Stock Predictions by TensorFlow (LSTM)-Copy1.ipynb

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    "# > Stock Predictions by TensorFlow (LSTM) <\n",
    "\n",
    "\n",
    "### RNNs (a type of neural network) are used on time series data.\n",
    "### RNNs process a time series step-by-step, maintaining an internal state summarizing the information learned so far."
   ]
  },
  {
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   "id": "3fb85dd1",
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   "source": [
    "# required library modules\n",
    "\n",
    "import yfinance as yf\n",
    "from yahoo_earnings_calendar import YahooEarningsCalendar\n",
    "import pandas as pd\n",
    "import numpy as np\n",
    "\n",
    "yec = YahooEarningsCalendar()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "f57881a6",
   "metadata": {},
   "outputs": [
    {
     "ename": "IndexError",
     "evalue": "list index out of range",
     "output_type": "error",
     "traceback": [
      "\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[0;31mIndexError\u001b[0m                                Traceback (most recent call last)",
      "Input \u001b[0;32mIn [2]\u001b[0m, in \u001b[0;36m<cell line: 7>\u001b[0;34m()\u001b[0m\n\u001b[1;32m      4\u001b[0m \u001b[38;5;66;03m#date_from = datetime.strptime('May 5 2018  1:00AM', '%b %d %Y %I:%M%p')\u001b[39;00m\n\u001b[1;32m      5\u001b[0m \u001b[38;5;66;03m#date_to = datetime.strptime('May 8 2019  1:00PM', '%b %d %Y %I:%M%p')\u001b[39;00m\n\u001b[1;32m      6\u001b[0m date_from \u001b[38;5;241m=\u001b[39m datetime\u001b[38;5;241m.\u001b[39mstrptime(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124m10/30/2020\u001b[39m\u001b[38;5;124m'\u001b[39m, \u001b[38;5;124m'\u001b[39m\u001b[38;5;124m%\u001b[39m\u001b[38;5;124mm/\u001b[39m\u001b[38;5;132;01m%d\u001b[39;00m\u001b[38;5;124m/\u001b[39m\u001b[38;5;124m%\u001b[39m\u001b[38;5;124mY\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[0;32m----> 7\u001b[0m er \u001b[38;5;241m=\u001b[39m \u001b[43myec\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mearnings_on\u001b[49m\u001b[43m(\u001b[49m\u001b[43mdate_from\u001b[49m\u001b[43m)\u001b[49m\n",
      "File \u001b[0;32m/home/aj/marketENV/lib/python3.8/site-packages/yahoo_earnings_calendar/scraper.py:93\u001b[0m, in \u001b[0;36mYahooEarningsCalendar.earnings_on\u001b[0;34m(self, date, offset, count)\u001b[0m\n\u001b[1;32m     90\u001b[0m logger\u001b[38;5;241m.\u001b[39mdebug(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mFetching earnings data for \u001b[39m\u001b[38;5;132;01m%s\u001b[39;00m\u001b[38;5;124m'\u001b[39m, date_str)\n\u001b[1;32m     91\u001b[0m dated_url \u001b[38;5;241m=\u001b[39m \u001b[38;5;124m'\u001b[39m\u001b[38;5;132;01m{0}\u001b[39;00m\u001b[38;5;124m?day=\u001b[39m\u001b[38;5;132;01m{1}\u001b[39;00m\u001b[38;5;124m&offset=\u001b[39m\u001b[38;5;132;01m{2}\u001b[39;00m\u001b[38;5;124m&size=\u001b[39m\u001b[38;5;132;01m{3}\u001b[39;00m\u001b[38;5;124m'\u001b[39m\u001b[38;5;241m.\u001b[39mformat(\n\u001b[1;32m     92\u001b[0m     BASE_URL, date_str, offset, OFFSET_STEP)\n\u001b[0;32m---> 93\u001b[0m page_data_dict \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_get_data_dict\u001b[49m\u001b[43m(\u001b[49m\u001b[43mdated_url\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m     94\u001b[0m stores_dict \u001b[38;5;241m=\u001b[39m page_data_dict[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mcontext\u001b[39m\u001b[38;5;124m'\u001b[39m][\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mdispatcher\u001b[39m\u001b[38;5;124m'\u001b[39m][\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mstores\u001b[39m\u001b[38;5;124m'\u001b[39m]\n\u001b[1;32m     95\u001b[0m earnings_count \u001b[38;5;241m=\u001b[39m stores_dict[\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mScreenerCriteriaStore\u001b[39m\u001b[38;5;124m'\u001b[39m][\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mmeta\u001b[39m\u001b[38;5;124m'\u001b[39m][\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mtotal\u001b[39m\u001b[38;5;124m'\u001b[39m]\n",
      "File \u001b[0;32m/home/aj/marketENV/lib/python3.8/site-packages/yahoo_earnings_calendar/scraper.py:38\u001b[0m, in \u001b[0;36mYahooEarningsCalendar._get_data_dict\u001b[0;34m(self, url)\u001b[0m\n\u001b[1;32m     36\u001b[0m page \u001b[38;5;241m=\u001b[39m requests\u001b[38;5;241m.\u001b[39mget(url)\n\u001b[1;32m     37\u001b[0m page_content \u001b[38;5;241m=\u001b[39m page\u001b[38;5;241m.\u001b[39mcontent\u001b[38;5;241m.