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941f559 67389e7 941f559 5eeabe1 | 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 | import plotly.graph_objects as go
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
import seaborn as sns
import networkx as nx
def plot_forecast(result):
"""Interactive backtest plot with zoom and pan functionality using Plotly"""
forecast = result["forecast"]
actual = result["actual"]
# Convert to numpy arrays and flatten if needed
forecast = np.array(forecast).flatten()
actual = np.array(actual).flatten()
# Ensure both arrays have the same length
min_len = min(len(forecast), len(actual))
forecast = forecast[:min_len]
actual = actual[:min_len]
# Create time indices
time_indices = np.arange(len(actual))
# Initialize Plotly figure
fig = go.Figure()
if len(actual) == 0 or len(forecast) == 0:
fig.add_annotation(
x=0.5, y=0.5, xref="paper", yref="paper",
text="No data available for plotting",
showarrow=False, font=dict(size=12)
)
return fig
# Plot full historical actual
fig.add_trace(go.Scatter(
x=time_indices, y=actual,
mode='lines', name="Historical Actual",
line=dict(color="blue", width=2), opacity=0.7
))
# Plot full historical forecast
fig.add_trace(go.Scatter(
x=time_indices, y=forecast,
mode='lines', name="Historical Forecast",
line=dict(color="orange", width=2, dash="dash"), opacity=0.7
))
if len(actual) > 1 and len(forecast) > 1:
last_idx = len(actual) - 1
# Highlight last day actual segment
last_actual_segment = [float(actual[last_idx-1]), float(actual[last_idx])]
last_time_segment = [time_indices[last_idx-1], time_indices[last_idx]]
fig.add_trace(go.Scatter(
x=last_time_segment, y=last_actual_segment,
mode='lines', name="Last Day Actual",
line=dict(color="blue", width=4), showlegend=False
))
# Add markers for last day comparison
fig.add_trace(go.Scatter(
x=[last_idx], y=[float(actual[last_idx])],
mode='markers', name="Last Day Actual",
marker=dict(color="blue", size=10, line=dict(color="darkblue", width=2)),
showlegend=False
))
fig.add_trace(go.Scatter(
x=[last_idx], y=[float(forecast[last_idx])],
mode='markers', name="Last Day Predicted",
marker=dict(color="red", size=10, line=dict(color="darkred", width=2)),
showlegend=False
))
# Add value annotations for last day
actual_val = float(actual[last_idx])
forecast_val = float(forecast[last_idx])
fig.add_annotation(
x=last_idx, y=actual_val,
text=f"Actual: {actual_val:.2f}",
showarrow=True, arrowhead=1, ax=20, ay=-30,
font=dict(size=10, color="white"),
bgcolor="blue", opacity=0.8, bordercolor="darkblue"
)
fig.add_annotation(
x=last_idx, y=forecast_val,
text=f"Predicted: {forecast_val:.2f}",
showarrow=True, arrowhead=1, ax=20, ay=30,
font=dict(size=10, color="white"),
bgcolor="red", opacity=0.8, bordercolor="darkred"
)
elif len(actual) == 1:
# Handle single point case
fig.add_trace(go.Scatter(
x=[0], y=[float(actual[0])],
mode='markers', name="Actual",
marker=dict(color="blue", size=10), showlegend=False
))
fig.add_trace(go.Scatter(
x=[0], y=[float(forecast[0])],
mode='markers', name="Predicted",
marker=dict(color="red", size=10), showlegend=False
))
# Configure layout
fig.update_layout(
xaxis_title="Time Index",
yaxis_title="Value",
showlegend=True,
legend=dict(
orientation="h",
yanchor="bottom",
y=1.1,
xanchor="center",
x=0.5
),
hovermode="x unified",
plot_bgcolor="white",
grid=dict(rows=1, columns=1),
