Time Series-Stock Price Prediction Using Boosting

Algorithm ML Model

A PROJECT REPORT

Submitted by

MOHAMMAD YAZAR .S (211520104093)

SAM JOSHUA .P (211520104130)
SANJAY KARTHEEKEYAN .N (211520104134)
SANJAY KUMAR .D (211520104135)

in partial fulfilment for the award of the degree

of

BACHELOR OF ENGINEERING

in

COMPUTER SCIENCE AND ENGINEERING

PANIMALAR INSTITUTE OF TECHNOLOGY, POONAMALLEE

ANNA UNIVERSITY:: CHENNAI – 600 025

APRIL 2024
 BONAFIDE CERTIFICATE

Certified that this project report titled “TIME SERIES-STOCK PRICE

PREDICTION USING BOOSTING ALGORITHM ML MODEL” is the
bonafide work of “MOHAMMAD YAZAR S (211520104093), SAM JOSHUA
P (211520104130), SANJAY KARTHEEKEYAN N (211520104134),
SANJAY KUMAR D (211520104135)” who carried out the project work under
my supervision.

SIGNATURE SIGNATURE

Dr. D. LAKSHMI, M.E., Ph.D. Mr. K. SATHYAMOORTHY, M.Tech.,Ph.D

Associate Professor and Head, Associate Professor and Supervisor,
Department of CSE, Department of CSE,
Panimalar Institute of Technology, Panimalar Institute of Technology,
Poonamallee, Chennai - 600123. Poonamallee, Chennai - 600123.

Certified that the above candidates were examined in the university project work viva
voce examination held on _____________ at Panimalar Institute of Technology,
Chennai–600 123.

INTERNAL EXAMINER EXTERNAL EXAMINER

ii
 ACKNOWLEDGEMENT

A project of this magnitude and nature requires kind co-operation and

support from many, for successful completion. We wish to express our sincere
thanks to all those who were involved in the completion of this project.

With Blessing of Our Honourable Founder and Chairman,

Dr.JEPPIAR, M.A., Ph.D., for his sincere endeavour in educating us in his
premier institution.

We would like to express our deep gratitude to Our Beloved Secretary

and Correspondent, Dr. P. CHINNADURAI, M.A., Ph.D., for his kind words
and enthusiastic motivation which inspired us a lot in completing this project.

We also express our sincere thanks to Our Dynamic Directors Mrs. C.

VIJAYA RAJESWARI and Mr. C. SAKTHI KUMAR, M.E., and Mrs. S.
SARANYA SREE SAKTHI KUMAR, B.E., MBA for providing us with
necessary facilities for completion of this project.

We also express our appreciation and gratefulness to Our Principal Dr. T.

JAYANTHY, M.E., Ph.D., who helped us in the completion of the project.

We wish to convey our thanks and gratitude to Dr. D. LAKSHMI, M.E.,

Ph.D., Head of Computer Science and Engineering Department, for her support
and by providing us ample time to complete our project.

We express our indebtedness and gratitude to our staff in charge,

Mr. K. SATHYAMOORTHY, M.Tech., Associate professor, Department of
Computer Science and Engineering for his guidance throughout the course of our
project.

iii
 TABLE OF CONTENTS
CHAPTER TITLE PAGE
NO. NO.

ABSTRACT vii
LIST OF FIGURES viii
LIST OF ABBREVATION ix
LIST OF SYMBOLS x
1 INTRODUCTION 1
1.1 Domain Overview 2
1.2 Machine Learning 2
1.3 Leveraging API’s for real-time data retrieval 4
2 LITERATURE SURVEY 5
3 SYSTEM ANALYSIS & SPECIFICATION 14
3.1 Existing system 15
3.1.1 Drawbacks of existing system 15
3.2 Proposed system 16
3.2.1 Advantage of Proposed system 17
3.3 System Configuration 17
3.3.1 Hardware Requirement 18
3.3.2 Software Requirement 18
4 SYSTEM DESIGN 19
4.1 System Architecture 20
4.1.1 Data Gathering 21
4.1.2 Pre-Processing of data 21
4.1.3 Feature Extraction 23
4.1.4 Assessment Model 23

iv
CHAPTER TITLE PAGE
NO. NO.

4.2 Data Flow Diagram 24

4.3 UML Diagram 28
4.3.1 Use Case Diagram 30
4.3.2 Class Diagram 32
4.3.3 Activity Diagram 33
4.3.4 Sequence Diagram 34
5 SYSTEM IMPLEMENTATION 36
5.1 Module Overview 37
5.2 List of Modules 37
5.2.1 Data Gathering 38
5.2.2 Pre-Processing of Data 38
5.2.3 Feature Extraction 40
5.2.4 Assessment Model 40
5.3 Python libraries & Packages 41
5.4 Flask Framework 41
5.5 Algorithm 42
6 EXPERIMENTAL RESULTS 45
6.1 XAMPP Server 46
6.2 Login 47
6.3 Home page 48
6.4 Predict the future page 49
6.5 Result Page 50

v
CHAPTER TITLE PAGE
NO. NO.

7 TESTING 51
7.1 Testing Objectives 52
7.2 Categories of Software Testing 52
7.2.1 Black box testing 52
7.2.2 White box testing 53
7.3 Types of testing 54
7.3.1 Unit testing 54
7.3.2 Functional testing 55
7.3.3 Performance testing 55
7.3.4 Integration testing 55
7.3.5 Validation testing 55
7.3.6 System testing 56
7.3.7 Structure testing 56
7.3.8 Output testing 56
7.3.9 User acceptance testing 56
7.4 Test Case Scenario 57
8 CONCLUSION 60
9 REFERENCES 62
10 APPENDIX 65
APPENDIX A- Sample source code 66
APPENDIX B- Screenshots 98

vi
 ABSTRACT

Accurately predicting stock prices is crucial for analysts and investors, yet
remains challenging. Traditional methods rely on historical data, but advancements
in technology offer opportunities to enhance prediction models with real-time data.
This study proposes a state-of-the-art stock price prediction model leveraging
efficient gradient boosting techniques like XGBoost or LightGBM and real-time
data collection from sources such as Server or Hub. Unlike conventional
approaches, our model dynamically accesses live market data, including stock
prices, trading volumes, sentiment analysis, and macroeconomic indicators. By
incorporating API keys, we capture the latest market dynamics and investor
sentiments, ensuring forecasts reflect current market conditions. Our method
emphasizes optimal gradient boosting methods known for predictability, resilience,
and efficiency. Variations like XGBoost or LightGBM enable learning intricate
correlations and patterns from real-time data streams. Additionally, we integrate
sentiment analysis from social media feeds, news articles, and financial data to
gauge investor sentiment in real-time, enhancing understanding of market
behavior's impact on stock prices. Rigorous optimization, including feature
selection, cross-validation, and hyperparameter tuning, enhances model robustness,
reducing overfitting and improving generalization. The objective is to empower
investors with fast and accurate stock price projections, enabling informed
decisions in rapidly changing markets, while advancing financial forecasting
techniques through cutting-edge gradient boosting algorithms and real-time data
collection.

vii
 LIST OF FIGURES

Figure No Name Of Figure Page No

1.1 Process of machine learning 3
4.1 System Architecture 20
4.2 Level 0 DFD 25
4.3 Level 1 DFD 26
4.4 Level 2 DFD 27
4.5 Use Case Diagram 31
4.6 Class Diagram 32
4.7 Activity Diagram 33
4.8 Sequence Diagram 35
5.1 Boosting Algorithm 44
6.1 XAMPP Server 46
6.2 Login page 47
6.3 Dashboard 48
6.4 Request a code 49
6.5 Outcome page 50
10.1 Home Screen 98
10.2 Register/Login Page 99
10.3 Getting Company Code 100
10.4 Stock Data of a company 101

viii
 LIST OF ABBREVATIONS

S. No Abbreviation Expansion
1 IEEE The Institute of Electrical and Electronics Engineers
2 HTML Hyper Text Markup Language
3 HTTP Hyper Text Transport Protocol
4 ML Machine Learning
5 AI Artificial Intelligence
6 API Application Programming Interface
7 bit Binary Digit
8 URL Uniform Resource Locator
9 GB Gigabyte
10 OS Operating System
11 RAM Read Only Memory
12 VS Visual Studio code
13 XAMPP Operating system, Apache, Mysql, Php, Perl
14 UML Unified Modeling Language
15 DFD Data Flow Diagram
16 OOSE Object Oriented Software Engineering
17 OMT Object Modelling Technique
18 OMG Organisation for Management and Guidance
19 XG Boost Extreme Gradient Boosting
20 XSS Cross-Site Scripting
21 SQL Structure Query Language
22 DB Database
23 SUT Software Under Test

ix
 LIST OF SYMBOLS

S.NO SYMBOL NAME NOTATION DESCRIPTION

1. Initial activity This shows the starting
point or first activity of
flow.
2. Final activity The end of the activity
diagram is shown by a
bull’s eye symbol.
3. Activity Represented by a
rectangle with rounded
edges.
4. Decision A logic where a decision
is to be made.
5. Use case Describe the interaction
between a user and a
system
6. Actor A role that a user plays
with respect to system.
7. Object A real time entity.

8. Message To send message.

9. It represents situations
State during the life of an
object.
10. Represents the object’s
Initial state initial state.

x
11. Represents the object’s
Final state final state.
12. Label the transition with
Transition the event that triggered it
and the action that
triggers from it.
13. Class class A set of objects that share
a common structure & a
common behaviour.
14. Association Relationship btw classes
15. Relationship btw more
Generalization general class & a more
specific class

xi
 CHAPTER 1

INTRODUCTION
 CHAPTER 1

INTRODUCTION

1.1 DOMAIN OVERVIEW

The introduction of advanced Machine Learning (ML) methodologies has
revolutionized wealth forecasting in stock markets, presenting a promising avenue
for accurate AI-driven predictions. This introduction sets the stage for exploring
the transformative potential of ML techniques in predicting stock market trends
without specifying particular algorithms. By harnessing the power of ML, this
approach aims to revolutionize wealth forecasting, emphasizing the importance of
technological advancements, real-time data processing, alternative data sources,
and risk management strategies. It also highlights the need for comprehensive
financial analysis and ethical considerations in navigating the dynamic and
unpredictable landscape of financial markets.

1.2 MACHINE LEARNING

Machine learning is to predict the future from past data. Machine learning
(ML) is a type of artificial intelligence (AI) that provides computers with the ability
to learn without being explicitly programmed. Machine learning focuses on the
development of Computer Programs that can change when exposed to new data
and the basics of Machine Learning, implementation of a simple machine learning
algorithm using Python. The process of training and prediction involves the use of
specialized algorithms. It feeds the training data to an algorithm, and the algorithm
uses this training data to give predictions on new test data. Machine learning can
be roughly separated into three categories. There are supervised learning,
unsupervised learning, and reinforcement learning.

2
 Live Data

Figure 1.1 Process of machine learning

Data scientists use many different kinds of machine learning algorithms to discover
patterns in Python that lead to actionable insights. At a high level, these different
algorithms can be classified into two groups based on the way they “learn” about
data to make predictions: supervised and unsupervised learning.

Classification predictive modelling is the task of approximating a mapping

function from input variables(X) to discrete output variables(y). In machine
learning and statistics, classification is a supervised learning approach in which the
computer program learns from the data input given to it and then uses this learning
to classify new observations.

Supervised Machine Learning is the majority of practical machine learning uses

supervised learning. Supervised learning is where have input variables (X) and an
output variable (y) and use an algorithm to learn the mapping function from the
input to the output is y = f(X). The goal is to approximate the mapping function so
well that when you have new input data (X) that you can predict the output
variables (y) for that data. This problem has as goal the construction of a succinct
model that can predict the value of the dependent attribute from the attribute
variables.

The difference between the two tasks is the fact that the dependent attribute is
numerical for categorical for classification. A classification model attempts to draw
some conclusion from observed values. Given one or more inputs a classification

3
model will try to predict the value of one or more outcomes. A classification
problem is when the output variable is a category, such as “red” or “blue”.

1.3 LEVERAGING API’S FOR REAL-TIME DATA RETRIEVAL

In today's interconnected digital landscape, accessing real-time data has

become increasingly crucial for businesses and developers alike. One powerful
tool enabling this access is Application Programming Interfaces (APIs). APIs serve
as the bridge between different software systems, allowing seamless
communication and data exchange. When it comes to obtaining real-time data from
servers or hubs, APIs provide a structured and efficient means to accomplish this
task.

