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import pandas as pd | ||
import numpy as np | ||
from sklearn.model_selection import train_test_split, GridSearchCV, cross_val_score | ||
from sklearn.linear_model import LinearRegression | ||
from sklearn.svm import SVR | ||
from sklearn.ensemble import RandomForestRegressor, AdaBoostRegressor, GradientBoostingRegressor | ||
from sklearn.tree import DecisionTreeRegressor | ||
from sklearn.neighbors import KNeighborsRegressor | ||
from sklearn.metrics import mean_squared_error, mean_absolute_error, mean_absolute_percentage_error | ||
from sklearn.preprocessing import MinMaxScaler | ||
import xgboost as xgb | ||
import matplotlib.pyplot as plt | ||
import streamlit as st | ||
from sklearn.impute import SimpleImputer | ||
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# Load and preprocess the dataset | ||
@st.cache_data | ||
def load_data(): | ||
df = pd.read_csv('SBIN.csv') | ||
df.drop(['Date', 'Adj Close'], axis=1, inplace=True) # Drop irrelevant columns | ||
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# Handle missing values | ||
imputer = SimpleImputer(strategy='mean') | ||
df = pd.DataFrame(imputer.fit_transform(df), columns=df.columns) | ||
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# Calculate VWAP | ||
df['VWAP'] = (df['Close'] * df['Volume']).cumsum() / df['Volume'].cumsum() | ||
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return df | ||
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# Train the models | ||
def train_models(df): | ||
# Select features and target variable | ||
X = df[['Open', 'High', 'Low', 'Volume', 'VWAP']] | ||
y = df['Close'] | ||
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# Split the data into training and testing sets | ||
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42) | ||
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# Scale the features | ||
scaler = MinMaxScaler() | ||
X_train_scaled = scaler.fit_transform(X_train) | ||
X_test_scaled = scaler.transform(X_test) | ||
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models = { | ||
'Linear Regression': LinearRegression(), | ||
'SVR': SVR(), | ||
'Random Forest': RandomForestRegressor(), | ||
'Gradient Boosting': GradientBoostingRegressor(), | ||
'XGBoost': xgb.XGBRegressor(), | ||
'AdaBoost': AdaBoostRegressor(), | ||
'Decision Tree': DecisionTreeRegressor(), | ||
'KNeighbors': KNeighborsRegressor() | ||
} | ||
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trained_models = {} | ||
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for name, model in models.items(): | ||
model.fit(X_train_scaled, y_train) | ||
trained_models[name] = model | ||
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return trained_models, scaler, X_test_scaled, y_test | ||
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# Load data and train models | ||
df = load_data() | ||
trained_models, scaler, X_test_scaled, y_test = train_models(df) | ||
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# Streamlit app layout | ||
st.title("Stock Price Prediction App") | ||
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# User input for stock features | ||
open_price = st.number_input("Open Price:", min_value=0.0, format="%.2f") | ||
high_price = st.number_input("High Price:", min_value=0.0, format="%.2f") | ||
low_price = st.number_input("Low Price:", min_value=0.0, format="%.2f") | ||
volume = st.number_input("Volume:", min_value=0, format="%d") | ||
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# Calculate VWAP for user input | ||
vwap = (open_price + high_price + low_price) / 3 # Simplified VWAP calculation | ||
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# Dropdown for model selection | ||
model_selection = st.selectbox("Select Model for Prediction:", options=list(trained_models.keys())) | ||
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# Button to predict | ||
if st.button("Predict Closing Price"): | ||
input_data = np.array([[open_price, high_price, low_price, volume, vwap]]) | ||
input_scaled = scaler.transform(input_data) | ||
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# Make prediction using the selected model | ||
model = trained_models[model_selection] | ||
prediction = model.predict(input_scaled) | ||
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# Display the prediction | ||
st.success(f"The predicted closing price is: ${prediction[0]:.2f}") | ||
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# Optional: Visualize KNN Hyperparameter Tuning | ||
if st.checkbox("Show KNN Hyperparameter Tuning Plot"): | ||
k_values = range(1, 31) # Example range for k | ||
mse_values = [] | ||
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X = df[['Open', 'High', 'Low', 'Volume', 'VWAP']] | ||
y = df['Close'] | ||
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for k in k_values: | ||
knn_model = KNeighborsRegressor(n_neighbors=k) | ||
mse = -cross_val_score(knn_model, scaler.transform(X), y, cv=5, scoring='neg_mean_squared_error').mean() | ||
mse_values.append(mse) | ||
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plt.figure(figsize=(10, 6)) | ||
plt.plot(k_values, mse_values, marker='o', linestyle='-') | ||
plt.title('KNN Hyperparameter Tuning: MSE vs. Number of Neighbors') | ||
plt.xlabel('Number of Neighbors (k)') | ||
plt.ylabel('Mean Squared Error (MSE)') | ||
plt.xticks(k_values) # Show all k values on x-axis | ||
plt.grid() | ||
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# Show the plot in Streamlit | ||
st.pyplot(plt) |