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import yfinance as yf
import pandas as pd
import numpy as np
from prophet import Prophet
import plotly.graph_objs as go
import plotly.express as px
import gradio as gr
from pmdarima import auto_arima
def forecast_stock(ticker, period, future_days, use_arima):
# Fetch data
data = yf.Ticker(ticker)
df = data.history(period=period)
if df.empty:
return "Could not retrieve data for the selected ticker."
df = df.reset_index()
df = df[['Date', 'Close']]
df.columns = ['ds', 'y']
df['ds'] = pd.to_datetime(df['ds']).dt.tz_localize(None)
df = df.dropna()
# Prophet forecast
model = Prophet()
model.fit(df)
future_dates = model.make_future_dataframe(periods=future_days)
forecast = model.predict(future_dates)
# Create Plotly figure for forecast
fig_forecast = go.Figure()
fig_forecast.add_trace(go.Scatter(x=df['ds'], y=df['y'], name='Historical'))
fig_forecast.add_trace(go.Scatter(x=forecast['ds'], y=forecast['yhat'], name='Prophet Forecast'))
fig_forecast.add_trace(go.Scatter(x=forecast['ds'], y=forecast['yhat_upper'], name='Prophet Upper Bound', line=dict(dash='dash')))
fig_forecast.add_trace(go.Scatter(x=forecast['ds'], y=forecast['yhat_lower'], name='Prophet Lower Bound', line=dict(dash='dash')))
if use_arima:
# ARIMA forecast with automatic order selection
model_arima = auto_arima(df['y'], seasonal=False, trace=True)
results_arima = model_arima.fit(df['y'])
arima_forecast = results_arima.predict(n_periods=future_days)
future_dates_arima = pd.date_range(start=df['ds'].iloc[-1] + pd.Timedelta(days=1), periods=future_days)
fig_forecast.add_trace(go.Scatter(x=future_dates_arima, y=arima_forecast, name='ARIMA Forecast'))
fig_forecast.update_layout(title=f'Stock Price Forecast for {ticker}', xaxis_title='Date', yaxis_title='Stock Price')
# Create Plotly figure for Prophet components
fig_components = px.line(forecast, x='ds', y=['trend', 'yearly', 'weekly'])
fig_components.update_layout(title='Prophet Forecast Components')
return fig_forecast, fig_components
# Define Gradio interface
iface = gr.Interface(
fn=forecast_stock,
inputs=[
gr.Dropdown(choices=['AAPL', 'GOOGL', 'MSFT', 'AMZN'], label="Stock Ticker"),
gr.Dropdown(choices=['1y', '2y', '5y', '10y', 'max'], label="Historical Data Period"),
gr.Slider(minimum=30, maximum=365, step=30, label="Days to Forecast"),
gr.Checkbox(label="Include ARIMA Forecast")
],
outputs=[
gr.Plot(label="Forecast"),
gr.Plot(label="Prophet Forecast Components")
],
title="Stock Price Forecasting with Prophet and ARIMA",
description="Select a stock, historical data period, forecast horizon, and whether to include ARIMA forecast."
)
# Launch the interface
iface.launch() |