To harness the capabilities of an API for real-time data retrieval, several key steps
must be followed. Firstly, developers need to identify the API that corresponds to
the desired data source. This often involves exploring documentation provided by
the service or platform offering the API, which outlines its endpoints, parameters,
authentication methods, and usage policies.

Once the appropriate API is identified, developers must handle authentication,

ensuring that they have the necessary credentials or tokens to access the data
securely. With authentication in place, they can then construct HTTP requests,
specifying any required parameters to tailor the data retrieval process according to
their needs.

4
 CHAPTER 2

LITERATURE SURVEY
 CHAPTER 2
LITERATURE SURVEY

Guangyu Mu, Nan Gao, Yuhan Wang, Li Dai, Proposed the Accurate
prediction of stock prices can reduce investment risks and increase returns. This paper
combines the multi-source data affecting stock prices and applies sentiment analysis,
swarm intelligence algorithm, and deep learning to build the MS-SSA-LSTM model.
Firstly, we crawl the East Money forum posts information to establish the unique
sentiment dictionary and calculate the sentiment index. Then, the Sparrow Search
Algorithm (SSA) optimizes the Long and Short-Term Memory network (LSTM)
hyperparameters. Finally, the sentiment index and fundamental trading data are
integrated, and LSTM is used to forecast stock prices in the future. Experiments
demonstrate that the MS-SSA-LSTM model outperforms the others and has high
universal applicability. Compared with standard LSTM, the R2 of MS-SSA-LSTM is
improved by 10.74% on average. We found that: 1) Adding the sentiment index can
enhance the model’s predictive performance. 2) The LSTM’s hyperparameters are
optimized using SSA, which objectively explains the model parameter settings and
improves the prediction effect. 3) The high volatility of China’s financial market is
more suitable for short-term prediction. “A Stock Price Prediction Model Based on
Investor Sentiment and Optimized Deep Learning”.

6
 Shuzhen Wang, did the research on Bi-directional Long Short-Term Memory
(BiLSTM) and MTRAN-TCN are two models that can completely use the benefits of
the three models—BiLSTM, transformer, and TCN. Transformer does a decent job of
gathering full range distance data, but it does a poor job of gathering sequence data.
Sequence dependencies are captured by TCN, which also helps the model become more
generalizable, whereas bidirectional information in sequences is captured by BiLSTM.
The efficacy of the approach was confirmed with the help of 14 Shanghai and Shenzhen
stocks and 5 index stocks, in addition to the improvement impact of the transformer and
the effectiveness of incorporating the BiLSTM model. This technique has the best fit on
every index stock when compared to other current methods in the literature, and it has
the best R2 in 85.7% of the stock dataset. R2 rises by 0.3% to 15.6% but RMSE drops
by 24.3% to 93.5%. Furthermore, this technique does not suffer from timeliness
problems and has a reasonably consistent prediction performance over time. The
findings show that the BiLSTM-MTRAN-TCN approach outperforms other stock price
prediction methods in terms of accuracy and generalizability. “A Stock Price
Prediction Method Based on BiLSTM and Improved Transformer”.

Saud S.Alotaibi, Forecast of the stock price attempts to assess the potential
movement of the financial exchange's stock value. The exact estimation of the
movement of share price would contribute more to investors' profit. This paper
introduces a new stock market prediction model that includes three major phases:
feature extraction, optimal feature selection, and prediction. Initially, statistical features
like mean, standard deviation, variance, skewness, and kurtosis is extracted from the
collected stock market data. Further, the indexed data collected are also computed
concerning standard indicators like Average True Range (ATR), Exponential Moving
Average (EMA), Relative Strength Index (RSI), and Rate of Change (ROC). To acquire
best-predicted results, it is more crucial to select the most relevant features. Such that,
the optimal features are selected from the extracted features (technical indicators based

7
features, statistical features) by a new hybrid model referred to Red Deer Adopted Wolf
Algorithm (RDAWA). Further, the selected features are subjected to the ensemble
technique for predicting the stock movement. The ensemble technique involves the
classifiers like Support Vector Machine (SVM), Random Forest1 (RF1), Random
Forest2 (RF2), and optimized Neural Network (NN), respectively. The final predicted
results are acquired from the Optimized Neural Network (NN). To make the precise
prediction, the training of NN is carried out by the proposed RDAWA via fine-tuning
the optimal weight. Finally, the performance of the proposed work is compared over
other conventional models with respect to certain measures. “Ensemble Technique
With Optimal Feature Selection for Saudi Stock Market Prediction: A Novel
Hybrid Red Deer-Grey Algorithm”.

Yaohu Lin, Shancun Liu, Haijun Yaung, Harris Wu, Started the Stock market
forecasting is a knotty challenging task due to the highly noisy, nonparametric, complex
and chaotic nature of the stock price time series. With a simple eight-trigram feature
engineering scheme of the inter-day candlestick patterns, we construct a novel ensemble
machine learning framework for daily stock pattern prediction, combining traditional
candlestick charting with the latest artificial intelligence methods. Several machine
learning techniques, including deep learning methods, are applied to stock data to
predict the direction of the closing price. This framework can give a suitable machine
learning prediction method for each pattern based on the trained results. The investment
strategy is constructed according to the ensemble machine learning techniques.
Empirical results from 2000 to 2017 of China’s stock market confirm that our feature
engineering has effective predictive power, with a prediction accuracy of more than 60%
for some trend patterns. Various measures such as big data, feature standardization, and
elimination of abnormal data can effectively solve data noise. An investment strategy
based on our forecasting framework excels in both individual stock and portfolio
performance theoretically. However, transaction costs have a significant impact on

8
investment. Additional technical indicators can improve the forecast accuracy to varying
degrees. Technical indicators, especially momentum indicators, can improve forecasting
accuracy in most cases. “Stock Trend Prediction Using Candlestick Charting and
Ensemble Machine Learning Techniques With a Novelty Feature Engineering
Scheme”.

Shile Chen, Changjun Zhou, did research In the financial market, there are a
large number of indicators used to describe the change of stock price, which provides a
good data basis for our stock price forecast. Different stocks are affected by different
factors due to their different industry types and regions. Therefore, it is very important
to find a multi factor combination suitable for a particular stock to predict the price of
the stock. This paper proposes to use Genetic Algorithm(GA) for feature selection and
develop an optimized Long Short-Term Memory(LSTM) neural network stock
prediction model. Firstly, we use the GA to obtain a factors importance ranking. Then,
the optimal combination of factors is obtained from this ranking with the method of trial
and error. Finally, we use the combination of optimal factors and LSTM model for stock
prediction. Thorough empirical studies based upon the China construction bank dataset
and the CSI 300 stock dataset demonstrate that the GA-LSTM model can outperform
all baseline models for time series prediction. “Stock Prediction Based on Genetic
Algorithm Feature Selection and Long Short-Term Memory Neural Network”.

Mohammad Raquibul Hossain, Mohd Tahir Ismail, Samsul Ariffin Bin

Abdul Karim, study presents an outcome of pursuing better and effective forecasting
methods. The study primarily focuses on the effective use of divide-and-conquer
strategy with Empirical Mode Decomposition or briefly EMD algorithm. We used two
different statistical methods to forecast the high-frequency EMD components and the
low-frequency EMD components. With two statistical forecasting methods, ARIMA

9
(Autoregressive Integrated Moving Average) and EWMA (Exponentially Weighted
Moving Average), we investigated two possible and potential hybrid methods: EMD-
ARIMA-EWMA, EMD-EWMA-ARIMA based on high and low-frequency
components. We experimented with these methods and compared their empirical results
with four other forecasting methods using five stock market daily closing prices from
the S&P/TSX 60 Index of Toronto Stock Exchange. This study found better forecasting
accuracy from EMD-ARIMA-EWMA than ARIMA, EWMA base methods and EMD-
ARIMA as well as EMD-EWMA hybrid methods. Therefore, we believe frequency-
based effective method selection in EMD-based hybridization deserves more research
investigation for better forecasting accuracy. “Improving Stock Price Prediction
Using Combining Forecasts Methods”.

Fernando G.D.C. Ferreira, Amir H. Gandomi, Rodrigo T.N. Cardoso, The

application of Artificial Intelligence (AI) to financial investment is a research area that
has attracted extensive research attention since the 1990s, when there was an accelerated
technological development and popularization of the personal computer. Since then,
countless approaches have been proposed to deal with the problem of price prediction
in the stock market. This paper presents a systematic review of the literature on Artificial
Intelligence applied to investments in the stock market based on a sample of 2326 papers
from the Scopus website between 1995 and 2019. These papers were divided into four
categories: portfolio optimization, stock market prediction using AI, financial sentiment
analysis, and combinations involving two or more approaches. For each category, the
initial introductory research to its state-of-the-art applications are described. In addition,
an overview of the review leads to the conclusion that this research area is gaining
continuous attention and the literature is becoming increasingly specific and thorough.
“Artificial Intelligence Applied to Stock Market Trading: A Review”.

10
 Azamjon Muminov, Otabek Sattarov, Daeyoung Na, In the Bitcoin trading
landscape, predicting price movements is paramount. Our study focuses on identifying
the key factors influencing these price fluctuations. Utilizing the Pearson correlation
method, we extract essential data points from a comprehensive set of 14 data features.
We consider historical Bitcoin prices, representing past market behavior; trading
volumes, which highlight the level of trading activity; network metrics that provide
insights into Bitcoin’s blockchain operations; and social indicators: analyzed sentiments
from Twitter, tracked Bitcoin-related search trends on Google and on Twitter. These
social indicators give us a more nuanced understanding of the digital community’s
sentiment and interest levels. With this curated data, we forge ahead in developing a
predictive model using Deep Q-Network (DQN). A defining aspect of our model is its
innovative reward function, tailored for enhancing predicting Bitcoin price direction,
distinguished by its multi-faceted reward function. This function is a blend of several
critical factors: it rewards prediction accuracy, incorporates confidence scaling, applies
an escalating penalty for consecutive incorrect predictions, and includes a time-based
discounting to prioritize recent market trends. This composite approach ensures that the
model’s performance is not only precise in its immediate predictions but also adaptable
and responsive to the evolving patterns of the cryptocurrency market. Notably, in our
tests, our model achieved an impressive F1-score of 95%, offering substantial promise
for traders and investors. “Enhanced Bitcoin Price Direction Forecasting With
DQN”.

Taylan Kabbani, Ekrem Dumen, presents the Deep Reinforcement Learning

(DRL) algorithms can scale to previously intractable problems. The automation of profit
generation in the stock market is possible using DRL, by combining the financial assets
price “prediction” step and the “allocation” step of the portfolio in one unified process
to produce fully autonomous systems capable of interacting with their environment to
make optimal decisions through trial and error. This work represents a DRL model to

11
generate profitable trades in the stock market, effectively overcoming the limitations of
supervised learning approaches. We formulate the trading problem as a Partially
Observed Markov Decision Process (POMDP) model, considering the constraints
imposed by the stock market, such as liquidity and transaction costs. We then solve the
formulated POMDP problem using the Twin Delayed Deep Deterministic Policy
Gradient (TD3) algorithm reporting a 2.68 Sharpe Ratio on unseen data set (test data).
From the point of view of stock market forecasting and the intelligent decision-making
mechanism, this paper demonstrates the superiority of DRL in financial markets over
other types of machine learning and proves its credibility and advantages in strategic
decision-making. “Deep Reinforcement Learning Approach for Trading
Automation in the Stock Market”.

Bilal Hassan Ahmed Khattak, Imran Shafi, Abdul Saboor Khan, Emmanuel
Soriano Flores, Roberto García Lara, Md. Abdus, presents Artificial intelligence
(AI)-based models have emerged as powerful tools in financial markets, capable of
reducing investment risks and aiding in selecting highly profitable stocks by achieving
precise predictions. This holds immense value for investors, as it empowers them to
make data-driven decisions. Identifying current and future trends in multi-class
forecasting techniques employed within financial markets, particularly profitability
analysis as an evaluation metric is important. The review focuses on examining stud-ies

conducted between 2018 and 2023, sourced from three prominent academic databases.
A meticulous three-stage approach was employed, encompassing the systematic
planning, conduct, and analysis of the se-lected studies. Specifically, the analysis
emphasizes technical assessment, profitability analysis, hybrid mod-eling, and the type
of results generated by models. Articles were shortlisted based on inclusion and
exclusion criteria, while a rigorous quality assessment through ten quality criteria
questions, utilizing a Likert-type scale was employed to ensure methodological
robustness. We observed that ensemble and hybrid models with long short-term memory

12
(LSTM) and support vector machines (SVM) are being more adopted for financial
trends and price prediction. Moreover, hybrid models employing AI algorithms for
feature engineering have great potential at par with ensemble techniques. Most studies
only employ performance metrics and lack utilization of profitability metrics or
investment or trading strategy (simulated or real-time). Similarly, research on multi-
class or output is severely lacking in financial forecasting and can be a good avenue for
future research. “A Systematic Survey of AI Models in Financial Market
Forecasting for Profitability Analysis”.

