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Tonic commited on
adds confidence bands back , removes line graph, fixes volume prediction and display
Browse files
app.py
CHANGED
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@@ -1482,6 +1482,18 @@ def make_prediction_enhanced(symbol: str, timeframe: str = "1d", prediction_days
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print("Warning: Volume prediction failed, using fallback")
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volume_pred = np.full(len(mean_pred), df['Volume'].iloc[-1])
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volume_uncertainty = np.full(len(mean_pred), df['Volume'].iloc[-1] * 0.2)
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# Predict technical indicators
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print("Predicting technical indicators...")
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@@ -1581,9 +1593,21 @@ def make_prediction_enhanced(symbol: str, timeframe: str = "1d", prediction_days
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# Ensure volume prediction is properly handled
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if volume_pred is None or len(volume_pred) == 0:
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print("Warning: Volume prediction failed
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volume_pred = np.full(len(final_pred), df['Volume'].iloc[-1])
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volume_uncertainty = np.full(len(final_pred), df['Volume'].iloc[-1] * 0.2)
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# Predict technical indicators
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print("Predicting technical indicators for technical strategy...")
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@@ -1792,33 +1816,138 @@ def make_prediction_enhanced(symbol: str, timeframe: str = "1d", prediction_days
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row=1, col=1
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)
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# Add volume
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fig.add_trace(
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go.Bar(x=pred_dates, y=
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marker_color='red', opacity=0.7),
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row=3, col=1
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)
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#
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# Update layout
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fig.update_layout(
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title=f'Enhanced Stock Prediction for {symbol}',
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)
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# Create comprehensive trading signals
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@@ -1872,6 +2001,18 @@ def make_prediction_enhanced(symbol: str, timeframe: str = "1d", prediction_days
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print(f"Basic trading signals failed: {str(basic_error)}")
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trading_signals['error'] = str(basic_error)
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return trading_signals, fig
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except Exception as e:
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print("Warning: Volume prediction failed, using fallback")
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volume_pred = np.full(len(mean_pred), df['Volume'].iloc[-1])
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volume_uncertainty = np.full(len(mean_pred), df['Volume'].iloc[-1] * 0.2)
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elif len(volume_pred) != len(mean_pred):
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print(f"Warning: Volume prediction length mismatch. Expected {len(mean_pred)}, got {len(volume_pred)}")
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# Pad or truncate to match
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if len(volume_pred) < len(mean_pred):
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last_vol = volume_pred[-1] if len(volume_pred) > 0 else df['Volume'].iloc[-1]
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volume_pred = np.pad(volume_pred, (0, len(mean_pred) - len(volume_pred)),
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mode='constant', constant_values=last_vol)
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volume_uncertainty = np.pad(volume_uncertainty, (0, len(mean_pred) - len(volume_uncertainty)),
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mode='constant', constant_values=volume_uncertainty[-1] if len(volume_uncertainty) > 0 else df['Volume'].iloc[-1] * 0.2)
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else:
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volume_pred = volume_pred[:len(mean_pred)]
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volume_uncertainty = volume_uncertainty[:len(mean_pred)]
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# Predict technical indicators
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print("Predicting technical indicators...")
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# Ensure volume prediction is properly handled
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if volume_pred is None or len(volume_pred) == 0:
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print("Warning: Volume prediction failed, using fallback")
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volume_pred = np.full(len(final_pred), df['Volume'].iloc[-1])
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volume_uncertainty = np.full(len(final_pred), df['Volume'].iloc[-1] * 0.2)
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elif len(volume_pred) != len(final_pred):
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print(f"Warning: Volume prediction length mismatch. Expected {len(final_pred)}, got {len(volume_pred)}")
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# Pad or truncate to match
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if len(volume_pred) < len(final_pred):
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last_vol = volume_pred[-1] if len(volume_pred) > 0 else df['Volume'].iloc[-1]
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volume_pred = np.pad(volume_pred, (0, len(final_pred) - len(volume_pred)),
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mode='constant', constant_values=last_vol)
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volume_uncertainty = np.pad(volume_uncertainty, (0, len(final_pred) - len(volume_uncertainty)),
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mode='constant', constant_values=volume_uncertainty[-1] if len(volume_uncertainty) > 0 else df['Volume'].iloc[-1] * 0.2)
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else:
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volume_pred = volume_pred[:len(final_pred)]
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volume_uncertainty = volume_uncertainty[:len(final_pred)]
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# Predict technical indicators
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print("Predicting technical indicators for technical strategy...")
