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A mobile app that uses ML/DL to forecast input ticker symbols and returns a chart of the forecast.

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DonJon86/Fintech-Forecast-App

 
 

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Fintech-Forecast-App

312 Main Website *Password protected in this stage of dev.

A Kivy app that uses ML/DL to forecast input ticker symbols and returns a chart of the forecast. Kivy can be deployed on Android, iOS, MacOS, Windows, & Linux OS's.

UI Concept

Mobile and Desktop Beta v1.0

BTC Forecast Using FB Prophet

Web App Beta v1.0

Plan

Install Guide

To install Anaconda on linux:

wget https://repo.anaconda.com/archive/Anaconda3-2021.11-Linux-x86_64.sh
bash Anaconda3-2021.11-Linux-x86_64.sh

Feel free to use mamba instead of conda.

conda install mamba -n base -c conda-forge

Full Install

If you are using a Linux system make sure you have gcc, g++, build-essential, python-dev, and python3-dev installed using a package manager or other means.

conda activate base
conda create --name forecastappenv python=3.8.8 -y
conda activate forecastappenv
conda install kivy -c conda-forge -y
yes | pip install yfinance 
conda install -c conda-forge gcc -y
conda install -c plotly plotly -y
conda install -c conda-forge prophet -y
conda install -c anaconda django -y
conda install -c conda-forge djangorestframework -y
yes | pip install django-widget-tweaks
conda install -c conda-forge python-dotenv -y
conda install -c conda-forge jupyterlab -y
yes | pip install neuralprophet[live]

If you get and error for the install gcc use these commands then:

conda activate base
conda create --name forecastappenv python=3.8.8 -y
conda activate forecastappenv
conda install kivy -c conda-forge -y
yes | pip install yfinance numpy matplotlib pandas
pip install pystan==2.19.1.1 
conda install -c plotly plotly -y
conda install -c conda-forge prophet -y
conda install -c anaconda django -y
conda install -c conda-forge djangorestframework -y
yes | pip install django-widget-tweaks
conda install -c conda-forge python-dotenv -y
conda install -c conda-forge jupyterlab -y
yes | pip install neuralprophet[live]

Kivy Install

conda activate base
conda create --name forecastappenv python=3.8.8 -y
conda activate forecastappenv
conda install -c anaconda ipykernel -y
ipython kernel install --user --name=forecastappenv
conda install kivy -c conda-forge -y

Run main.py in repo dir:

python main.py

To run Kivy demo app:

python ~/anaconda3/envs/forecastappenv/share/kivy-examples/demo/showcase/main.py

*Use this command to find the file if you can't locate it on your local machine: (if using gitbash, try this /c/ProgramData/Anaconda3/envs/forecastappenv/share/kivy-examples/demo/showcase/main.py path instead)

sudo find / -type d -name '*kivy-examples*'

To Do Kivy

  • Debug entering tickers consecutively
  • Build second screen
    • Use requests to connect with DRF api
      • Decode encode byte code of Ezekial images
        • Make more efficient.
      • Display Ezekial images to user

Ezekial Pack (FB Prophet)

Installation

If you are using a Linux system make sure you have gcc, g++, build-essential, python-dev, and python3-dev installed using a package manager or other means.

conda activate base
conda create --name forecastappenv python=3.8.8 -y
conda activate forecastappenv
yes | pip install yfinance 
conda install -c conda-forge gcc -y
conda install -c plotly plotly -y
conda install -c conda-forge prophet -y
conda install -c anaconda django -y
conda install -c conda-forge jupyterlab -y
conda install -c conda-forge djangorestframework -y
yes | pip install django-widget-tweaks
conda install -c conda-forge python-dotenv -y
conda install -c conda-forge jupyterlab -y
yes | pip install neuralprophet[live]
mamba activate base
mamba create --name forecastappenv python=3.8.8 -y
conda activate forecastappenv
yes | pip install yfinance 
mamnda install -c conda-forge gcc -y
mamba install -c plotly plotly -y
mamba install -c conda-forge prophet -y
mamba install -c anaconda django -y
mamba install -c conda-forge jupyterlab -y
mamba install -c conda-forge djangorestframework -y
yes | pip install django-widget-tweaks
mamba install -c conda-forge python-dotenv -y
mamba install -c conda-forge jupyterlab -y
yes | pip install neuralprophet[live]

Update Server (see update.ipynb)

To Do

  • Clean up update_server.py
  • Use multiprocessing for the remainder of the functions that are computationaly expensive.
  • Determine:
    • seconds to run each model per ticker (what is our max permitted runtime?)
    • how many days worth of data to use for a training dataset
    • how far we should forecast in advance
    • how many days we want the user to see (have it set to 10 right now)
  • Make class/method that accepts regex pattern of ENVIRONMENTAL VARIABLE names and uses different keys if API functions throw error.
    • Update alias email .csv with additional keys
    • Update Alpha Vantage data scraping methods
    • Make Sentiment Analysis Class
  • Setup cron tab scheduler for when yfinance is updated after market close
  • PySpark if larger Dataset?

