2/3/23, 1:07 AM Stock Prediction Web app - Jupyter Notebook

In [9]:

import yfinance as yf
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from pandas_datareader import data as pdr
yf.pdr_override()
import datetime as dt
import json
import tensorflow as tf
from tensorflow import keras

In [10]:

start = '2010-01-01'
end = '2022-12-31'

df = pdr.get_data_yahoo('AAPL', start, end )

df.head()

[*********************100%***********************] 1 of 1 completed

Out[10]:

Open High Low Close Adj Close Volume

Date

2010-01-04 7.622500 7.660714 7.585000 7.643214 6.515213 493729600

2010-01-05 7.664286 7.699643 7.616071 7.656429 6.526475 601904800

2010-01-06 7.656429 7.686786 7.526786 7.534643 6.422666 552160000

2010-01-07 7.562500 7.571429 7.466071 7.520714 6.410791 477131200

2010-01-08 7.510714 7.571429 7.466429 7.570714 6.453412 447610800

In [11]:

df.tail()

Out[11]:

Open High Low Close Adj Close Volume

Date

2022-12-23 130.919998 132.419998 129.639999 131.860001 131.860001 63814900

2022-12-27 131.380005 131.410004 128.720001 130.029999 130.029999 69007800

2022-12-28 129.669998 131.029999 125.870003 126.040001 126.040001 85438400

2022-12-29 127.989998 130.479996 127.730003 129.610001 129.610001 75703700

2022-12-30 128.410004 129.949997 127.430000 129.929993 129.929993 76960600

In [12]:

df = df.reset_index()
df.head()

Out[12]:

Date Open High Low Close Adj Close Volume

0 2010-01-04 7.622500 7.660714 7.585000 7.643214 6.515213 493729600

1 2010-01-05 7.664286 7.699643 7.616071 7.656429 6.526475 601904800

2 2010-01-06 7.656429 7.686786 7.526786 7.534643 6.422666 552160000

3 2010-01-07 7.562500 7.571429 7.466071 7.520714 6.410791 477131200

4 2010-01-08 7.510714 7.571429 7.466429 7.570714 6.453412 447610800

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2/3/23, 1:07 AM Stock Prediction Web app - Jupyter Notebook

In [13]:

df = df.drop(['Date','Adj Close'], axis = 1)

df.head()

Out[13]:

Open High Low Close Volume

0 7.622500 7.660714 7.585000 7.643214 493729600

1 7.664286 7.699643 7.616071 7.656429 601904800

2 7.656429 7.686786 7.526786 7.534643 552160000

3 7.562500 7.571429 7.466071 7.520714 477131200

4 7.510714 7.571429 7.466429 7.570714 447610800

In [16]:

plt.plot(df.Close)

Out[16]:

[<matplotlib.lines.Line2D at 0x1825bfc77c0>]

In [18]:

df

Out[18]:

Open High Low Close Volume

0 7.622500 7.660714 7.585000 7.643214 493729600

1 7.664286 7.699643 7.616071 7.656429 601904800

2 7.656429 7.686786 7.526786 7.534643 552160000

3 7.562500 7.571429 7.466071 7.520714 477131200

4 7.510714 7.571429 7.466429 7.570714 447610800

... ... ... ... ... ...

3267 130.919998 132.419998 129.639999 131.860001 63814900

3268 131.380005 131.410004 128.720001 130.029999 69007800

3269 129.669998 131.029999 125.870003 126.040001 85438400

3270 127.989998 130.479996 127.730003 129.610001 75703700

3271 128.410004 129.949997 127.430000 129.929993 76960600

3272 rows × 5 columns

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2/3/23, 1:07 AM Stock Prediction Web app - Jupyter Notebook

In [19]:

ma100 = df.Close.rolling(100).mean() #ma = moving average

ma100

Out[19]:

0 NaN
1 NaN
2 NaN
3 NaN
4 NaN
...
3267 150.515600
3268 150.157800
3269 149.764699
3270 149.412100
3271 149.062199
Name: Close, Length: 3272, dtype: float64

In [25]:

plt.figure(figsize = (12,6))
plt.plot(df.Close, label = 'Closing Price')
plt.plot(ma100,'r', label='Moving 100 day average')
plt.legend()
plt.show()

In [26]:

ma200 = df.Close.rolling(200).mean() #ma = moving average

ma200

Out[26]:

