import argparse import numpy as np from helper_funcs import * import pandas as pd import matplotlib.pyplot as plt from pandas.plotting import register_matplotlib_converters register_matplotlib_converters() from sklearn import neighbors from TimeSeriesCrossValidation import splitTrain # ----------------------------------------------------- kNN ----------------------------------------------------- def k_nearest_neighbors(l_args, s_ticker, s_interval, df_stock): parser = argparse.ArgumentParser(prog='knn', description=""" K nearest neighbors is a simple algorithm that stores all available cases and predict the numerical target based on a similarity measure (e.g. distance functions). """) parser.add_argument('-i', "--input", action="store", dest="n_inputs", type=check_positive, default=40, help='number of days to use for prediction.') parser.add_argument('-d', "--days", action="store", dest="n_days", type=check_positive, default=5, help='prediction days.') parser.add_argument('-j', "--jumps", action="store", dest="n_jumps", type=check_positive, default=1, help='number of jumps in training data.') parser.add_argument('-n', "--neighbors", action="store", dest="n_neighbors", type=check_positive, default=20, help='number of neighbors to use on the algorithm.') try: (ns_parser, l_unknown_args) = parser.parse_known_args(l_args) if l_unknown_args: print(f"The following args couldn't be interpreted: {l_unknown_args}\n") return # Split training data stock_x, stock_y = splitTrain.split_train(df_stock['5. adjusted close'].values, ns_parser.n_inputs, ns_parser.n_days, ns_parser.n_jumps) # Machine Learning model knn = neighbors.KNeighborsRegressor(n_neighbors=ns_parser.n_neighbors) knn.fit(stock_x, stock_y) # Prediction data l_predictions = knn.predict(df_stock['5. adjusted close'].values[-ns_parser.n_inputs:].reshape(1, -1))[0] l_pred_days = get_next_stock_market_days(last_stock_day=df_stock['5. adjusted close'].index[-1], n_next_days=ns_parser.n_days) df_pred = pd.Series(l_predictions, index=l_pred_days, name='Price') # Plotting plt.plot(df_stock.index, df_stock['5. adjusted close'], lw=2) plt.title(f"{ns_parser.n_neighbors}-Nearest Neighbors on {s_ticker} - {ns_parser.n_days} days prediction") plt.xlim(df_stock.index[0], get_next_stock_market_days(df_pred.index[-1], 1)[-1]) plt.xlabel('Time') plt.ylabel('Share Price ($)') plt.grid(b=True, which='major', color='#666666', linestyle='-') plt.minorticks_on() plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2) plt.plot([df_stock.index[-1], df_pred.index[0]], [df_stock['5. adjusted close'].values[-1], df_pred.values[0]], lw=1, c='tab:green', linestyle='--') plt.plot(df_pred.index, df_pred, lw=2, c='tab:green') plt.axvspan(df_stock.index[-1], df_pred.index[-1], facecolor='tab:orange', alpha=0.2) xmin, xmax, ymin, ymax = plt.axis() plt.vlines(df_stock.index[-1], ymin, ymax, linewidth=1, linestyle='--', color='k') plt.show() # Print prediction data print("Predicted share price:") df_pred = df_pred.apply(lambda x: f"{x:.2f} $") print(df_pred.to_string()) print("") except: print("")