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import streamlit as st
import pandas as pd
import numpy as np
import requests
import joblib
import os
import plotly.express as px
import plotly.graph_objects as go
from alpha_vantage.techindicators import TechIndicators
from alpha_vantage.timeseries import TimeSeries
from datetime import datetime
from dotenv import load_dotenv
# Load env vars (for local support)
load_dotenv()
# --- Config ---
st.set_page_config(page_title="Stock Prediction System", layout="wide", page_icon="π")
# MODEL_DIR removed (Dynamic loading now used)
# --- Secrets ---
# Try to get from st.secrets (Cloud) or os.getenv (Local)
ALPHA_VANTAGE_KEY = os.getenv("ALPHA_VANTAGE_API_KEY")
WEBHOOK_URL = os.getenv("WEBHOOK_URL")
# --- Helper Functions ---
@st.cache_resource
def load_models_local(symbol):
"""Loads models directly from disk for the specific symbol."""
model_path = f"models/{symbol}"
models = {}
try:
models['regression'] = joblib.load(f"{model_path}/regression_model.pkl")
models['classification'] = joblib.load(f"{model_path}/classification_model.pkl")
models['clustering'] = joblib.load(f"{model_path}/clustering_model.pkl")
return models
except Exception as e:
# Fallback to AAPL if specific model missing (for robustness)
if symbol != "AAPL":
try:
# st.warning(f"Models for {symbol} not found. Using AAPL logic transfer.")
return load_models_local("AAPL")
except:
pass
st.error(f"Failed to load models for {symbol}: {e}")
return None
from src.orchestration.notifications import notify_discord
def send_discord_notification(symbol, price, change_percent, prediction_dir):
"""Sends a formatted message to Discord using the centralized module."""
emoji = "π" if change_percent > 0 else "π»"
pred_emoji = "π’" if "UP" in prediction_dir else "π΄"
# Format the message string
message = (f"**Stock Update** π\n"
f"**{symbol}**: ${price:.2f} {emoji} ({change_percent:.2f}%)\n"
f"**AI Prediction:** {prediction_dir} {pred_emoji}")
# Use the robust notification function
# It handles checking WEBHOOK_URL and printing errors
# Use the robust notification function
# It handles checking WEBHOOK_URL and printing errors
return notify_discord(message)
@st.cache_data(ttl=3600) # CACHE FOR 1 HOUR
def fetch_live_data(symbol):
"""Fetches raw price data and calculates indicators locally (bypassing API limits)."""
if not ALPHA_VANTAGE_KEY:
st.warning("β οΈ ALPHA_VANTAGE_API_KEY not found. Using Mock Data.")
return get_mock_data(symbol)
try:
# Fetch only Daily Price (Free Endpoint)
ts = TimeSeries(key=ALPHA_VANTAGE_KEY, output_format='pandas')
data, _ = ts.get_daily(symbol=symbol, outputsize='compact') # 100 data points is enough for indicators
# Ensure sorted chronologically
data = data.sort_index()
# Rename columns standard for calculation
data.columns = ['open', 'high', 'low', 'close', 'volume']
# --- Local Calculation (Free & Unlimited) ---
# SMA
data['sma_20'] = data['close'].rolling(window=20).mean()
data['sma_50'] = data['close'].rolling(window=50).mean()
# RSI
delta = data['close'].diff()
gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
rs = gain / loss
data['rsi'] = 100 - (100 / (1 + rs))
# Volatility (20-day std dev of Returns)
data['returns'] = data['close'].pct_change()
data['volatility'] = data['returns'].rolling(window=20).std()
# MACD (12, 26, 9)
exp1 = data['close'].ewm(span=12, adjust=False).mean()
exp2 = data['close'].ewm(span=26, adjust=False).mean()
macd = exp1 - exp2
# signal = macd.ewm(span=9, adjust=False).mean() # We don't use signal for model input
data['macd'] = macd
# Get latest valid row
latest = data.iloc[-1]
prev = data.iloc[-2]
change_percent = ((latest['close'] - prev['close']) / prev['close']) * 100
return {
"price": float(latest['close']),
"change": change_percent,
"sma_20": float(latest['sma_20']),
"sma_50": float(latest['sma_50']),
"rsi": float(latest['rsi']),
"macd": float(latest['macd']),
"volatility": float(latest['volatility']) if not np.isnan(latest['volatility']) else 0.0,
"is_mock": False
}
except Exception as e:
# st.warning(f"API Error: {e}. Falling back to mock.")
# Only show warning if it's not the common "Key Error" on first load
print(f"Fetch failed: {e}")
st.warning(f"Could not fetch data for {symbol} (API Limit?). Showing Mock Data.")
return get_mock_data(symbol)
def get_mock_data(symbol):
"""Generates realistic mock data if API fails or key missing."""