13
 CHAPTER 3

SYSTEM ANALYSIS &

SPECIFICATION
 CHAPTER 3

SYSTEM ANALYSIS

3.1 EXISTING SYSTEM

The existing systems for wealth forecasting in stock markets Data

acquisition, Sentiment analysis, and Predictive modeling, complemented by expert
opinions and news analysis. However, these methods face challenges in adapting
to market complexities, unexpected events, and may struggle to consistently
outperform the market due to the efficient market hypothesis. There's a growing
need to explore more advanced Machine Learning (ML) techniques and diverse
data integration to enhance accuracy and adaptability in predicting market trends.

3.1.1 DRAWBACKS OF EXISTING SYSTEM

• Limitations in Adaptability
• Complexity in Predictive Accuracy
• Risk of Financial Loss
• Inadequate Integration of Advanced Techniques

15
3.2 PROPOSED SYSTEM

Accurately predicting stock prices in the world of financial markets is still a

difficult but vital task for analysts and investors alike. Conventional techniques
frequently estimate future patterns by analyzing previous data. But with the
development of cutting-edge technology and the accessibility of real-time data
streams, there is an increasing chance to improve prediction models through the use
of current data.
The proposed study aims to create a state-of-the-art stock price prediction model by
utilizing efficient gradient boosting techniques and real-time data collecting, with a
special emphasis on implementations like XGBoost or LightGBM. this model will
dynamically download live data from sources such as Server PR Hub, which gives
up-to-date information on stock market prices, trading volumes, sentiment analysis,
and macroeconomic indicators, in contrast to conventional systems that depend
primarily on predetermined datasets from prior years.

This model can capture the latest market dynamics and investor sentiments thanks to
the easy access to a plethora of real-time data made possible by the incorporation of
API keys. We make sure that our forecasts are not just based on past trends but also
accurately represent the situation of the market now by regularly adding new data to
our collection. the method relies heavily on the use of optimal gradient boosting
methods, which are well-known for their predictability, resilience, and efficiency. the
goal is to improve our prediction model's performance by using variations such as
XGBoost or LightGBM, which will let the model to learn intricate correlations and
patterns from the real-time data stream.
In addition, the model will use social media feeds, news articles, and financial data to
use sentiment analysis techniques to measure investor sentiment in real-time. To better
understand how investor behavior and market mood affect stock prices, we want to
combine sentiment analysis with improved gradient boosting methods.
It will perform rigorous optimization and fine-tuning procedures, including feature

16
selection, cross-validation approaches, and hyperparameter tweaking, to guarantee the
robustness and dependability of our model. This will improve our prediction model's
capacity for generalization and lessen overfitting.
Project want to enable investors to make wise judgments in a market that is changing
quickly by providing them with fast and accurate stock price projections through our
proposed work. the objective is to enhance stock price prediction capabilities and
promote the progress of financial forecasting techniques by merging cutting-edge
gradient boosting algorithms with real-time data collecting.

3.2.1 ADVANTAGES OF PROPOSED SYSTEM

• Enhanced Prediction Accuracy and Timeliness
• Deeper Insights and Enhanced Risk Management
• Competitive Edge and Actionable Insights
• Revolutionizing Financial Forecasting

3.3 SYSTEM CONFIGURATION

The requirement specification is a technical specification of requirements for the
software products.it is the first step in the requirement analysis process it lists the
requirements of a particular software system including financial performance and
security requirements. The requirements also provide usage scenaries from a user, an
operational and administrative perspective. The purpose of software requirements
specification is to provide a detailed overview of the software project, its parameters
and goals. This describes the project target audience and its user interface, hardware
and software requirements. It defines how the client, team and audience see the project
and its functionality.

17
3.3.1 HARDWARE REQUIREMENTS
The hardware requirements may serve as the basis for a contract for the
implementation of the system and should therefore be a complete specification of the
whole system. They are used by the software engineers as the starting point for the
system design. It shows what the system do not and how it should be implemented.

• OS : Windows 7,8,10 64bit

• RAM : 4GB
• Hard disk : At least 256GB of available space

3.3.2 SOFTWARE REQUIREMENTS

The software specification are the specification of the system. It should include both
the specification and a definition of the requirements. It is a set of what the system
should do rather than how it should do it. The software requirements provide the basis
forcreating the software requirement specification. It is useful estimating cost, planning
team activities, performing tasks and tracking the team’s progress throughout the
development activity.

• Python version 2.0 or 3x

• Wordpress
• XAMPP(localhost)
• Visual Studio Code(VS)

18
 CHAPTER 4

SYSTEM DESIGN
 CHAPTER 4

SYSTEM DESIGN

4.1 SYSTEM ARCHITECTURE

FIGURE 4.1. SYSTEM ARCHITECTURE

20
4.1.1 DATA GATHERING

The real-time accumulation of complete and current data from dependable

sources, like Server or Hub, forms the basis of our method to stock price prediction.
We create a smooth connection to this repository by utilizing API keys, which
guarantees access to an ongoing supply of up-to-date stock information. We are able
to obtain vital data, such as trade volumes, stock prices, trend indicators for the market,
and macroeconomic variables, by utilizing this dynamic data hub. By taking a real-time
picture of market dynamics, this methodology allows us to get around the constraints
of traditional methodologies that rely on historical statistics. We make sure that our
prediction model is flexible and adaptable to the most recent changes in the financial
environment by utilizing reliable data collection methods, giving investors access to
up-to- date information.

4.1.2 PRE-PROCESSING OF DATA

I. CLEANING AND VALIDATION

➢ Identifying Inconsistencies, Errors, and Missing Values: This involves

thoroughly examining the dataset to spot any discrepancies, such as outliers,
incorrect data entries, or missing values. For instance, missing values might
occur due to data collection errors or incomplete records.
➢ Rectifying Data Integrity Issues: Once identified, inconsistencies and errors
need to be addressed. This may involve imputing missing values, removing
outliers, or correcting erroneous entries. The goal is to ensure that the data is
accurate and reliable for analysis.

21
II. FEATURE ENGINEERING
➢ Extracting Relevant Features: Raw data often contains numerous variables,
some of which may not directly contribute to the predictive task at hand. Feature
engineering involves selecting or creating features that are most relevant to the
prediction problem. For stock price prediction, relevant features may include
historical stock prices, trading volume, economic indicators, and sentiment
analysis of news articles related to the stock.
➢ Transforming or Combining Features: Sometimes, the raw features may not
be in a suitable format for analysis or may lack predictive power. In such cases,
feature transformation techniques, such as logarithmic transformations or
polynomial expansions, may be applied. Additionally, features can be combined
to create new, more informative features that capture underlying patterns in the
data.

III. NORMALIZATION AND ENCODING

➢ Standardizing Numerical Features: Boosting algorithms, like many machine
learning models, perform better when numerical features are on a similar scale.
Normalization techniques, such as Min-Max scaling or z-score normalization,
are used to rescale numerical features to a common range, typically between 0
and 1 or with a mean of 0 and a standard deviation of 1.
➢ Encoding Categorical Data: Categorical variables, such as stock symbols or
industry sectors, need to be encoded into a numerical format for algorithmic
processing. Common encoding techniques include one-hot encoding, label
encoding, or binary encoding. These techniques prevent biases that may arise
from treating categorical variables as continuous.

22
4.1.3 FEATURE EXTRACTION
The next action to take is to Included in the quality-degrading process is
extraction. As evidenced by their predictive pertinence, highlight extraction really
affects the features rather than element choice, which places the ongoing attributions.
The modified attributes, or components, are created by simply joining the initial
ascribes. Finally, we prepare our models using the Classifier computation. We make
use of the categorize module from the Python Normal Language Tool stash. We
employ the acquired annotated dataset. We will use the additional marked data we have
to poll the models. A few AI techniques were used to arrange pre- handled data. We
selected non-linear woodland classifiers. Usually, these computations are applied to
locations that include text grouping.

4.1.4 ASSESSMENT MODEL

Example Assessment is a part of the process of developing a model. It is helpful
to choose the model that best represents our data and forecasts how the model will
behave in the future. In information science, using preparation data to evaluate model
execution is insufficient since it can quickly lead to too optimistic and overfitted models.
Information scientists use two processes to assess models: wait and cross-approval. In
order to avoid overfitting, the two approaches assess model execution using a test set
that is hidden by the model. The presentation of each categorization model is evaluated
relative to its normal. The end product will have the intended organizational structure.
graphic that represents an ordered set of data. Precision implies accuracy, which is the
degree of exact expectations for the test data. It may still be up in the air when the
number of precise expectations is divided by the total number of projections.

23
4.2 DATA FLOW DIAGRAM
The abbreviation for Information Stream Outline is DFD. DFD deals with
the information flow of a framework or an interaction. Additionally, it provides
information on the data sources, outcomes, and actual interactions for each factor.
There are no circles, choice criteria, or control streams in DFD. A flowchart can
make sense of explicit tasks reliant on the type of data.

It is a graphical tool that makes communicating with clients, supervisors, and other
faculty members easier. It is useful for dissecting both the current and the suggested
structure. It provides a summary of the framework procedures for what information
there is. What adjustments are made, what data is archived, what outputs are made,
and so on. There are various ways to address the Information Stream Outline. There
are organised investigation exhibiting gadgets at the DFD. Information Stream
graphs are well known because they let us visualise the important steps and
information involved in programming framework activities.

Four sections make up the information stream graph: Process Due to dealing
capability, a framework's ability to produce change is affected. Images of a
conversation may be round, oval, square, or rectangular with rounded corners. The
cycle is given a brief name that communicates its essence in a single word or
statement.

Information Stream Information stream depicts the data moving between various
pieces of the frameworks. The bolt image is the image of information stream. An
engaging name ought to be given to the stream to decide the data which is being
moved. Information stream additionally addresses material alongside data that is
being moved. Material movements are displayed in frameworks that are not simply
useful. A given stream ought to just exchange a solitary kind of data. The course
of stream is addressed by the bolt which can likewise be bi-directional.

24
LEVEL 0

Figure 4.2 Level 0 DFD

The above figure 4.2 explains about the user interface or application where users
interact with the system.This component represents the core functionality of your
system, where the prediction of future stock prices takes place. This is an external
system or service that provides the current stock price data to the prediction application.

25
LEVEL 1

Figure 4.3 Level 1 DFD

The above Figure 4.3 explains about the input provided by the user, which could include
login credentials, company symbols, etc. Validates the user's credentials and allows
access to the system. This process is responsible for predicting future stock prices. It
involves several sub-processes

26
LEVEL 2

Figure 4.4 Level 2 DFD

The above Diagram explains the various inputs provided by the user, such as login
credentials and company symbols. Validates the user's credentials. Ensures that the user
is authorized to access the system. Verifies the user's account details and permissions.
This process is decomposed into more detailed sub-processes

27
4.3 UML DIAGRAM
The United Showing Language (UML) is used to decide, imagine, modify,
construct and record the relics of an article arranged programming heightened
system a work underway. UML offers a standard strategy for envisioning a
system's designing charts, including parts, for instance,

●performers

●business processes

●(authentic) parts

●works out

●programming language clarifications

●informational collection frames, and

●Reusable programming parts.

UML unites best methods from data illustrating (substance relationship diagrams),
business showing (work processes), object illustrating, and part illustrating. It will
in general be used with all cycles, all through the item improvement life cycle, and
across different execution developments. UML has integrated the documentations
of the Booch system, the Thing showing technique (OMT), and Thing arranged PC
programming (OOSE) by consolidating them into a single, ordinary, and
comprehensively usable exhibiting language. UML expects to be a standard
showing language which can show concurrent and conveyed systems.

• Grouping Graph:

Grouping Graphs Address the articles taking part the communication evenly
and time upward. A Utilization Case is a sort of social classifier that
addresses a statement of an offered conduct. Each utilization case

28
 determines some way of behaving, conceivably including variations that the
subject can act in a joint effort with at least one entertainers. Use cases
characterize the offered conduct of the subject without reference to its inner
design. These ways of behaving, including connections between the
entertainer and the subject, may bring about changes to the condition of the
subject and correspondences with its current circumstance. A utilization case
can incorporate potential varieties of its essential way of behaving, including
excellent way of behaving and blunder dealing with.

