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index.js
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let input_dataset = [];
let result = [];
let data_raw = [];
let sma_vec = [];
let window_size = 50;
let trainingsize = 70;
let data_temporal_resolutions = 'Weekly';
$(document).ready(function(){
$('select').formSelect();
});
function onClickChangeDataFreq(freq){
console.log(freq.value);
data_temporal_resolutions = freq.value;
// $("#input_datafreq").text(freq);
}
function onClickFetchData(){
let ticker = document.getElementById("input_ticker").value;
let apikey = document.getElementById("input_apikey").value;
$("#btn_fetch_data").hide();
$("#load_fetch_data").show();
let requestUrl = "";
if(data_temporal_resolutions == 'Daily'){
requestUrl = "https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol="+ticker+"&outputsize=full&apikey="+apikey;
}else{
requestUrl = "https://www.alphavantage.co/query?function=TIME_SERIES_WEEKLY_ADJUSTED&symbol="+ticker+"&apikey="+apikey;
}
$.getJSON(requestUrl
,function(data){
// let data = gotten_data_raw;
// console.log(12, JSON.stringify(data))
let message = "";
$("#div_container_linegraph").show();
let daily = [];
if(data_temporal_resolutions == 'Daily'){
daily = data['Time Series (Daily)'];
}else{
daily = data['Weekly Adjusted Time Series'];
}
if(daily){
let symbol = data['Meta Data']['2. Symbol'];
let last_refreshed = data['Meta Data']['3. Last Refreshed'];
data_raw = [];
sma_vec = [];
let index = 0;
for(let date in daily){
data_raw.push({ timestamp: date, price: parseFloat(daily[date]['5. adjusted close']) });
index++;
}
data_raw.reverse();
message = "Symbol: " + symbol + " (last refreshed " + last_refreshed + ")";
$("#btn_fetch_data").show();
$("#load_fetch_data").hide();
$("#div_linegraph_data_title").text(message);
if(data_raw.length > 0){
let timestamps = data_raw.map(function (val) { return val['timestamp']; });
let prices = data_raw.map(function (val) { return val['price']; });
let graph_plot = document.getElementById('div_linegraph_data');
Plotly.newPlot( graph_plot, [{ x: timestamps, y: prices, name: "Stocks Prices" }], { margin: { t: 0 } } );
}
$("#div_container_getsma").show();
$("#div_container_getsmafirst").hide();
}else{
$("#div_linegraph_data").text( data['Information'] );
}
}
);
}
function onClickDisplaySMA(){
$("#btn_draw_sma").hide();
$("#load_draw_sma").show();
$("#div_container_sma").show();
window_size = parseInt(document.getElementById("input_windowsize").value);
sma_vec = ComputeSMA(data_raw, window_size);
let sma = sma_vec.map(function (val) { return val['avg']; });
let prices = data_raw.map(function (val) { return val['price']; });
let timestamps_a = data_raw.map(function (val) { return val['timestamp']; });
let timestamps_b = data_raw.map(function (val) {
return val['timestamp'];
}).splice(window_size, data_raw.length);
let graph_plot = document.getElementById('div_linegraph_sma');
Plotly.newPlot( graph_plot, [{ x: timestamps_a, y: prices, name: "Stock Price" }], { margin: { t: 0 } } );
Plotly.plot( graph_plot, [{ x: timestamps_b, y: sma, name: "SMA" }], { margin: { t: 0 } } );
$("#div_linegraph_sma_title").text("Stock Price and Simple Moving Average (window: " + window_size + ")" );
$("#btn_draw_sma").show();
$("#load_draw_sma").hide();
$("#div_container_train").show();
$("#div_container_trainfirst").hide();
displayTrainingData();
}
function displayTrainingData(){
$("#div_container_trainingdata").show();
let set = sma_vec.map(function (val) { return val['set']; });
let data_output = "";