xaxis=dict(showgrid=True, gridcolor="rgba(0,0,0,0.1)", gridwidth=0.8),
yaxis=dict(showgrid=True, gridcolor="rgba(0,0,0,0.1)", gridwidth=0.8),
margin=dict(t=50) # Reduced top margin to accommodate legend
)
return fig
def plot_future_forecast(df, result, future_df):
"""Interactive future forecast plot with zoom, pan and hover functionality using Plotly"""
# Initialize Plotly figure
fig = go.Figure()
# Validate and convert data
if df.empty or 'Date' not in df.columns or 'value' not in df.columns:
fig.add_annotation(
x=0.5, y=0.5, xref="paper", yref="paper",
text="No valid historical data available",
showarrow=False, font=dict(size=12)
)
return fig
# Plot historical data
dates = pd.to_datetime(df['Date'])
values = np.array(df['value']).flatten()
fig.add_trace(go.Scatter(
x=dates, y=values,
mode='lines', name="Historical Data",
line=dict(color="blue", width=2.5), opacity=0.9
))
if "latest_prediction" in result and len(result["latest_prediction"]) > 0:
# Convert predictions to flat array
predictions = np.array(result["latest_prediction"]).flatten()
# Create future dates
last_date = dates.iloc[-1] if len(dates) > 0 else pd.Timestamp.now()
horizon = len(predictions)
try:
future_dates = pd.date_range(start=last_date + pd.Timedelta(days=1), periods=horizon, freq='B')
except:
# Fallback to daily frequency if business day fails
future_dates = pd.date_range(start=last_date + pd.Timedelta(days=1), periods=horizon, freq='D')
if len(values) > 0 and len(predictions) > 0:
# Create connection from last historical point to first prediction
connection_dates = [last_date, future_dates[0]]
connection_values = [float(values[-1]), float(predictions[0])]
fig.add_trace(go.Scatter(
x=connection_dates, y=connection_values,
mode='lines', name="Connection",
line=dict(color="orange", width=2, dash="dot"), opacity=0.7, showlegend=False
))
# Plot forecast
predictions_float = [float(p) for p in predictions]
fig.add_trace(go.Scatter(
x=future_dates, y=predictions_float,
mode='lines+markers', name="Forecast",
line=dict(color="orange", width=3),
marker=dict(size=8, color="orange", line=dict(color="darkorange", width=2)),
opacity=0.9
))
# Plot actual future values if available
if not future_df.empty and "future_actuals" in result and 'Date' in future_df.columns and 'value' in future_df.columns:
actual_future_dates = pd.to_datetime(future_df['Date'])
actual_future_values = np.array(future_df['value']).flatten()
actual_future_values_float = [float(v) for v in actual_future_values]
fig.add_trace(go.Scatter(
x=actual_future_dates, y=actual_future_values_float,
mode='lines+markers', name="Actual Future",
line=dict(color="green", width=3),
marker=dict(size=8, color="green", line=dict(color="darkgreen", width=2)),
opacity=0.9
))
# Configure layout
fig.update_layout(
xaxis_title="Date",
yaxis_title="Stock Price",
showlegend=True,
legend=dict(
orientation="h",
yanchor="bottom",
y=1.1,
xanchor="center",
x=0.5
),
hovermode="x unified",
plot_bgcolor="white",
grid=dict(rows=1, columns=1),
xaxis=dict(showgrid=True, gridcolor="rgba(0,0,0,0.1)", gridwidth=0.8),
yaxis=dict(showgrid=True, gridcolor="rgba(0,0,0,0.1)", gridwidth=0.8),
margin=dict(t=50)
)
return fig
def plot_metrics_precision(result):
"""Plot precision metrics using Plotly"""
metrics = {k: v for k, v in result['metrics'].items() if k in ['R² (%)', 'Explained Variance (%)', 'MDA (%)'] and v is not None}
if not metrics:
fig = go.Figure()
fig.add_annotation(
x=0.5, y=0.5, xref="paper", yref="paper",
text="No valid precision metrics available",
showarrow=False, font=dict(size=12)
)
return fig
# Create bar plot
fig = go.Figure()
fig.add_trace(go.Bar(
x=list(metrics.keys()),
y=list(metrics.values()),
marker_color=sns.color_palette("Blues_d", len(metrics)).as_hex(),
text=[f"{v:.2f}%" for v in metrics.values()],
textposition='auto'
))
# Configure layout
max_val = max(metrics.values(), default=100)
min_val = min(metrics.values(), default=0)
fig.update_layout(
yaxis_title="Value (%)",
showlegend=False,
plot_bgcolor="white",
yaxis=dict(range=[min(min_val - 5, -10), max_val + 10], showgrid=True, gridcolor="rgba(0,0,0,0.1)", gridwidth=0.8),
xaxis=dict(showgrid=False),
margin=dict(t=50)
)
return fig
def plot_metrics_risk(result):
"""Plot risk metrics using Plotly"""
metrics = {k: v for k, v in result['metrics'].items() if k in ['RMSE', 'MAE', 'MAPE (%)', 'MASE'] and v is not None}
if not metrics:
fig = go.Figure()
fig.add_annotation(
x=0.5, y=0.5, xref="paper", yref="paper",
text="No valid risk metrics available",
showarrow=False, font=dict(size=12)
)
return fig
# Create bar plot
fig = go.Figure()
fig.add_trace(go.Bar(
x=list(metrics.keys()),
y=list(metrics.values()),
marker_color=sns.color_palette("Reds_d", len(metrics)).as_hex(),
text=[f"{v:.2f}" for v in metrics.values()],
textposition='auto'
))
# Configure layout
max_val = max(metrics.values(), default=1)
fig.update_layout(
yaxis_title="Value",
showlegend=False,
plot_bgcolor="white",
yaxis=dict(range=[0, max_val + 0.2 * max_val], showgrid=True, gridcolor="rgba(0,0,0,0.1)", gridwidth=0.8),
xaxis=dict(showgrid=False),
margin=dict(t=50)
)
return fig
def plot_loss_curve(result):
"""Plot loss curve using Plotly"""
train_losses = result.get('train_loss', [])
val_losses = result.get('val_loss', [])
fig = go.Figure()
fig.add_trace(go.Scatter(
x=list(range(len(train_losses))), y=train_losses,
mode='lines', name="Train Loss",
line=dict(color="blue", width=2)
))
if val_losses:
fig.add_trace(go.Scatter(
x=list(range(len(val_losses))), y=val_losses,
mode='lines', name="Validation Loss",
line=dict(color="orange", width=2)
))
# Configure layout
fig.update_layout(
xaxis_title="Epoch",
yaxis_title="Loss (MSE)",
showlegend=True,
legend=dict(
orientation="h",
yanchor="bottom",
y=1.1,
xanchor="center",
x=0.5
),
plot_bgcolor="white",
grid=dict(rows=1, columns=1),
xaxis=dict(showgrid=True, gridcolor="rgba(0,0,0,0.1)", gridwidth=0.8),
yaxis=dict(showgrid=True, gridcolor="rgba(0,0,0,0.1)", gridwidth=0.8),
margin=dict(t=50)
)
return fig
def plot_model_architecture(result):
"""Plot model architecture using matplotlib (static, as Plotly is less suited for network graphs)"""
fig = plt.figure(figsize=(10, 6))
ax = fig.add_subplot(111)
ax.axis('off')
G = nx.DiGraph()
if "architecture" not in result:
ax.text(0.5, 0.5, "No architecture details available", ha='center', va='center', fontsize=12)
return fig
arch = result["architecture"]
model_name = arch["model_name"]
num_layers = arch["num_layers"]
hidden_units = arch["hidden_units"]
dropout = arch["dropout"]
batch_size = arch["batch_size"]
input_size = arch["input_size"]
output_size = arch["output_size"]
# Handle model-specific hidden units for visualization
if model_name == "MLPModel":
hidden_nodes = min(hidden_units[0], 5)
units_label = f"{hidden_units[0]},{hidden_units[1]}"