About

Ipython Notebook file accepts four postional arguements and is inteded to be launched from the shell via a Linux cron tab at regular time intervals. See Arguements for details. * Django server endpoint url is to be included in the .env file

Arguements

The positional arguements are to be in this order (see markdown cell for ex. usage):

  1. weeeks_prior_data_end_date int: number of weeks prior from today that the data will be acquired from (may increase runtime)
  2. forecast_days_ahead int: number of days to forecast from latest date
  3. ticker_path str: path and file name to pull tickers from (must be yfinance format)
  4. forecast_img_path str: path and file name to save plot images to be byte string encoded
conda activate forecastappenv
cd ~/python_proj/Fintech-Forecast-App/
ipython update.ipynb 104 90 'data/S&P500 tickers.csv' images/forecast_temp/forecast.png

Django REST API Endpoints

To be used with 312Server.

To Do

  • Update API by byte encoding images ouput by Ezekial
  • Purchase DDR3 RAM for server (4 GB max per stick!)
  • [x]Update time column to be larger than 15 chars (include hour and minutes)
  • Update Alpha Vantage data scraping methods
  • Setup server to execute functions from drf_tools.py
  • Quantify Emoticon's from Prophet DF
    • Dig deeper beyond pct_change()
  • Make Sentiment Analysis Class
    • Plug in col to SQL DB
  • Find more efficient way to use DRF
    • More endpoints rather than Django Servers
    • Update the DQL DB with new data, rather than clearing entire DB and repopulating it
  • Setup HTTPS?
  • Merge necessary portions of djanog-jt branch (reproducing instuctions with code blocks preffered)

The Djanog File structure should look similar to the follow tree, after following this section of the README.md:

.
├── db.sqlite3
├── manage.py
├── myapi
│   ├── admin.py
│   ├── apps.py
│   ├── __init__.py
│   ├── migrations
│   │   ├── 0001_initial.py
│   │   ├── 0002_auto_20220321_0441.py
│   │   ├── __init__.py
│   │   └── __pycache__
│   │       ├── 0001_initial.cpython-38.pyc
│   │       ├── 0002_auto_20220321_0441.cpython-38.pyc
│   │       └── __init__.cpython-38.pyc
│   ├── models.py
│   ├── __pycache__
│   │   ├── admin.cpython-38.pyc
│   │   ├── apps.cpython-38.pyc
│   │   ├── __init__.cpython-38.pyc
│   │   ├── models.cpython-38.pyc
│   │   ├── serializers.cpython-38.pyc
│   │   ├── urls.cpython-38.pyc
│   │   └── views.cpython-38.pyc
│   ├── serializers.py
│   ├── tests.py
│   ├── urls.py
│   └── views.py
└── mysite
    ├── asgi.py
    ├── __init__.py
    ├── __pycache__
    │   ├── __init__.cpython-38.pyc
    │   ├── settings.cpython-38.pyc
    │   ├── urls.cpython-38.pyc
    │   └── wsgi.cpython-38.pyc
    ├── settings.py
    ├── urls.py
    └── wsgi.py

Project Start Commands:

django-admin startproject mysite
cd mysite/
python manage.py startapp myapi
  • Add ip address as a string to ALLOWED_HOSTS = ['']
  • Add 'myapi.apps.MyapiConfig', and 'rest_framework', to INSTALLED_APPS = [...] :
nano mysite/settings.py

Use ctrl + x to close nano, y to save Setup SQLite DB:

python manage.py migrate

Create superUser to login into admin portal:

python manage.py createsuperuser

Launch the Django server to test the setup config so far:

python manage.py runserver 0.0.0.0:REPLACE_WITH_PORT_NUMBER

In your browser go to http://YOUR_IP_ADDRESS:PORT_NUMBER_FROM_ABOVE/admin/ and enter in the user name and password credentials you entered previously. (use localhost if you are not using your ip and port forwarding)

Use ctrl + c (cmd + . on macOS) to stop the running Django server

Create a class to store the data in myapi/models.py:

nano myapi/models.py
from django.db import models

# Create your models here.
class ForecastProphet(models.Model):
    # Will want ticker, date, and chart attribute aka column
    # The chart attribute will be a byte encoded string of the
    # image files saved from Ezekial.
    # Be sure update the fields in ForecastProphetSerializer
    # This is for creating SQLite DB

    ticker = models.CharField(max_length=10)
    time = models.CharField(max_length=16)
    encoded_string = models.TextField() 
    emoticons = models.TextField()
    
    # more attributes here

    def __str__(self):
        # The returned attribute will be what shows up as the entries title in the
        # admin portial on the django site
        return self.ticker

Tell Django to migrate the changes:

python manage.py makemigrations
python manage.py migrate

Open myapi/admin.py to add the ForecastProphet Class:

nano myapi/admin.py
from .models import ForecastProphet

admin.site.register(ForecastProphet)

Launch the Django server to test the setup config so far:

python manage.py runserver 0.0.0.0:REPLACE_WITH_PORT_NUMBER/admin

You should see the ForecastProphet Class now: Make one entry of dummy data to test the api by clicking on the Add button next to Forecast prophets:

BTC-USD
ASFWEFWEFWAFASDFWEFAEWF23F23F23FEAFEW

The entry will show up like this now:

Create a serializer in myapi/serializers.py :

touch myapi/serializers.py
nano myapi/serializers.py
# serializers.py
from rest_framework import serializers

from .models import ForecastProphet

class ForecastProphetSerializer(serializers.HyperlinkedModelSerializer):
    class Meta:
        model = ForecastProphet
        fields = ('id', 'ticker', 'time', 'encoded_string', 'emoticons')
  • Query the database for all Forecast prophets entries
  • Pass that database queryset into the serializer we just created, so that it gets converted into JSON and rendered
nano myapi/views.py
# views.py
from django.shortcuts import render
from rest_framework import viewsets
from .serializers import ForecastProphetSerializer
from .models import ForecastProphet

class ForecastProphetViewSet(viewsets.ModelViewSet):
    queryset = ForecastProphet.objects.all().order_by('ticker')
    serializer_class = ForecastProphetSerializer

Update the following lines in mysite/urls.py :

nano mysite/urls.py
from django.contrib import admin
from django.urls import path, include

urlpatterns = [
    path('admin/', admin.site.urls),
    path('', include('myapi.urls')),
]

Create myapi/urls.py that was pointed to in the above code:

touch myapi/urls.py
nano myapi/urls.py
# myapi/urls.py
from django.urls import include, path
from rest_framework import routers
from . import views

router = routers.DefaultRouter()
router.register(r'ticker', views.ForecastProphetViewSet)

# Wire up our API using automatic URL routing.
# Additionally, we include login URLs for the browsable API.
urlpatterns = [
    path('', include(router.urls)),
    path('api-auth/', include('rest_framework.urls', namespace='rest_framework'))
]

Start the django server so see if the DRF is setup correctly:

python manage.py runserver 0.0.0.0:REPLACE_WITH_PORT_NUMBER

In your browser go to http://YOUR_IP_ADDRESS:PORT_NUMBER_FROM_ABOVE it should look similiar to this:

If you click on the URL it will show you the JSON that is returned: We can access individual instances by appending some index int like this to the url:

http://YOUR_IP_ADDRESS:PORT_NUMBER_FROM_ABOVE/ds/1

*This is helpful for when we use .delete() with requests


Edit this line in the buildozer.spec file.

p4a.branch = develop

Use the Adroid Device Bridge if needed (i.e. WSL): (USB Debugging must be enabled in devoloper options by tapping the build number 5 times in the settings menu)

/mnt/c/Users/mchar/Downloads/platform-tools_r33.0.0-windows/platform-tools/adb.exe devices
  • can add adb to environmatal variables (use sudo apt install adb for linux) Compile the app using: (this takes a long time!)
buildozer -v android deploy run

or

buildozer android debug deploy run

If it compiles successfully and doesn't upload to your device start a local host server by:

buildozer serve

It will tell you a port number and you can access it your browser by doing a localhost:THE_PORT_NUMBER_HERE, then download the .apk file and transfer it to your device.

Or you can just access it from the project dir where it should be located after successfully compiling.

Installation

conda activate forecastappenv
conda install -c conda-forge pyinstaller -y

Future Features / Models / To Do (Please add to this)

  • Multivariate Model
    • FB Prophet and Nueral Prophet multivariate?
    • Determine what features should be (adj close / cur_price, ticker(s) [categorize by sector?], sentiment score)
      • Feature Importance (re-ask Best Buy R&D Team Leader for alt. approach)
    • AutoML
      • Kats? (investigate additional univariate models as well, including Holt Winters)
      • AutoKeras (for classification purposes only)
      • Investigate additional libraries (TF, PyTorch, others?)
    • Save pickle file for model and use for forecast, as to not retrain the model on each api call
    • Optimize runtime performance
  • Create documents showcasing metrics of the app
    • Metrics showing how often the forecast was correct on new data (NOT backtesting) both in terms of the second derivative (increase or decrease) and the distance from the actual change in price
  • Rebuild Front end for each platform (i.e. Android studio [might be able to get to work for iOS too])
  • Website and Dashboard
    • Continue with Website and web app dev
    • Django server and JS
  • YouTube video (short), that explains the app in simplicity and brevity
    • Either use Adobe and or open source tools like Shotcut & GIMP
  • Get user feedback / data
    • Create survey for users to fill out on first time use (asl, income, etc?)
    • Create seperate DB server side to hold data from survey
    • Create seperate DB server side to hold data from users api calls (time of call, ticker)
      • Create script that connects to the DB and performs analytics on user data (forecast?, kmeans?)
        • Determine peak usage times
        • Determine top users and by using groupby
    • Add API POST requests when user uses GET requests
  • Create a written Business Proposal and present to potential investors
  • Scale up if the user usage and count increases greatly, but either investing in additional server hardware, Cloud accounts, or time to figure out how to maximize free cloud accounts / api's
    • Setup (backup) free server on Heroku

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A mobile app that uses ML/DL to forecast input ticker symbols and returns a chart of the forecast.

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