Volatility'] = np.nan

    # Combine extended actual data with forecast horizon
    forecast_data_extended = pd.concat([extended_actual_data, forecast_horizon], axis=0).sort_index()
    forecast_data_extended['Volatility'] = forecast_data_extended['Volatility'].fillna(method='ffill')
    forecast_data_extended = forecast_data_extended.dropna(subset=['Volatility'])

    return forecast_data_extended

# Set page configuration for a wide layout
st.set_page_config(layout="wide")

st.title("Volatility Forecasting Tool")

st.sidebar.title("Input Parameters")

# How-to-use instructions in an expander
with st.sidebar.expander("How to Use the App", expanded=False):
    st.markdown("""
    **Step 1**: Select the page you want to use (Real-time Predictions or Model Performance).  
    **Step 2**: Enter the stock ticker symbol you wish to analyze.  
    **Step 3**: Adjust the start and end dates for your analysis.  
    **Step 4**: Configure additional parameters like rolling window and forecast horizon.  
    **Step 5**: Click the **Run Model** button to generate the forecasts and view the results.
    """)
    
# Pages
page = st.sidebar.radio("Choose Page", ("Real-time Predictions", "Model Performance"))

# Common Sidebar inputs within an expander (opened by default)
with st.sidebar.expander("Ticker and Date Selection", expanded=True):
    stock_ticker = st.text_input("Stock Ticker", value="ASML", help="Enter the ticker symbol of the stock you want to analyze (e.g., AAPL for Apple Inc.).")

# Hide VIX and SP500 tickers by using default values internally
tickers = {"stock": stock_ticker, "sp500": "^GSPC", "vix": "^VIX"}

# Additional parameters within another expander (opened by default)
with st.sidebar.expander("Model Parameters", expanded=True):
    rolling_window = st.number_input(
        "Rolling Window",
        min_value=1,
        value=21,
        help="The number of days to use for calculating the rolling volatility."
    )
    n_days = st.number_input(
        "Forecast Horizon (Days)",
        min_value=1,
        value=30,
        help="The number of future days over which to forecast volatility."
    )
    if page == "Model Performance":
        extra_days = st.number_input(
            "Extra Days of Actual Data for Comparison",
            min_value=1,
            value=15,
            help="Additional days of actual future data to include for comparison with the forecast."
        )

# Separate Start and End Dates for each page within the expander
if page == "Real-time Predictions":
    with st.sidebar.expander("Date Range Selection", expanded=True):
        start_date_rt = st.date_input(
            "Start Date",
            value=datetime(2020, 1, 1),
            key='start_date_rt',
            help="The start date for getting the historical data."
        )
        end_date_rt = st.date_input(
            "End Date",
            value=datetime.now(),
            key='end_date_rt',
            max_value=datetime.now(),
            help="The end date for getting the historical data."
        )

    # Context description in the main body
    st.markdown("""
    ### Real-time Predictions
    This apps allows you to generate real-time forecasts of stock price volatility using an advanced multi-variate deep learning learning model using external factors. Volatility is calculated as the rolling standard deviation of the stock's daily log returns. The model provides confidence intervals (68% and 95%) to represent uncertainty in the predictions.
    """)

    # Run button
    run_button = st.sidebar.button("Run Model", key='run_button_rt')

    # Placeholder for plots
    plot_placeholder = st.empty()

    if run_button:
        try:
            with st.spinner("Downloading data and processing (This will take a few seconds)..."):
                data = download_data(tickers, start_date_rt, end_date_rt)
                data = calculate_returns_and_volatility(data, rolling_window)
                merged_data = merge_data(data)

                # Preprocess the data
                scaled_data, scaler = normalize_data(merged_data)

                # Fit the VAR model
                results, optimal_lag = fit_var_model(scaled_data)

                # Forecast future values
                forecast_original, lower_95_original, upper_95_original, lower_68_original, upper_68_original = forecast_future_values(
                    results, scaled_data, scaler, n_days, optimal_lag)

                volatility_predictions = forecast_original[:, 0]
                lower_volatility_95 = lower_95_original[:, 0]
                upper_volatility_95 = upper_95_original[:, 0]
                lower_volatility_68 = lower_68_original[:, 0]
                upper_volatility_68 = upper_68_original[:, 0]

                future_dates = pd.date_range(start=end_date_rt + timedelta(days=1), periods=n_days, freq='B')

