import streamlit as st import requests from Pandas_Market_Predictor import Pandas_Market_Predictor import pandas as pd # Hard-coded API key for demonstration purposes API_KEY = "QR8F9B7T6R2SWTAT" def fetch_alpha_vantage_data(api_key): url = f'https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=IBM&interval=5min&apikey={api_key}' response = requests.get(url) alpha_vantage_data = response.json() return alpha_vantage_data def calculate_indicators(data): data = data.apply(pd.to_numeric, errors='coerce') data['Doji'] = abs(data['Close'] - data['open']) <= 0.01 * (data['high'] - data['low']) data['Inside'] = (data['high'] < data['high'].shift(1)) & (data['low'] > data['low'].shift(1)) data['MA5'] = data['Close'].rolling(window=5).mean() data['MA20'] = data['Close'].rolling(window=20).mean() data['26EMA'] = data['Close'].ewm(span=26).mean() data['12EMA'] = data['Close'].ewm(span=12).mean() data['MACD'] = data['12EMA'] - data['26EMA'] return data def main(): st.title("Stock Trend Predictor") api_key = API_KEY alpha_vantage_data = fetch_alpha_vantage_data(api_key) alpha_vantage_time_series = alpha_vantage_data.get('Time Series (5min)', {}) df = pd.DataFrame(alpha_vantage_time_series).T df.index = pd.to_datetime(df.index) df = df.dropna(axis=0) df = df.rename(columns={'1. open': 'open', '2. high': 'high', '3. low': 'low', '4. close': 'Close', '5. volume': 'volume'}) df = calculate_indicators(df) my_market_predictor = Pandas_Market_Predictor(df) # Remove Ichimoku Cloud columns ichimoku_columns = ["tenkan_sen", "kijun_sen", "senkou_span_a", "senkou_span_b"] df = df.drop(columns=ichimoku_columns) indicators = ["Doji", "Inside", "MA5", "MA20", "MACD"] trend = my_market_predictor.Trend_Detection(indicators, 10) st.subheader("Predicted Trend:") st.write("Buy Trend :", trend['BUY']) st.write("Sell Trend :", trend['SELL']) st.write(f"Standard Deviation Percentage: {my_market_predictor.PERCENT_STD}%") del df if __name__ == "__main__": main()