Spaces:
Sleeping
Sleeping
import pandas as pd | |
import requests | |
import yfinance as yf | |
from autogluon.timeseries import TimeSeriesPredictor, TimeSeriesDataFrame | |
import gradio as gr | |
# Function to fetch stock data | |
def get_stock_data(ticker, period): | |
data = yf.download(ticker, period=period) | |
return data | |
# Function to prepare the data for Chronos-Bolt | |
def prepare_data_chronos(data): | |
# 確保索引重置並重命名欄位 | |
data = data.reset_index() | |
data = data.rename(columns={"Date": "timestamp", "Close": "target"}) | |
# 只保留需要的欄位並設定正確的資料類型 | |
data = data[["timestamp", "target"]] | |
data["item_id"] = "stock" | |
# 設定正確的資料類型 | |
data["timestamp"] = pd.to_datetime(data["timestamp"]) | |
data["target"] = data["target"].astype('float32') | |
# 建立 TimeSeriesDataFrame,只使用必要的參數 | |
ts_data = TimeSeriesDataFrame.from_data_frame( | |
data, | |
id_column="item_id", | |
timestamp_column="timestamp" | |
) | |
return ts_data | |
# Function to fetch stock indices (you already defined these) | |
def get_tw0050_stocks(): | |
response = requests.get('https://answerbook.david888.com/TW0050') | |
data = response.json() | |
return [f"{code}.TW" for code in data['TW0050'].keys()] | |
def get_sp500_stocks(limit=50): | |
response = requests.get('https://answerbook.david888.com/SP500') | |
data = response.json() | |
return list(data['SP500'].keys())[:limit] | |
def get_nasdaq_stocks(limit=50): | |
response = requests.get('http://13.125.121.198:8090/stocks/NASDAQ100') | |
data = response.json() | |
return list(data['stocks'].keys())[:limit] | |
def get_tw0051_stocks(): | |
response = requests.get('https://answerbook.david888.com/TW0051') | |
data = response.json() | |
return [f"{code}.TW" for code in data['TW0051'].keys()] | |
def get_sox_stocks(): | |
return [ | |
"NVDA", "AVGO", "GFS", "CRUS", "ON", "ASML", "QCOM", "SWKS", "MPWR", "ADI", | |
"TSM", "AMD", "TXN", "QRVO", "AMKR", "MU", "ARM", "NXPI", "TER", "ENTG", | |
"LSCC", "COHR", "ONTO", "MTSI", "KLAC", "LRCX", "MRVL", "AMAT", "INTC", "MCHP" | |
] | |
def get_dji_stocks(): | |
response = requests.get('http://13.125.121.198:8090/stocks/DOWJONES') | |
data = response.json() | |
return list(data['stocks'].keys()) | |
# Function to get top 10 potential stocks | |
def get_top_10_potential_stocks(period, selected_indices): | |
stock_list = [] | |
if "\u53f0\u706350" in selected_indices: | |
stock_list += get_tw0050_stocks() | |
if "\u53f0\u7063\u4e2d\u578b100" in selected_indices: | |
stock_list += get_tw0051_stocks() | |
if "S&P\u7cbe\u7c21\u724850" in selected_indices: | |
stock_list += get_sp500_stocks() | |
if "NASDAQ\u7cbe\u7c21\u724850" in selected_indices: | |
stock_list += get_nasdaq_stocks() | |
if "\u8cfd\u57ce\u534a\u5b57\u9ad4SOX" in selected_indices: | |
stock_list += get_sox_stocks() | |
if "\u9053\u74b0DJI" in selected_indices: | |
stock_list += get_dji_stocks() | |
stock_predictions = [] | |
prediction_length = 10 | |
for ticker in stock_list: | |
try: | |
data = get_stock_data(ticker, period) | |
if data.empty: | |
continue | |
ts_data = prepare_data_chronos(data) | |
predictor = TimeSeriesPredictor(prediction_length=prediction_length) | |
predictor.fit(ts_data, hyperparameters={"Chronos": {"model_path": "amazon/chronos-bolt-base"}}) | |
predictions = predictor.predict(ts_data) | |
potential = (predictions.iloc[-1] - data['Close'].iloc[-1]) / data['Close'].iloc[-1] | |
stock_predictions.append((ticker, potential, data['Close'].iloc[-1], predictions.iloc[-1])) | |
except Exception as e: | |
print(f"Stock {ticker} error: {str(e)}") | |
continue | |
top_10_stocks = sorted(stock_predictions, key=lambda x: x[1], reverse=True)[:10] | |
return top_10_stocks | |
# Gradio interface function | |
def stock_prediction_app(period, selected_indices): | |
top_10_stocks = get_top_10_potential_stocks(period, selected_indices) | |
df = pd.DataFrame(top_10_stocks, columns=["\u80a1\u7968\u4ee3\u865f", "\u6f5b\u529b (\u767e\u5206\u6bd4)", "\u73fe\u50f9", "\u9810\u6e2c\u50f9\u683c"]) | |
return df | |
# Define Gradio interface | |
inputs = [ | |
gr.Dropdown(choices=["3mo", "6mo", "9mo", "1yr"], label="\u6642\u9593\u7bc4\u570d"), | |
gr.CheckboxGroup(choices=["\u53f0\u706350", "\u53f0\u7063\u4e2d\u578b100", "S&P\u7cbe\u7c21\u724850", "NASDAQ\u7cbe\u7c21\u724850", "\u8cfd\u57ce\u534a\u5b57\u9ad4SOX", "\u9053\u74b0DJI"], label="\u6307\u6578\u9078\u64c7", value=["\u53f0\u706350", "\u53f0\u7063\u4e2d\u578b100"]) | |
] | |
outputs = gr.Dataframe(label="\u6f5b\u529b\u80a1\u63a8\u85a6\u7d50\u679c") | |
gr.Interface(fn=stock_prediction_app, inputs=inputs, outputs=outputs, title="\u53f0\u80a1\u7f8e\u80a1\u6f5b\u529b\u80a1\u63a8\u85a6\u7cfb\u7d71 - Chronos-Bolt\u6a21\u578b").launch() | |