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47cb380 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 | import pandas as pd
import streamlit as st
import vnquant.data as dt
import seaborn as sns
import matplotlib.pyplot as plt
import plotly.express as px
import plotly.graph_objects as go
import statsmodels.api as sm
from statsmodels.tsa.arima.model import ARIMA
from prophet import Prophet
def prophet_ts(symbol):
loader = dt.DataLoader(symbol, '2020-01-01','2022-06-01')
data = loader.download()
data.columns = [col[0] for col in data.columns]
m = Prophet()
pdf = pd.DataFrame()
pdf['ds'] = data.index
pdf['y'] = data.close.values
m.fit(pdf)
future = m.make_future_dataframe(periods=30)
forecast = m.predict(future)
fig = go.Figure()
fig.add_trace(go.Scatter(x= pdf.ds,
y=pdf.y,
name = f"{symbol}_true"
))
fig.add_trace(go.Scatter(x= forecast.ds,
y=forecast.yhat,
name = f"{symbol}_pred"
))
return fig
fig = prophet_ts(symbol='FPT')
st.plotly_chart(fig, use_container_width=True)
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