QuantumLearner commited on
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24b5931
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1 Parent(s): 3b7e5bf

Update app.py

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Files changed (1) hide show
  1. app.py +38 -54
app.py CHANGED
@@ -4,10 +4,11 @@ import numpy as np
4
  import plotly.graph_objects as go
5
  from plotly.subplots import make_subplots
6
  import streamlit as st
 
7
 
8
- # Helper function to fetch stock data
9
  def fetch_stock_data(ticker: str, start_date: str, end_date: str) -> pd.DataFrame:
10
- """Fetch stock data from Yahoo Finance."""
11
  return yf.download(ticker, start=start_date, end=end_date)
12
 
13
  # Function to estimate probability and plot
@@ -28,7 +29,7 @@ def estimate_probability(data, n_days, initial_price, up_target, down_target):
28
 
29
  # Plotting
30
  fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
31
- subplot_titles=(f'Distribution of {n_days}-day percentage changes', f'Stock Price for {ticker}'),
32
  specs=[[{"secondary_y": False}], [{"secondary_y": False}]])
33
 
34
  fig.add_trace(go.Histogram(x=data[f'{n_days}d_pct_change'], nbinsx=100, name='Percentage Change'), row=1, col=1)
@@ -41,58 +42,50 @@ def estimate_probability(data, n_days, initial_price, up_target, down_target):
41
  fig.add_trace(go.Scatter(x=up_instances.index, y=up_instances['Adj Close'], mode='markers', marker=dict(color='blue', symbol='triangle-up', size=10), name=f"{up_threshold * 100:.2f}% increase"), row=2, col=1)
42
  fig.add_trace(go.Scatter(x=down_instances.index, y=down_instances['Adj Close'], mode='markers', marker=dict(color='red', symbol='triangle-down', size=10), name=f"{down_threshold * 100:.2f}% decrease"), row=2, col=1)
43
 
44
- fig.update_layout(title_text=f"Probability Estimation and Stock Price for {ticker}", xaxis_title='Date', yaxis_title='Adjusted Close Price')
45
 
46
  return fig, up_frequency, down_frequency
47
 
48
  # Streamlit app
49
- st.set_page_config(page_title="Stock Probability Analysis", layout="wide")
50
- st.title('Stock Probability Analysis')
51
 
52
  # Sidebar for method selection
53
- st.sidebar.header("Input Parameters")
54
- ticker = st.sidebar.text_input('Enter Stock Ticker', 'SAP.DE')
55
- start_date = st.sidebar.date_input('Start Date', pd.to_datetime('2020-01-01'))
56
- end_date = st.sidebar.date_input('End Date', pd.to_datetime('2025-12-02'))
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
57
 
58
  # Fetch data to set default values
59
  if 'data' not in st.session_state:
60
  st.session_state.data = fetch_stock_data(ticker, start_date, end_date)
61
  data = st.session_state.data
62
 
63
- # Set default values
64
- default_initial_price = data['Adj Close'].iloc[-1]
65
- default_up_target = default_initial_price + 10
66
- default_down_target = default_initial_price - 10
67
-
68
- # Sidebar for dynamic inputs
69
- n_days = st.sidebar.slider('Number of Days', min_value=1, max_value=100, value=30, step=1)
70
- initial_price = st.sidebar.number_input('Initial Price', value=default_initial_price)
71
- up_target = st.sidebar.number_input('Up Target', value=default_up_target)
72
- down_target = st.sidebar.number_input('Down Target', value=default_down_target)
73
-
74
- # Explanation and instructions
75
- st.markdown("""
76
- ### Explanation of the Analysis
77
-
78
- This app estimates the probability of a stock reaching certain price targets within a specified number of days based on historical data.
79
-
80
- - **Distribution of Percentage Changes**: The histogram shows the distribution of percentage changes over the selected number of days.
81
- - **Price Targets**: The vertical lines indicate the price targets for upward and downward moves. The frequencies of reaching these targets are annotated.
82
- - **Stock Price Plot**: The line chart shows the historical adjusted close prices with markers indicating instances where the price targets were met.
83
-
84
- ### How to Use
85
-
86
- 1. **Enter Stock Ticker**: Input the stock symbol you want to analyze.
87
- 2. **Select Date Range**: Choose the start and end dates for the historical data.
88
- 3. **Set Parameters**:
89
- - **Number of Days (n_days)**: Define the period over which you want to calculate the percentage change.
90
- - **Initial Price**: The starting price for your analysis.
91
- - **Up Target**: The target price for an upward move.
92
- - **Down Target**: The target price for a downward move.
93
- 4. **Run Analysis**: Click the 'Run Analysis' button to generate the results.
94
-
95
- """)
96
 
97
  # Run button
98
  run_button = st.sidebar.button('Run Analysis')
@@ -102,24 +95,15 @@ if run_button:
102
  st.session_state.data = fetch_stock_data(ticker, start_date, end_date)
103
  data = st.session_state.data
104
 
105
- if initial_price == 0.0:
106
- initial_price = data['Adj Close'].iloc[-1]
107
- if up_target == 0.0:
108
- up_target = initial_price + 10
109
- if down_target == 0.0:
110
- down_target = initial_price - 10
111
-
112
  fig, up_frequency, down_frequency = estimate_probability(data, n_days, initial_price, up_target, down_target)
113
  st.plotly_chart(fig)
114
 
115
  st.markdown(f"""
116
  ### Results
117
-
118
  **Probability of Reaching Targets:**
119
  - Probability of reaching the up target ({up_target:.2f}) in {n_days} days: **{up_frequency * 100:.2f}%**
120
  - Probability of reaching the down target ({down_target:.2f}) in {n_days} days: **{down_frequency * 100:.2f}%**
121
-
122
- This analysis helps in understanding the historical likelihood of the stock price reaching certain targets within a specified number of days.
123
  """)
124
 
