app.py

"""
Demo is based on https://scikit-learn.org/stable/auto_examples/applications/plot_stock_market.html
"""

import sys
import numpy as np
import pandas as pd

symbol_dict = {
    "TOT": "Total",
    "XOM": "Exxon",
    "CVX": "Chevron",
    "COP": "ConocoPhillips",
    "VLO": "Valero Energy",
    "MSFT": "Microsoft",
    "IBM": "IBM",
    "TWX": "Time Warner",
    "CMCSA": "Comcast",
    "CVC": "Cablevision",
    "YHOO": "Yahoo",
    "DELL": "Dell",
    "HPQ": "HP",
    "AMZN": "Amazon",
    "TM": "Toyota",
    "CAJ": "Canon",
    "SNE": "Sony",
    "F": "Ford",
    "HMC": "Honda",
    "NAV": "Navistar",
    "NOC": "Northrop Grumman",
    "BA": "Boeing",
    "KO": "Coca Cola",
    "MMM": "3M",
    "MCD": "McDonald's",
    "PEP": "Pepsi",
    "K": "Kellogg",
    "UN": "Unilever",
    "MAR": "Marriott",
    "PG": "Procter Gamble",
    "CL": "Colgate-Palmolive",
    "GE": "General Electrics",
    "WFC": "Wells Fargo",
    "JPM": "JPMorgan Chase",
    "AIG": "AIG",
    "AXP": "American express",
    "BAC": "Bank of America",
    "GS": "Goldman Sachs",
    "AAPL": "Apple",
    "SAP": "SAP",
    "CSCO": "Cisco",
    "TXN": "Texas Instruments",
    "XRX": "Xerox",
    "WMT": "Wal-Mart",
    "HD": "Home Depot",
    "GSK": "GlaxoSmithKline",
    "PFE": "Pfizer",
    "SNY": "Sanofi-Aventis",
    "NVS": "Novartis",
    "KMB": "Kimberly-Clark",
    "R": "Ryder",
    "GD": "General Dynamics",
    "RTN": "Raytheon",
    "CVS": "CVS",
    "CAT": "Caterpillar",
    "DD": "DuPont de Nemours",
}


symbols, names = np.array(sorted(symbol_dict.items())).T

quotes = []

for symbol in symbols:
    print("Fetching quote history for %r" % symbol, file=sys.stderr)
    url = (
        "https://raw.githubusercontent.com/scikit-learn/examples-data/"
        "master/financial-data/{}.csv"
    )
    quotes.append(pd.read_csv(url.format(symbol)))

close_prices = np.vstack([q["close"] for q in quotes])
open_prices = np.vstack([q["open"] for q in quotes])

# The daily variations of the quotes are what carry the most information
variation = close_prices - open_prices


from sklearn import covariance

alphas = np.logspace(-1.5, 1, num=10)
edge_model = covariance.GraphicalLassoCV(alphas=alphas)

# standardize the time series: using correlations rather than covariance
# former is more efficient for structurerelations rather than covariance
# former is more efficient for structure recovery
X = variation.copy().T
X /= X.std(axis=0)
edge_model.fit(X)



from sklearn import cluster

_, labels = cluster.affinity_propagation(edge_model.covariance_, random_state=0)
n_labels = labels.max()


# Finding a low-dimension embedding for visualization: find the best position of
# the nodes (the stocks) on a 2D plane

from sklearn import manifold

node_position_model = manifold.LocallyLinearEmbedding(
    n_components=2, eigen_solver="dense", n_neighbors=6
)

embedding = node_position_model.fit_transform(X.T).T

import matplotlib.pyplot as plt
from matplotlib.collections import LineCollection

def visualize_stocks():
    fig  = plt.figure(1, facecolor="w", figsize=(10, 8))
    plt.clf()
    ax = plt.axes([0.0, 0.0, 1.0, 1.0])
    plt.axis("off")

    # Plot the graph of partial correlations
    partial_correlations = edge_model.precision_.copy()
    d = 1 / np.sqrt(np.diag(partial_correlations))
    partial_correlations *= d
    partial_correlations *= d[:, np.newaxis]
    non_zero = np.abs(np.triu(partial_correlations, k=1)) > 0.02

    # Plot the nodes using the coordinates of our embedding
    plt.scatter(
        embedding[0], embedding[1], s=100 * d**2, c=labels, cmap=plt.cm.nipy_spectral
    )

    # Plot the edges
    start_idx, end_idx = np.where(non_zero)
    # a sequence of (*line0*, *line1*, *line2*), where::
    #            linen = (x0, y0), (x1, y1), ... (xm, ym)
    segments = [
        [embedding[:, start], embedding[:, stop]] for start, stop in zip(start_idx, end_idx)
    ]
    values = np.abs(partial_correlations[non_zero])
    lc = LineCollection(
        segments, zorder=0, cmap=plt.cm.hot_r, norm=plt.Normalize(0, 0.7 * values.max())
    )
    lc.set_array(values)
    lc.set_linewidths(15 * values)
    ax.add_collection(lc)

    # Add a label to each node. The challenge here is that we want to
    # position the labels to avoid overlap with other labels
    for index, (name, label, (x, y)) in enumerate(zip(names, labels, embedding.T)):

        dx = x - embedding[0]
        dx[index] = 1
        dy = y - embedding[1]
        dy[index] = 1
        this_dx = dx[np.argmin(np.abs(dy))]
        this_dy = dy[np.argmin(np.abs(dx))]
        if this_dx > 0:
            horizontalalignment = "left"
            x = x + 0.002
        else:
            horizontalalignment = "right"
            x = x - 0.002
        if this_dy > 0:
            verticalalignment = "bottom"
            y = y + 0.002
        else:
            verticalalignment = "top"
            y = y - 0.002
        plt.text(
            x,
            y,
            name,
            size=10,
            horizontalalignment=horizontalalignment,
            verticalalignment=verticalalignment,
            bbox=dict(
                facecolor="w",
                edgecolor=plt.cm.nipy_spectral(label / float(n_labels)),
                alpha=0.6,
            ),
        )

    plt.xlim(
        embedding[0].min() - 0.15 * embedding[0].ptp(),
        embedding[0].max() + 0.10 * embedding[0].ptp(),
    )
    plt.ylim(
        embedding[1].min() - 0.03 * embedding[1].ptp(),
        embedding[1].max() + 0.03 * embedding[1].ptp(),
    )

    return fig
    
import gradio as gr

title = " 📈 Visualizing the stock market structure 📈"

with gr.Blocks(title=title) as demo:
    gr.Markdown(f"# {title}")
    gr.Markdown(" Data is of 56 stocks between the period of 2003 - 2008 <br>")
    gr.Markdown(" Stocks the move in together with each other are grouped together in a cluster <br>")

    gr.Markdown(" **[Demo is based on sklearn docs](https://scikit-learn.org/stable/auto_examples/applications/plot_stock_market.html)**")

    for i in range(n_labels + 1):
        gr.Markdown( f"Cluster {i + 1}: {', '.join(names[labels == i])}")
        
    btn = gr.Button(value="Visualize")
    btn.click(visualize_stocks, outputs= gr.Plot(label='Visualizing stock into clusters') )
    gr.Markdown( f"## In progress")
demo.launch()