"""Linear Regression View""" __docformat__ = "numpy" import logging from datetime import datetime from typing import List, Optional, Union import pandas as pd from openbb_terminal.decorators import log_start_end from openbb_terminal.forecast import helpers, linregr_model logger = logging.getLogger(__name__) # pylint: disable=too-many-arguments @log_start_end(log=logger) def display_linear_regression( data: Union[pd.Series, pd.DataFrame], target_column: str = "close", dataset_name: str = "", n_predict: int = 5, past_covariates: Optional[str] = None, train_split: float = 0.85, forecast_horizon: int = 5, output_chunk_length: int = 5, lags: Union[int, List[int]] = 14, export: str = "", sheet_name: Optional[str] = None, residuals: bool = False, forecast_only: bool = False, start_date: Optional[datetime] = None, end_date: Optional[datetime] = None, naive: bool = False, explainability_raw: bool = False, export_pred_raw: bool = False, metric: str = "mape", external_axes: bool = False, ): """Display Linear Regression Forecasting Parameters ---------- data: Union[pd.Series, pd.DataFrame] Input Data dataset_name: str The name of the ticker to be predicted n_predict: int Days to predict. Defaults to 5. target_col: str Target column to forecast. Defaults to "close". train_split: (float, optional) Train/val split. Defaults to 0.85. past_covariates: str Multiple secondary columns to factor in when forecasting. Defaults to None. forecast_horizon: int Forecast horizon when performing historical forecasting. Defaults to 5. output_chunk_length: int The length of the forecast of the model. Defaults to 1. lags: Union[int, List[int]] lagged target values to predict the next time step sheet_name: str Optionally specify the name of the sheet the data is exported to. export: str Format to export data residuals: bool Whether to show residuals for the model. Defaults to False. forecast_only: bool Whether to only show dates in the forecasting range. Defaults to False. start_date: Optional[datetime] The starting date to perform analysis, data before this is trimmed. Defaults to None. end_date: Optional[datetime] The ending date to perform analysis, data after this is trimmed. Defaults to None. naive: bool Whether to show the naive baseline. This just assumes the closing price will be the same as the previous day's closing price. Defaults to False. explainability_raw: bool Whether to show the raw explainability data. Defaults to False. export_pred_raw: bool Whether to export the raw prediction data. Defaults to False. metric: str The metric to use for the model. Defaults to "mape". external_axes : bool, optional Whether to return the figure object or not, by default False """ data = helpers.clean_data( data, start_date, end_date, target_column, past_covariates ) if not helpers.check_data(data, target_column, past_covariates): return None output_chunk_length = helpers.check_output( output_chunk_length, n_predict, bool(past_covariates) ) ( ticker_series, historical_fcast, predicted_values, precision, _model, ) = linregr_model.get_linear_regression_data( data=data, n_predict=n_predict, target_column=target_column, past_covariates=past_covariates, train_split=train_split, forecast_horizon=forecast_horizon, output_chunk_length=output_chunk_length, lags=lags, metric=metric, ) probabilistic = True fig = helpers.plot_forecast( name="LINREGR", target_col=target_column, historical_fcast=historical_fcast, predicted_values=predicted_values, ticker_series=ticker_series, ticker_name=dataset_name, data=data, n_predict=n_predict, forecast_horizon=forecast_horizon, past_covariates=past_covariates, precision=precision, probabilistic=probabilistic, export=export, sheet_name=sheet_name, forecast_only=forecast_only, naive=naive, export_pred_raw=export_pred_raw, metric=metric, external_axes=external_axes, ) if residuals: helpers.plot_residuals( _model, past_covariates, ticker_series, forecast_horizon=forecast_horizon ) # SHAP helpers.plot_explainability(_model, explainability_raw, export=export) return fig