From cb845e694ca05dbbb238a6b5072daeffd492acb2 Mon Sep 17 00:00:00 2001
From: Andrew Medeiros <andrew@amedeiros.com>
Date: Tue, 31 Aug 2021 12:40:30 -0400
Subject: [PATCH 1/2] start with neural prophet

---
 algo_bot/commands/strategies.py | 11 ++++++-----
 requirements.lock               | 10 +++++++++-
 requirements.txt                |  1 +
 3 files changed, 16 insertions(+), 6 deletions(-)

diff --git a/algo_bot/commands/strategies.py b/algo_bot/commands/strategies.py
index ea4af8b..92c39f8 100644
--- a/algo_bot/commands/strategies.py
+++ b/algo_bot/commands/strategies.py
@@ -9,7 +9,8 @@
 from algo_bot import cache, charting, utils
 from algo_bot.clients import alpha_vantage_client as avc
 from algo_bot.db.models import Screener
-from prophet import Prophet
+# from prophet import Prophet
+from neuralprophet import NeuralProphet
 
 RUN_STRATEGY_PARSER = argparse.ArgumentParser()
 RUN_STRATEGY_PARSER.add_argument("--screener-id", type=int, required=True)
@@ -26,10 +27,10 @@ def run_strategy_predict_price(message, ticker):
     results = avc.time_series_daily(ticker).reset_index()
     df = pd.DataFrame(data=results.loc[:, ["date", "4. close"]]).rename(columns={"date": "ds", "4. close": "y"})
     price = pd.DataFrame(data=results.loc[:, ["date", "4. close"]]).rename(columns={"4. close": "close"}).set_index(["date"])
-    m = Prophet(daily_seasonality=True)
-    m.fit(df)
-    future = m.make_future_dataframe(periods=365)
-    forecast = m.predict(future).set_index(["ds"]).sort_values(by="ds", ascending=False)
+    m = NeuralProphet(daily_seasonality=True)
+    m.fit(df, freq="D")
+    future = m.make_future_dataframe(df, periods=365, n_historic_predictions=True)
+    forecast = m.predict(future).set_index(["ds"]).sort_values(by="ds", ascending=True).rename(columns={"yhat1": "yhat"})
     fig = charting.predicted_price(
         start=utils.today(),
         stop=utils.years_ago(),
diff --git a/requirements.lock b/requirements.lock
index 18683f5..05430ca 100644
--- a/requirements.lock
+++ b/requirements.lock
@@ -7,6 +7,7 @@ argcomplete==1.12.3
 argon2-cffi==20.1.0
 astor==0.8.1
 async-timeout==3.0.1
+attrdict==2.0.1
 attrs==21.2.0
 Babel==2.9.1
 backcall==0.2.0
@@ -30,14 +31,16 @@ entrypoints==0.3
 ephem==4.0.0.2
 finviz==1.4.2
 funcparserlib==0.3.6
+future==0.18.2
 greenlet==1.1.1
 holidays==0.10.4
 hy==0.20.0
 idna==2.10
 importlib-metadata==4.7.1
 ipykernel==6.2.0
-ipython==7.26.0
+ipython==7.27.0
 ipython-genutils==0.2.0
+ipywidgets==7.6.3
 jedi==0.18.0
 Jinja2==3.0.1
 jmespath==0.10.0
@@ -49,6 +52,7 @@ jupyter-server==1.10.2
 jupyterlab==3.0.5
 jupyterlab-pygments==0.1.2
 jupyterlab-server==2.7.2
+jupyterlab-widgets==1.0.0
 kiwisolver==1.3.2
 korean-lunar-calendar==0.2.1
 LunarCalendar==0.0.9
@@ -65,6 +69,7 @@ nbclient==0.5.4
 nbconvert==6.1.0
 nbformat==5.1.3
 nest-asyncio==1.4.3
+neuralprophet==0.2.7
 notebook==6.4.3
 numpy==1.21.2
 packaging==21.0
@@ -115,6 +120,8 @@ tabulate==0.8.7
 tenacity==8.0.1
 terminado==0.11.1
 testpath==0.5.0
+torch==1.6.0
+torch-lr-finder==0.2.1
 tornado==6.1
 tqdm==4.62.2
 traitlets==5.0.5
@@ -126,6 +133,7 @@ wcwidth==0.2.5
 webencodings==0.5.1
 websocket-client==0.44.0
 wheel==0.37.0
+widgetsnbextension==3.5.1
 yarl==1.6.3
 yfinance==0.1.63
 zipp==3.5.0
diff --git a/requirements.txt b/requirements.txt
index 6b6a750..ce47084 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -2,6 +2,7 @@ requests==2.25.1
 finviz==1.4.2
 pystan==2.19.1.1
 numpy==1.21.2
+neuralprophet
 prophet==1.0.1
 plotly==4.14.3
 pandas==1.2.0

From b094747422554fce6ac3d66040e0c5ce4cdcb09d Mon Sep 17 00:00:00 2001
From: Andrew Medeiros <andrew@amedeiros.com>
Date: Tue, 11 Oct 2022 22:04:29 -0400
Subject: [PATCH 2/2] Remove unused time import

---
 algo_bot/commands/strategies.py | 1 -
 1 file changed, 1 deletion(-)

diff --git a/algo_bot/commands/strategies.py b/algo_bot/commands/strategies.py
index 7a14edb..645ad61 100644
--- a/algo_bot/commands/strategies.py
+++ b/algo_bot/commands/strategies.py
@@ -1,6 +1,5 @@
 import argparse
 import re
-import time
 
 import numpy as np
 import pandas as pd