Spaces:
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Commit ·
821b9f1
1
Parent(s): 8ae32d4
Create app.py
Browse files
app.py
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import streamlit as st
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import yfinance as yf
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import pandas as pd
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from sklearn.preprocessing import MinMaxScaler
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from tensorflow.keras.models import load_model
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import plotly.graph_objs as go
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import numpy as np
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import base64
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# Function to make predictions using the LSTM model
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def make_predictions(model, data, scaler, look_back, prediction_days):
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predictions = []
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scaled_data = scaler.transform(data[-look_back:].reshape(-1, 1))
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scaled_data = scaled_data.reshape((1, look_back, 1))
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for _ in range(prediction_days):
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# Make the prediction
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predicted_price = model.predict(scaled_data)
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# Inverse transform to get the actual price
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predicted_price = scaler.inverse_transform(predicted_price)
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predictions.append(predicted_price.ravel()[0])
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# Append prediction to scaled_data for making subsequent predictions
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next_input = scaler.transform(predicted_price.reshape(-1, 1))
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scaled_data = np.append(scaled_data[:, 1:, :], [next_input], axis=1)
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return predictions
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# Function to download prediction data as a CSV file
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def get_table_download_link(df):
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csv = df.to_csv(index=True)
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b64 = base64.b64encode(csv.encode()).decode()
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href = f'<a href="data:file/csv;base64,{b64}" download="predictions.csv">Download CSV file</a>'
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return href
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# Streamlit app layout
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st.title('Real-time Crypto Prediction with LSTM')
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# User input parameters (no longer in the sidebar)
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st.header('User Input Parameters')
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ticker = st.selectbox('Select Ticker', ('BTC-USD', 'ETH-USD', 'LTC-USD'))
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start_date = st.date_input('Start date', pd.to_datetime('2021-01-01'))
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end_date = st.date_input('End date', pd.to_datetime('today'))
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look_back = st.number_input('Look Back Period',value=60)
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prediction_days = st.slider('Days to Predict', 1, 30, 5)
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# Load pre-trained LSTM model and scaler
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with st.spinner('Loading model and scaler...'):
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model = load_model('./best_model.h5') # make sure to use the correct path to your model
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scaler = MinMaxScaler(feature_range=(0, 1)) # Assuming the scaler was fitted to the training data
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# Fetch historical data from yfinance
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with st.spinner(f'Downloading {ticker} data...'):
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data = yf.download(ticker, start=start_date, end=end_date)
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st.success('Downloaded data successfully!')
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# Prepare data for prediction
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data_close = data['Close'].values.reshape(-1, 1)
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scaler.fit(data_close)
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# Make real-time prediction
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if len(data_close) >= look_back:
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with st.spinner('Making predictions...'):
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predictions = make_predictions(model, data_close, scaler, look_back, prediction_days)
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# Convert predictions to a list of Python floats
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predictions_list = [float(pred) for pred in predictions]
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st.success('Predictions made successfully!')
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# Plot the results using Plotly
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fig = go.Figure()
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fig.add_trace(go.Scatter(x=data.index, y=data['Close'], mode='lines+markers', name='Close Price'))
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# Add predicted prices to the plot
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prediction_dates = pd.date_range(start=data.index[-1], periods=prediction_days+1, closed='right')
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fig.add_trace(go.Scatter(x=prediction_dates, y=predictions_list, mode='lines+markers', name='Predicted Price', marker=dict(color='red')))
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fig.update_layout(title='Cryptocurrency Price Prediction', xaxis_title='Date', yaxis_title='Price', legend_title='Legend')
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st.plotly_chart(fig, use_container_width=True)
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# Display download link for predictions with actual prices included
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prediction_dates = pd.date_range(start=data.index[-1], periods=prediction_days+1, closed='right')
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prediction_df = pd.DataFrame(index=prediction_dates)
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prediction_df['Predicted Price'] = predictions_list
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prediction_df['Actual Price'] = data['Close'][-prediction_days:].values
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st.markdown(get_table_download_link(prediction_df), unsafe_allow_html=True)
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# Display the last prediction
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st.write(f'Last Predicted Closing Price for {ticker}: ${predictions_list[-1]:.2f}')
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# Simulate investment results based on predictions
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# Simulate investment results based on the last prediction
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initial_account_balance = 1000000
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account_balance_predicted = initial_account_balance
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account_balance_actual = initial_account_balance
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# Get the last actual closing price and the last predicted price
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last_invest_price = data['Close'].iloc[-prediction_days-1] # Price at which we "buy"
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last_sell_price_predicted = predictions_list[-1] # Predicted price at which we "sell"
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last_sell_price_actual = data['Close'].iloc[-prediction_days] if prediction_days <= len(data['Close']) else last_sell_price_predicted
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# Update account balances based on the last day's prediction and actual price
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account_balance_predicted += (last_sell_price_predicted - last_invest_price) * (account_balance_predicted / last_invest_price)
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account_balance_actual += (last_sell_price_actual - last_invest_price) * (account_balance_actual / last_invest_price)
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# Assuming investing at the closing price and selling at the next day's predicted/actual price
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for i in range(1, prediction_days + 1):
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invest_price = data['Close'].iloc[-i-1] # Price at which we "buy"
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sell_price_predicted = predictions_list[-i] # Predicted price at which we "sell"
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sell_price_actual = data['Close'].iloc[-i] if i <= len(data['Close']) else sell_price_predicted
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# Update account balances
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account_balance_predicted += (sell_price_predicted - invest_price) * (account_balance_predicted / invest_price)
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account_balance_actual += (sell_price_actual - invest_price) * (account_balance_actual / invest_price)
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# Display simulated investment results
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st.write(f"Initial Account Balance: ${initial_account_balance:,.2f}")
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st.write(f"Account Balance based on Predictions: ${account_balance_predicted:,.2f}")
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st.write(f"Account Balance based on Actual Prices: ${account_balance_actual:,.2f}")
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else:
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st.error('Not enough data to make a prediction.')
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# Refresh the page to update the predictions
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if st.button("Refresh Predictions"):
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st.experimental_rerun()
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