I am trying to use Facebook's Prophet Model with cryptocurrency price data from Yahoo Finance to predict future prices. I have imported all libraries, defined the function to get historical data from Yahoo Finance, however after getting the data and training the model, when I try to run the code to visualize data I get a ValueError: ValueError: All arguments should have the same length. The length of argument y
is 4, whereas the length of previous arguments ['ds'] is 398. I will put the entire code below. Please help me.
from tqdm import tqdm
import pandas as pd
from prophet import Prophet
import yfinance as yf
from datetime import datetime, timedelta
import plotly.express as px
import numpy as np
def getData(ticker, window, ma_period):
"""
Grabs price data from a given ticker. Retrieves prices based on the given time window; from now
to N days ago. Sets the moving average period for prediction. Returns a preprocessed DF
formatted for FB Prophet.
"""
# Time periods
now = datetime.now()
# How far back to retrieve tweets
ago = now - timedelta(days=window)
# Designating the Ticker
crypto = yf.Ticker(ticker)
# Getting price history
df = crypto.history(start=ago.strftime("%Y-%m-%d"), end=now.strftime("%Y-%m-%d"), interval="1d")
# Handling missing data from yahoo finance
df = df.reindex(
[df.index.min()+pd.offsets.Day(i) for i in range(df.shape[0])],
fill_value=None
).fillna(method='ffill')
# Getting the N Day Moving Average and rounding the values
df['MA'] = df[['Open']].rolling(window=ma_period).mean().apply(lambda x: round(x, 2))
# Dropping the NaNs
df.dropna(inplace=True)
# Formatted for FB Prophet
df = df.reset_index().rename(columns={"Date": "ds", "MA": "y"})
return df
def fbpTrainPredict(df, forecast_period):
"""
Uses FB Prophet and fits to a appropriately formatted DF. Makes a prediction N days into
the future based on given forecast period. Returns predicted values as a DF.
"""
# Setting up prophet
m = Prophet(
daily_seasonality=True,
yearly_seasonality=True,
weekly_seasonality=True
)
# Fitting to the prices
m.fit(df[['ds', 'y']])
# Future DF
future = m.make_future_dataframe(periods=forecast_period)
# Predicting values
forecast = m.predict(future)
# Returning a set of predicted values
return forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']]
def visFBP(df, forecast):
"""
Given two dataframes: before training df and a forecast df, returns
a visual chart of the predicted values and actual values.
"""
# Visual DF
vis_df = df[['ds','Open']].append(forecast).rename(
columns={'yhat': 'Prediction',
'yhat_upper': "Predicted High",
'yhat_lower': "Predicted Low"}
)
# Visualizing results
fig = px.line(
vis_df,
x='ds',
y=['Open', 'Prediction', 'Predicted High', 'Predicted Low'],
title='Crypto Forecast',
labels={'value':'Price',
'ds': 'Date'}
)
# Adding a slider
fig.update_xaxes(
rangeselector=dict(
buttons=list([
dict(count=1, label="1m", step="month", stepmode="backward"),
dict(count=3, label="3m", step="month", stepmode="backward"),
dict(count=6, label="6m", step="month", stepmode="backward"),
dict(count=1, label="YTD", step="year", stepmode="todate"),
dict(count=1, label="1y", step="year", stepmode="backward"),
dict(step="all")
])
)
)
return fig.show()
# Getting and Formatting Data
df = getData("SHIB-USD", window=730, ma_period=5)
# Training and Predicting Data
forecast = fbpTrainPredict(df, forecast_period=90)
# Visualizing Data
visFBP(df, forecast)
I used plotly's graph objects to add each of the graph lines individually. Make sure you include graph_objects: import plotly.graph_objects as go
And then instead of:
# Visualizing results
fig = px.line(
vis_df,
x='ds',
y=['Open', 'Prediction', 'Predicted High', 'Predicted Low'],
title='Crypto Forecast',
labels={'value':'Price',
'ds': 'Date'}
)
You create the empty figure and add each data column as a 'scatter':
# Visualizing results
fig = go.Figure()
fig.add_scatter(x=vis_df['ds'], y=vis_df['Open'],mode='lines', name="Open")
fig.add_scatter(x=vis_df['ds'], y=vis_df['Prediction'],mode='lines', name="Prediction")
fig.add_scatter(x=vis_df['ds'], y=vis_df['Predicted Low'],mode='lines', name="Predicted Low")
fig.add_scatter(x=vis_df['ds'], y=vis_df['Predicted High'],mode='lines', name="Predicted High")
fig.update_layout(
title="Crypto Forecast",
xaxis_title="Date",
yaxis_title="Price",
)
There still seems to be a problem with your prediction, but I'm going to have to leave that to someone else.
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