def Main(args):
if (len(args) != 3 and len(args) != 4):
PrintUsage()
return
#Obtain CSV from Internet
print(
'\n############# Downloading Historical Data from Internet #############'
)
file = args[0] + '.csv'
str2 = 'http://real-chart.finance.yahoo.com/table.csv?s=' + args[
0] + '.NS&d=02&e=16&f=2017&g=d&a=0&b=1&c=1996&ignore=.csv'
f = open(file, 'wb')
f.write(requests.get(str2).content)
f.close()
print('\n############# Download Complete ##############')
#Test if file exists
try:
open(file)
except Exception as e:
print('Error opening file: ' + file)
print(str(e))
PrintUsage()
return
#Test validity of start date string
try:
datetime.strptime(args[1], '%Y-%m-%d').timestamp()
except Exception as e:
print('Error parsing date: ' + args[1])
PrintUsage()
return
#Test validity of end date string
try:
datetime.strptime(args[2], '%Y-%m-%d').timestamp()
except Exception as e:
print('Error parsing date: ' + args[2])
PrintUsage()
return
#Test validity of final optional argument
if (len(args) == 4):
predPrd = args[3].upper()
if (predPrd == 'D'):
predPrd = 'daily'
elif (predPrd == 'W'):
predPrd = 'weekly'
elif (predPrd == 'M'):
predPrd = 'monthly'
else:
PrintUsage()
return
else:
predPrd = 'daily'
print('\n############# Processing on Data ##############')
#Everything looks okay; proceed with program
D = ParseData(file)
#The number of previous days of data used
#when making a prediction
numPastDays = 20
PlotData(D, args[0])
#Number of neurons in the input layer
i = numPastDays * 7 + 1
#Number of neurons in the output layer
o = D.shape[1] - 1
#Number of neurons in the hidden layers
h = int((i + o) / 2)
#The list of layer sizes
layers = [i, h, h, o]
#Type of Regressor Used
#R = RandomForestRegressor(n_estimators = 5)
R = MLPR(layers, maxItr=1000, tol=0.40, reg=0.001, verbose=True)
sp = StockPredictor(R, nPastDays=numPastDays)
#Learn the dataset and then display performance statistics
sp.Learn(D)
#sp.TestPerformance()
#Perform prediction for a specified date range
P, R = sp.PredictDate(args[1], args[2], predPrd)
print('\n############# Predection is on the way ##############')
#Keep track of number of predicted results for plot
n = P.shape[0]
#Append the predicted results to the actual results
D = P.append(D)
#Predicted results are the first n rows
PlotData(D, args[0], range(n + 1))
return (R, n)
def Main(args):
if (len(args) != 3 and len(args) != 4):
PrintUsage()
return
#Test if file exists
try:
open(args[0])
except Exception as e:
print('Error opening file: ' + args[0])
print(str(e))
PrintUsage()
return
#Test validity of start date string
try:
datetime.strptime(args[1], '%Y-%m-%d').timestamp()
except Exception as e:
print(e)
print('Error parsing date: ' + args[1])
PrintUsage()
return
#Test validity of end date string
try:
datetime.strptime(args[2], '%Y-%m-%d').timestamp()
except Exception as e:
print('Error parsing date: ' + args[2])
PrintUsage()
return
#Test validity of final optional argument
if (len(args) == 4):
predPrd = args[3].upper()
if (predPrd == 'D'):
predPrd = 'daily'
elif (predPrd == 'W'):
predPrd = 'weekly'
elif (predPrd == 'M'):
predPrd = 'monthly'
else:
PrintUsage()
return
else:
predPrd = 'daily'
#Everything looks okay; proceed with program
#Grab the data frame
D = ParseData(args[0])
#The number of previous days of data used
#when making a prediction
numPastDays = 16
PlotData(D)
#Number of neurons in the input layer
i = numPastDays * 7 + 1
#Number of neurons in the output layer
o = D.shape[1] - 1
#Number of neurons in the hidden layers
h = int((i + o) / 2)
#The list of layer sizes
#layers = [('F', h), ('AF', 'tanh'), ('F', h), ('AF', 'tanh'), ('F', o)]
#R = ANNR([i], layers, maxIter = 1000, tol = 0.01, reg = 0.001, verbose = True)
R = KNeighborsRegressor(n_neighbors=5)
sp = StockPredictor(R, nPastDays=numPastDays)
#Learn the dataset and then display performance statistics
sp.Learn(D)
sp.TestPerformance()
#Perform prediction for a specified date range
P = sp.PredictDate(args[1], args[2], predPrd)
#Keep track of number of predicted results for plot
n = P.shape[0]
#Append the predicted results to the actual results
D = P.append(D)
#Predicted results are the first n rows
PlotData(D, range(n + 1))
return (P, n)
import os
import numpy as np
import matplotlib.pyplot as mpl
from sklearn.preprocessing import scale
from StockPredictor import ParseData
from StockPredictor import PlotData
def plotScaledData(filePath):
pth = filePath + '\\daily_adjusted_AMZN.csv'
A = np.loadtxt(pth, delimiter=",", skiprows=1, usecols=(1, 3))
A = scale(A)
#y is the dependent variable
y = A[:, 1].reshape(-1, 1)
#A contains the independent variable
A = A[:, 0].reshape(-1, 1)
#Plot the high value of the stock price
mpl.plot(A[:, 0], y[:, 0])
mpl.show()
return
if __name__ == "__main__":
path = os.path.dirname(os.path.realpath(__file__))
#plotScaledData(path)
df = ParseData(path + '\\validation.csv')
PlotData(df)