for (let index = 0; index < 25; index++)
{
data_output += "<tr><td width=\"20px\">" + (index + 1) +
"</td><td>[" + set[index].map(function (val) {
return (Math.round(val['price'] * 10000) / 10000).toString();
}).toString() +
"]</td><td>" + sma_vec[index]['avg'] + "</td></tr>";
}
data_output = "<table class='striped'>" +
"<thead><tr><th scope='col'>#</th>" +
"<th scope='col'>Input (X)</th>" +
"<th scope='col'>Label (Y)</th></thead>" +
"<tbody>" + data_output + "</tbody>" +
"</table>";
$("#div_trainingdata").html(
data_output
);
}
async function onClickTrainModel(){
let epoch_loss = [];
$("#div_container_training").show();
$("#btn_draw_trainmodel").hide();
document.getElementById("div_traininglog").innerHTML = "";
let inputs = sma_vec.map(function(inp_f){
return inp_f['set'].map(function(val) { return val['price']; })
});
let outputs = sma_vec.map(function(outp_f) { return outp_f['avg']; });
trainingsize = parseInt(document.getElementById("input_trainingsize").value);
let n_epochs = parseInt(document.getElementById("input_epochs").value);
let learningrate = parseFloat(document.getElementById("input_learningrate").value);
let n_hiddenlayers = parseInt(document.getElementById("input_hiddenlayers").value);
inputs = inputs.slice(0, Math.floor(trainingsize / 100 * inputs.length));
outputs = outputs.slice(0, Math.floor(trainingsize / 100 * outputs.length));
let callback = function(epoch, log) {
let logHtml = document.getElementById("div_traininglog").innerHTML;
logHtml = "<div>Epoch: " + (epoch + 1) + " (of "+ n_epochs +")" +
", loss: " + log.loss +
// ", difference: " + (epoch_loss[epoch_loss.length-1] - log.loss) +
"</div>" + logHtml;
epoch_loss.push(log.loss);
document.getElementById("div_traininglog").innerHTML = logHtml;
document.getElementById("div_training_progressbar").style.width = Math.ceil(((epoch + 1) * (100 / n_epochs))).toString() + "%";
document.getElementById("div_training_progressbar").innerHTML = Math.ceil(((epoch + 1) * (100 / n_epochs))).toString() + "%";
let graph_plot = document.getElementById('div_linegraph_trainloss');
Plotly.newPlot( graph_plot, [{x: Array.from({length: epoch_loss.length}, (v, k) => k+1), y: epoch_loss, name: "Loss" }], { margin: { t: 0 } } );
};
// console.log('train X', inputs)
// console.log('train Y', outputs)
result = await trainModel(inputs, outputs, window_size, n_epochs, learningrate, n_hiddenlayers, callback);
let logHtml = document.getElementById("div_traininglog").innerHTML;
logHtml = "<div>Model train completed</div>" + logHtml;
document.getElementById("div_traininglog").innerHTML = logHtml;
$("#div_container_validate").show();
$("#div_container_validatefirst").hide();
$("#div_container_predict").show();
$("#div_container_predictfirst").hide();
}
function onClickValidate() {
$("#div_container_validating").show();
$("#load_validating").show();
$("#btn_validation").hide();
let inputs = sma_vec.map(function(inp_f) {
return inp_f['set'].map(function (val) { return val['price']; });
});
// validate on training
let val_train_x = inputs.slice(0, Math.floor(trainingsize / 100 * inputs.length));
// let outputs = sma_vec.map(function(outp_f) { return outp_f['avg']; });
// let outps = outputs.slice(0, Math.floor(trainingsize / 100 * inputs.length));
// console.log('val_train_x', val_train_x)
let val_train_y = makePredictions(val_train_x, result['model'], result['normalize']);
// console.log('val_train_y', val_train_y)
// validate on unseen
let val_unseen_x = inputs.slice(Math.floor(trainingsize / 100 * inputs.length), inputs.length);
// console.log('val_unseen_x', val_unseen_x)
