"""RNN View""" __docformat__ = "numpy" import logging from datetime import datetime from typing import Optional, Union import pandas as pd from openbb_terminal.decorators import log_start_end from openbb_terminal.forecast import helpers, rnn_model logger = logging.getLogger(__name__) # pylint: disable=too-many-arguments @log_start_end(log=logger) def display_rnn_forecast( data: Union[pd.DataFrame, pd.Series], target_column: str = "close", dataset_name: str = "", n_predict: int = 5, train_split: float = 0.85, forecast_horizon: int = 5, model_type: str = "LSTM", hidden_dim: int = 20, dropout: float = 0.0, batch_size: int = 32, n_epochs: int = 100, learning_rate: float = 1e-3, model_save_name: str = "rnn_model", training_length: int = 20, input_chunk_size: int = 14, force_reset: bool = True, save_checkpoints: bool = True, 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, export_pred_raw: bool = False, metric: str = "mape", external_axes: bool = False, ): """Display RNN forecast 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_column: str Target column to forecast. Defaults to "close". train_split: float Train/val split. Defaults to 0.85. forecast_horizon: int Forecast horizon when performing historical forecasting. Defaults to 5. model_type: str Either a string specifying the RNN module type ("RNN", "LSTM" or "GRU"). Defaults to "LSTM". hidden_dim: int Size for feature maps for each hidden RNN layer.. Defaults to 20. dropout: float Fraction of neurons affected by Dropout. Defaults to 0.0. batch_size: int Number of time series (input and output sequences) used in each training pass. Defaults to 32. n_epochs: int Number of epochs over which to train the model. Defaults to 100. learning_rate: float Defaults to 1e-3. model_save_name: str Name for model. Defaults to "brnn_model". force_reset: bool If set to True, any previously-existing model with the same name will be reset (all checkpoints will be discarded). Defaults to True. save_checkpoints: bool Whether or not to automatically save the untrained model and checkpoints from training. Defaults to True. forecast_only: bool Whether to only show dates in the forecasting range. Defaults to False. 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. 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. export_pred_raw: bool Whether to export the raw predictions. Defaults to False. metric: str The metric to use for the forecast. 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, None) if not helpers.check_data(data, target_column, None): return None ( ticker_series, historical_fcast, predicted_values, precision, _model, ) = rnn_model.get_rnn_data( data=data, n_predict=n_predict, target_column=target_column, train_split=train_split, forecast_horizon=forecast_horizon, model_type=model_type, hidden_dim=hidden_dim, dropout=dropout, batch_size=batch_size, n_epochs=n_epochs, learning_rate=learning_rate, model_save_name=model_save_name, training_length=training_length, input_chunk_size=input_chunk_size, force_reset=force_reset, save_checkpoints=save_checkpoints, metric=metric, ) if ticker_series == []: return None past_covariates = None probabilistic = True fig = helpers.plot_forecast( name="RNN", 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 ) return fig