Created
April 11, 2022 15:46
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import numpy as np | |
import pandas as pd | |
import matplotlib.pyplot as plt | |
from datetime import datetime | |
from autots import AutoTS | |
data = pd.read_csv('BitcoinHistoricalData.csv') | |
print("Shape of Dataset is: ", data.shape, "\n") | |
print(data.head()) | |
# Convert DataFrame column type from string to datetime | |
data['Date'] = pd.to_datetime(data['Date']) | |
# Sort by date column | |
data = data.sort_values('Date').reset_index(drop=True) | |
# Select the column "Price" for daily price | |
# Price strings have commas as thousands separators so you will have to remove them | |
# before the call to float | |
data['Price'] = (data['Price'].str.split()).apply(lambda x: float(x[0].replace(',', ''))) | |
data['Price'] = data['Price'].astype(float) | |
# Soften data w/ a moving average on price | |
movingAvgWindow = 30 | |
data['Price'] = data['Price'].rolling(window=movingAvgWindow).mean() | |
data = data[movingAvgWindow:] | |
model = AutoTS(forecast_length=120, frequency='infer', ensemble='simple', drop_data_older_than_periods=3000) | |
model = model.fit(data, date_col='Date', value_col='Price', id_col=None) | |
prediction = model.predict() | |
forecast = prediction.forecast | |
# Save, in case you need to store results | |
# forecast.to_csv('forecast.csv', index=True) | |
# Load stored forecast, in case you need to load previous results | |
# forecast = pd.read_csv('forecast.csv') | |
# Add column headers | |
forecast.columns = ['Date', 'Price'] | |
# Convert DataFrame column type from string to datetime | |
forecast['Date'] = pd.to_datetime(forecast['Date']) | |
print("Bitcoin Price Prediction") | |
print(forecast) | |
# Draw it | |
plt.figure(figsize=(24,10)) | |
plt.plot(data['Date'].values, data['Price'].values, label = 'Real Bitcoin Price', color = 'red') | |
plt.plot(forecast['Date'].values, forecast['Price'].values, label = 'Predicted Bitcoin Price', color = 'blue') | |
plt.xlabel('Date') | |
plt.ylabel('Price ($)') | |
plt.legend() | |
plt.show() |
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