QuantumLearner commited on
Commit
3c5b0f0
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1 Parent(s): 8bce686

Update app.py

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Files changed (1) hide show
  1. app.py +3 -3
app.py CHANGED
@@ -58,16 +58,16 @@ if st.sidebar.button('Run Analysis'):
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  stock_data = yf.download(ticker, start=start_date, end=end_date)
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  if not stock_data.empty:
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- # Use "Close" since adjusted close no longer exists
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  stock_data = stock_data['Close'].squeeze()
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- stock_data = pd.Series(stock_data) # ensure it is a Series
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  stock_data['Returns'] = stock_data.pct_change()
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  current_price = stock_data.iloc[-1]
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  # Method 1: Volatility over dynamic periods
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  fig1 = go.Figure()
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  plot_data = stock_data[-rolling_window:]
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- # Convert last date to Timestamp before adding DateOffset
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  last_date = pd.to_datetime(plot_data.index[-1])
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  date_range = pd.date_range(last_date + pd.DateOffset(1), periods=time_horizon, freq='D')
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  stock_data = yf.download(ticker, start=start_date, end=end_date)
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  if not stock_data.empty:
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+ # Use "Close" column; adjusted close no longer exists. Squeeze to ensure a 1D Series.
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  stock_data = stock_data['Close'].squeeze()
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+ stock_data = pd.Series(stock_data) # Ensure it's a Pandas Series
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  stock_data['Returns'] = stock_data.pct_change()
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  current_price = stock_data.iloc[-1]
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  # Method 1: Volatility over dynamic periods
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  fig1 = go.Figure()
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  plot_data = stock_data[-rolling_window:]
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+ # Convert last index to Timestamp to add DateOffset
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  last_date = pd.to_datetime(plot_data.index[-1])
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  date_range = pd.date_range(last_date + pd.DateOffset(1), periods=time_horizon, freq='D')
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