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|---|
fontsize=8,
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alpha=0.7,
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visible=False,
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)
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annotations.append(ann)
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ax1.set_title(f"{symbol} Stock Price Prediction")
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ax1.set_xlabel("Date")
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ax1.set_ylabel("Price")
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ax1.legend()
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# Add hover annotation
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hover_annot = ax1.annotate(
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"",
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xy=(0, 0),
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xytext=(10, 10),
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textcoords="offset points",
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bbox=dict(boxstyle="round", fc="w"),
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arrowprops=dict(arrowstyle="->"),
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)
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hover_annot.set_visible(False)
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def update_hover_annot(event):
|
vis = hover_annot.get_visible()
|
if event.inaxes == ax1:
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x, y = event.xdata, event.ydata
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date = num2date(x).strftime("%Y-%m-%d")
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hover_annot.xy = (x, y)
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hover_annot.set_text(f"Date: {date}\nPrice: ${y:.2f}")
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hover_annot.set_visible(True)
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fig.canvas.draw_idle()
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elif vis:
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hover_annot.set_visible(False)
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fig.canvas.draw_idle()
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# Connect the hover event
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fig.canvas.mpl_connect("motion_notify_event", update_hover_annot)
|
# Add zoom event handler
|
def on_zoom(event):
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ax1 = event.inaxes
|
if ax1 is None:
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return
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xlim = ax1.get_xlim()
|
ylim = ax1.get_ylim()
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# Calculate the zoom level based on the x-axis range
|
zoom_level = (plot_data.index[-1] - plot_data.index[0]).days / (
|
xlim[1] - xlim[0]
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).days
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# Adjust annotation visibility based on zoom level
|
for ann in annotations:
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ann.set_visible(
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zoom_level > 5
|
) # Show annotations when zoomed in more than 5x
|
fig.canvas.draw_idle()
|
# Connect the zoom event handler
|
fig.canvas.mpl_connect("motion_notify_event", on_zoom)
|
# Model performance summary table
|
ax2.axis("off")
|
table = ax2.table(
|
cellText=stats_df.values,
|
colLabels=stats_df.columns,
|
cellLoc="center",
|
loc="center",
|
)
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table.auto_set_font_size(False)
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table.set_fontsize(9)
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table.scale(1, 1.5)
|
# Lower the title and add more space between plot and table
|
ax2.set_title("Model Performance Summary", pad=60)
|
# Implement trading strategy
|
strategy_returns = implement_trading_strategy(
|
plot_data["Close"].values, ensemble_predictions.flatten()
|
)
|
strategy_sharpe_ratio = (
|
np.mean(strategy_returns) / np.std(strategy_returns) * np.sqrt(252)
|
)
|
print(f"Trading Strategy Sharpe Ratio: {strategy_sharpe_ratio:.4f}")
|
# Calculate cumulative returns of the trading strategy
|
cumulative_returns = (1 + strategy_returns).cumprod() - 1
|
# Add new subplot for trading strategy performance
|
ax3.plot(
|
plot_data.index[-len(cumulative_returns) :],
|
cumulative_returns,
|
label="Strategy Cumulative Returns",
|
color="purple",
|
)
|
ax3.set_title(f"{symbol} Trading Strategy Performance")
|
ax3.set_xlabel("Date")
|
ax3.set_ylabel("Cumulative Returns")
|
ax3.legend()
|
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