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Create app.py
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app.py
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import streamlit as st
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import yfinance as yf
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import pandas as pd
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from sklearn.linear_model import LinearRegression
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from sklearn.ensemble import RandomForestRegressor
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from sklearn.preprocessing import StandardScaler
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from sklearn.model_selection import train_test_split
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from datetime import datetime, timedelta
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import numpy as np
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import matplotlib.pyplot as plt
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# Function to compute RSI
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def compute_rsi(data, window):
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diff = data.diff(1).dropna()
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gain = diff.where(diff > 0, 0)
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loss = -diff.where(diff < 0, 0)
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avg_gain = gain.rolling(window=window, min_periods=1).mean()
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avg_loss = loss.rolling(window=window, min_periods=1).mean()
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rs = avg_gain / avg_loss
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rsi = 100 - (100 / (1 + rs))
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return rsi
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# Set up the Streamlit app
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st.title("Bitcoin Price Prediction")
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st.write("This app uses historical data to predict future Bitcoin prices.")
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# Fetch Bitcoin historical data using yfinance
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btc_data = yf.download('BTC-USD', start='2020-01-01', end=datetime.today().strftime('%Y-%m-%d'))
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btc_data.reset_index(inplace=True)
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# Display the historical data
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st.write("Historical Bitcoin Data")
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st.dataframe(btc_data.tail())
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# Feature engineering
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btc_data['MA_10'] = btc_data['Close'].rolling(window=10).mean()
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btc_data['MA_50'] = btc_data['Close'].rolling(window=50).mean()
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btc_data['RSI'] = compute_rsi(btc_data['Close'], window=14)
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btc_data['Return'] = btc_data['Close'].pct_change()
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btc_data.dropna(inplace=True)
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# Prepare features and target variable
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X = btc_data[['Open', 'High', 'Low', 'Volume', 'MA_10', 'MA_50', 'RSI', 'Return']]
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y = btc_data['Close']
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# Split the data
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X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2, random_state=42)
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# Scale the features
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scaler = StandardScaler()
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X_train_scaled = scaler.fit_transform(X_train)
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X_test_scaled = scaler.transform(X_test)
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# Train the Linear Regression model
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lr_model = LinearRegression()
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lr_model.fit(X_train_scaled, y_train)
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# Train the Random Forest model
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rf_model = RandomForestRegressor(n_estimators=100, random_state=42)
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rf_model.fit(X_train_scaled, y_train)
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# Predict future prices using ensemble method
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future_dates = [btc_data['Date'].iloc[-1] + timedelta(days=x) for x in range(1, 15)]
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future_df = pd.DataFrame(index=future_dates, columns=X.columns)
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future_df = future_df.fillna(method='ffill')
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future_X_scaled = scaler.transform(future_df)
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lr_predictions = lr_model.predict(future_X_scaled)
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rf_predictions = rf_model.predict(future_X_scaled)
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# Combine predictions (average)
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combined_predictions = (lr_predictions + rf_predictions) / 2
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# Display predictions
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predictions_df = pd.DataFrame({'Date': future_dates, 'Predicted Close': combined_predictions})
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predictions_df.set_index('Date', inplace=True)
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st.write("Future Bitcoin Price Predictions")
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st.dataframe(predictions_df)
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# Plot the predictions
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st.line_chart(predictions_df['Predicted Close'])
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