prophet | Financial markets analysis framework for programmers | Cryptocurrency library

 by   Emsu Python Version: v0.1.1 License: BSD-3-Clause

kandi X-RAY | prophet Summary

kandi X-RAY | prophet Summary

prophet is a Python library typically used in Blockchain, Cryptocurrency applications. prophet has no vulnerabilities, it has build file available, it has a Permissive License and it has high support. However prophet has 1 bugs. You can download it from GitHub.

Prophet is a Python microframework for financial markets. Prophet strives to let the programmer focus on modeling financial strategies, portfolio management, and analyzing backtests. It achieves this by having few functions to learn to hit the ground running, yet being flexible enough to accomodate sophistication. Prophet is Python 2 and 3 compatible. See the documentation for more details. Join the mailing list here or join by email. See the development board to see what's currently in the works.
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            kandi-support Support

              prophet has a highly active ecosystem.
              It has 1071 star(s) with 124 fork(s). There are 63 watchers for this library.
              OutlinedDot
              It had no major release in the last 12 months.
              There are 5 open issues and 8 have been closed. On average issues are closed in 81 days. There are 1 open pull requests and 0 closed requests.
              It has a positive sentiment in the developer community.
              The latest version of prophet is v0.1.1

            kandi-Quality Quality

              prophet has 1 bugs (0 blocker, 0 critical, 1 major, 0 minor) and 9 code smells.

            kandi-Security Security

              prophet has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              prophet code analysis shows 0 unresolved vulnerabilities.
              There are 1 security hotspots that need review.

            kandi-License License

              prophet is licensed under the BSD-3-Clause License. This license is Permissive.
              Permissive licenses have the least restrictions, and you can use them in most projects.

            kandi-Reuse Reuse

              prophet releases are available to install and integrate.
              Build file is available. You can build the component from source.
              Installation instructions are not available. Examples and code snippets are available.
              prophet saves you 329 person hours of effort in developing the same functionality from scratch.
              It has 789 lines of code, 48 functions and 18 files.
              It has low code complexity. Code complexity directly impacts maintainability of the code.

            Top functions reviewed by kandi - BETA

            kandi has reviewed prophet and discovered the below as its top functions. This is intended to give you an instant insight into prophet implemented functionality, and help decide if they suit your requirements.
            • Compute and sell orders
            • Set up sell orders
            • Adds an order
            • Returns a list of nonading days for the given date range
            • Convert a datetime to a datetime object
            • Run zipline
            • Get the cache file path
            • Runs the back test
            • Generate data
            • Generate orders for given target date
            • Visualize a portfolio
            • Returns a list of early close rules
            • Runs backtest analyzers
            • Calculate the volatility rate
            • Register a portfolio analyzers
            • Returns a pandas DataFrame containing the open and close dates
            • Set the order generator
            • Register new data generators
            • Set universe
            • Get trading days between start and end date
            Get all kandi verified functions for this library.

            prophet Key Features

            No Key Features are available at this moment for prophet.

            prophet Examples and Code Snippets

            copy iconCopy
            promo = pd.DataFrame({'holiday': "Promo event",
                                  'ds' : pd.to_datetime(['2016-08-01']),
                                  'lower_window': 0,
                                  'upper_window': 31})
            future_promo = pd.DataFrame({'holiday': "Promo event",
                
            copy iconCopy
            prophet = Prophet()
            prophet.add_country_holidays(country_name='US')
            prophet.fit(df[d['date'] < pd.to_datetime('2017-01-01')])
            future = prophet.make_future_dataframe(periods=365, freq='d')
            forecast = prophet.predict(future)
            fig = prophet.plot(forec  
            copy iconCopy
            passengers = pd.read_csv('data/AirPassengers.csv')
            df = pd.DataFrame()
            df['ds'] = pd.to_datetime(passengers['Month'])
            df['y'] = passengers['#Passengers']
            
            prophet = Prophet()
            prophet.fit(df)
            future = prophet.make_future_dataframe(periods=12 * 6, freq  

            Community Discussions

            QUESTION

            How to solve No module named 'selenium' in VS code?
            Asked 2021-Jun-11 at 08:22

            How to solve No module named 'selenium' in VS code?

            Module to be used

            ...

            ANSWER

            Answered 2021-Jun-11 at 08:22

            If you already installed Selenium by pip install selenium or by any other way and still see that error I guess you are missing a system PATH set to Python or Selenium folder in your machine.
            So just add those folders locations to you machine PATH as described here or any other place.

            Source https://stackoverflow.com/questions/67932495

            QUESTION

            What is the name of the model fbprophet used?
            Asked 2021-Jun-09 at 01:24

            There are a lot of models of time series.