elif model_name == "CNNModel":
hidden_nodes = 5
units_label = f"{hidden_units} filters"
elif model_name == "TransformerModel":
hidden_nodes = min(hidden_units, 5)
units_label = f"{hidden_units}"
else:
hidden_nodes = min(hidden_units, 5)
units_label = f"{hidden_units}"
# Simplified block diagram for complex models
if model_name in ["CNNModel", "HybridModel", "CNN_GRU"]:
G = nx.DiGraph()
pos = {}
nodes = []
y_pos = 0.5
layer_width = 1.0 / 4
if model_name == "CNNModel":
components = [
("Input", f"{input_size} units"),
("Conv1D", f"{hidden_units} filters"),
("MaxPool", ""),
("Output", f"{output_size} units")
]
elif model_name == "HybridModel":
components = [
("Input", f"{input_size} units"),
("Conv1D", "32 filters"),
(f"BiLSTM ({num_layers} layers)", f"{hidden_units*2} units"),
("Output", f"{output_size} units")
]
elif model_name == "CNN_GRU":
components = [
("Input", f"{input_size} units"),
("Conv1D", "32 filters"),
(f"GRU ({num_layers} layers)", f"{hidden_units} units"),
("Output", f"{output_size} units")
]
for i, (comp, label) in enumerate(components):
G.add_node(comp, layer=comp)
pos[comp] = (i * layer_width, y_pos)
nodes.append([comp])
if i > 0:
G.add_edge(components[i-1][0], comp)
nx.draw(G, pos, ax=ax, with_labels=False, node_color='lightblue', edge_color='gray',
node_size=2000, node_shape='s', arrowsize=10)
for node, (x, y) in pos.items():
label = [comp[1] for comp in components if comp[0] == node][0]
ax.text(x, y + 0.05, f"{node}\n{label}", ha='center', va='bottom', fontsize=8,
bbox=dict(facecolor='white', alpha=0.8, edgecolor='black'))
else:
max_nodes_display = 5
input_nodes = min(input_size, max_nodes_display)
output_nodes = min(output_size, max_nodes_display)
nodes = []
pos = {}
layer_width = 1.0 / (num_layers + 2)
y_pos = 0.5
for i in range(input_nodes):
node = f"input_{i}"
G.add_node(node, layer="input")
pos[node] = (0, y_pos + (i - input_nodes / 2) * 0.1)
nodes.append([f"input_{i}" for i in range(input_nodes)])
for layer in range(num_layers):
layer_nodes = []
for i in range(hidden_nodes):
node = f"hidden_{layer}_{i}"
G.add_node(node, layer=f"hidden_{layer+1}")
pos[node] = ((layer + 1) * layer_width, y_pos + (i - hidden_nodes / 2) * 0.1)
layer_nodes.append(node)
nodes.append(layer_nodes)
output_layer_nodes = []
for i in range(output_nodes):
node = f"output_{i}"
G.add_node(node, layer="output")
pos[node] = ((num_layers + 1) * layer_width, y_pos + (i - output_nodes / 2) * 0.1)
output_layer_nodes.append(node)
nodes.append(output_layer_nodes)
for layer in range(len(nodes) - 1):
for src in nodes[layer]:
for dst in nodes[layer + 1]:
G.add_edge(src, dst)
nx.draw(G, pos, ax=ax, with_labels=False, node_color='lightblue', edge_color='gray',
node_size=500, arrowsize=10)
for node in G.nodes(data=True):
layer = node[1]['layer']
x, y = pos[node[0]]
if layer.startswith("hidden"):
label = f"Layer {layer.split('_')[1]}: {units_label} units"
elif layer == "input":
label = f"Input: {input_size} units"
elif layer == "output":
label = f"Output: {output_size} units"
ax.text(x, y + 0.05, label, ha='center', va='bottom', fontsize=8)
# Add model details as annotation
details = f"Dropout: {dropout:.2f}\nBatch Size: {batch_size}"
ax.text(0.5, 0.05, details, ha='center', va='bottom', fontsize=10, transform=ax.transAxes,
bbox=dict(facecolor='white', alpha=0.8, edgecolor='black'))
plt.tight_layout()
return fig |