                # Display the forecast plot
                forecast_fig = plot_forecast(merged_data, future_dates, volatility_predictions,
                                             lower_volatility_95, upper_volatility_95,
                                             lower_volatility_68, upper_volatility_68)

                # Store results in session_state
                st.session_state['rt_results'] = {'forecast_fig': forecast_fig}

            # Display the plot using the placeholder
            with plot_placeholder:
                st.subheader("Forecasted Volatility")
                st.plotly_chart(forecast_fig)
        except Exception as e:
            st.error(f"An error occurred while running the analysis: {e}")
    elif 'rt_results' in st.session_state:
        # Display stored plot using the placeholder
        with plot_placeholder:
            st.subheader("Forecasted Volatility")
            st.plotly_chart(st.session_state['rt_results']['forecast_fig'])

elif page == "Model Performance":
    with st.sidebar.expander("Date Range Selection", expanded=True):
        # Model Performance page date inputs
        start_date_mp = st.date_input(
            "Start Date",
            value=datetime(2020, 1, 1),
            key='start_date_mp',
            help="The start date for downloading historical data."
        )
        # Calculate the maximum allowable end date for model performance
        today = datetime.now().date()
        max_end_date_mp = today - timedelta(days=int(n_days + extra_days))
        end_date_mp = st.date_input(
            "End Date",
            value=max_end_date_mp,
            max_value=max_end_date_mp,
            key='end_date_mp',
            help="The end date for training the model. Cannot exceed the maximum allowed date."
        )

    # Context description in the main body
    st.markdown("""
    ### Model Performance
    Here you assess how well the model forecasts volatility by comparing predicted values with actual historical (unseen) data. djust the parameters in the sidebar and click **Run Model** to assess performance.
    """)
    
    with st.expander("The following analyses are performed", expanded=False):
        st.markdown("""
        1. **Predicted vs Actual Volatility**: The app compares the predicted stock volatility with actual volatility over a given time period. Volatility is calculated as the rolling standard deviation of daily log returns. The forecasted values are plotted alongside actual values to visualize performance.

        2. **Residual Analysis**: Residuals represent the difference between the actual and predicted values. A plot of the residuals helps identify patterns or systematic errors in the predictions, such as under or overestimation.

        3. **Error Metrics**: The app calculates several error metrics to quantify the accuracy of the predictions:
            - **RMSE (Root Mean Squared Error)**: Measures the average magnitude of errors in the predictions, penalizing larger errors.
            - **MAE (Mean Absolute Error)**: Represents the average absolute difference between predicted and actual volatility.
            - **MAPE (Mean Absolute Percentage Error)**: Shows the prediction accuracy as a percentage, providing a relative measure of performance.
            - **R² (R-squared)**: Indicates how well the predicted values explain the variability in the actual volatility, with a value closer to 1 indicating better performance.

        4. **Confidence Intervals**: The model provides 68% and 95% confidence intervals to quantify uncertainty around the predictions. Wider intervals indicate more uncertainty, while narrower ones suggest more confidence in the forecasts.

        **Instructions:**
        - **Adjust Parameters**: Set the rolling window, forecast horizon, and extra days for comparison in the sidebar.
        - **Run the Model**: Click **Run Model** to download data, train the model, and evaluate its performance using actual market data.
        - **Evaluate Results**: The app visualizes the results with performance metrics, residual plots, and error analysis to help gauge how well the model performs.
        """)

    # Run button
    run_button = st.sidebar.button("Run Model", key='run_button_mp')

    # Placeholders for plots and metrics
    forecast_placeholder = st.empty()
    extended_forecast_placeholder = st.empty()
    metrics_placeholder = st.empty()
    residual_placeholder = st.empty()
    error_placeholder = st.empty()

    if run_button:
        try:
            with st.spinner("Downloading data and processing predictions (This will take a few seconds)..."):
                # Convert end_date_mp to datetime if necessary
                adjusted_end_date = pd.to_datetime(end_date_mp)

                # Extended end date includes n_days forecast plus extra_days for comparison
                extended_end_date = adjusted_end_date + timedelta(days=n_days + extra_days)

                data = download_data(tickers, start_date_mp, extended_end_date)
                data = calculate_returns_and_volatility(data, rolling_window)
                merged_data = merge_data(data)

