get_main_df_05.py

get_main_df_05.py

from get_historical_data import AlphaVantage
import pandas as pd
import json


def get_main_data_frame(symbol):

    .
    .
    .

    #
    # convert data to data frame
    #
    df = pd.read_json(json.dumps(list_historical_data__daily))

    #
    # prepare data, and add calculated fields to data frame
    #
    df['date_str'] = df['date']
    df.set_index('date', inplace=True)
    df.sort_index(inplace=True)

    df['price_close_lag'] = df['price_close'].shift(1)
    df['price_close_lead'] = df['price_close'].shift(-1)

    df.insert(0, 'date_id', range(1, 1 + len(df)))

    #
    # returns data frame
    # 
    return df