\u001b[39mdecode(encoding\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mutf-8\u001b[39m\u001b[38;5;124m'\u001b[39m, errors\u001b[38;5;241m=\u001b[39m\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mstrict\u001b[39m\u001b[38;5;124m'\u001b[39m)\n\u001b[0;32m---> 38\u001b[0m page_data_string \u001b[38;5;241m=\u001b[39m \u001b[43m[\u001b[49m\u001b[43mrow\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;28;43;01mfor\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[43mrow\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;129;43;01min\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[43mpage_content\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43msplit\u001b[49m\u001b[43m(\u001b[49m\n\u001b[1;32m     39\u001b[0m \u001b[43m    \u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;130;43;01m\\n\u001b[39;49;00m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m)\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;28;43;01mif\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[43mrow\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mstartswith\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[38;5;124;43mroot.App.main = \u001b[39;49m\u001b[38;5;124;43m'\u001b[39;49m\u001b[43m)\u001b[49m\u001b[43m]\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;241;43m0\u001b[39;49m\u001b[43m]\u001b[49m[:\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m]\n\u001b[1;32m     40\u001b[0m page_data_string \u001b[38;5;241m=\u001b[39m page_data_string\u001b[38;5;241m.\u001b[39msplit(\u001b[38;5;124m'\u001b[39m\u001b[38;5;124mroot.App.main = \u001b[39m\u001b[38;5;124m'\u001b[39m, \u001b[38;5;241m1\u001b[39m)[\u001b[38;5;241m1\u001b[39m]\n\u001b[1;32m     41\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m json\u001b[38;5;241m.\u001b[39mloads(page_data_string)\n",
      "\u001b[0;31mIndexError\u001b[0m: list index out of range"
     ]
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   "source": [
    "# getting tickers from earnings report\n",
    "from datetime import datetime\n",
    "\n",
    "#date_from = datetime.strptime('May 5 2018  1:00AM', '%b %d %Y %I:%M%p')\n",
    "#date_to = datetime.strptime('May 8 2019  1:00PM', '%b %d %Y %I:%M%p')\n",
    "date_from = datetime.strptime('10/30/2020', '%m/%d/%Y')\n",
    "er = yec.earnings_on(date_from)"
   ]
  },
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   "cell_type": "code",
   "execution_count": 5,
   "id": "336a0946",
   "metadata": {},
   "outputs": [
    {
     "ename": "NameError",
     "evalue": "name 'er' is not defined",
     "output_type": "error",
     "traceback": [
      "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m",
      "\u001b[1;31mNameError\u001b[0m                                 Traceback (most recent call last)",
      "\u001b[1;32m~\\AppData\\Local\\Temp/ipykernel_17032/2454420559.py\u001b[0m in \u001b[0;36m<module>\u001b[1;34m\u001b[0m\n\u001b[0;32m      3\u001b[0m \u001b[1;32mfrom\u001b[0m \u001b[0mipywidgets\u001b[0m \u001b[1;32mimport\u001b[0m \u001b[0mDropdown\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m      4\u001b[0m \u001b[0moption_list\u001b[0m \u001b[1;33m=\u001b[0m \u001b[1;33m[\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[1;32m----> 5\u001b[1;33m \u001b[1;32mfor\u001b[0m \u001b[0mi\u001b[0m \u001b[1;32min\u001b[0m \u001b[0mrange\u001b[0m \u001b[1;33m(\u001b[0m\u001b[0mlen\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mer\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m:\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0m\u001b[0;32m      6\u001b[0m     \u001b[0moption_list\u001b[0m\u001b[1;33m.\u001b[0m\u001b[0mappend\u001b[0m\u001b[1;33m(\u001b[0m\u001b[1;33m[\u001b[0m\u001b[0mer\u001b[0m\u001b[1;33m[\u001b[0m\u001b[0mi\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m'companyshortname'\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m+\u001b[0m\u001b[1;34m'-'\u001b[0m\u001b[1;33m+\u001b[0m\u001b[0mer\u001b[0m\u001b[1;33m[\u001b[0m\u001b[0mi\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m'ticker'\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0mer\u001b[0m\u001b[1;33m[\u001b[0m\u001b[0mi\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m[\u001b[0m\u001b[1;34m'ticker'\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m]\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n\u001b[0;32m      7\u001b[0m \u001b[0mdropdown\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0mDropdown\u001b[0m\u001b[1;33m(\u001b[0m\u001b[0mdescription\u001b[0m \u001b[1;33m=\u001b[0m \u001b[1;34m'Select'\u001b[0m\u001b[1;33m,\u001b[0m \u001b[0moptions\u001b[0m \u001b[1;33m=\u001b[0m \u001b[0moption_list\u001b[0m\u001b[1;33m)\u001b[0m\u001b[1;33m\u001b[0m\u001b[1;33m\u001b[0m\u001b[0m\n",
      "\u001b[1;31mNameError\u001b[0m: name 'er' is not defined"
     ]
    }
   ],
   "source": [
    "# dropdown widget for selecting ticker\n",
    "\n",
    "from ipywidgets import Dropdown\n",
    "option_list = []\n",
    "for i in range (len(er)):\n",
    "    option_list.append([er[i]['companyshortname']+'-'+er[i]['ticker'], er[i]['ticker']])\n",
    "dropdown = Dropdown(description = 'Select', options = option_list)\n",
    "display(dropdown)\n",
    "ticker = dropdown.value"
   ]
  },
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   "execution_count": null,
   "id": "4a51e8d6",
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