• Action Graphs:

Action outlines are graphical representations of the sequential exercises and

activities that aid in decision-making, emphasis, and simultaneity.
Movement charts can be used to represent the business and functional piece-
by-piece work processes of parts in a framework in the Brought together
Displaying Language. The general evolution of control is displayed in an
action graph.

• Usecase summary:

The standard language for describing, visualising, creating, and

documenting the peculiarities of programming frameworks is called UML.

•The Organisation for Management and Guidance (OMG) created UML,

and a specific draught of UML 1.0 was presented to the OMG in January
1997.

•OMG continually expends effort to create a true industry standard.

•UML stands for Combined Displaying Language.A visual language called

UML is used to create programme blueprints.

29
 • class diagram

The main building component of an item-arranged display is the class

outline. It is used for both specific exhibiting making an interpretation of the
models into programming code, as well as for general reasonable
demonstrating of the effectiveness of the application. Information modelling
can also make use of class outlines.[1] A class chart's classes cover the
application's linkages, core elements, and classes that need to be updated.

Classes are referenced in the outline with boxes that have three compartments each:

The class name is located in the top compartment. It is strongly and narrowly
concentrated, and the main letter is emphasised.

4.3.1 USE CASE DIAGRAM

Use case diagrams are considered for high level requirement analysis of a
system. So when the requirements of a system are analyzed the functionalities are
captured in usecases. So, it can say that uses cases are nothing but the system
functionalities written in an organized manner.

30
 Figure 4.5 Use case Diagram

"External Systems" represent the systems outside the user's control, such as the Stock
Price API and the Prediction Algorithm. The "Predict Future" use case interacts with
these external systems to fetch the current stock price and perform the prediction. The
"Predict Future" use case is decomposed into several steps, each interacting with the
external systems to fulfill its functionality.

31
4.3.2 CLASS DIAGRAM
Class diagram is basically a graphical representation of the static view of the
systemand represents different aspects of the application. So a collection of class
diagrams represent the whole system. The name of the class diagram should be
meaningful to describe the aspect of the system. Each element and their relationships
should be identifiedin advance Responsibility (attributes and methods) of each class
should be clearly identified for each class minimum number of properties should
be specified and because, unnecessary properties will make the diagram
complicated.

Figure 4.6 Class Diagram

The class diagram provides the information such as methods and variables that are
required for the project.it consist of all the class files that are required for the project.

32
4.3.3 ACTIVITY DIAGRAM
Activity is a particular operation of the system. Activity diagrams are not only
usedfor visualizing dynamic nature of a system but they are also used to construct the
executable system by using forward and reverse engineering techniques. The only
missingthing in activity diagram is the message part. It does not show any message flow
from oneactivity to another. Activity diagram is some time considered as the flow chart.
It shows different flow like parallel, branched, concurrent and single.

Figure 4.7 Activity Diagram

The above activity diagram provides the flow of project working. In first stage it check
whether the user is valid are not. If user is invalid he needs to register an account.

33
4.3.4 SEQUENCE DIAGRAM
A sequence diagram is a type of interaction diagram in Unified Modeling
Language (UML) that illustrates how objects interact in a particular scenario of a
system or application. It shows the flow of messages, or interactions, between
objects over time, typically from top to bottom. Each object involved in the
scenario is represented by a vertical lifeline, with messages between objects shown
as horizontal arrows. These messages indicate the order and direction of
communication between objects, helping to visualize the sequence of actions in a
system. Sequence diagrams are valuable for understanding the dynamic behavior
of a system, including the order of method calls, collaborations between objects,
and the flow of control.

34
 Figure 4.8 Sequence Diagram

The user initiates by entering credentials, validated for login. Upon success, the user
selects stock price prediction, entering a company symbol. The system communicates
with an external API for the current stock price, then predicts the future stock price.
The prediction is displayed for user verification, followed by logout. Messages are
exchanged between user, system, and external API throughout the process.

35
 CHAPTER 5

SYSTEM IMPLEMENTATION
 CHAPTER 5

SYSTEM IMPLEMENTATION

5.1 MODULE OVERVIEW

The stock market prediction project comprises four modules designed to

complete the project according to the proposed system, address existing system
limitations, and allow for future enhancements. The first module, Data Gathering,
focuses on collecting historical stock price data, financial statements, market indices,
and other relevant data from various sources such as APIs and financial websites. The
second module, Pre-Processing of Data, involves cleaning and preparing the collected
data for analysis, including handling missing values and normalizing data. The third
module, Feature Extraction, extracts meaningful features from the pre-processed data,
such as technical indicators and financial metrics. Finally, the Assessment Model
module employs machine learning or statistical models to predict future stock prices
based on the extracted features.

5.2 LIST OF MODULES

1. Data Gathering

2. Pre-Processing of Data

3. Feature Extraction

4. Assessment Model

37
5.2.1 DATA GATHERING

The real-time accumulation of complete and current data from dependable

sources, like Server or Hub, forms the basis of our method to stock price prediction.
We create a smooth connection to this repository by utilizing API keys, which
guarantees access to an ongoing supply of up-to-date stock information. We are able
to obtain vital data, such as trade volumes, stock prices, trend indicators for the market,
and macroeconomic variables, by utilizing this dynamic data hub. By taking a real-time
picture of market dynamics, this methodology allows us to get around the constraints
of traditional methodologies that rely on historical statistics. We make sure that our
prediction model is flexible and adaptable to the most recent changes in the financial
environment by utilizing reliable data collection methods, giving investors access to
up-to- date information.

5.2.2 PRE-PROCESSING OF DATA

There are three typical steps in data pre-processing:

1.Cleaning and validation

2.Feature Engineering

3.Normalization and Encoding

• CLEANING AND VALIDATION: Identifying Inconsistencies,

Errors, and Missing Values: This involves thoroughly examining the dataset
to spot any discrepancies, such as outliers, incorrect data entries, or missing
values. For instance, missing values might occur due to data collection errors
or incomplete records.

38
 Rectifying Data Integrity Issues: Once identified, inconsistencies and errors
need to be addressed. This may involve imputing missing values, removing
outliers, or correcting erroneous entries. The goal is to ensure that the data
is accurate and reliable for analysis.

• FEATURE ENGINEERING: Extracting Relevant Features: Raw data

often contains numerous variables, some of which may not directly contribute
to the predictive task at hand. Feature engineering involves selecting or creating
features that are most relevant to the prediction problem. For stock price
prediction, relevant features may include historical stock prices, trading volume,
economic indicators, and sentiment analysis of news articles related to the stock.
Transforming or Combining Features: Sometimes, the raw features may not be
in a suitable format for analysis or may lack predictive power. In such cases,
feature transformation techniques, such as logarithmic transformations or
polynomial expansions, may be applied. Additionally, features can be combined
to create new, more informative features that capture underlying patterns in the
data

• NORMALIZATION AND ENCODING: Standardizing Numerical

Features: Boosting algorithms, like many machine learning models, perform
better when numerical features are on a similar scale. Normalization techniques,
such as Min-Max scaling or z-score normalization, are used to rescale numerical
features to a common range, typically between 0 and 1 or with a mean of 0 and
a standard deviation of 1.

39
5.2.3 FEATURE EXTRACTION
The next action to take is to Included in the quality-degrading process is
extraction. As evidenced by their predictive pertinence, highlight extraction really
affects the features rather than element choice, which places the ongoing attributions.
The modified attributes, or components, are created by simply joining the initial
ascribes. Finally, we prepare our models using the Classifier computation. We make
use of the categorize module from the Python Normal Language Tool stash. We
employ the acquired annotated dataset. We will use the additional marked data we have
to poll the models. A few AI techniques were used to arrange pre- handled data. We
selected non-linear woodland classifiers. Usually, these computations are applied to
locations that include text grouping.

5.2.4 ASSESSMENT MODEL

Example Assessment is a part of the process of developing a model. It is helpful
to choose the model that best represents our data and forecasts how the model will
behave in the future. In information science, using preparation data to evaluate model
execution is insufficient since it can quickly lead to too optimistic and overfitted models.
Information scientists use two processes to assess models: wait and cross-approval. In
order to avoid overfitting, the two approaches assess model execution using a test set
that is hidden by the model. The presentation of each categorization model is evaluated
relative to its normal. The end product will have the intended organizational structure.
graphic that represents an ordered set of data. Precision implies accuracy, which is the
degree of exact expectations for the test data. It may still be up in the air when the
number of precise expectations is divided by the total number of projections.

40
5.3 PYTHON LIBRARIES & PACKAGES:

Python provides a variety of GUI (Graphical User Interface) creation

options. Tkinter is the most frequently used GUI method out of all of them. It is a
typical Python connection point to the Python distribution's Tk GUI tool stack. The
quickest and easiest way to create GUI apps is with Python and Tkinter. Tkinter
makes creating a GUI an easy task.

A tkinter application can be created by:

I. Introducing the tkinter module

I. Create the basic window (holder)
II. Add a lot of devices to the main window.
III. Apply the event Trigger to the devices.
IV. Tkinter can be inserted into the Python code just like any other module.
V. Note that the module's name changes from "Tkinter" in Python 2.x to
"tkinter" in Python 3.x.

5.4 FLASK FRAMEWORK

Flask is a lightweight and flexible Python web framework designed to make
web development simple and straightforward. It follows a minimalist philosophy,
providing just the essentials for building web applications. Developers appreciate
Flask for its simplicity, making it easy to get started with web projects. The
framework offers a robust set of features including routing, request handling, and
templating. Flask is known for its modular design, allowing developers to add
extensions for specific functionalities as needed. It supports various web
development tasks such as URL routing, HTTP request handling, and rendering
templates.

41
5.5 ALGORITHM
Boosting algorithms are a type of machine learning methods that combine the
capabilities of several weak learners in order to improve the prediction performance of
models. The data is successively trained using weak learners, which are often basic
decision trees, with each new learner learning from the mistakes of the previous ones.
Giving incorrectly categorized examples larger weights emphasizes their significance
in later rounds, which is the main objective. Some well-known boosting algorithms
include XG Boost, AdaBoost, and Gradient Boosting. In AdaBoost, instances are given
different weights according to how well they classify, whereas in XG Boost,
regularization and parallel processing capabilities are included. Gradient Boosting
minimizes model errors by minimizing the gradient of the loss function.
The potential of boosting algorithms to increase prediction accuracy by combining the
outputs of numerous weak learners makes them popular in stock price prediction
models. In the process of predicting stock prices using data gathered from stock market
servers or hubs, the following boosting algorithms are commonly employed:

1. Gradient Boosting Machines (GBM): GBM generates numerous decision trees in

a sequential manner, each of which fixes the mistakes of the preceding tree. It has an
excellent reputation for being resilient and handling intricate data interactions. This
project's boosting algorithm makes use of gbm.

2. Extreme Gradient Boosting (XGBoost): Using a distributed computing

infrastructure and a more regularized model, XGBoost is an improved variant of GBM.
It works well with big datasets since it is scalable and extremely efficient.

3. Light Gradient Boosting Machine (LightGBM): Like XGBoost, LightGBM is an

efficient gradient boosting implementation that optimizes training time and memory
consumption through the use of a histogram-based method. On big datasets, it does
well.

42
4. CatBoost: Yandex created the CatBoost gradient boosting algorithm with the
express purpose of handling category information well. Even with minimal
hyperparameter adjustment, it offers strong performance and intelligently manages
missing data.

5. AdaBoost: AdaBoost is an adaptive boosting approach that gives misclassified

data points a larger weight, enabling even weak learners to concentrate more on cases
that are challenging to classify. It is a straightforward method that frequently acts as a
baseline booster.

6. Stochastic Gradient Boosting (SGB): SGB is a gradient boosting version in

which each iteration's training data and features are subsampled to add randomization.
This can enhance generalization performance and assist avoid overfitting.

Several forms of data, such as historical price data, trade volumes, technical indicators,
and fundamental data, may be obtained from stock market servers or hubs and enhanced
using these boosting techniques. Analysts and traders may use these algorithms to create
prediction models that help them spot patterns and trends in stock price movements and
help them make wise investment choices.

