FinTech_app/charts/algorithm.py
2023-01-24 14:48:22 +01:00

49 lines
1.3 KiB
Python

import csv
import numpy as np
from sklearn.svm import SVR
import matplotlib.pyplot as plt
dates = []
prices = []
def get_data(filename):
with open(filename, 'r') as csvfile:
csvFileReader = csv.reader(csvfile)
next(csvFileReader)
for row in csvFileReader:
dates.append(int(row[0].split('-')[1]))
prices.append(float(row[1]))
return
def predict_prices(dates, prices, x):
dates = np.reshape(dates, (len(dates), 1))
svr_lin = SVR(kernel='linear', C=1e3)
svr_poly = SVR(kernel='poly', C=1e3, degree = 2)
svr_rbf = SVR(kernel='rbf', C=1e3, gamma=0.1)
svr_lin.fit(dates, prices)
svr_poly.fit(dates, prices)
svr_rbf.fit(dates, prices)
plt.scatter(dates, prices, color='black', label='Data')
plt.plot(dates, svr_lin.predict(dates), color='green', label='linear model')
plt.plot(dates, svr_poly.predict(dates), color='blue', label='Polynomial model')
plt.plot(dates, svr_rbf.predict(dates), color='red', label='RBF model')
plt.xlabel('Date')
plt.ylabel('Price')
plt.title('Support Vector Regression')
plt.legend()
plt.show()
return svr_lin.predict(x)[0], svr_poly.predict(x)[0], svr_rbf.predict(x)[0]
get_data('static/akcjeWIG40.csv')
print(dates)
print(prices)
predicted_price = predict_prices(dates, prices, 29)
print(predicted_price)