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## This scripts downloads historical stock prices and Vix Data for a given period. | |
import quandl | |
import pandas as pd | |
import csv | |
#Get a list of S&P 500 tickers | |
Tickers = pd.read_csv("C:\Users\lenovo\Desktop\Karishma\Stocks\SP500_Symbols.csv") |
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## This scripts downloads historical stock prices and Vix Data for a given period. | |
import quandl | |
import pandas as pd | |
import csv | |
#Get a list of S&P 500 tickers | |
Tickers = pd.read_csv("C:\Users\lenovo\Desktop\Karishma\Stocks\SP500_Symbols.csv") |
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## This scripts downloads historical stock prices for a given period. | |
import quandl | |
import pandas as pd | |
import csv | |
#Get a list of S&P 500 tickers | |
Tickers = pd.read_csv("C:\Users\lenovo\Desktop\Karishma\Stocks\SP500_Symbols.csv") |
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## This scripts updates the data for stock prices for the latest date | |
import quandl | |
import pandas as pd | |
import csv | |
import datetime as DT | |
#Get a list of S&P 500 tickers | |
Tickers = pd.read_csv("C:\Users\lenovo\Desktop\Karishma\Stocks\SP500_Symbols.csv") | |
quandl.ApiConfig.api_key = "xxxxxxxxxxxxxxxx" |
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## This script creates new normalized input variables and ML models to be used for prediction | |
import pandas as pd | |
import numpy as np | |
from sklearn import svm | |
from sklearn.model_selection import train_test_split | |
from imblearn.over_sampling import RandomOverSampler | |
from sklearn.metrics import confusion_matrix | |
from sklearn.metrics import accuracy_score | |
from sklearn.metrics import precision_score |
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#Calculate moving averages and normalize the below variables and add to the dataset 'df' | |
VolumeMA = df['Volume'].rolling(window=50).mean() | |
AdjClosedMA_50 = df['Adj. Close'].rolling(window=50).mean() | |
AdjClosedMA_200 = df['Adj. Close'].rolling(window=200).mean() | |
df['VolumeN']= ((df['Volume']-VolumeMA)/VolumeMA)*100 | |
df['AdjClosedN_50'] = ((df['Adj. Close']- AdjClosedMA_50)/AdjClosedMA_50)*100 | |
df['AdjClosedN_200'] = ((df['Adj. Close']- AdjClosedMA_200)/AdjClosedMA_200)*100 | |
#Converting numDays and minProfit to string for the purpose of exporting to csv files | |
numDaysF = float(numDays) |
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## Creating SVM model | |
X = df[['HighN','LowN','OpenN','VolumeN', 'pctChange','AdjClosedN_50', 'AdjClosedN_200']] | |
y = df['Class'] | |
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.20, random_state = 42) | |
ros = RandomOverSampler() | |
X_train_oversampled,y_train_oversampled = ros.fit_sample(X_train, y_train) | |
clf = svm.SVC() | |
clf.fit(X_train_oversampled,y_train_oversampled) | |
predict = clf.predict(X_test) | |
cm = confusion_matrix(y_test, predict) |
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import tweepy | |
import json | |
import pandas as pd | |
from scipy.misc import imread | |
from wordcloud import WordCloud, STOPWORDS, ImageColorGenerator | |
import matplotlib as mpl | |
import csv | |
import matplotlib.pyplot as plt | |
import operator |
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#Authentication | |
consumer_key = 'xxxxxxxxxxxxxxxxxxxxxxx' | |
consumer_secret = 'xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx' | |
access_token = 'xxxxxxxxxxxxx-xxxxxxxxxxxxxxx' | |
access_token_secret = 'xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx' | |
auth = tweepy.OAuthHandler(consumer_key, consumer_secret) #Interacting with twitter's API | |
auth.set_access_token(access_token, access_token_secret) | |
api = tweepy.API (auth) #creating the API object |
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#Store tweets data in a dataframe | |
def tweets_df(results): | |
id_list = [tweet.id for tweet in results] | |
data_set = pd.DataFrame(id_list, columns = ["id"]) | |
data_set["text"] = [tweet.text for tweet in results] | |
data_set["created_at"] = [tweet.created_at for tweet in results] | |
data_set["retweet_count"] = [tweet.retweet_count for tweet in results] | |
data_set["user_screen_name"] = [tweet.author.screen_name for tweet in results] |
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