43
 Figure 5.1 Boosting Algorithm

Stock price fluctuations can be predicted using boosting algorithms such as AdaBoost
or Gradient Boosting. These algorithms function by creating a powerful learner by
merging several weak learners, often decision trees. By rectifying the mistakes of its
predecessor, every weak learner enhances prediction accuracy over time. Boosting
algorithms can identify intricate patterns and links in stock price data, which improves
the accuracy of price forecasts. Boosting models, which are trained on past price data
and pertinent attributes, can offer insights into possible stock price deductions by
predicting future price decreases based on the patterns they have learnt. Because these
algorithms can handle non-linear interactions and adjust to changing market
conditions, they are widely used in financial modeling. Like other predictive models,
though, their efficacy is contingent upon the caliber of the training set of characteristics
and data.

44
 CHAPTER 6

EXPERIMENTAL RESULTS
 CHAPTER 6
EXPERIMENTAL RESULTS

The below figures show the results of the module implementation. These screenshots
show the User Interface through which the modules are being developed

6.1 XAMPP
XAAMP is a free and open source cross-platform web server solution stack
package, consisting mainly of the Apache HTTP Server, MySQL database, and
interpreters for scripts written in the PHP and Perl programming languages. Installing
XAMPP takes less time than installing each of its components separately. Self-
contained, multiple instances of XAMPP can exist on a single computer, and any given
instance can be copied from one computer to another. It is offered in both a full, standard
version and a smaller version.

Figure 6.1 XAMPP Server

46
6.2 LOGIN
Users visit the website's login page to start the procedure. They must provide
their login information, which includes their username and password, at this point. The
submitted information is subsequently authenticated by the system using user data that
has been saved. The user is forwarded to the home page and given access to the system
if the credentials match. On the other hand, relevant error messages are shown in the
event of an authentication failure (such as an erroneous username or password),
assisting the user in fixing the problem. To protect user data and stop unwanted access,
security measures including session management and encryption are put in place. Once
the login process is successful, the user may explore the application's capabilities as
they have been authenticated.

Figure 6.2 Login page

47
6.3 HOME PAGE
Users are sent to the main page after a successful login, where they are met with
an extensive summary of the state of the stock market. The main page presents the
current stock values of several firms in an easily navigable format, either arranged in a
list or grid style. Every listed firm has its current stock price associated with it, giving
users important information quickly. Furthermore, by selecting the "Predict the Future"
button linked to each firm, consumers are given the opportunity to project future stock
values. With the help of this function, consumers may make wise investment choices
by using market patterns and predictive research.

Figure 6.3 Dashboard

48
6.4 PREDICT THE FUTURE PAGE
When users click the "Predict the Future" button, a specialized prediction page
opens and they may choose the firm whose stock price they want to anticipate. An
easy-to-use input area on the prediction page allows customers to enter the name or
symbol of the business they are interested in. Users fill out the form and submit it to
begin the prediction process after providing the firm data. The system uses API keys
to retrieve historical and real-time data from the server or hub that has the most recent
stock market data in the background. The aforementioned data forms the foundation
for producing precise forecasts concerning the forthcoming stock value of the
designated enterprise.

Figure 6.4 Request a code

49
6.5 RESULT PAGE
Users are sent to the result page after submitting their prediction request, where
they may view the predicted stock price as well as enlightening commentary and
suggestions. The result page efficiently helps visitors visualize possible market
movements by showcasing a graphical depiction of the expected stock price trend over
a certain time range. The website offers succinct and straightforward suggestions,
such as whether to "Buy," "Sell," or "Hold" the stock depending on the forecast
outcome, in addition to its graphical depiction. In addition, the recommendation's
justification is expanded upon, taking into account variables including past
performance, market trends, and outside influences. It's a smooth and user-focused
experience since users may explore more features, go back to the home page, or start
another forecast.

Figure 6.5 Outcome Page

50
CHAPTER 7

TESTING
 CHAPTER 7
SYSTEM TESTING

7.1 TESTING OBJECTIVES

The purpose of testing is to discover errors. Testing is the process of trying to
discover every conceivable fault or weakness in a work product. It provides a way to
check the functionality of components, sub-assemblies, assemblies, and/or a finished
product. It is the process of exercising software with the intent of ensuring that the
Software system meets its requirements and user expectations and does not fail in an
unacceptable manner. There are various types of tests. Each test type addresses a
specific testing requirement.

7.2 CATEGORIES OF SOFTWARE TESTING

➢ Black Box Testing
➢ White Box Testing

7.2.1 BLACK BOX TESTING

Black box testing is a software testing techniques in which functionality of the

software under test (SUT) is tested without looking at the internal code structure,
implementation details and knowledge of internal paths of the software. This type of
testing is based entirely on the software requirements and specifications.

Black Box Testing Techniques

➢ Equivalence Class Testing: It is used to minimize the number of possible test

cases to an optimum level while maintains reasonable test coverage.

52
 ➢ Boundary Value Testing: Boundary value testing is focused on the values at
boundaries. This technique determines whether a certain range of values are
acceptable by the system or not. It is very useful in reducing the number of test
cases. It is mostly suitable for the systems where input is within certain ranges.
➢ Decision Table Testing: A decision table puts causes and their effects in a matrix.
There is unique combination in each column.

7.2.2 WHITE BOX TESTING

White Box Testing is the testing of a software solution's internal coding and
infrastructure. It focuses primarily on strengthening security, the flow of inputs and
outputs through the application, and improving design and usability. White box testing
is also known as Clear Box testing, Open Box testing, Structural testing, Transparent
Box testing, Code-Based testing, and Glass Box testing.

White Box Testing Techniques

➢ Statement Coverage - This technique is aimed at exercising all programming

statements with minimal tests.
➢ Branch Coverage - This technique is running a series of tests to ensure that all
branches are tested at least once.
➢ Path Coverage - This technique corresponds to testing all possible paths which
means that each statement and branch is covered.

53
7.3 TYPES OF TESTING

1. Unit Testing
2. Functional Testing
3. Performance Testing
4. Integration Testing
5. Objective
6. Validation Testing
7. System Testing
8. Structure Testing
9. Output Testing
10. User Acceptance Testing

7.3.1 UNIT TESTING

➢ Unit testing, also known as Module Testing, focuses verification efforts on

the module. The module is tested separately and this is carried out at the
programming stage itself.
➢ Unit Test comprises of the set of tests performed by an individual
programmer before integration of the unit into the system.
➢ Unit test focuses on the smallest unit of software design- the software
component or module.
➢ Using component level design, important control paths are tested to
uncover errors within the boundary of the module.
➢ Unit test is white box oriented and the step can be conducted in parallel for
multiple components.

54
7.3.2 FUNCTIONAL TESTING

➢ Functional test cases involve exercising the code with normal input values
for which the expected results are known, as well as the boundary values
➢ The objective is to take unit-tested modules and build a program structure
that has been dictated by design.

7.3.3 PERFORMANCE TESTING

➢ Performance testing determines the amount of execution time spent in

various parts of the unit, program throughput, and response time and
device utilization of the program unit. It occurs throughout all steps in the
testing process.

7.3.4 INTEGRATION TESTING

➢ It is a systematic technique for constructing the program structure while

at the same time conducting tests to uncover errors associated with in the
interface.
➢ It takes the unit tested modules and builds a program structure.
➢ All the modules are combined and tested as a whole.
➢ Integration of all the components to form the entire system and a overall
testing is executed.

7.3.5 VALIDATION TESTING

➢ Validation test succeeds when the software functions in a manner that can
be reasonably expected by the client.
➢ Software validation is achieved through a series of black box testing which
confirms to the requirements.
➢ Black box testing is conducted at the software interface.

55
 ➢ The test is designed to uncover interface errors, is also used to demonstrate
that software functions are operational, input is properly accepted, output
are produced and that the integrity of external information is maintained.

7.3.6 SYSTEM TESTING

➢ Tests to find the discrepancies between the system and its original
objective, current specifications and system documentation.

7.3.7 STRUCTURE TESTING

➢ It is concerned with exercising the internal logic of a program and

traversing particular execution paths.

7.3.8 OUTPUT TESTING

➢ Output of test cases compared with the expected results created during
design of test cases.
➢ Asking the user about the format required by them tests the output
generated or displayed by the system under consideration.
➢ Here, the output format is considered into two was, one is on screen and
another one is printed format.
➢ The output on the screen is found to be correct as the format was designed
in the system design phase according to user needs.
➢ The output comes out as the specified requirements as the user’s hard copy.

7.3.9 USER ACCEPTANCE TESTING

➢ Final Stage, before handling over to the customer which is usually carried
out by the customer where the test cases are executed with actual data.

56
 ➢ The system under consideration is tested for user acceptance and constantly
keeping touch with the prospective system user at the time of developing
and making changes whenever required.
➢ It involves planning and execution of various types of test in order to
demonstrate that the implemented software system satisfies the
requirements stated in the requirement document.

7.4 TEST CSE SCENARIO

API INTEGRATION TESTING

➢ Ensure that the API key is correctly integrated into the system to fetch current
stock prices from the server or hub.
➢ Test API endpoints to verify that they return the expected data format and
handle errors gracefully.

USER AUTHENTICATION TESTING

➢ Verify that the user login functionality works correctly, allowing authorized
users to access the application.
➢ Test different scenarios such as valid login credentials, invalid credentials,
and account lockout after multiple failed attempts.

PREDICTION FEATURE TESTING

➢ Test the functionality to predict future stock prices.
➢ Ensure that the prediction screen opens successfully after the user selects the
prediction option.
➢ Validate that the input field for the company symbol is displayed correctly
and accepts valid input.

57
INPUT VALIDATION TESTING
➢ Validate user input for the company symbol to ensure it meets the required
format and constraints.
➢ Test scenarios such as entering invalid symbols, empty input, and excessively
long input.

PREDICTION ACCURACY TESTING

➢ Verify the accuracy of the stock price predictions by comparing them to actual
historical data.
➢ Conduct both manual verification and automated tests to ensure the
predictions align with expected outcomes.

USER INTERFACE TESTING

➢ Test the user interface for usability and responsiveness across different
devices and screen sizes.
➢ Ensure that all elements are displayed correctly and that user interactions
work as expected.

ERROR HANDLING TESTING

➢ Test error handling mechanisms to ensure that appropriate error messages are
displayed to users in case of failures or invalid inputs.
➢ Validate that error messages are clear, informative, and displayed in the
correct location on the screen.

PERFORMANCE TESTING
➢ Evaluate the performance of the application under different loads and network
conditions.

58
 ➢ Test response times for fetching stock prices and generating predictions to
ensure acceptable performance.

SECURITY TESTING
➢ Conduct security testing to identify and mitigate potential vulnerabilities,
such as SQL injection and cross-site scripting (XSS).
➢ Ensure that sensitive data, such as API keys and user credentials, are handled
securely.

COMPATIBILITY TESTING
➢ Test the application on various web browsers and devices to ensure
compatibility and consistent behavior.

By following these testing requirements, This can ensure the stock price prediction
web application is reliable, accurate, and user-friendly.

59
CHAPTER 8

CONCLUSION
 CONCLUSION

Financial forecasting can undergo a revolutionary change with the use of real-time
live data obtained through API keys for stock price prediction. Using the most recent
market data, this project offers unmatched precision and flexibility. Accurate
forecasts, responsible decision-making, and quick reactions to changing market
conditions are made possible by the incorporation of real-time data. In addition, the
incorporation of news events and sentiment research enriches market sentiment
insights, providing investors with relevant and actionable information. The capacity
to handle volatility with confidence is provided by the scalability and efficiency of
API- based data access, which supports strong risk management methods. This project
gives us a competitive edge in the quick-paced financial world of today while also
advancing our grasp of market dynamics. Cutting-edge technologies and real-time
data are embraced, laying the groundwork for nimble, wise, and profitable investing
methods. In conclusion, the use of real-time data via API keys signifies a fundamental
change toward stock price prediction models that are more precise, flexible, and
significant.

61
REFERENCES
 REFERENCE

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[2] C. Wang, Y. Chen, S. Zhang and Q. Zhang, "Stock market index prediction using
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[3] Y. Li and Y. Pan, "A novel ensemble deep learning model for stock prediction based
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[4] V. Gupta and M. Ahmad, "Stock price trend prediction with long short-term memory
neural networks", Int. J. Comput. Intell. Stud., vol. 8, no. 4, pp. 289, 2019.

