|
|
import os |
|
|
import datetime as dt |
|
|
import pandas as pd |
|
|
import torch |
|
|
import gradio as gr |
|
|
import yfinance as yf |
|
|
|
|
|
from chronos import BaseChronosPipeline |
|
|
|
|
|
|
|
|
_PIPELINE_CACHE = {} |
|
|
|
|
|
def get_pipeline(model_id: str, device: str = "cpu"): |
|
|
key = (model_id, device) |
|
|
if key not in _PIPELINE_CACHE: |
|
|
_PIPELINE_CACHE[key] = BaseChronosPipeline.from_pretrained( |
|
|
model_id, |
|
|
device_map=device, |
|
|
torch_dtype=torch.float32 if device == "cpu" else torch.bfloat16, |
|
|
) |
|
|
return _PIPELINE_CACHE[key] |
|
|
|
|
|
|
|
|
def load_close_series(ticker: str, start: str, end: str, interval: str = "1d"): |
|
|
|
|
|
df = yf.download(ticker, start=start, end=end, interval=interval, progress=False) |
|
|
if df.empty or "Close" not in df: |
|
|
raise ValueError("๋ฐ์ดํฐ๊ฐ ์๊ฑฐ๋ 'Close' ์ด์ ์ฐพ์ ์ ์์ต๋๋ค. ํฐ์ปค/๋ ์ง๋ฅผ ํ์ธํ์ธ์.") |
|
|
s = df["Close"].dropna().astype(float) |
|
|
return s |
|
|
|
|
|
|
|
|
def run_forecast(ticker, start_date, end_date, horizon, model_id, device, interval): |
|
|
try: |
|
|
series = load_close_series(ticker, start_date, end_date, interval) |
|
|
except Exception as e: |
|
|
return gr.Plot.update(None), pd.DataFrame(), f"๋ฐ์ดํฐ ๋ก๋ฉ ์ค๋ฅ: {e}" |
|
|
|
|
|
pipe = get_pipeline(model_id, device) |
|
|
H = int(horizon) |
|
|
|
|
|
|
|
|
context = torch.tensor(series.values, dtype=torch.float32) |
|
|
|
|
|
|
|
|
|
|
|
preds = pipe.predict(context=context, prediction_length=H)[0] |
|
|
q10, q50, q90 = preds[0], preds[1], preds[2] |
|
|
|
|
|
|
|
|
df_fcst = pd.DataFrame( |
|
|
{"q10": q10.numpy(), "q50": q50.numpy(), "q90": q90.numpy()}, |
|
|
index=pd.RangeIndex(1, H + 1, name="step"), |
|
|
) |
|
|
|
|
|
|
|
|
import matplotlib.pyplot as plt |
|
|
fig = plt.figure(figsize=(10, 4)) |
|
|
plt.plot(series.index, series.values, label="history") |
|
|
|
|
|
future_index = pd.date_range(series.index[-1], periods=H + 1, freq="D")[1:] |
|
|
plt.plot(future_index, q50.numpy(), label="forecast(q50)") |
|
|
plt.fill_between(future_index, q10.numpy(), q90.numpy(), alpha=0.2, label="q10โq90") |
|
|
plt.title(f"{ticker} forecast by Chronos-Bolt") |
|
|
plt.legend() |
|
|
plt.tight_layout() |
|
|
|
|
|
note = "โป ๋ฐ๋ชจ ๋ชฉ์ ์
๋๋ค. ํฌ์ ํ๋จ์ ์ฑ
์์ ๋ณธ์ธ์๊ฒ ์์ต๋๋ค." |
|
|
return fig, df_fcst, note |
|
|
|
|
|
|
|
|
with gr.Blocks(title="Chronos Stock Forecast") as demo: |
|
|
gr.Markdown("# Chronos ์ฃผ๊ฐ ์์ธก ๋ฐ๋ชจ") |
|
|
with gr.Row(): |
|
|
ticker = gr.Textbox(value="AAPL", label="ํฐ์ปค (์: AAPL, MSFT, 005930.KS)") |
|
|
horizon = gr.Slider(5, 60, value=20, step=1, label="์์ธก ๊ธธ์ด H (์ผ)") |
|
|
with gr.Row(): |
|
|
start = gr.Textbox(value=(dt.date.today()-dt.timedelta(days=365)).isoformat(), label="์์์ผ (YYYY-MM-DD)") |
|
|
end = gr.Textbox(value=dt.date.today().isoformat(), label="์ข
๋ฃ์ผ (YYYY-MM-DD)") |
|
|
with gr.Row(): |
|
|
model_id = gr.Dropdown( |
|
|
choices=[ |
|
|
"amazon/chronos-bolt-tiny", |
|
|
"amazon/chronos-bolt-mini", |
|
|
"amazon/chronos-bolt-small", |
|
|
"amazon/chronos-bolt-base", |
|
|
], |
|
|
value="amazon/chronos-bolt-small", |
|
|
label="๋ชจ๋ธ" |
|
|
) |
|
|
device = gr.Dropdown(choices=["cpu"], value="cpu", label="๋๋ฐ์ด์ค") |
|
|
interval = gr.Dropdown(choices=["1d"], value="1d", label="๊ฐ๊ฒฉ") |
|
|
btn = gr.Button("์์ธก ์คํ") |
|
|
|
|
|
plot = gr.Plot(label="History + Forecast") |
|
|
table = gr.Dataframe(label="์์ธก ๊ฒฐ๊ณผ (๋ถ์์)") |
|
|
note = gr.Markdown() |
|
|
|
|
|
btn.click( |
|
|
fn=run_forecast, |
|
|
inputs=[ticker, start, end, horizon, model_id, device, interval], |
|
|
outputs=[plot, table, note] |
|
|
) |
|
|
|
|
|
if __name__ == "__main__": |
|
|
demo.launch() |
|
|
|