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60b5e0e
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Update app.py

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Files changed (1) hide show
  1. app.py +53 -39
app.py CHANGED
@@ -5,16 +5,16 @@ import plotly.graph_objects as go
5
 
6
  CSV_URL = "https://gardenstatemls.stats.showingtime.com/infoserv/s-v1/kpou-Asg"
7
 
8
- def monte_carlo_live(T=1.0, steps=120, n_paths=1000):
9
  try:
 
10
  df = pd.read_csv(CSV_URL, skiprows=9)
11
  df = df.dropna(axis=1, how='all')
12
  df = df.iloc[:, :2]
13
  df.columns = ['Date', 'Median Sales Price']
14
  df['Median Sales Price'] = pd.to_numeric(df['Median Sales Price'].replace('[\$,]', '', regex=True), errors='coerce')
15
  df['Date'] = pd.to_datetime(df['Date'], errors='coerce')
16
- df = df.dropna(subset=['Date', 'Median Sales Price'])
17
- df = df.sort_values(by='Date')
18
 
19
  prices = df['Median Sales Price'].values
20
  if len(prices) < 2:
@@ -32,69 +32,83 @@ def monte_carlo_live(T=1.0, steps=120, n_paths=1000):
32
  rand = np.random.normal(0, 1, n_paths)
33
  paths[t] = paths[t - 1] * np.exp((mu - 0.5 * sigma ** 2) * dt + sigma * np.sqrt(dt) * rand)
34
 
35
- time = np.linspace(0, T, steps + 1)
36
 
37
- forecast_fig = go.Figure()
38
- for i in range(n_paths):
39
- forecast_fig.add_trace(go.Scatter(x=time, y=paths[:, i], mode='lines', line=dict(width=1), showlegend=False))
 
 
 
 
 
 
 
 
40
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
41
  mean_path = paths.mean(axis=1)
42
  median_path = np.median(paths, axis=1)
43
- forecast_fig.add_trace(go.Scatter(x=time, y=mean_path, name='Mean Path', line=dict(width=3, dash='dash')))
44
- forecast_fig.add_trace(go.Scatter(x=time, y=median_path, name='Median Path', line=dict(width=3, dash='dot')))
45
-
46
- forecast_fig.update_layout(
47
- title="Monte Carlo Simulation โ€” Garden State MLS Median Sales Price Forecast",
48
- xaxis_title="Years Ahead",
49
- yaxis_title="Simulated Price ($)",
50
- height=600
51
- )
52
 
53
- historical_fig = go.Figure()
54
- historical_fig.add_trace(go.Scatter(x=df['Date'], y=df['Median Sales Price'], mode='lines+markers', name='Median Sales Price'))
55
- historical_fig.update_layout(
56
- title="Historical Median Sales Prices (Garden State MLS)",
 
57
  xaxis_title="Date",
58
  yaxis_title="Median Sales Price ($)",
59
- height=500
 
60
  )
61
 
62
- summary = f"""**Simulation Summary**
63
- - Starting Price: ${S0:,.2f}
64
- - Simulated {n_paths} paths for {T:.1f} years
65
- - Annualized Drift (ฮผ): {mu * 100:.2f}%
66
- - Annualized Volatility (ฯƒ): {sigma * 100:.2f}%"""
 
 
67
 
68
- return historical_fig, forecast_fig, summary
69
 
70
  except Exception as e:
71
- err_fig = go.Figure()
72
- err_fig.update_layout(title="Error", annotations=[{
73
  "text": str(e),
74
  "xref": "paper",
75
  "yref": "paper",
76
  "showarrow": False,
77
  "font": {"size": 16}
78
  }])
79
- return err_fig, err_fig, f"Error: {e}"
80
 
81
- # Gradio UI
82
  with gr.Blocks() as demo:
83
- gr.Markdown("## ๐Ÿก Monte Carlo Simulation: Garden State MLS Median Sales Price Forecast")
84
 
85
  with gr.Row():
86
  years = gr.Slider(0.1, 10.0, value=1.0, step=0.1, label="Forecast Horizon (Years)")
87
  steps = gr.Slider(12, 240, value=120, step=12, label="Time Steps")
88
- paths = gr.Slider(10, 2000, value=1000, step=10, label="Number of Simulated Paths")
89
 
90
  run_button = gr.Button("Run Simulation")
91
-
92
- with gr.Row():
93
- historical_plot = gr.Plot(label="๐Ÿ“ˆ Historical Prices")
94
- simulation_plot = gr.Plot(label="๐Ÿ”ฎ Forecast Simulation")
95
-
96
  summary = gr.Markdown(label="๐Ÿ“ Simulation Summary")
97
 
98
- run_button.click(fn=monte_carlo_live, inputs=[years, steps, paths], outputs=[historical_plot, simulation_plot, summary])
99
 
100
  demo.launch()
 