[5] S. R. Polamuri, K. Srinivas and A. K. Mohan, "Multi modelbased hybrid prediction

algorithm (MM-HPA) for stock market prices prediction framework (SMPPF)", Arabian
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[6] X. Zhang, S. Qu, J. Huang, B. Fang and P. Yu, "Stock market prediction via multi-
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[8] B. M. Henrique, V. A. Sobreiro and H. Kimura, "Literature review: Machine learning

techniques applied to financial market prediction", Expert Syst. Appl., vol. 124, pp. 226-
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[9] L. J. Cao and F. H. Tay, "Support vector machine with adaptive parameters in
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[14] Z. Jin, Y. Yang, and Y. Liu, ‘‘Stock closing price prediction based on sentiment
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[15] H. Liu and Y. Hou, ‘‘Application of Bayesian neural network in prediction of stock
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[16] M. R. Vargas, C. E. M. dos Anjos, G. L. G. Bichara and A. G. Evsukoff, "Deep

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[17] R. Gębarowski, P. Oświęcimka, M. Wątorek and S. Drożdż, "Detecting correlations

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2020.

64
CHAPTER 10

APPENDIX
 APPENDIX A

SAMPLE SOURCE CODE

main.py

from flask import Flask, render_template, request, flash, redirect, url_for

from alpha_vantage.timeseries import TimeSeries
import pandas as pd
import numpy as np
from statsmodels.tsa.arima.model import ARIMA
from sklearn.metrics import mean_squared_error
import matplotlib.pyplot as plt
plt.style.use('ggplot')
import math, random
from datetime import datetime
import datetime as dt
import yfinance as yf
import tweepy
import preprocessor as p
import re
from sklearn.linear_model import LinearRegression
from textblob import TextBlob
import constants as ct
from Tweet import Tweet
import nltk
nltk.download('punkt')

# Ignore Warnings
import warnings
warnings.filterwarnings("ignore")
import os

66
os.environ['TF_CPP_MIN_LOG_LEVEL'] = '3'

#****** FLASK **********

app = Flask(__name__)

#To control caching so as to save and retrieve plot figs on client side
@app.after_request
def add_header(response):
response.headers['Pragma'] = 'no-cache'
response.headers['Cache-Control'] = 'no-cache, no-store, must-revalidate'
response.headers['Expires'] = '0'
return response
@app.route('/')
def index():
return render_template('index.html')
@app.route('/insertintotable',methods = ['POST'])
def insertintotable():
nm = request.form['nm']

#****** FUNCTIONS TO FETCH DATA *********

def get_historical(quote):
end = datetime.now()
start = datetime(end.year-2,end.month,end.day)
data = yf.download(quote, start=start, end=end)
df = pd.DataFrame(data=data)
df.to_csv(''+quote+'.csv')
if(df.empty):
ts = TimeSeries(key='N6A6QT6IBFJOPJ70',output_format='pandas')
data, meta_data = ts.get_daily_adjusted(symbol='NSE:'+quote, outputsize='full')
#Format df
#Last 2 yrs rows => 502, in ascending order => ::-1
data=data.head(503).iloc[::-1]
data=data.reset_index()
#Keep Required cols only

67
 df=pd.DataFrame()
df['Date']=data['date']
df['Open']=data['1. open']
df['High']=data['2. high']
df['Low']=data['3. low']
df['Close']=data['4. close']
df['Adj Close']=data['5. adjusted close']
df['Volume']=data['6. volume']
df.to_csv(''+quote+'.csv',index=False)
return

#******* ARIMA SECTION *******

def ARIMA_ALGO(df):
uniqueVals = df["Code"].unique()
len(uniqueVals)
df=df.set_index("Code")
#for daily basis
def parser(x):
return datetime.strptime(x, '%Y-%m-%d')
def arima_model(train, test):
history = [x for x in train]
predictions = list()
for t in range(len(test)):
model = ARIMA(history, order=(6,1 ,0))
model_fit = model.fit()
output = model_fit.forecast()
yhat = output[0]
predictions.append(yhat)
obs = test[t]
history.append(obs)
return predictions
for company in uniqueVals[:10]:
data=(df.loc[company,:]).reset_index()
data['Price'] = data['Close']

68
 Quantity_date = data[['Price','Date']]
Quantity_date.index = Quantity_date['Date'].map(lambda x: parser(x))
Quantity_date['Price'] = Quantity_date['Price'].map(lambda x: float(x))
Quantity_date = Quantity_date.fillna(Quantity_date.bfill())
Quantity_date = Quantity_date.drop(['Date'],axis =1)
fig = plt.figure(figsize=(7.2,4.8),dpi=65)
plt.plot(Quantity_date)
plt.savefig('static/Trends.png')
plt.close(fig)
quantity = Quantity_date.values
size = int(len(quantity) * 0.80)
train, test = quantity[0:size], quantity[size:len(quantity)]
#fit in model
predictions = arima_model(train, test)
#plot graph
fig = plt.figure(figsize=(7.2,4.8),dpi=65)
plt.plot(test,label='Actual Price')
plt.plot(predictions,label='Predicted Price')
plt.legend(loc=4)
plt.savefig('static/ARIMA.png')
plt.close(fig)
print()
print("#####################################################################
#########")
arima_pred=predictions[-2]
print("Tomorrow's",quote," Closing Price Prediction by ARIMA:",arima_pred)
#rmse calculation
error_arima = math.sqrt(mean_squared_error(test, predictions))
print("ARIMA RMSE:",error_arima)
print("#####################################################################
#########")
return arima_pred, error_arima

69
 #***** LSTM SECTION ********
def LSTM_ALGO(df):
#Split data into training set and test set
dataset_train=df.iloc[0:int(0.8*len(df)),:]
dataset_test=df.iloc[int(0.8*len(df)):,:]
############# NOTE #################
#TO PREDICT STOCK PRICES OF NEXT N DAYS, STORE PREVIOUS N DAYS IN
MEMORY WHILE TRAINING
# HERE N=7
###dataset_train=pd.read_csv('Google_Stock_Price_Train.csv')
training_set=df.iloc[:,4:5].values# 1:2, to store as numpy array else Series obj will be stored
#select cols using above manner to select as float64 type, view in var explorer
#Feature Scaling
from sklearn.preprocessing import MinMaxScaler
sc=MinMaxScaler(feature_range=(0,1))#Scaled values btween 0,1
training_set_scaled=sc.fit_transform(training_set)
#In scaling, fit_transform for training, transform for test
#Creating data stucture with 7 timesteps and 1 output.
#7 timesteps meaning storing trends from 7 days before current day to predict 1 next output
X_train=[]#memory with 7 days from day i
y_train=[]#day i
for i in range(7,len(training_set_scaled)):
X_train.append(training_set_scaled[i-7:i,0])
y_train.append(training_set_scaled[i,0])
#Convert list to numpy arrays
X_train=np.array(X_train)
y_train=np.array(y_train)
X_forecast=np.array(X_train[-1,1:])
X_forecast=np.append(X_forecast,y_train[-1])
#Reshaping: Adding 3rd dimension
X_train=np.reshape(X_train, (X_train.shape[0],X_train.shape[1],1))#.shape 0=row,1=col
X_forecast=np.reshape(X_forecast, (1,X_forecast.shape[0],1))
#For X_train=np.reshape(no. of rows/samples, timesteps, no. of cols/features)

70
 #Building RNN
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import Dropout
from keras.layers import LSTM

#Initialise RNN
regressor=Sequential()

#Add first LSTM layer

regressor.add(LSTM(units=50,return_sequences=True,input_shape=(X_train.shape[1],1)))
#units=no. of neurons in layer
#input_shape=(timesteps,no. of cols/features)
#return_seq=True for sending recc memory. For last layer, retrun_seq=False since end of the
line
regressor.add(Dropout(0.1))
#Add 2nd LSTM layer
regressor.add(LSTM(units=50,return_sequences=True))
regressor.add(Dropout(0.1))
#Add 3rd LSTM layer
regressor.add(LSTM(units=50,return_sequences=True))
regressor.add(Dropout(0.1))
#Add 4th LSTM layer
regressor.add(LSTM(units=50))
regressor.add(Dropout(0.1))
#Add o/p layer
regressor.add(Dense(units=1))
#Compile
regressor.compile(optimizer='adam',loss='mean_squared_error')
#Training
regressor.fit(X_train,y_train,epochs=25,batch_size=32 )
#For lstm, batch_size=power of 2
#Testing
###dataset_test=pd.read_csv('Google_Stock_Price_Test.csv')

71
real_stock_price=dataset_test.iloc[:,4:5].values

#To predict, we need stock prices of 7 days before the test set
#So combine train and test set to get the entire data set
dataset_total=pd.concat((dataset_train['Close'],dataset_test['Close']),axis=0)
testing_set=dataset_total[ len(dataset_total) -len(dataset_test) -7: ].values
testing_set=testing_set.reshape(-1,1)
#-1=till last row, (-1,1)=>(80,1). otherwise only (80,0)
#Feature scaling
testing_set=sc.transform(testing_set)
#Create data structure
X_test=[]
for i in range(7,len(testing_set)):
X_test.append(testing_set[i-7:i,0])
#Convert list to numpy arrays
X_test=np.array(X_test)
#Reshaping: Adding 3rd dimension
X_test=np.reshape(X_test, (X_test.shape[0],X_test.shape[1],1))
#Testing Prediction
predicted_stock_price=regressor.predict(X_test)
#Getting original prices back from scaled values
predicted_stock_price=sc.inverse_transform(predicted_stock_price)
fig = plt.figure(figsize=(7.2,4.8),dpi=65)
plt.plot(real_stock_price,label='Actual Price')
plt.plot(predicted_stock_price,label='Predicted Price')
plt.legend(loc=4)
plt.savefig('static/LSTM.png')
plt.close(fig)
error_lstm = math.sqrt(mean_squared_error(real_stock_price, predicted_stock_price))

#Forecasting Prediction
forecasted_stock_price=regressor.predict(X_forecast)
#Getting original prices back from scaled values
forecasted_stock_price=sc.inverse_transform(forecasted_stock_price)

72
 lstm_pred=forecasted_stock_price[0,0]
print()
print("#######################################################################
#######")
print("Tomorrow's ",quote," Closing Price Prediction by LSTM: ",lstm_pred)
print("LSTM RMSE:",error_lstm)
print("#######################################################################
#######")
return lstm_pred,error_lstm
#****** LINEAR REGRESSION SECTION *******
def LIN_REG_ALGO(df):
#No of days to be forcasted in future
forecast_out = int(7)
#Price after n days
df['Close after n days'] = df['Close'].shift(-forecast_out)
#New df with only relevant data
df_new=df[['Close','Close after n days']]
#Structure data for train, test & forecast
#lables of known data, discard last 35 rows
y =np.array(df_new.iloc[:-forecast_out,-1])
y=np.reshape(y, (-1,1))
#all cols of known data except lables, discard last 35 rows
X=np.array(df_new.iloc[:-forecast_out,0:-1])
#Unknown, X to be forecasted
X_to_be_forecasted=np.array(df_new.iloc[-forecast_out:,0:-1])
#Traning, testing to plot graphs, check accuracy
X_train=X[0:int(0.8*len(df)),:]
X_test=X[int(0.8*len(df)):,:]
y_train=y[0:int(0.8*len(df)),:]
y_test=y[int(0.8*len(df)):,:]
# Feature Scaling===Normalization
from sklearn.preprocessing import StandardScaler
sc = StandardScaler()

73
 X_train = sc.fit_transform(X_train)
X_test = sc.transform(X_test)
X_to_be_forecasted=sc.transform(X_to_be_forecasted)

#Training
clf = LinearRegression(n_jobs=-1)
clf.fit(X_train, y_train)
#Testing
y_test_pred=clf.predict(X_test)
y_test_pred=y_test_pred*(1.04)
import matplotlib.pyplot as plt2
fig = plt2.figure(figsize=(7.2,4.8),dpi=65)
plt2.plot(y_test,label='Actual Price' )
plt2.plot(y_test_pred,label='Predicted Price')
plt2.legend(loc=4)
plt2.savefig('static/LR.png')
plt2.close(fig)
error_lr = math.sqrt(mean_squared_error(y_test, y_test_pred))
#Forecasting
forecast_set = clf.predict(X_to_be_forecasted)
forecast_set=forecast_set*(1.04)
mean=forecast_set.mean()
lr_pred=forecast_set[0,0]
print()
print("#######################################################################
#######")
print("Tomorrow's ",quote," Closing Price Prediction by Linear Regression: ",lr_pred)
print("Linear Regression RMSE:",error_lr)
print("#######################################################################
#######")
return df, lr_pred, forecast_set, mean, error_lr
#****** SENTIMENT ANALYSIS **********
def retrieving_tweets_polarity(symbol):
stock_ticker_map = pd.read_csv('Yahoo-Finance-Ticker-Symbols.csv')