                # Ensure that the data is up to adjusted_end_date for training
                merged_data_train = merged_data[merged_data.index <= adjusted_end_date]

                # Check stationarity and difference if necessary
                merged_data_diff = merged_data_train.copy()
                check_stationarity_and_difference(merged_data_diff)
                merged_data_diff = merged_data_diff.dropna()

                # Normalize data
                scaled_data, scaler = normalize_data(merged_data_diff)

                # Fit VAR model
                results, optimal_lag = fit_var_model(scaled_data)

                # Forecast future values
                forecast_original, lower_95_original, upper_95_original, lower_68_original, upper_68_original = forecast_future_values(
                    results, scaled_data, scaler, n_days, optimal_lag)

                volatility_predictions = forecast_original[:, 0]
                lower_volatility_95 = lower_95_original[:, 0]
                upper_volatility_95 = upper_95_original[:, 0]
                lower_volatility_68 = lower_68_original[:, 0]
                upper_volatility_68 = upper_68_original[:, 0]

                # Generate future dates
                future_dates = pd.date_range(start=adjusted_end_date + timedelta(days=1), periods=n_days, freq='B')

                # Extended forecast evaluation
                forecast_start_date = future_dates[0]
                forecast_end_date = future_dates[-1]
                forecast_data_extended = extended_forecast_evaluation(
                    tickers, rolling_window, forecast_start_date,
                    forecast_end_date, future_dates, volatility_predictions)

                # Plot forecast with confidence intervals
                forecast_fig = plot_forecast(merged_data_train, future_dates, volatility_predictions,
                                             lower_volatility_95, upper_volatility_95,
                                             lower_volatility_68, upper_volatility_68)

                # Plot extended forecast comparison
                extended_forecast_fig = plot_extended_forecast(forecast_data_extended, future_dates, volatility_predictions)

                # Calculate and display performance metrics
                performance_metrics = calculate_performance_metrics(forecast_data_extended, future_dates, volatility_predictions)

                # Plot residuals using Plotly
                residual_fig = plot_residuals_plotly(results)

                # Calculate metrics and plot errors using Plotly
                error_fig = calculate_metrics_and_plot_errors_plotly(forecast_data_extended, future_dates, volatility_predictions)

                # Store results in session_state
                st.session_state['mp_results'] = {
                    'forecast_fig': forecast_fig,
                    'extended_forecast_fig': extended_forecast_fig,
                    'performance_metrics': performance_metrics,
                    'residual_fig': residual_fig,
                    'error_fig': error_fig
                }

            # Display plots and metrics using placeholders
            with forecast_placeholder:
                st.subheader("Forecast with Confidence Intervals")
                st.plotly_chart(forecast_fig)

            with extended_forecast_placeholder:
                st.subheader("Extended Forecast Evaluation")
                st.plotly_chart(extended_forecast_fig)

            with metrics_placeholder:
                st.markdown("#### Performance Metrics")
                st.markdown(performance_metrics)

            with residual_placeholder:
                st.subheader("Residuals of Model")
                st.plotly_chart(residual_fig)

            with error_placeholder:
                st.subheader("Prediction Errors")
                st.plotly_chart(error_fig)
        except Exception as e:
            st.error(f"An error occurred while running the analysis: {e}")

    elif 'mp_results' in st.session_state:
        # Display stored results using placeholders
        with forecast_placeholder:
            st.subheader("Forecast with Confidence Intervals")
            st.plotly_chart(st.session_state['mp_results']['forecast_fig'])

        with extended_forecast_placeholder:
            st.subheader("Extended Forecast Evaluation")
            st.plotly_chart(st.session_state['mp_results']['extended_forecast_fig'])

        with metrics_placeholder:
            st.markdown("#### Performance Metrics")
            st.markdown(st.session_state['mp_results']['performance_metrics'])

        with residual_placeholder:
            st.subheader("Residuals of Model")
            st.plotly_chart(st.session_state['mp_results']['residual_fig'])

        with error_placeholder:
            st.subheader("Prediction Errors")
            st.plotly_chart(st.session_state['mp_results']['error_fig'])

hide_streamlit_style = """
<style>
#MainMenu {visibility: hidden;}
footer {visibility: hidden;}
</style>
"""
st.markdown(hide_streamlit_style, unsafe_allow_html=True)