            There is ARMA, ARIMA and so on. What is the actual model Facebook prophet actually used?

            ...

            ANSWER

            Answered 2021-Jun-09 at 01:24

            fbProphet does not use any of other models. It is a model. Once again, I link an article where you can check details and bring out the most important part, the math.

            The prophet model is using three important features: trend, seasonality, and holidays. It is not necessary to use all of them. And now the formula is the following (citing the article):

            Prophet fits several linear and non-linear functions of time as components. In its simplest form;

            Source https://stackoverflow.com/questions/65767372

            QUESTION

            Selenium: "ElementClickInterceptedException", Element is not clickable because another element obscures it
            Asked 2021-May-26 at 19:14

            I am trying to click on the "CSV" button at this website https://covid19-vaccine-report.ecdc.europa.eu/#6_Reported_data using selenium.

            However, with the below code I am receiving the error selenium.common.exceptions.ElementClickInterceptedException: Message: Element is not clickable at point (464,600) because another element obscures it.

            The code:

            ...

            ANSWER

            Answered 2021-May-26 at 13:46

            Try the following: scroll into view some other element that is below the desired button so that the desired button will not be covered by the cookies banner and then try clicking the button.

            Source https://stackoverflow.com/questions/67705552

            QUESTION

            Can I calculate the confidence bound of a Prophet model that would contain a certain value?
            Asked 2021-May-03 at 23:28

            can I use the y-hat variance, the bounds, and the point estimate from the forecast data frame to calculate the confidence level that would contain a given value?

            I've seen that I can change my interval level prior to fitting but programmatically that feels like a LOT of expensive trial and error. Is there a way to estimate the confidence bound using only the information from the model parameters and the forecast data frame?

            Something like:

            ...

            ANSWER

            Answered 2021-Apr-29 at 11:38

            fbprophet uses the numpy.percentile method to estimate the percentiles as you can see here in the source code: https://github.com/facebook/prophet/blob/0616bfb5daa6888e9665bba1f95d9d67e91fed66/python/prophet/forecaster.py#L1448

            How to inverse calculate percentiles for values is already answered here: Map each list value to its corresponding percentile

            Combining everything based on your code example:

            Source https://stackoverflow.com/questions/67219488

            QUESTION

            fbprophet: Error evaluating model log probability: Non-finite gradient
            Asked 2021-Apr-27 at 10:31

            I am getting the following error:

            All I am doing is running this piece of code. I have used this dataset https://www.kaggle.com/camnugent/sandp500 but tried a few different ones, and all of them returned this message.

            ...

            ANSWER

            Answered 2021-Apr-27 at 10:31

            I'm unable to reproduce your error, but I believe I know why the fit is failing. The data you are trying to fit are closing stock prices for >500 stocks. When plotted using data_to_use.plot.scatter(x='ds', y='y', s=0.01), you get:

            I believe the fit is failing because it is simply struggling to converge to a reasonable solution as mentioned in this pystan discourse thread. When I naively try to fit this data, it doesn't fail but instead gives a nearly horizontal line prediction near y = 100 with very large error bars.

            Depending on what you're trying to do, I'd suggest either picking one stock by Name, for example:

            Source https://stackoverflow.com/questions/67256240

            QUESTION

            Merging Datetime column and Int column as hours replacing 00 - ValueError: to assemble mappings requires at least that [year, month, day]
            Asked 2021-Mar-28 at 13:09

            I have a dataframe with two columns that are:

            • A datetime column with the following format %Y-%m-%d
            • An int column

            They represent a day and an hour. I want to merge because then I want to give to prophet so I need to convert to this format:

            ...

            ANSWER

            Answered 2021-Mar-28 at 13:09

            QUESTION

            Name Multiple Ranges - Using Data in Two Columns
            Asked 2021-Feb-21 at 20:29

            I searched for this with no luck. Any help is appreciated.

            Data Set

            I have a fairly tall dataset (roughly between 1,000 and 5,000 rows) with two columns; one for category and the other for values. The data varies; there might be 10 categories, maybe 100, or any other number:

            Column A Column B Category 1 Value 1 Category 1 Value 2 Category 1 Value 3 Category 2 Value 4 Category 2 Value 5 Category 2 Value 6 Category 3 Value 7 Category 3 Value 8 Category 3 Value 9 Category 3 Value 10

            etc.

            Objective

            I would like to create ranges based on the values in Column A that only include the values in Column B, using the value of Column A as the name of the range.