74
 stock_full_form = stock_ticker_map[stock_ticker_map['Ticker']==symbol]
symbol = stock_full_form['Name'].to_list()[0][0:12]
auth = tweepy.OAuthHandler(ct.consumer_key, ct.consumer_secret)
auth.set_access_token(ct.access_token, ct.access_token_secret)
user = tweepy.API(auth)
tweets = tweepy.Cursor(user.search_tweets, q=symbol, tweet_mode='extended',
lang='en',exclude_replies=True).items(ct.num_of_tweets)
tweet_list = [] #List of tweets alongside polarity
global_polarity = 0 #Polarity of all tweets === Sum of polarities of individual tweets
tw_list=[] #List of tweets only => to be displayed on web page
#Count Positive, Negative to plot pie chart
pos=0 #Num of pos tweets
neg=1 #Num of negative tweets
for tweet in tweets:
count=20 #Num of tweets to be displayed on web page
#Convert to Textblob format for assigning polarity
tw2 = tweet.full_text
tw = tweet.full_text
#Clean
tw=p.clean(tw)
#print("-------------------------------CLEANED TWEET-----------------------------")
#print(tw)
#Replace & by &
tw=re.sub('&','&',tw)
#Remove :
tw=re.sub(':','',tw)
#print("-------------------------------TWEET AFTER REGEX MATCHING------------------------
-----")
#print(tw)
#Remove Emojis and Hindi Characters
tw=tw.encode('ascii', 'ignore').decode('ascii')

#print("-------------------------------TWEET AFTER REMOVING NON ASCII CHARS--------

---------------------")

75
 #print(tw)
blob = TextBlob(tw)
polarity = 0 #Polarity of single individual tweet
for sentence in blob.sentences:
polarity += sentence.sentiment.polarity
if polarity>0:
pos=pos+1
if polarity<0:
neg=neg+1
global_polarity += sentence.sentiment.polarity
if count > 0:
tw_list.append(tw2)
tweet_list.append(Tweet(tw, polarity))
count=count-1
if len(tweet_list) != 0:
global_polarity = global_polarity / len(tweet_list)
else:
global_polarity = global_polarity
neutral=ct.num_of_tweets-pos-neg
if neutral<0:
neg=neg+neutral
neutral=20
print()
print("#######################################################################
#######")
print("Positive Tweets :",pos,"Negative Tweets :",neg,"Neutral Tweets :",neutral)
print("#######################################################################
#######")
labels=['Positive','Negative','Neutral']
sizes = [pos,neg,neutral]
explode = (0, 0, 0)
fig = plt.figure(figsize=(7.2,4.8),dpi=65)
fig1, ax1 = plt.subplots(figsize=(7.2,4.8),dpi=65)
ax1.pie(sizes, explode=explode, labels=labels, autopct='%1.1f%%', startangle=90)

76
 # Equal aspect ratio ensures that pie is drawn as a circle
ax1.axis('equal')
plt.tight_layout()
plt.savefig('static/SA.png')
plt.close(fig)
#plt.show()
if global_polarity>0:
print()
print("#####################################################################
#########")
print("Tweets Polarity: Overall Positive")
print("#####################################################################
#########")
tw_pol="Overall Positive"
else:
print()
print("#####################################################################
#########")
print("Tweets Polarity: Overall Negative")
print("#####################################################################
#########")
tw_pol="Overall Negative"
return global_polarity,tw_list,tw_pol,pos,neg,neutral

def recommending(df, global_polarity,today_stock,mean):

if today_stock.iloc[-1]['Close'] < mean:
if global_polarity > 0:
idea="RISE"
decision="BUY"
print()
print("###################################################################
###########")

77
 print("According to the ML Predictions and Sentiment Analysis of Tweets,
a",idea,"in",quote,"stock is expected => ",decision)
elif global_polarity <= 0:
idea="FALL"
decision="BUY"
print()
print("###################################################################
###########")
print("According to the ML Predictions and Sentiment Analysis of Tweets,
a",idea,"in",quote,"stock is expected => ",decision)
else:
idea="FALL"
decision="SELL"
print()
print("#####################################################################
#########")
print("According to the ML Predictions and Sentiment Analysis of Tweets,
a",idea,"in",quote,"stock is expected => ",decision)
return idea, decision

#*****GET DATA **************

quote=nm
#Try-except to check if valid stock symbol
try:
get_historical(quote)
except:
return render_template('index.html',not_found=True)
else:

#***** PREPROCESSUNG ********

78
 df = pd.read_csv(''+quote+'.csv')
print("#######################################################################
#######")
print("Today's",quote,"Stock Data: ")
today_stock=df.iloc[-1:]
print(today_stock)
print("#######################################################################
#######")
df = df.dropna()
code_list=[]
for i in range(0,len(df)):
code_list.append(quote)
df2=pd.DataFrame(code_list,columns=['Code'])
df2 = pd.concat([df2, df], axis=1)
df=df2
arima_pred, error_arima=ARIMA_ALGO(df)
lstm_pred, error_lstm=LSTM_ALGO(df)
df, lr_pred, forecast_set,mean,error_lr=LIN_REG_ALGO(df)
# Twitter Lookup is no longer free in Twitter's v2 API
# polarity,tw_list,tw_pol,pos,neg,neutral = retrieving_tweets_polarity(quote)
polarity, tw_list, tw_pol, pos, neg, neutral = 0, [], "Can't fetch tweets, Twitter Lookup is no
longer free in API v2.", 0, 0, 0
idea, decision=recommending(df, polarity,today_stock,mean)
print()
print("Forecasted Prices for Next 7 days:")
print(forecast_set)
today_stock=today_stock.round(2)
return
render_template('results.html',quote=quote,arima_pred=round(arima_pred,2),lstm_pred=round(lstm_
pred,2),
lr_pred=round(lr_pred,2),open_s=today_stock['Open'].to_string(index=False),
close_s=today_stock['Close'].to_string(index=False),adj_close=today_stock['Adj
Close'].to_string(index=False),

79
 tw_list=tw_list,tw_pol=tw_pol,idea=idea,decision=decision,high_s=today_stock['
High'].to_string(index=False),
low_s=today_stock['Low'].to_string(index=False),vol=today_stock['Volume'].to_
string(index=False),
forecast_set=forecast_set,error_lr=round(error_lr,2),error_lstm=round(error_lstm,
2),error_arima=round(error_arima,2))
if __name__ == '__main__':
app.run()

index.html
<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<title>Stocks</title>
<meta name="description" content="">
<meta name="author" content="">
<meta name="viewport" content="width=device-width, initial-scale=1">

<!-- Favicons -->

<link rel="shortcut icon" sizes="16x16" src=".\static\logo-2.png"/>

<!-- Bootstrap -->

<link rel="stylesheet" type="text/css" href="{{ url_for('static', filename='bootstrap.css') }}">

<!-- Fonts -->

<link rel="stylesheet" type="text/css" href="{{ url_for('static', filename='font-awesome.css') }}">
<link rel="stylesheet" type="text/css" href="{{ url_for('static', filename='simple-line-icons.css')
}}" media="screen" />
<link rel="stylesheet" href="{{ url_for('static', filename='et-line-font.css') }}">

<!-- MENU CSS -->

80
 <link rel="stylesheet" href="{{ url_for('static', filename='menuzord.css') }}">

<!-- FONT AWESOME -->

<link rel="stylesheet" href="https://maxcdn.bootstrapcdn.com/font-awesome/4.5.0/css/font-
awesome.min.css">

<!-- Stylesheet -->

<link rel="stylesheet" type="text/css" href="{{ url_for('static', filename='style.css') }}">

<!-- Responsive -->

<link rel="stylesheet" type="text/css" href="{{ url_for('static', filename='responsive.css') }}">

<!-- Animate.min -->

<link rel="stylesheet" type="text/css" href="{{ url_for('static', filename='animate.min.css') }}">
</head>
<body>

<!--preloader start-->
<!--preloader end-->
<!-- Nav Bar-->
<nav class="navbar-fixed-top transparrent-bg">
<div class="container">
<div id="menuzord" class="menuzord red">
<a href="http://localhost/www/wordpress-5.6.2/wordpress/" class="menuzord-brand">
<img src="{{url_for('static', filename='logo-2.png')}}" />
</a>
<ul class="menuzord-menu mp_menu">
<li class="active"><a href="http://localhost/www/wordpress-
5.6.2/wordpress/">HOME</a></li>
<li><a href="http://localhost/wordpress/">DASHBOARD</a></li>
<li><a href="http://localhost/wordpress/about/">ABOUT</a></li>
<li><a href="https://rededge.is-a.dev/currency-converter/" target="_blank">CURRENCY
CONVERTER</a></li>
</ul>

81
 </div>
</div>
</nav>
<!-- END Nav Bar -->
<!-- Header -->
<div id="home" class="bg-inner low-back-gradient-inner">
<div class="text-con-inner low-back-up">
<div class="container">
<div style="padding-top: 40px" class="row">
<div class="lead col-lg-12 col-xm-12 text-center">
<h1><span class="top-heading-inner">PREDICT THE FUTURE</span> </h1>
<div class="list-o-i white">
<p class="white no-p"></p>
<div class="pagenation_links"><a href="index.html" class="yellow"><br></a><i>
</i></div>
</div>
</div>
</div>
</div>
</div>
</div>
<!-- ENd Header -->

<!-- Login -->

<div class="login_page login_solid_bg">
<div class="container">
<div class="log_in_logo text-center">
<img style="height: 250px" src="{{url_for('static', filename='tile7.png')}}"
</div>
<div class="log_in_box">
<form class="login" action = "{{ url_for('insertintotable') }}" method = "POST">
<div class="login_title">
<h2>PLEASE ENTER A STOCK SYMBOL</h2>
{% if not_found %}

82
 <div class="alert alert-danger" style="color: red;" role="alert">
Stock Symbol (Ticker) Not Found. Please Enter a Valid Stock Symbol
</div>
{% endif %}
</div>
<div class="form-group">
<input type="text" class="form-control" name = "nm" placeholder="Company Stock
Symbol">
</div>
<div class="form-group">
</div>
<div class="form-group">
<button class="btn btn-login">PREDICT THE FUTURE</button>
</div>
</form>
</div>
</div>
</div>
<!-- End Lgin -->

<!-- Demo Heading -->

<div class="main-area top-download text-center ">
<div class="container">
<div class="row">
<div class="col-md-8">
<p class="top-btn-text"> </p>
</div>
<div class="col-md-4 btn-ma"> </div>
</div>
</div>
</div>
<!-- END Demo Heading -->

<!-- Copyright Start -->

83
<div class="copy-right-area">
<div class="container">
<div class="row">
<div class="col-lg-8 col-md-8 col-sm-8 col-xs-12">
<div class="copy-right">
<p></p>
</div>
</div>
<div class="col-lg-4 col-md-4 col-sm-4 col-xs-12">
<div class="social-media">
<ul>
<li><a href="https://www.facebook.com/groups/sharemarketnewsupdates"
target="_blank"><i class="fa fa-facebook" aria-hidden="true"></i></a></li>
<li><a
href="https://twitter.com/ETMarkets?ref_src=twsrc%5Egoogle%7Ctwcamp%5Eserp%7Ctwgr%5Ea
uthor" target="_blank"><i class="fa fa-twitter" aria-hidden="true"></i></a></li>
<li><a href="https://www.linkedin.com/company/realstockmarket/"
target="_blank"><i class="fa fa-linkedin" aria-hidden="true"></i></a></li>
<li><a
href="https://www.youtube.com/live/iyOq8DhaMYw?si=MDm4Coz4_tDygyxs" target="_blank"><i
class="fa fa-youtube-play" aria-hidden="true"></i></a></li>
</ul>
</div>
</div>
</div>
</div>
</div>
<!-- End Copyright -->

<!--Contact Popup-->
<div class="modal fade pop-box" id="donate-popup" tabindex="-1" role="dialog" aria-
labelledby="donate-popup" aria-hidden="true">
<div class="modal-dialog">
<div class="modal-content">

