Stock Market Data Analysis

Time Series Analysis using Python

Analyzing and identifying patterns in a time series collection is known as time series analysis. A collection of data over a period of time is referred to as a time-series dataset. Time-series data includes information on stock prices, monthly sales, daily rainfall, and hourly website traffic. As a data scientist, you will use this information to solve business problems. This article is for you if you want to learn Time Series Analysis. I'll walk you through the Python time series analysis task in this article.

Time Series Analysis

Install Required Dependencies

!pip install yfinance
!pip install plotly==5.10.0

Import Required Libraries

import pandas as pd
import yfinance as yf
import datetime
from datetime import date, timedelta
import plotly.express as px
import plotly.graph_objects as go

Get Present Date

today = date.today()
print(today)
d1 = today.strftime("%Y-%m-%d")
end_date = d1
print(end_date)
d2 = date.today() - timedelta(days=360)
d2 = d2.strftime("%Y-%m-%d")
start_date = d2
print(start_date)

Download Stock Dataset From yfinance

data = yf.download('AAPL',
                   start = start_date,
                   end = end_date,
                   progress = False)
data.head()

Dataframe Index Selection

data["Date"] = data.index
data = data[["Date", "Open", "High", "Low", "Close", "Adj Close", "Volume"]]
data.reset_index(drop=True, inplace=True)
data.head()

Plot The Dataset

figure = px.line(data, x = data['Date'], y = "Close", title = "Time Series Analysis (Line PLot)")
figure.show()

Plot Candlestick Chart To Analyse Realtime Data From Stock Market

figure = go.Figure(data=[go.Candlestick(x = data.index, open = data["Open"], high = data["High"], low = data["Low"], close = data["Close"])])
figure.update_layout(title = "Time Series Analysis (Candlestick Chart)", xaxis_rangeslider_visible = False)
figure.show()

Plot Bar Chart

figure = px.bar(data, x = data.index, y = "Close", title = "Time Series Analysis (Bar Plot)")
figure.show()

Line Plot

figure = px.line(data, x = data.index, y = 'Close', range_x = ['2021-07-01' , '2021-12-31'], title = "Time Series Analysis (Custom Date Range)")
figure.show()

Plot Dynamic Candlestick

figure = go.Figure(data = [go.Candlestick(x = data.index, open = data["Open"], high = data["High"], low = data["Low"], close = data["Close"])])
figure.update_layout(title = "Time Series Analysis (Candlestick Chart with Buttons and Slider)")

figure.update_xaxes(
    rangeslider_visible = True,
    rangeselector = dict(
        buttons = list([
            dict(count = 1, label = "1m", step = "month", stepmode = "backward"),
            dict(count = 6, label = "6m", step = "month", stepmode = "backward"),
            dict(count = 1, label = "YTD", step = "year", stepmode = "todate"),
            dict(count = 1, label = "1y", step = "year", stepmode = "backward"),
            dict(step = "all")
            ])
    )
)
figure.show()

Summary

A collection of data over a period of time is referred to as a time-series dataset. Analyzing and identifying patterns in a time series collection is known as time series analysis. A time series data might have time intervals that are weekly, monthly, daily, or even hourly. I hope you enjoyed reading this documentation on Python-based time series analysis.

Referrence

• Time Series Analysis doc

• Get Stock Data

• What Is Open High Low Close in Stocks?