let val_unseen_y = makePredictions(val_unseen_x, result['model'], result['normalize']);
// console.log('val_unseen_y', val_unseen_y)
let timestamps_a = data_raw.map(function (val) { return val['timestamp']; });
let timestamps_b = data_raw.map(function (val) {
return val['timestamp'];
}).splice(window_size, (data_raw.length - Math.floor((100-trainingsize) / 100 * data_raw.length))); //.splice(window_size, data_raw.length);
// let timestamps_c = data_raw.map(function (val) {
// return val['timestamp'];
// }).splice(window_size + Math.floor(trainingsize / 100 * val_unseen_x.length), data_raw.length);
let timestamps_c = data_raw.map(function (val) {
return val['timestamp'];
}).splice(window_size + Math.floor(trainingsize / 100 * inputs.length), inputs.length);
let sma = sma_vec.map(function (val) { return val['avg']; });
let prices = data_raw.map(function (val) { return val['price']; });
sma = sma.slice(0, Math.floor(trainingsize / 100 * sma.length));
// console.log('sma', sma)
let graph_plot = document.getElementById('div_validation_graph');
Plotly.newPlot( graph_plot, [{ x: timestamps_a, y: prices, name: "Actual Price" }], { margin: { t: 0 } } );
Plotly.plot( graph_plot, [{ x: timestamps_b, y: sma, name: "Training Label (SMA)" }], { margin: { t: 0 } } );
Plotly.plot( graph_plot, [{ x: timestamps_b, y: val_train_y, name: "Predicted (train)" }], { margin: { t: 0 } } );
Plotly.plot( graph_plot, [{ x: timestamps_c, y: val_unseen_y, name: "Predicted (test)" }], { margin: { t: 0 } } );
$("#load_validating").hide();
}
async function onClickPredict() {
$("#div_container_predicting").show();
$("#load_predicting").show();
$("#btn_prediction").hide();
let inputs = sma_vec.map(function(inp_f) {
return inp_f['set'].map(function (val) { return val['price']; });
});
let pred_X = [inputs[inputs.length-1]];
pred_X = pred_X.slice(Math.floor(trainingsize / 100 * pred_X.length), pred_X.length);
let pred_y = makePredictions(pred_X, result['model'], result['normalize']);
window_size = parseInt(document.getElementById("input_windowsize").value);
let timestamps_d = data_raw.map(function (val) {
return val['timestamp'];
}).splice((data_raw.length - window_size), data_raw.length);
// date
let last_date = new Date(timestamps_d[timestamps_d.length-1]);
let add_days = 1;
if(data_temporal_resolutions == 'Weekly'){
add_days = 7;
}
last_date.setDate(last_date.getDate() + add_days);
let next_date = await formatDate(last_date.toString());
let timestamps_e = [next_date];
let graph_plot = document.getElementById('div_prediction_graph');
Plotly.newPlot( graph_plot, [{ x: timestamps_d, y: pred_X[0], name: "Latest Trends" }], { margin: { t: 0 } } );
Plotly.plot( graph_plot, [{ x: timestamps_e, y: pred_y, name: "Predicted Price" }], { margin: { t: 0 } } );
$("#load_predicting").hide();
}
function ComputeSMA(data, window_size)
{
let r_avgs = [], avg_prev = 0;
for (let i = 0; i <= data.length - window_size; i++){
let curr_avg = 0.00, t = i + window_size;
for (let k = i; k < t && k <= data.length; k++){
curr_avg += data[k]['price'] / window_size;
}
r_avgs.push({ set: data.slice(i, i + window_size), avg: curr_avg });
avg_prev = curr_avg;
}
return r_avgs;
}
function formatDate(date) {
var d = new Date(date),
month = '' + (d.getMonth() + 1),
day = '' + d.getDate(),
year = d.getFullYear();
if (month.length < 2) month = '0' + month;
if (day.length < 2) day = '0' + day;
return [year, month, day].join('-');
}
//////