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row=1, col=1
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)
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# Add volume with better data handling
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if 'Volume' in df.columns and not df['Volume'].isna().all():
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# Ensure volume data is numeric and handle any NaN values
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volume_data = pd.to_numeric(df['Volume'], errors='coerce').fillna(0)
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fig.add_trace(
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go.Bar(x=df.index, y=volume_data, name='Historical Volume',
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marker_color='lightblue', opacity=0.7),
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row=3, col=1
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)
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else:
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print("Warning: No valid volume data available for plotting")
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# Add predicted volume with better handling
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if volume_pred is not None and len(volume_pred) > 0:
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# Ensure volume prediction is numeric and handle any NaN values
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volume_pred_clean = np.array(volume_pred)
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volume_pred_clean = np.where(np.isnan(volume_pred_clean), 0, volume_pred_clean)
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fig.add_trace(
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go.Bar(x=pred_dates, y=volume_pred_clean, name='Predicted Volume',
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marker_color='red', opacity=0.7),
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row=3, col=1
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)
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# Add volume uncertainty bands if available
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if volume_uncertainty is not None and len(volume_uncertainty) > 0:
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volume_uncertainty_clean = np.array(volume_uncertainty)
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volume_uncertainty_clean = np.where(np.isnan(volume_uncertainty_clean), 0, volume_uncertainty_clean)
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volume_upper = volume_pred_clean + 2 * volume_uncertainty_clean
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volume_lower = np.maximum(0, volume_pred_clean - 2 * volume_uncertainty_clean)
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fig.add_trace(
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go.Scatter(x=pred_dates, y=volume_upper, name='Volume Upper Bound',
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line=dict(color='red', width=1, dash='dot'), showlegend=False),
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row=3, col=1
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)
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fig.add_trace(
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go.Scatter(x=pred_dates, y=volume_lower, name='Volume Lower Bound',
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line=dict(color='red', width=1, dash='dot'), fill='tonexty',
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fillcolor='rgba(255,0,0,0.1)', showlegend=False),
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row=3, col=1
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)
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# Enhanced uncertainty analysis with confidence bands
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if final_uncertainty is not None and len(final_uncertainty) > 0:
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# Ensure uncertainty data is valid
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uncertainty_clean = np.array(final_uncertainty)
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uncertainty_clean = np.where(np.isnan(uncertainty_clean), 0, uncertainty_clean)
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# Create confidence bands
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confidence_68 = uncertainty_clean # 1 standard deviation (68% confidence)
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confidence_95 = 2 * uncertainty_clean # 2 standard deviations (95% confidence)
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confidence_99 = 3 * uncertainty_clean # 3 standard deviations (99% confidence)
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# Plot uncertainty as confidence bands
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fig.add_trace(
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go.Scatter(x=pred_dates, y=final_pred + confidence_95, name='95% Confidence Upper',
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line=dict(color='green', width=1, dash='dash'), showlegend=False),
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row=4, col=1
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)
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fig.add_trace(
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go.Scatter(x=pred_dates, y=final_pred - confidence_95, name='95% Confidence Lower',
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line=dict(color='green', width=1, dash='dash'), fill='tonexty',
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fillcolor='rgba(0,255,0,0.1)', showlegend=False),
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row=4, col=1
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)
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fig.add_trace(
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go.Scatter(x=pred_dates, y=final_pred + confidence_68, name='68% Confidence Upper',
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line=dict(color='darkgreen', width=1, dash='dot'), showlegend=False),
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row=4, col=1
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)
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fig.add_trace(
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go.Scatter(x=pred_dates, y=final_pred - confidence_68, name='68% Confidence Lower',
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line=dict(color='darkgreen', width=1, dash='dot'), fill='tonexty',
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fillcolor='rgba(0,128,0,0.1)', showlegend=False),
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row=4, col=1
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)
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# Add the main prediction line on top
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fig.add_trace(
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go.Scatter(x=pred_dates, y=final_pred, name='Prediction with Uncertainty',
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line=dict(color='darkgreen', width=3)),
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row=4, col=1
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)
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# Add uncertainty magnitude as a separate line
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fig.add_trace(
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go.Scatter(x=pred_dates, y=uncertainty_clean, name='Uncertainty Magnitude',
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line=dict(color='orange', width=2)),
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row=4, col=1
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)
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else:
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print("Warning: No valid uncertainty data available for plotting")
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# Update layout with better titles and axis labels
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fig.update_layout(
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title=f'Enhanced Stock Prediction for {symbol}',
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height=1000, # Increased height for better visibility
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showlegend=True,
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legend=dict(
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orientation="h",
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yanchor="bottom",
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y=1.02,
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xanchor="right",
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x=1
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)
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)
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# Update subplot titles and axis labels
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fig.update_xaxes(title_text="Date", row=4, col=1)
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fig.update_yaxes(title_text="Price ($)", row=1, col=1)
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fig.update_yaxes(title_text="Technical Indicators", row=2, col=1)
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fig.update_yaxes(title_text="Volume", row=3, col=1)
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fig.update_yaxes(title_text="Price with Uncertainty ($)", row=4, col=1)
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# Update subplot titles
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fig.update_annotations(
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dict(
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text="Price Prediction with Technical Indicators",
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x=0.5,
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y=0.95,
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xref="paper",
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yref="paper",
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showarrow=False,
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font=dict(size=16)
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)
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)
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# Create comprehensive trading signals
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print(f"Basic trading signals failed: {str(basic_error)}")
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trading_signals['error'] = str(basic_error)
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# Debug information for volume and uncertainty
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print(f"Volume data info:")
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print(f" Historical volume shape: {df['Volume'].shape if 'Volume' in df.columns else 'No volume column'}")
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print(f" Historical volume NaN count: {df['Volume'].isna().sum() if 'Volume' in df.columns else 'N/A'}")
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print(f" Predicted volume shape: {volume_pred.shape if volume_pred is not None else 'None'}")
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print(f" Predicted volume NaN count: {np.isnan(volume_pred).sum() if volume_pred is not None else 'N/A'}")
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print(f"Uncertainty data info:")
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print(f" Final uncertainty shape: {final_uncertainty.shape if final_uncertainty is not None else 'None'}")
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print(f" Final uncertainty NaN count: {np.isnan(final_uncertainty).sum() if final_uncertainty is not None else 'N/A'}")
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| 2014 |
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print(f" Final uncertainty range: [{np.min(final_uncertainty):.4f}, {np.max(final_uncertainty):.4f}]" if final_uncertainty is not None else 'N/A')
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+
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return trading_signals, fig
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except Exception as e:
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