0 NaN
1 NaN
2 NaN
3 NaN
4 NaN
...
3267 152.1331
3268 152.0096
3269 151.8867
3270 151.7593
3271 151.6110
Name: Close, Length: 3272, dtype: float64

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2/3/23, 1:07 AM Stock Prediction Web app - Jupyter Notebook

In [11]:

plt.figure(figsize = (12,6))
plt.plot(df.Close,label='Closing Price')
plt.plot(ma100,'r',label = 'Moving 100 day average')
plt.plot(ma200,'g',label = 'Moving 200 day average')
plt.legend()
plt.show()

In [12]:

df.shape

Out[12]:

(3272, 5)

In [13]:

#Spliting data into training and testing

data_training = pd.DataFrame(df['Close'][0:int(len(df)*0.70)])
data_testing = pd.DataFrame(df['Close'][int(len(df)*0.70):int(len(df))])

print(data_training.shape)
print(data_testing.shape)

(2290, 1)
(982, 1)

In [14]:

data_training.head()

Out[14]:

Close

0 7.643214

1 7.656429

2 7.534643

3 7.520714

4 7.570714

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In [15]:

from sklearn.preprocessing import MinMaxScaler #data scaling = reduces the difference between the points in the data
# which results in greater accuracy. It comes under Data Preproccesing
scaler = MinMaxScaler(feature_range=(0,1))

In [16]:

data_training_array = scaler.fit_transform(data_training)
data_training_array

Out[16]:

array([[0.01533047],
[0.01558878],
[0.01320823],
...,
[0.71710501],
[0.71739828],
[0.70127194]])

In [17]:

data_training_array.shape

Out[17]:

(2290, 1)

In [18]:

x_train = [] # this is the steps we take, for example 100 days data
y_train = [] #this is the predicted value, ie value on 101 day after analysing 100 days.

for i in range(100, data_training_array.shape[0]):

x_train.append(data_training_array[i-100:i])
y_train.append(data_training_array[i,0])

x_train , y_train = np.array(x_train) , np.array(y_train)

In [19]:

x_train.shape

Out[19]:

(2190, 100, 1)

In [20]:

y_train.shape

Out[20]:

(2190,)

In [21]:

#ML Model

In [22]:

from keras.layers import Dense, Dropout, LSTM

from keras.models import Sequential, model_from_json

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In [23]:

model = Sequential()
model.add(LSTM(units = 50, activation = 'relu', return_sequences= True, input_shape = (x_train.shape[1],1)))
model.add(Dropout(0.2))

model.add(LSTM(units = 60, activation = 'relu', return_sequences= True))

model.add(Dropout(0.3))

model.add(LSTM(units = 80, activation = 'relu', return_sequences= True))

model.add(Dropout(0.4))

model.add(LSTM(units = 120, activation = 'relu'))

model.add(Dropout(0.5))

model.add(Dense(units = 1)) #connects the whole model

In [24]:

model.summary()

Model: "sequential"
_________________________________________________________________
Layer (type) Output Shape Param #
=================================================================
lstm (LSTM) (None, 100, 50) 10400

dropout (Dropout) (None, 100, 50) 0

lstm_1 (LSTM) (None, 100, 60) 26640

dropout_1 (Dropout) (None, 100, 60) 0

lstm_2 (LSTM) (None, 100, 80) 45120

dropout_2 (Dropout) (None, 100, 80) 0

lstm_3 (LSTM) (None, 120) 96480

dropout_3 (Dropout) (None, 120) 0

dense (Dense) (None, 1) 121

=================================================================
Total params: 178,761
Trainable params: 178,761
Non-trainable params: 0
_________________________________________________________________

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2/3/23, 1:07 AM Stock Prediction Web app - Jupyter Notebook

In [25]:

model.compile(optimizer = 'adam', loss = 'mean_squared_error')

model.fit(x_train , y_train, epochs = 50)

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2/3/23, 1:07 AM Stock Prediction Web app - Jupyter Notebook