5
 
6
  CSV_URL = "https://gardenstatemls.stats.showingtime.com/infoserv/s-v1/kpou-Asg"
7
 
8
+ def monte_carlo_combined_plot(T=1.0, steps=120, n_paths=500):
9
  try:
10
+ # Load and clean data
11
  df = pd.read_csv(CSV_URL, skiprows=9)
12
  df = df.dropna(axis=1, how='all')
13
  df = df.iloc[:, :2]
14
  df.columns = ['Date', 'Median Sales Price']
15
  df['Median Sales Price'] = pd.to_numeric(df['Median Sales Price'].replace('[\$,]', '', regex=True), errors='coerce')
16
  df['Date'] = pd.to_datetime(df['Date'], errors='coerce')
17
+ df = df.dropna(subset=['Date', 'Median Sales Price']).sort_values(by='Date')
 
18
 
19
  prices = df['Median Sales Price'].values
20
  if len(prices) < 2:
 
32
  rand = np.random.normal(0, 1, n_paths)
33
  paths[t] = paths[t - 1] * np.exp((mu - 0.5 * sigma ** 2) * dt + sigma * np.sqrt(dt) * rand)
34
 
35
+ forecast_dates = pd.date_range(start=df['Date'].iloc[-1], periods=steps+1, freq='MS')[1:]
36
 
37
+ # Combine history and forecast for unified plot
38
+ fig = go.Figure()
39
+
40
+ # Plot historical
41
+ fig.add_trace(go.Scatter(
42
+ x=df['Date'],
43
+ y=df['Median Sales Price'],
44
+ mode='lines+markers',
45
+ name='Historical',
46
+ line=dict(width=3)
47
+ ))
48
 
49
+ # Plot Monte Carlo paths
50
+ for i in range(n_paths):
51
+ full_x = pd.concat([pd.Series([df['Date'].iloc[-1]]), pd.Series(forecast_dates)])
52
+ full_y = np.concatenate([[S0], paths[1:, i]])
53
+ fig.add_trace(go.Scatter(
54
+ x=full_x,
55
+ y=full_y,
56
+ mode='lines',
57
+ line=dict(width=1),
58
+ showlegend=False,
59
+ opacity=0.3
60
+ ))
61
+
62
+ # Plot mean and median path
63
  mean_path = paths.mean(axis=1)
64
  median_path = np.median(paths, axis=1)
65
+ future_dates_full = pd.concat([pd.Series([df['Date'].iloc[-1]]), pd.Series(forecast_dates)])
 
 
 
 
 
 
 
 
66
 
67
+ fig.add_trace(go.Scatter(x=future_dates_full, y=mean_path, name='Mean Forecast', line=dict(width=3, dash='dash')))
68
+ fig.add_trace(go.Scatter(x=future_dates_full, y=median_path, name='Median Forecast', line=dict(width=3, dash='dot')))
69
+
70
+ fig.update_layout(
71
+ title="๐Ÿก Garden State MLS: Historical + Monte Carlo Forecast",
72
  xaxis_title="Date",
73
  yaxis_title="Median Sales Price ($)",
74
+ height=700,
75
+ template='plotly_white'
76
  )
77
 
78
+ summary = f"""
79
+ **Simulation Summary**
80
+ - Starting Price: ${S0:,.2f}
81
+ - Simulated {n_paths} paths over {T:.1f} years
82
+ - Annual Drift (ฮผ): {mu * 100:.2f}%
83
+ - Annual Volatility (ฯƒ): {sigma * 100:.2f}%
84
+ """
85
 
86
+ return fig, summary
87
 
88
  except Exception as e:
89
+ fig = go.Figure()
90
+ fig.update_layout(title="Error", annotations=[{
91
  "text": str(e),
92
  "xref": "paper",
93
  "yref": "paper",
94
  "showarrow": False,
95
  "font": {"size": 16}
96
  }])
97
+ return fig, f"Error: {e}"
98
 
99
+ # Gradio Interface
100
  with gr.Blocks() as demo:
101
+ gr.Markdown("## ๐Ÿ“ˆ Garden State MLS Forecast: Historical + Monte Carlo Simulation")
102
 
103
  with gr.Row():
104
  years = gr.Slider(0.1, 10.0, value=1.0, step=0.1, label="Forecast Horizon (Years)")
105
  steps = gr.Slider(12, 240, value=120, step=12, label="Time Steps")
106
+ paths = gr.Slider(10, 2000, value=500, step=10, label="Number of Simulated Paths")
107
 
108
  run_button = gr.Button("Run Simulation")
109
+ plot = gr.Plot(label="๐Ÿ“‰ Combined Historical + Forecast Plot")
 
 
 
 
110
  summary = gr.Markdown(label="๐Ÿ“ Simulation Summary")
111
 
112
+ run_button.click(monte_carlo_combined_plot, inputs=[years, steps, paths], outputs=[plot, summary])
113
 
114
  demo.launch()