fbp_func_intraday.py

def fbpTrainPredict(df, forecast_hours):
    """
    Uses FB Prophet and fits to a appropriately formatted DF. Makes a prediction N days into 
    the future based on given forecast period. Returns predicted values as a DF.
    """
    # Setting up prophet
    m = Prophet(
        yearly_seasonality=False,
        weekly_seasonality=False,
        daily_seasonality=False
    )
    
    # Fitting to the prices
    m.fit(df[['ds', 'y']])
    
    # Future DF
    future = m.make_future_dataframe(
        periods=forecast_hours,
        freq="H",
        include_history=False
    )
        
    # Predicting values
    forecast = m.predict(future)

    # Returning a set of predicted values
    return forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']]