Epoch 1/50
69/69 [==============================] - 20s 206ms/step - loss: 0.0347
Epoch 2/50
69/69 [==============================] - 14s 199ms/step - loss: 0.0070
Epoch 3/50
69/69 [==============================] - 14s 201ms/step - loss: 0.0065
Epoch 4/50
69/69 [==============================] - 14s 199ms/step - loss: 0.0063
Epoch 5/50
69/69 [==============================] - 14s 204ms/step - loss: 0.0054
Epoch 6/50
69/69 [==============================] - 15s 217ms/step - loss: 0.0047
Epoch 7/50
69/69 [==============================] - 15s 215ms/step - loss: 0.0049
Epoch 8/50
69/69 [==============================] - 14s 207ms/step - loss: 0.0049
Epoch 9/50
69/69 [==============================] - 16s 234ms/step - loss: 0.0048
Epoch 10/50
69/69 [==============================] - 15s 218ms/step - loss: 0.0040
Epoch 11/50
69/69 [==============================] - 14s 206ms/step - loss: 0.0038
Epoch 12/50
69/69 [==============================] - 14s 209ms/step - loss: 0.0038
Epoch 13/50
69/69 [==============================] - 15s 220ms/step - loss: 0.0033
Epoch 14/50
69/69 [==============================] - 17s 243ms/step - loss: 0.0035
Epoch 15/50
69/69 [==============================] - 15s 219ms/step - loss: 0.0037
Epoch 16/50
69/69 [==============================] - 14s 204ms/step - loss: 0.0039
Epoch 17/50
69/69 [==============================] - 15s 213ms/step - loss: 0.0034
Epoch 18/50
69/69 [==============================] - 15s 214ms/step - loss: 0.0033
Epoch 19/50
69/69 [==============================] - 14s 208ms/step - loss: 0.0031
Epoch 20/50
69/69 [==============================] - 15s 218ms/step - loss: 0.0028
Epoch 21/50
69/69 [==============================] - 15s 220ms/step - loss: 0.0030
Epoch 22/50
69/69 [==============================] - 16s 227ms/step - loss: 0.0029
Epoch 23/50
69/69 [==============================] - 15s 218ms/step - loss: 0.0022
Epoch 24/50
69/69 [==============================] - 15s 224ms/step - loss: 0.0024
Epoch 25/50
69/69 [==============================] - 15s 221ms/step - loss: 0.0025
Epoch 26/50
69/69 [==============================] - 15s 211ms/step - loss: 0.0024
Epoch 27/50
69/69 [==============================] - 14s 209ms/step - loss: 0.0023
Epoch 28/50
69/69 [==============================] - 15s 223ms/step - loss: 0.0022
Epoch 29/50
69/69 [==============================] - 15s 222ms/step - loss: 0.0022
Epoch 30/50
69/69 [==============================] - 16s 229ms/step - loss: 0.0020
Epoch 31/50
69/69 [==============================] - 16s 228ms/step - loss: 0.0021
Epoch 32/50
69/69 [==============================] - 16s 237ms/step - loss: 0.0022
Epoch 33/50
69/69 [==============================] - 16s 233ms/step - loss: 0.0023
Epoch 34/50
69/69 [==============================] - 16s 232ms/step - loss: 0.0020
Epoch 35/50
69/69 [==============================] - 16s 226ms/step - loss: 0.0018
Epoch 36/50
69/69 [==============================] - 16s 233ms/step - loss: 0.0018
Epoch 37/50
69/69 [==============================] - 15s 215ms/step - loss: 0.0020
Epoch 38/50
69/69 [==============================] - 16s 238ms/step - loss: 0.0020
Epoch 39/50
69/69 [==============================] - 15s 224ms/step - loss: 0.0021
Epoch 40/50
69/69 [==============================] - 16s 235ms/step - loss: 0.0017
Epoch 41/50
69/69 [==============================] - 16s 225ms/step - loss: 0.0017
Epoch 42/50
69/69 [==============================] - 14s 204ms/step - loss: 0.0018
Epoch 43/50
69/69 [==============================] - 15s 220ms/step - loss: 15.4308

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2/3/23, 1:07 AM Stock Prediction Web app - Jupyter Notebook
Epoch 44/50
69/69 [==============================] - 15s 212ms/step - loss: 0.0043
Epoch 45/50
69/69 [==============================] - 16s 232ms/step - loss: 0.0029
Epoch 46/50
69/69 [==============================] - 16s 227ms/step - loss: 0.0026
Epoch 47/50
69/69 [==============================] - 15s 213ms/step - loss: 0.0024
Epoch 48/50
69/69 [==============================] - 16s 226ms/step - loss: 0.0023
Epoch 49/50
69/69 [==============================] - 16s 237ms/step - loss: 0.0025
Epoch 50/50
69/69 [==============================] - 17s 246ms/step - loss: 0.0024
Out[25]:

<keras.callbacks.History at 0x20de7492d90>

In [26]:

model.save('keras_model4.keras')

In [27]:

data_testing.head()

Out[27]:

Close

2290 42.602501

2291 42.357498

2292 42.722500

2293 42.544998

2294 42.700001

In [28]:

past_100_days = data_training.tail(100)

In [29]:

final_df = pd.concat([past_100_days, data_testing],ignore_index = True, axis = 0)

In [30]:

final_df.head()

Out[30]:

Close

0 55.959999

1 54.470001

2 54.560001

3 54.592499

4 55.007500

In [31]:

input_data = scaler.fit_transform(final_df)
input_data

Out[31]:

array([[0.13937014],
[0.1291969 ],
[0.1298114 ],
...,
[0.61785443],
[0.64222927],
[0.64441407]])

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In [32]:

input_data.shape

Out[32]:

(1082, 1)

In [33]:

x_test = []
y_test = []

for i in range(100, input_data.shape[0]):

x_test.append(input_data[i-100: i])
y_test.append(input_data[i,0])

In [34]:

x_test , y_test = np.array(x_test), np.array(y_test)

print(x_test.shape)
print(y_test.shape)

(982, 100, 1)
(982,)

In [35]:

#Making Predictions

y_predicted = model.predict(x_test)

31/31 [==============================] - 2s 62ms/step

In [36]:

y_predicted.shape

Out[36]:

(982, 1)

In [37]:

y_test

Out[37]:

array([0.04816933, 0.04649653, 0.04898865, 0.04777672, 0.04883503,

0.04818639, 0.04905691, 0.05093454, 0.04927882, 0.05253905,
0.05468976, 0.05486046, 0.05578219, 0.05284628, 0.05595289,
0.05745499, 0.05690876, 0.05518478, 0.05173679, 0.05243663,
0.06266108, 0.06609201, 0.06745755, 0.07090551, 0.07498506,
0.07822822, 0.0756849 , 0.07846719, 0.09029614, 0.08340019,
0.07945721, 0.07612869, 0.07899633, 0.07942306, 0.08152257,
0.08372451, 0.08846975, 0.09073996, 0.09132031, 0.09355637,
0.09884784, 0.09782367, 0.09973542, 0.09688486, 0.09674831,
0.0973628 , 0.09739694, 0.10401981, 0.10526585, 0.10640949,
0.1114449 , 0.1108987 , 0.10768968, 0.1060169 , 0.10654605,
0.09982077, 0.11663396, 0.11429546, 0.11873346, 0.11315182,
0.10355893, 0.1036272 , 0.09990612, 0.0938636 , 0.0743023 ,
0.07932065, 0.08317828, 0.08174448, 0.079901 , 0.06981308,
0.0758044 , 0.06928394, 0.06395836, 0.06278058, 0.06151744,
0.06006658, 0.06163694, 0.05612359, 0.05310233, 0.06392421,
0.06887427, 0.07344884, 0.08186395, 0.08601178, 0.08981821,
0.08875993, 0.08869163, 0.08628489, 0.08824784, 0.0960314 ,

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2/3/23, 1:07 AM Stock Prediction Web app - Jupyter Notebook

In [38]:

y_predicted

Out[38]:

array([[0.09207357],
[0.09277508],
[0.09351471],
[0.09425803],
[0.09497693],
[0.09565249],
[0.09627241],
[0.09683166],
[0.09733434],
[0.09778409],
[0.09819143],
[0.09857252],
[0.09894121],
[0.09930849],
[0.09967425],
[0.10003999],
[0.1004099 ],
[0.1007849 ],

In [42]:

scaler.scale_ #gives the factor with which the above data is scaled down so that we can scale it up again

Out[42]:

array([0.00682769])

In [44]:

scale_factor = 1/0.00682769
y_predicted = y_predicted * scale_factor
y_test = y_test * scale_factor

In [45]:

plt.figure(figsize=(12,6))
plt.plot(y_test, 'b', label = "Original Price")
plt.plot(y_predicted, 'r', label = "Predicted Price")
plt.xlabel('Time')
plt.ylabel('Price')
plt.legend()
plt.show()

In [ ]:

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