let gotten_data_raw = JSON.parse('{"Meta Data":{"1. Information":"Weekly Adjusted Prices and Volumes","2. Symbol":"MSFT","3. Last Refreshed":"2021-05-19","4. Time Zone":"US/Eastern"},"Weekly Adjusted Time Series":{"2021-05-19":{"1. open":"246.5500","2. high":"246.5900","3. low":"238.6000","4. close":"243.1200","5. adjusted close":"243.1200","6. volume":"70877950","7. dividend amount":"0.5600"},"2021-05-14":{"1. open":"250.8700","2. high":"251.7300","3. low":"238.0700","4. close":"248.1500","5. adjusted close":"247.5797","6. volume":"153151228","7. dividend amount":"0.0000"},"2021-05-07":{"1. open":"253.4000","2. high":"254.3500","3. low":"244.6900","4. close":"252.4600","5. adjusted close":"251.8798","6. volume":"127807942","7. dividend amount":"0.0000"},"2021-04-30":{"1. open":"261.6600","2. high":"263.1900","3. low":"249.0000","4. close":"252.1800","5. adjusted close":"251.6005","6. volume":"169214799","7. dividend amount":"0.0000"},"2021-04-23":{"1. open":"260.1900","2. high":"261.7800","3. low":"255.6400","4. close":"261.1500","5. adjusted close":"260.5499","6. volume":"114067956","7. dividend amount":"0.0000"},"2021-04-16":{"1. open":"254.7100","2. high":"261.0000","3. low":"254.6200","4. close":"260.7400","5. adjusted close":"260.1408","6. volume":"124563138","7. dividend amount":"0.0000"},"2021-04-09":{"1. open":"242.7600","2. high":"255.9900","3. low":"242.7000","4. close":"255.8500","5. adjusted close":"255.2620","6. volume":"130514397","7. dividend amount":"0.0000"},"2021-04-01":{"1. open":"236.5900","2. high":"242.8400","3. low":"231.1000","4. close":"242.3500","5. adjusted close":"241.7931","6. volume":"123980920","7. dividend amount":"0.0000"},"2021-03-26":{"1. open":"230.2700","2. high":"241.0500","3. low":"230.1400","4. close":"236.4800","5. adjusted close":"235.9365","6. volume":"146927214","7. dividend amount":"0.0000"},"2021-03-19":{"1. open":"234.9600","2. high":"240.0550","3. low":"229.3496","4. close":"230.3500","5. adjusted close":"229.8206","6. volume":"164979946","7. dividend amount":"0.0000"},"2021-03-12":{"1. open":"231.3700","2. high":"239.1700","3. low":"227.1300","4. close":"235.7500","5. adjusted close":"235.2082","6. volume":"150656031","7. dividend amount":"0.0000"},"2021-03-05":{"1. open":"235.9000","2. high":"237.4700","3. low":"224.2600","4. close":"231.6000","5. adjusted close":"231.0678","6. volume":"168775377","7. dividend amount":"0.0000"},"2021-02-26":{"1. open":"237.4200","2. high":"237.9300","3. low":"227.8800","4. close":"232.3800","5. adjusted close":"231.8460","6. volume":"169414358","7. dividend amount":"0.0000"},"2021-02-19":{"1. open":"245.0300","2. high":"246.1300","3. low":"240.1800","4. close":"240.9700","5. adjusted close":"240.4162","6. volume":"90368267","7. dividend amount":"0.5600"},"2021-02-12":{"1. open":"243.1500","2. high":"245.9200","3. low":"240.8100","4. close":"244.9900","5. adjusted close":"243.8678","6. volume":"100112782","7. dividend amount":"0.0000"},"2021-02-05":{"1. open":"235.0600","2. high":"245.0900","3. low":"232.4300","4. close":"242.2000","5. adjusted close":"241.0905","6. volume":"129501505","7. dividend amount":"0.0000"},"2021-01-29":{"1. open":"229.1200","2. high":"242.6400","3. low":"224.2200","4. close":"231.9600","5. adjusted close":"230.8974","6. volume":"243806631","7. dividend amount":"0.0000"},"2021-01-22":{"1. open":"213.7500","2. high":"230.0700","3. low":"212.6300","4. close":"225.9500","5. adjusted close":"224.9150","6. volume":"129180335","7. dividend amount":"0.0000"},"2021-01-15":{"1. open":"218.4700","2. high":"218.9100","3. low":"212.0300","4. close":"212.6500","5. adjusted