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Ken Sang Tang commited on
Update app.py
Browse files
app.py
CHANGED
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@@ -7,6 +7,8 @@ import pandas as pd
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import pandas_ta as ta
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import torch
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import warnings
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# Suppress specific FutureWarning
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warnings.filterwarnings("ignore", category=FutureWarning)
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@@ -42,19 +44,14 @@ def fetch_stock_data(symbol, start_date, end_date):
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# Step 2: Add Technical Indicators
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def add_technical_indicators(data):
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print("Adding technical indicators...")
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# Compute RSI
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data['RSI'] = ta.rsi(data['Close'], length=14)
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# Compute MACD (usually generates three columns: MACD, MACD_Signal, MACD_Histogram)
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macd = ta.macd(data['Close'], fast=12, slow=26, signal=9)
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data['MACD'] = macd['MACD_12_26_9']
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# Compute Bollinger Bands
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bbands = ta.bbands(data['Close'], length=20, std=2.0)
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return data
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# Step 3: Analyze Sentiment using FinBERT
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@@ -75,13 +72,29 @@ def generate_prediction(prompt):
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# Step 5: Execute Trade with Alpaca
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def execute_trade(signal, symbol='Genting Bhd', qty=1):
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# Step
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def main():
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# 1. Fetch and Prepare Data
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klci_data = fetch_stock_data(SYMBOL, START_DATE, END_DATE)
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@@ -103,6 +116,10 @@ def main():
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execute_trade("sell", symbol=SYMBOL, qty=1)
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else:
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print("No clear trade signal from prediction.")
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# Run the main function
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if __name__ == "__main__":
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import pandas_ta as ta
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import torch
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import warnings
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import matplotlib.pyplot as plt
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# Suppress specific FutureWarning
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warnings.filterwarnings("ignore", category=FutureWarning)
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# Step 2: Add Technical Indicators
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def add_technical_indicators(data):
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print("Adding technical indicators...")
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data['RSI'] = ta.rsi(data['Close'], length=14)
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data['MACD'], = ta.macd(data['Close'], fast=12, slow=26)['MACD_12_26_9]
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bbands = ta.bbands(data['Close'], length=20, std=2.0)
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# Handle potential missing columns
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if 'BBU_20_2.0' in bbands.columns:
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data['BB_upper'], data['BB_middle'], data['BB_lower'] = bbands['BBU_20_2.0'], bbands['BBM_20_2.0'], bbands['BBL_20_2.0']
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else:
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print("Bollinger Bands data not available.")
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return data
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# Step 3: Analyze Sentiment using FinBERT
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# Step 5: Execute Trade with Alpaca
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def execute_trade(signal, symbol='Genting Bhd', qty=1):
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try:
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print(f"Executing trade signal: {signal}")
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if signal == "buy":
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api.submit_order(symbol=symbol, qty=qty, side='buy', type='market', time_in_force='gtc')
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print(f"Executed buy order for {qty} shares of {symbol}.")
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elif signal == "sell":
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api.submit_order(symbol=symbol, qty=qty, side='sell', type='market', time_in_force='gtc')
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print(f"Executed sell order for {qty} shares of {symbol}.")
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except Exception as e:
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print(f"Error executing trade: {e}")
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# Step 6: Plot KLCI Data with Technical Indicators
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def plot_klci(data):
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plt.figure(figsize=(14, 7))
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plt.plot(data['Close'], label='KLCI Close Price', color='blue')
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plt.plot(data['BB_upper'], label='Bollinger Upper Band', color='red')
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plt.plot(data['BB_middle'], label='Bollinger Middle Band', color='green')
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plt.plot(data['BB_lower'], label='Bollinger Lower Band', color='red')
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plt.title('KLCI with Technical Indicators')
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plt.legend()
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plt.show()
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# Step 7: Main Function to Run Pipeline
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def main():
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# 1. Fetch and Prepare Data
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klci_data = fetch_stock_data(SYMBOL, START_DATE, END_DATE)
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execute_trade("sell", symbol=SYMBOL, qty=1)
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else:
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print("No clear trade signal from prediction.")
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# 5. Plot KLCI Data with Indicators
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plot_klci(klci_data)
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# Run the main function
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if __name__ == "__main__":
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