base_price = {"AAPL": 150, "GOOGL": 2800, "MSFT": 300, "AMZN": 3400, "TSLA": 900, "NVDA": 400}
price = base_price.get(symbol, 100) + np.random.uniform(-5, 5)
return {
"price": price,
"change": np.random.uniform(-2, 2),
"sma_20": price * 0.95,
"sma_50": price * 0.90,
"rsi": np.random.uniform(30, 70),
"macd": np.random.uniform(-1, 1),
"is_mock": True
}
# --- UI Layout ---
st.title("π AI Stock Prediction System")
# Sidebar
st.sidebar.header("Control Panel")
available_stocks = ["AAPL", "GOOGL", "MSFT", "AMZN", "TSLA", "NVDA"]
symbol = st.sidebar.selectbox("Select Stock", available_stocks)
if st.sidebar.button("π Refresh Data"):
st.cache_data.clear() # Clear cache to force update
st.rerun()
# --- Main Logic ---
# 1. Fetch Data
with st.spinner(f"Fetching Live Data for {symbol}..."):
data = fetch_live_data(symbol)
# --- Layout: Tabs ---
tab1, tab2, tab3 = st.tabs(["π Dashboard", "π§ Deep Dive", "π Raw Data"])
# === TAB 1: DASHBOARD ===
with tab1:
# A. Header Metrics
col_head1, col_head2, col_head3, col_head4 = st.columns(4)
with col_head1:
st.metric("Current Price", f"${data['price']:.2f}", f"{data['change']:.2f}%")
with col_head2:
st.metric("RSI (Momentum)", f"{data['rsi']:.1f}", "Overbought" if data['rsi']>70 else "Oversold" if data['rsi']<30 else "Neutral", delta_color="off")
with col_head3:
st.metric("Volatility", f"{data.get('volatility', 0):.4f}", help="20-Day Std Dev of Returns")
with col_head4:
source = "π΄ Mock" if data['is_mock'] else "π’ Live"
st.metric("Data Source", source)
st.markdown("---")
# B. AI Prediction Section
st.subheader(f"π€ AI Prediction for {symbol}")
features = np.array([[data['sma_20'], data['sma_50'], data['rsi'], data['macd']]])
models = load_models_local(symbol)
if models:
col_pred1, col_pred2 = st.columns(2)
# Regression
pred_price = models['regression'].predict(features)[0]
# Classification
pred_direction_prob = models['classification'].predict_proba(features)[0]
direction = "UP π" if pred_direction_prob[1] > 0.5 else "DOWN π»"
confidence = max(pred_direction_prob)
with col_pred1:
st.info(f"**Predicted Direction:** {direction}")
st.progress(float(confidence), text=f"Confidence: {confidence*100:.1f}%")
with col_pred2:
st.success(f"**Target Price (Next Close):** ${pred_price:.2f}")
# C. Price Chart (Candlestick)
st.subheader("π Price History")
# Note: fetch_live_data only returns the LAST row's calculated metrics + latest meta,
# but for charts we need the full dataframe.
# To fix this without breaking the cache, we'll fetch full history purely for charting here.
# Ideally, fetch_live_data should return the full DF, but let's do a quick fetch for charts:
try:
if not data['is_mock'] and ALPHA_VANTAGE_KEY:
ts = TimeSeries(key=ALPHA_VANTAGE_KEY, output_format='pandas')
hist_data, _ = ts.get_daily(symbol=symbol, outputsize='compact')
hist_data = hist_data.sort_index()
hist_data.columns = ['open', 'high', 'low', 'close', 'volume']
fig = go.Figure(data=[go.Candlestick(x=hist_data.index,
open=hist_data['open'],
high=hist_data['high'],
low=hist_data['low'],
close=hist_data['close'])])
fig.update_layout(title=f"{symbol} Daily Price", xaxis_title="Date", yaxis_title="Price", template="plotly_dark")
st.plotly_chart(fig, use_container_width=True)
else:
st.warning("Charts unavailable in Mock Data mode (Add API Key to see charts).")
except Exception as e:
st.error(f"Could not load chart: {e}")
# === TAB 2: DEEP DIVE (Unsupervised & Technicals) ===
with tab2:
st.header("π§ Advanced Analysis")
# Clustering / Market Regime
if models and 'clustering' in models:
st.subheader("π§ Market Regime (Clustering)")
clus_features = np.array([[data.get('volatility', 0), data['rsi']]])
cluster_id = models['clustering'].predict(clus_features)[0]
regime_labels = {
0: "Regime 0 (Watch) ποΈ",
1: "Regime 1 (Accumulate) π°",
2: "Regime 2 (Risk/Volatile) β οΈ"
}
regime_name = regime_labels.get(cluster_id, f"Cluster {cluster_id}")
st.info(f"**Current State:** {regime_name}")
st.caption("We use K-Means Clustering on Volatility & RSI to identify the market state.")
st.markdown("---")
# Technical Indicators Chart
st.subheader("π Technical Indicators")
if not data['is_mock'] and 'hist_data' in locals():
# Calculate Indicators on history for plotting
# Simple RSI calculation for plotting
delta = hist_data['close'].diff()
gain = (delta.where(delta > 0, 0)).rolling(window=14).mean()
loss = (-delta.where(delta < 0, 0)).rolling(window=14).mean()
rs = gain / loss
hist_data['rsi_plot'] = 100 - (100 / (1 + rs))
fig_rsi = px.line(hist_data, x=hist_data.index, y='rsi_plot', title="Relative Strength Index (14)")
fig_rsi.add_hline(y=70, line_dash="dash", line_color="red")
fig_rsi.add_hline(y=30, line_dash="dash", line_color="green")
fig_rsi.update_layout(template="plotly_dark")
st.plotly_chart(fig_rsi, use_container_width=True)
# === TAB 3: RAW DATA ===
with tab3:
st.subheader("Raw Data View")
st.json(data)
# --- Sidebar Notification ---
st.sidebar.markdown("---")
if st.sidebar.button("π Send Discord Update"):
# Use current data if available, else defaults
current_price = data.get('price', 0.0)
current_change = data.get('change', 0.0)
# If models failed, we won't have 'direction', so we use a placeholder checks
test_direction = direction if 'direction' in locals() else "N/A"
success, status_msg = send_discord_notification(symbol, current_price, current_change, test_direction)
if success:
st.sidebar.success("Sent!")
else:
st.sidebar.error(f"Failed: {status_msg}")
# 4. Footer
st.markdown("---")
st.caption("AI Stock Prediction System | Deployed on Hugging Face Spaces")
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