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import pandas as pd

import numpy as np

import datetime as dt

import tensorflow as tf

from tensorflow.keras.models import load_model

from tensorflow.keras.preprocessing.text import Tokenizer

from tensorflow.keras.preprocessing.sequence import pad_sequences

# Load sentiment analysis model

model = load_model('sentiment_analysis_model.h5')

tokenizer = Tokenizer(num_words=5000)

# Function to preprocess text data

def preprocess_text(texts, tokenizer, padding_length):

texts = tokenizer.texts_to_sequences(texts)

texts = pad_sequences(texts, padding='post', maxlen=padding_length)

return texts

# Define ticker symbol and date range

ticker = "AAPL"

start_date = "2022-01-01"

end_date = "2022-01-31"
# Define parameters for financial data

dataset = pd.read_csv('kaggle_financial_data.csv', encoding='latin-1')

dataset = dataset[dataset['ticker'] == ticker]

dataset = dataset[(dataset['date'] >= start_date) & (dataset['date'] <= end_date)]

dataset = dataset[['date', 'headline', 'sentiment']]

# Preprocess data for sentiment analysis

texts = dataset['headline'].values

sentiments = dataset['sentiment'].values

tokenizer.fit_on_texts(texts)

texts = preprocess_text(texts, tokenizer, padding_length=500)

# Predict sentiments using the loaded model

predicted_sentiments = model.predict(texts)

# Combine predicted sentiments with the original dataset

dataset['predicted_sentiment'] = predicted_sentiments

dataset['predicted_direction'] = np.where(dataset['predicted_sentiment'] >= 0.5, 1, -1)

# Aggregate predicted sentiments to daily level

daily_predictions = dataset.groupby('date')['predicted_direction'].sum().reset_index()

daily_predictions['date'] = pd.to_datetime(daily_predictions['date'], format='%Y-%m-%d')

# Define parameters for Bloomberg API request

security = ticker + " US Equity"

fields = ["PX_LAST", "PX_OPEN", "PX_HIGH", "PX_LOW", "EQY_DVD_YLD_IND"]

start = dt.datetime.strptime(start_date, "%Y-%m-%d")

end = dt.datetime.strptime(end_date, "%Y-%m-%d")

date_range = pd.date_range(start, end)

date_range = [dt.datetime.strftime(date, "%Y%m%d") for date in date_range]

# Make Bloomberg API requests for market data

market_data = pd.DataFrame()

for date in date_range:

# Market data request

market_request = "//blp/refdata/historicaldata"

market_request += "?securities={0}".format(security)

market_request += "&fields={0}".format(",".join(fields))

market_request += "&startd={0}&endd={0}".format(date)

market_request += "&maxpoints=1"

market_request += "&returnEids=true"

market_request += "&periodicityadjustment=ACTUAL"

market_request += "&action=HISTORY"

market_request += "&pricingOption=PRICING_OPTION_PRICE"

market_request += "&nonTradingDayFillOption=N"

market_request += "&adjustmentNormal=N"

market_request += "&adjustmentAbnormal=F"

market_request += "&adjustmentSplit=F"

market_request += "&maxdataPoints=50000"

market_request += "&returnRelativeDates=false"

market_request += "&currency=USD"

market_request += "&format=CSV"

market_request += "&dateSelection=period"

response = pd.read_csv(market_request,