84
 <!--Donation div-->
<div class="donation-div">
<div class="donation-plz">
<form method="post" action="contact.html">
<!--Form Portlet-->
<!--Form Portlet-->
<div class="form-portlet">
<h4>Consultaion Information</h4>
<div class="row clearfix">
<div class="form-group col-lg-6 col-md-6 col-xs-12">
<div class="field-label">First Name <span class="required">*</span></div>
<input type="text" name="name" value="" placeholder="First Name"
required>
</div>
<div class="form-group col-lg-6 col-md-6 col-xs-12">
<div class="field-label">Last Name <span class="required">*</span></div>
<input type="text" name="name" value="" placeholder="Last Name"
required>
</div>
<div class="form-group col-lg-6 col-md-6 col-xs-12">
<div class="field-label">Email <span class="required">*</span></div>
<input type="email" name="name" value="" placeholder="Email" required>
</div>
<div class="form-group col-lg-6 col-md-6 col-xs-12">
<div class="field-label">Phone <span class="required">*</span></div>
<input type="text" name="name" value="" placeholder="Phone" required>
</div>
<div class="form-group col-lg-6 col-md-6 col-xs-12">
<div class="field-label">Address 1 <span class="required">*</span></div>
<input type="text" name="name" value="" placeholder="Address 1"
required>
</div>
<div class="form-group col-lg-6 col-md-6 col-xs-12">
<div class="field-label">Address 2 <span class="required">*</span></div>

85
 <input type="text" name="name" value="" placeholder="Address 2"
required>
</div>
</div>
</div>
<br>
<!--Form Portlet-->
<div class="text-left">
<button type="submit" class="theme-btn btn-style-two">Send Now</button>
</div>
</form>
</div>
</div>
</div>
</div>
</div>
<!-- END Donate Popup-->

<!-- Back to Top -->

<a href="#" id="back-to-top" title="Back to top"><img src="{{url_for('static', filename='top-
arrow.png')}}"</a>
<!-- js file -->
<script type="text/javascript" src="{{url_for('static', filename='jquery.min.js')}}"></script>
<!-- Bootstrap JS -->
<script type="text/javascript" src="{{url_for('static', filename='bootstrap.js')}}"></script>
<!-- Menu JS -->
<script type="text/javascript" src="{{url_for('static', filename='menuzord.js')}}"></script>

<!-- main js -->

<script type="text/javascript" src="{{url_for('static', filename='main.js')}}"></script>
</body>
</html>

86
Results.html

<!DOCTYPE html>
<html lang="en">
<head>
<meta charset="utf-8">
<meta http-equiv="X-UA-Compatible" content="IE=edge">
<!-- Tell the browser to be responsive to screen width -->
<meta name="viewport" content="width=device-width, initial-scale=1">
<meta name="description" content="">
<meta name="author" content="">
<!-- Favicon icon -->
<link rel="icon" type="image/png" href="{{ url_for('static', filename='logo-2.png') }}">
<title>STOCKS</title>
<link href="{{ url_for('static', filename='owl.carousel.min.css') }}" rel="stylesheet" />
<link href="{{ url_for('static', filename='owl.theme.default.min.css') }}" rel="stylesheet" />
<!-- Bootstrap Core CSS -->
<link href="{{ url_for('static', filename='bootstrap.min-RES.css') }}" rel="stylesheet">
<!-- Custom CSS -->
<link href="{{ url_for('static', filename='helper.css') }}" rel="stylesheet">
<link href="{{ url_for('static', filename='style-RES.css') }}" rel="stylesheet">
</head>

<body class="header-fix fix-sidebar">

<!-- Main wrapper -->
<div id="main-wrapper">
<!-- header header -->
<div class="header">
<nav class="navbar top-navbar navbar-expand-md navbar-light">

<!-- Logo -->

<div class="navbar-header">

87
 <a href="http://localhost/www/wordpress-5.6.2/wordpress/" class="menuzord-
brand"><img src="{{url_for('static', filename='logo-2.png')}}" />
</a>
</div>
<!-- End Logo -->
<div class="navbar-collapse">
<!-- toggle and nav items -->
<ul class="navbar-nav mr-auto mt-md-0">
<!-- This is -->
<li class="nav-item"> <a class="nav-link toggle-nav hidden-md-up text-muted "
href="javascript:void(0)"><i class="mdi mdi-menu"></i></a> </li>
<li class="nav-item m-l-10"> <a class="nav-link sidebartoggle hidden-sm-down text-
muted " href="javascript:void(0)"><i class="ti-menu"></i></a> </li>
</ul>
</div>
</nav>
</div>
<!-- End header header -->
<!-- Left Sidebar -->
<div class="left-sidebar">
<!-- Sidebar scroll-->
<div class="scroll-sidebar">
<!-- Sidebar navigation-->
<nav class="sidebar-nav">
<ul id="sidebar-menu">
<li class="nav-devider"></li>
<br>
<br>
<br>
<br>
<li class="nav-label"><a href="http://127.0.0.1:5000" target="_blank">PREDICT
THE FUTURE</a></li>

88
 <li class="nav-label"><a href="http://localhost/wordpress/"
target="_blank">DASHBOARD</a></li>
<li class="nav-label"><a href="http://localhost/wordpress/about/"
target="_blank">ABOUT</a></li>
<li class="nav-label"><a href="https://rededge.is-a.dev/currency-converter/"
target="_blank">CURRENCY CONVERTER</a></li>
</ul>
</nav>
<!-- End Sidebar navigation -->
</div>
<!-- End Sidebar scroll-->
</div>
<!-- End Left Sidebar -->
<!-- Page wrapper -->
<div class="page-wrapper">
<!-- Bread crumb -->
<div class="row page-titles">
<div class="col-md-5 align-self-center">
<h3 class="text-primary">TODAY'S {{quote}} STOCK DATA</h3> </div>
<div class="col-md-7 align-self-center">
</div>
</div>
<!-- End Bread crumb -->
<!-- Container fluid -->
<div class="container-fluid">
<!-- Start Page Content -->
<div class="row">
<div class="col-md-2">
<div class="card bg-primary p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-bag f-s-40"></i></span>
</div>
<div class="media-body media-text-right">

89
 <h2 class="color-white text-white">{{open_s}}</h2>
<p class="m-b-0 text-white">OPEN</p>
</div>
</div>
</div>
</div>

<div class="col-md-2">
<div class="card bg-warning p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-comment f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{high_s}}</h2>
<p class="m-b-0 text-white">HIGH</p>
</div>
</div>
</div>
</div>
<div class="col-md-2">
<div class="card bg-success p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-vector f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{low_s}}</h2>
<p class="m-b-0 text-white">LOW</p>
</div>
</div>
</div>
</div>
<div class="col-md-2">

90
 <div class="card bg-danger p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-location-pin f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{close_s}}</h2>
<p class="m-b-0 text-white">CLOSE</p>
</div>
</div>
</div>
</div>
<div class="col-md-2">
<div class="card bg-warning p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-comment f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{adj_close}}</h2>
<p class="m-b-0 text-white">ADJ CLOSE</p>
</div>
</div>
</div>
</div>

<div class="col-md-2">
<div class="card bg-primary p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-bag f-s-40"></i></span>
</div>

91
 <div class="media-body media-text-right">
<h2 class="color-white text-white">{{vol}}</h2>
<p class="m-b-0 text-white">VOLUME</p>
</div>
</div>
</div>
</div>
</div>

<div class="row">
<div class="col-lg-6">
<div class="card">
<div class="card-title">
<h4>RECENT TRENDS IN {{quote}} STOCK PRICES</h4>
</div>
<div class="sales-chart">
<img src="{{url_for('static', filename='Trends.png')}}" />
</div>
</div>
<!-- /# card -->
</div>
<!-- /# column -->

<div class="col-lg-6">
<div class="card">
<div class="card-title">
<h4>ARIMA MODEL ACCURACY</h4>
</div>
<div class="sales-chart">
<img src="{{url_for('static', filename='ARIMA.png')}}" />
</div>
</div>
<!-- /# card -->
</div>

92
 <!-- /# column -->
<div class="col-lg-6">
<div class="card">
<div class="card-title">
<h4>LSTM MODEL ACCURACY</h4>
</div>
<div class="team-chart">
<img src="{{url_for('static', filename='LSTM.png')}}" />
</div>
</div>
</div>
<div class="col-lg-6">
<div class="card">
<div class="card-title">
<h4>LINEAR REGRESSION MODEL ACCURACY</h4>
</div>
<div class="team-chart">
<img src="{{url_for('static', filename='LR.png')}}" />
</div>
</div>
</div>
<!-- ARIMA PRED -->
<div class="col-md-4">
<div class="card bg-success p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-vector f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{arima_pred}}</h2>
<p class="m-b-0 text-white">TOMORROW'S {{quote}} CLOSING PRICE
BY ARIMA</p>
</div>
</div>

93
 </div>
</div>

<!-- LSTM PRED -->

<div class="col-md-4">
<div class="card bg-warning p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-comment f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{lstm_pred}}</h2>
<p class="m-b-0 text-white">TOMORROW'S {{quote}} CLOSING PRICE
BY LSTM</p>
</div>
</div>
</div>
</div>
<!-- LR PRED -->
<div class="col-md-4">
<div class="card bg-danger p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-location-pin f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{lr_pred}}</h2>
<p class="m-b-0 text-white">TOMORROW'S {{quote}} CLOSING PRICE
BY LINEAR REGRESSION</p>
</div>
</div>
</div>
</div>
<!-- ARIMA ERR-->

94
<div class="col-md-4">
<div class="card bg-primary p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-vector f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{error_arima}}</h2>
<p class="m-b-0 text-white">ARIMA RMSE</p>
</div>
</div>
</div>
</div>

<!-- LSTM ERR -->

<div class="col-md-4">
<div class="card bg-primary p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-comment f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{error_lstm}}</h2>
<p class="m-b-0 text-white">LSTM RMSE</p>
</div>
</div>
</div>
</div>
<!-- LR ERR -->
<div class="col-md-4">
<div class="card bg-primary p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-location-pin f-s-40"></i></span>

95
 </div>
<div class="media-body media-text-right">
<h2 class="color-white text-white">{{error_lr}}</h2>
<p class="m-b-0 text-white">LINEAR REGRESSION RMSE</p>
</div>
</div>
</div>
</div>
<!-- OVERALL POLARITY -->
<div class="col-lg-8">
<div class="card bg-primary p-20">
<div class="media widget-ten">
<div class="media-left meida media-middle">
<span><i class="ti-comment f-s-40"></i></span>
</div>
<div class="media-body media-text-right">
<h2 class="color-white text-white" style="text-align: left;">According to the
ML Predictions & Sentiment Analysis of the Tweets, a {{idea}} in {{quote}} stock is expected =>
{{decision}}</h2>
<p class="m-b-0 text-white">RECOMMENDATION</p>
</div>
</div>
</div>
</div>
<!-- /# column -->

</div>
<!-- /# row -->
<!-- End PAge Content -->
</div>
<!-- End Container fluid -->
</div>
<!-- End Page wrapper -->
</div>

96
 <!-- End Wrapper -->
<!-- All Jquery -->
<script src="{{url_for('static', filename='jquery-RES.min.js ')}}"></script>
<!-- Bootstrap tether Core JavaScript -->
<script src="{{url_for('static', filename='popper.min.js')}}"></script>
<script src="{{url_for('static', filename='bootstrap-RES.min.js')}}"></script>
<!-- slimscrollbar scrollbar JavaScript -->
<script src="{{url_for('static', filename='jquery.slimscroll.js')}}"></script>
<!--Menu sidebar -->
<script src="{{url_for('static', filename='sidebarmenu.js')}}"></script>
<!--stickey kit -->
<script src="{{url_for('static', filename='sticky-kit.min.js')}}"></script>
<script src="{{url_for('static', filename='d3.min.js')}}"></script>
<script src="{{url_for('static', filename='topojson.js')}}"></script>
<script src="{{url_for('static', filename='datamaps.world.min.js')}}"></script>
<script src="{{url_for('static', filename='datamap-init.js')}}"></script>
<script src="{{url_for('static', filename='jquery.simpleWeather.min.js')}}"></script>
<script src="{{url_for('static', filename='weather-init.js')}}"></script>
<script src="{{url_for('static', filename='owl.carousel.min.js')}}"></script>
<script src="{{url_for('static', filename='owl.carousel-init.js')}}"></script>

<!-- Echart -->

<script src="{{url_for('static', filename='echarts.js')}}"></script>
<script src="{{url_for('static', filename='dashboard1-init.js')}}"></script>
<!--Custom JavaScript -->
<script src="{{url_for('static', filename='custom.min.js')}}"></script>
</body>
</html>

97
 APPENDIX B

SCREENSHOTS

Figure 10.1 Home Screen

98
Figure 10.2 Register/Login page

99
Figure 10.3 Getting Company Code

100
Figure 10.4 Stock Data of a company

101