sma.py

import argparse
import numpy as np
from helper_funcs import *
import pandas as pd
import matplotlib.pyplot as plt
from pandas.plotting import register_matplotlib_converters
register_matplotlib_converters()

# ----------------------------------------------------- SMA -----------------------------------------------------
def simple_moving_average(l_args, s_ticker, s_interval, df_stock):
    parser = argparse.ArgumentParser(prog='sma',
                                     description=""" Moving Averages are used to smooth the data in an array to 
                                     help eliminate noise and identify trends. The Simple Moving Average is literally 
                                     the simplest form of a moving average. Each output value is the average of the 
                                     previous n values. In a Simple Moving Average, each value in the time period carries 
                                     equal weight, and values outside of the time period are not included in the average. 
                                     This makes it less responsive to recent changes in the data, which can be useful for 
                                     filtering out those changes. """)

    parser.add_argument('-l', "--length", action="store", dest="n_length", type=check_positive, default=20, 
                        help='length of SMA window.')
    parser.add_argument('-d', "--days", action="store", dest="n_days", type=check_positive, default=5, 
                        help='prediction days.')

    try:
        (ns_parser, l_unknown_args) = parser.parse_known_args(l_args)

        if l_unknown_args:
            print(f"The following args couldn't be interpreted: {l_unknown_args}\n")
            return

        # Prediction data
        l_predictions = list()
        for pred_day in range(ns_parser.n_days):
            if pred_day < ns_parser.n_length:
                l_ma_stock = df_stock['5. adjusted close'].values[-ns_parser.n_length+pred_day:]
            else:
                l_ma_stock = list()
            l_predictions.append(np.mean(np.append(l_ma_stock, l_predictions)))

        l_pred_days = get_next_stock_market_days(last_stock_day=df_stock['5. adjusted close'].index[-1], n_next_days=ns_parser.n_days)
        df_pred = pd.Series(l_predictions, index=l_pred_days, name='Price') 

        # Plotting
        plt.plot(df_stock.index, df_stock['5. adjusted close'], lw=2)
        plt.title(f"{ns_parser.n_length} Moving Average on {s_ticker} - {ns_parser.n_days} days prediction")
        plt.xlim(df_stock.index[0], get_next_stock_market_days(df_pred.index[-1], 1)[-1])
        plt.xlabel('Time')
        plt.ylabel('Share Price ($)')
        plt.grid(b=True, which='major', color='#666666', linestyle='-')
        plt.minorticks_on()
        plt.grid(b=True, which='minor', color='#999999', linestyle='-', alpha=0.2)
        df_ma = df_stock['5. adjusted close'].rolling(window=ns_parser.n_length).mean()
        plt.plot(df_ma.index, df_ma, lw=2, linestyle='--', c='tab:orange')
        plt.plot([df_stock.index[-1], df_pred.index[0]], [df_stock['5. adjusted close'].values[-1], df_pred.values[0]], lw=1, c='tab:green', linestyle='--')
        plt.plot(df_pred.index, df_pred, lw=2, c='tab:green')
        plt.axvspan(df_stock.index[-1], df_pred.index[-1], facecolor='tab:orange', alpha=0.2)
        xmin, xmax, ymin, ymax = plt.axis()
        plt.vlines(df_stock.index[-1], ymin, ymax, linewidth=1, linestyle='--', color='k')
        plt.show()

        # Print prediction data
        print("Predicted share price:")
        df_pred = df_pred.apply(lambda x: f"{x:.2f} $")
        print(df_pred.to_string())
        print("")

    except:
        print("")