125
  hide_streamlit_style = """
@@ -128,4 +112,4 @@ hide_streamlit_style = """
128
  footer {visibility: hidden;}
129
  </style>
130
  """
131
- st.markdown(hide_streamlit_style, unsafe_allow_html=True)
 
4
  import plotly.graph_objects as go
5
  from plotly.subplots import make_subplots
6
  import streamlit as st
7
+ from datetime import datetime, timedelta
8
 
9
+ # Helper function to fetch stock or crypto data
10
  def fetch_stock_data(ticker: str, start_date: str, end_date: str) -> pd.DataFrame:
11
+ """Fetch stock or crypto data from Yahoo Finance."""
12
  return yf.download(ticker, start=start_date, end=end_date)
13
 
14
  # Function to estimate probability and plot
 
29
 
30
  # Plotting
31
  fig = make_subplots(rows=2, cols=1, shared_xaxes=True, vertical_spacing=0.1,
32
+ subplot_titles=(f'Distribution of {n_days}-day percentage changes', f'Price for {ticker}'),
33
  specs=[[{"secondary_y": False}], [{"secondary_y": False}]])
34
 
35
  fig.add_trace(go.Histogram(x=data[f'{n_days}d_pct_change'], nbinsx=100, name='Percentage Change'), row=1, col=1)
 
42
  fig.add_trace(go.Scatter(x=up_instances.index, y=up_instances['Adj Close'], mode='markers', marker=dict(color='blue', symbol='triangle-up', size=10), name=f"{up_threshold * 100:.2f}% increase"), row=2, col=1)
43
  fig.add_trace(go.Scatter(x=down_instances.index, y=down_instances['Adj Close'], mode='markers', marker=dict(color='red', symbol='triangle-down', size=10), name=f"{down_threshold * 100:.2f}% decrease"), row=2, col=1)
44
 
45
+ fig.update_layout(title_text=f"Probability Estimation and Price for {ticker}", xaxis_title='Date', yaxis_title='Adjusted Close Price')
46
 
47
  return fig, up_frequency, down_frequency
48
 
49
  # Streamlit app
50
+ st.set_page_config(page_title="Price Probability Analysis", layout="wide")
51
+ st.title('Price Probability Analysis for Stocks and Cryptocurrencies')
52
 
53
  # Sidebar for method selection
54
+ st.sidebar.header("How to Use")
55
+ st.sidebar.markdown("""
56
+ 1. **Enter Symbol:** Input the stock or cryptocurrency symbol you want to analyze.
57
+ 2. **Select Date Range:** Choose the start and end dates for the historical data.
58
+ 3. **Set Parameters:** Adjust the number of days, initial price, and targets for the analysis.
59
+ 4. **Run Analysis:** Click the 'Run Analysis' button to generate the results.
60
+ """)
61
+
62
+ # Sidebar for user inputs with collapsible sections
63
+ with st.sidebar:
64
+ st.header("Input Parameters")
65
+
66
+ with st.expander("Symbol and Date Range", expanded=True):
67
+ ticker = st.text_input('Enter Symbol', 'BTC-USD', help="Enter the stock or cryptocurrency symbol, e.g., AAPL, BTC-USD")
68
+ start_date = st.date_input('Start Date', value=pd.to_datetime('2020-01-01'), help="Select the start date for the analysis.")
69
+ end_date = st.date_input('End Date', value=datetime.now() + timedelta(days=1), help="Select the end date for the analysis.")
70
+
71
+ with st.expander("Parameter Settings", expanded=True):
72
+ n_days = st.slider('Number of Days', min_value=1, max_value=100, value=30, step=1, help="Number of days over which to calculate percentage change.")
73
+ initial_price = st.number_input('Initial Price', value=0.0, help="The initial price to use for target estimation.")
74
+ up_target = st.number_input('Up Target', value=0.0, help="The target price for an upward move.")
75
+ down_target = st.number_input('Down Target', value=0.0, help="The target price for a downward move.")
76
 
77
  # Fetch data to set default values
78
  if 'data' not in st.session_state:
79
  st.session_state.data = fetch_stock_data(ticker, start_date, end_date)
80
  data = st.session_state.data
81
 
82
+ # Set default values for initial price, up target, and down target
83
+ if initial_price == 0.0:
84
+ initial_price = data['Adj Close'].iloc[-1]
85
+ if up_target == 0.0:
86
+ up_target = initial_price + 10
87
+ if down_target == 0.0:
88
+ down_target = initial_price - 10
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
89
 
90
  # Run button
91
  run_button = st.sidebar.button('Run Analysis')
 
95
  st.session_state.data = fetch_stock_data(ticker, start_date, end_date)
96
  data = st.session_state.data
97
 
 
 
 
 
 
 
 
98
  fig, up_frequency, down_frequency = estimate_probability(data, n_days, initial_price, up_target, down_target)
99
  st.plotly_chart(fig)
100
 
101
  st.markdown(f"""
102
  ### Results
 
103
  **Probability of Reaching Targets:**
104
  - Probability of reaching the up target ({up_target:.2f}) in {n_days} days: **{up_frequency * 100:.2f}%**
105
  - Probability of reaching the down target ({down_target:.2f}) in {n_days} days: **{down_frequency * 100:.2f}%**
106
+ This analysis helps in understanding the historical likelihood of the price reaching certain targets within a specified number of days.
 
107
  """)
108
 
109
  hide_streamlit_style = """
 
112
  footer {visibility: hidden;}
113
  </style>
114
  """
115
+ st.markdown(hide_streamlit_style, unsafe_allow_html=True)