import gradio as gr import numpy as np import pandas as pd import matplotlib.pyplot as plt from statsmodels.tsa.seasonal import seasonal_decompose from sklearn.preprocessing import MinMaxScaler from keras.preprocessing.sequence import TimeseriesGenerator from keras.models import Sequential from keras.layers import Dense, LSTM import yfinance as yf # Function to execute the entire code, handling potential errors def forecast_stock(ticker, period, interval): try: # Download data df = yf.download(ticker, period=period, interval=interval) df = df.asfreq('D').fillna(method='ffill') # Filter columns ts = df[['Close']] # Perform seasonal decomposition decomposition = seasonal_decompose(ts, model='additive') # Train/test split ts_train = ts.iloc[:int(ts.size * .8)] ts_test = ts.iloc[int(ts.size * .8):] # Normalize the data scaler = MinMaxScaler() scaler.fit(ts_train.values) scaled_ts_train_values = scaler.transform(ts_train.values) scaled_ts_test_values = scaler.transform(ts_test.values) # Create LSTM model n_input = 24 n_features = 1 generator = TimeseriesGenerator(scaled_ts_train_values, scaled_ts_train_values, length=n_input, batch_size=1) model = Sequential() model.add(LSTM(100, activation='relu', input_shape=(n_input, n_features))) model.add(Dense(1)) model.compile(optimizer='adam', loss='mse') model.fit(generator, epochs=50, verbose=0) # Make predictions test_predictions = [] first_eval_batch = scaled_ts_train_values[-n_input:] current_batch = first_eval_batch.reshape((1, n_input, n_features)) for i in range(len(ts_test)): current_pred = model.predict(current_batch, verbose=0)[0] test_predictions.append(current_pred) current_batch = np.append(current_batch[:, 1:, :], [[current_pred]], axis=1) true_predictions = scaler.inverse_transform(test_predictions) fig = plt.figure(figsize=(10, 6)) plt.plot(ts.index, ts.values, label='Original Data') plt.plot(ts_test.index, true_predictions, label='Forecasted Data') plt.legend() plt.xlabel('Time') plt.ylabel('Value') plt.title('Stock Price Forecast') return fig except Exception as e: print(f"An error occurred: {e}") return gr.Markdown(f"An error occurred: {e}") # Display error in interface tickers_info=""" **Ticker Examples** --- **Common Stocks** - **AAPL:** Apple Inc. - **MSFT:** Microsoft Corp. - **GOOG:** Alphabet Inc. (Google) - **AMZN:** Amazon.com Inc. - **TSLA:** Tesla Inc. - **FB:** Meta Platforms Inc. **Indices** - **^GSPC:** S&P 500 Index - **^IXIC:** Nasdaq Composite Index - **^DJI:** Dow Jones Industrial Average **ETFs ️** - **SPY:** SPDR S&P 500 ETF Trust - **QQQ:** Invesco QQQ Trust - **IWM:** iShares Russell 2000 ETF """ with gr.Blocks() as demo: gr.Interface( forecast_stock, # Function to execute on submit [ gr.Textbox(label="Ticker", placeholder="e.g., AAPL, MSFT, GOOG"), gr.Textbox(label="Period", placeholder="e.g., 1mo, 5y, max"), gr.Textbox(label="Interval", placeholder="e.g., 1d, 1wk, 1h"), ], "plot", # Output type live=False, # Disable live updates title="Stock Price Forecast", description="Enter a stock ticker, desired data period, and interval to generate a forecast.", examples = [ ["AAPL", "2mo", "1d"], # Apple stock, data for 2 months, daily intervals ["GOOG", "1y", "1d"], # Google stock, data for 1 year, daily intervals ["MSFT", "5y", "1wk"], # Microsoft stock, data for 5 years, weekly intervals ["TSLA", "max", "1h"], # Tesla stock, maximum available data, hourly intervals ["AMZN", "1y", "1h"], # Amazon stock, data for 1 year, hourly intervals ["NVDA", "3mo", "1d"], # NVIDIA stock, data for 3 months, daily intervals ["FB", "1y", "1wk"], # Meta Platforms (Facebook) stock, data for 1 year, weekly intervals ["JNJ", "2y", "1d"], # Johnson & Johnson stock, data for 2 years, daily intervals ["BAC", "6mo", "1d"], # Bank of America stock, data for 6 months, daily intervals ["XOM", "1y", "1wk"], # Exxon Mobil stock, data for 1 year, weekly intervals ] ) with gr.Accordion("Open for More info"): gr.Markdown(tickers_info) demo.launch()