classification_to_regression_aggr.py

df_15_val.reset_index(inplace = True)
ypred_15 = pd.Series(ypred_15)
df_15_val = df_15_val.join(ypred_15.rename('15d_forecast'), how = 'left')

df_15_val["True_Forecasted"] = df_15_val.future_15dprice_class.astype(str) + " " + df_15_val["15d_forecast"].astype(str)

df_15_val[["future_15dprice_change", "True_Forecasted"]].groupby("True_Forecasted").agg({'future_15dprice_change': ['mean', 'median','min', 'max',]})