arima1.py

import pandas as pd
import numpy as np
import yfinance as yf

# Load the forecasts
forecasts = pd.read_csv('sp500_forecasts_new.csv', header=None).rename(columns={0: 'Date', 1: 'Signal'})
forecasts.set_index('Date', inplace=True)
forecasts.index = pd.to_datetime(forecasts.index)

# load the SP500 df
df = yf.Ticker('^GSPC').history(period='max')
df = df[(df.index > '1952-01-03') & (df.index < '2020-12-30')]

# save the strategy signal
df['Signal'] = forecasts['Signal']
df.head()