close":"211.6759","6. volume":"127375699","7. dividend amount":"0.0000"},"2021-01-08":{"1. open":"222.5300","2. high":"223.0000","3. low":"211.9400","4. close":"219.6200","5. adjusted close":"218.6140","6. volume":"147534431","7. dividend amount":"0.0000"},"2020-12-31":{"1. open":"224.4500","2. high":"227.1800","3. low":"219.6800","4. close":"222.4200","5. adjusted close":"221.4011","6. volume":"76380383","7. dividend amount":"0.0000"},"2020-12-24":{"1. open":"217.5500","2. high":"225.6300","3. low":"217.2801","4. close":"222.7500","5. adjusted close":"221.7296","6. volume":"89075493","7. dividend amount":"0.0000"},"2020-12-18":{"1. open":"213.1000","2. high":"220.8900","3. low":"212.2400","4. close":"218.5900","5. adjusted close":"217.5887","6. volume":"186710444","7. dividend amount":"0.0000"},"2020-12-11":{"1. open":"214.3700","2. high":"216.9500","3. low":"209.1100","4. close":"213.2600","5. adjusted close":"212.2831","6. volume":"137791151","7. dividend amount":"0.0000"},"2020-12-04":{"1. open":"214.1000","2. high":"217.3200","3. low":"210.8350","4. close":"214.3600","5. adjusted close":"213.3781","6. volume":"137074249","7. dividend amount":"0.0000"},"2020-11-27":{"1. open":"210.9500","2. high":"216.2700","3. low":"208.1600","4. close":"215.2300","5. adjusted close":"214.2441","6. volume":"95039045","7. dividend amount":"0.0000"},"2020-11-20":{"1. open":"214.8700","2. high":"217.7400","3. low":"209.9300","4. close":"210.3900","5. adjusted close":"209.4262","6. volume":"125116110","7. dividend amount":"0.5600"},"2020-11-13":{"1. open":"224.4350","2. high":"228.1200","3. low":"209.7200","4. close":"216.5100","5. adjusted close":"214.9480","6. volume":"158127280","7. dividend amount":"0.0000"},"2020-11-06":{"1. open":"204.2900","2. high":"224.3600","3. low":"200.1200","4. close":"223.7200","5. adjusted close":"222.1059","6. volume":"161978002","7. dividend amount":"0.0000"},"2020-10-30":{"1. open":"213.8500","2. high":"216.3399","3. low":"199.6200","4. close":"202.4700","5. adjusted close":"201.0092","6. volume":"193420153","7. dividend amount":"0.0000"},"2020-10-23":{"1. open":"220.4150","2. high":"222.3000","3. low":"211.7000","4. close":"216.2300","5. adjusted close":"214.6700","6. volume":"114335316","7. dividend amount":"0.0000"},"2020-10-16":{"1. open":"218.7900","2. high":"225.2100","3. low":"216.0100","4. close":"219.6600","5. adjusted close":"218.0752","6. volume":"141654870","7. dividend 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low":"205.1900","4. close":"214.2500","5. adjusted close":"212.7043","6. volume":"206710590","7. dividend amount":"0.0000"},"2020-08-28":{"1. open":"214.7900","2. high":"231.1500","3. low":"212.4300","4. close":"228.9100","5. adjusted close":"227.2585","6. volume":"171999762","7. dividend amount":"0.0000"},"2020-08-21":{"1. open":"209.6000","2. high":"216.2500","3. low":"208.9100","4. close":"213.0200","5. adjusted close":"211.4831","6. volume":"132258021","7. dividend amount":"0.5100"},"2020-08-14":{"1. open":"211.6700","2. high":"211.8800","3. low":"203.1400","4. close":"208.9000","5. adjusted close":"206.8897","6. volume":"141752091","7. dividend amount":"0.0000"},"2020-08-07":{"1. open":"211.5200","2. high":"217.6400","3. low":"210.3100","4. close":"212.4800","5. adjusted close":"210.4352","6. volume":"217598950","7. dividend amount":"0.0000"},"2020-07-31":{"1. open":"201.4700","2. high":"205.1000","3. low":"199.0100","4. close":"205.0100","5. adjusted close":"203.0371","6. 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