            So for example:

            • Range Name = "Category 1" ; Range Values { Value 1, Value 2, Value 3}
            • Range Name = "Category 2" ; Range Values { Value 4, Value 5, Value 6}
            • Range Name = "Category 3" ; Range Values { Value 7, Value 8, Value 9, Value 10}
            • etc.
            Things Attempted

            I've tried a number of things, but I'm such a VBA novice that I can't tell what is an effective way to approach this solution and fear I keep making wrong turns in the approach.

            I thought perhaps trying to find the next distinct value in Column A might be a good idea paired with the offset function, but I can't get much further than simply creating and naming the range of categories to look through in Column A. I'm sure this isn't necessary, but I am definitely not a VBA expert.

            ...

            ANSWER

            Answered 2021-Feb-21 at 19:57

            As per my comment, I'm not sure whether what you're doing is the best way of doing things, and since you can't have spaces in the names of named variables, if your categories are actually going to be words and some could have spaces, you're setting up a lot of heartache processing exceptions. That aside, if it's really what you need, you weren't that far off, but you can't keep track of the start and end of each range with one variable. The code below will do what you've asked for:

            Source https://stackoverflow.com/questions/66305544

            QUESTION

            why should the models used by modeltime_table be adjusted on the training data when applying modeltime_fit_resamples ?( modeltime )
            Asked 2021-Feb-10 at 12:30

            When working with time series through the modeltime / tidymodels framework, the following workflow is presented to verify the performance of the models with cross validation.

            ...

            ANSWER

            Answered 2021-Feb-10 at 12:30

            I believe understanding the procedure a bit more will help. When you Modeltime Resample is designed to take your model's specification and refit it repeatedly to resampled data.

            What is resampling?

            It's the idea that we want to test how our models would have performed given that the models were trained on subsets of the data. This is useful in understanding our confidence in the models and how it changes especially with time series (temporal) data. Resampling require re-training and re-evaluating the model specification on each resample (train/test 1, train/test 2, ..., train/test N).

            What is a model specification?
            • It's the parameters you've specified and model type (modeling function and engine)
            • It's not the "Fitted Model" (meaning it doesn't make predictions with your model)
            How does the internal Modeltime Resample process work?
            1. Modeltime Resample uses the fit_resamples() function from tune and applies to each model in a modeltime table containing one or more models.

            2. The refitting process ignores your "fitted model", but copies the parameters selected and the modeling specification to repeated fit (train) new models to the resamples.

            3. The result is how your model would have performed if fitted on different samples of the data. You can display the results using the plotting and table utilities.

            Resample Table and Resample Plot

            Examples from the Panel Data Tutorial:

            Source https://stackoverflow.com/questions/66032041

            QUESTION

            How can I export a model (Predictor) trained on Amazon Forecast?
            Asked 2021-Jan-19 at 20:56

            On Amazon Forecast, how can I export a model (a Predictor in Forecast lingo) that I already trained? For example, export an ARIMA or Prophet model weights to a file t be downloaded or stored on S3.

            Running forecasts on new data is just too slow and I would like to use Forecast to train models and eventually deploy them somewhere else.

            ...

            ANSWER

            Answered 2021-Jan-19 at 20:56

            QUESTION

            Facebook Prophet Multivariate Forecasting "Found NaN in column"
            Asked 2021-Jan-19 at 13:44

            I have a multivariate five year dataset, with five other features in addition to y. I have a train test split, where the training set is the first 4 years. I want it to predict the 5th year, so I can compare the results with the actual 5th year data.

            I make the future dataframe with make_future_dataframe(periods=365). I pandas.concat the future and train DFs (as pandas.merge cuts off the blank 5th year) future_regressors = pandas.concat([future, train[['f1', 'f2', 'f3', 'f4', 'f5']]], axis=1). Prophet however wants the 5 regressors to have values in the 5th year (which it expresses by complaining about the NaNs from the beginning of the 5th year), but the data doest exist in the training set.

            What's the best way to go about this?

            ...

            ANSWER

            Answered 2021-Jan-19 at 12:36

            Found the answer on this SO post, specifically:

            Note that the additional variables should have values for your future (test) data. If you don't have them, you could start by predicting add1 and add2 with univariate timeseries, and then predict y with add_regressor and the predicted add1 and add2 as future values of the additional variables.

            Source https://stackoverflow.com/questions/65760810

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install prophet

            You can download it from GitHub.
            You can use prophet like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

            Support

            Run the following to your development environment setup:.
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            CLONE
          • HTTPS

            https://github.com/Emsu/prophet.git

          • CLI

            gh repo clone Emsu/prophet

          • sshUrl

            git@github.com:Emsu/prophet.git

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