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| "id": "view-in-github", | |
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| "source": [ | |
| "<a href=\"https://colab.research.google.com/gist/firmai/98c1cff88a2ae2bde856a2b82b7b5097/tricks-of-the-trade.ipynb\" target=\"_parent\"><img src=\"https://colab.research.google.com/assets/colab-badge.svg\" alt=\"Open In Colab\"/></a>" | |
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| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "### Panel Dataset" | |
| ], | |
| "metadata": { | |
| "id": "4vJu216JZW5j" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
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| "%%capture\n", | |
| "!pip install yfinance" | |
| ], | |
| "metadata": { | |
| "id": "X_Fk9-1OYkkm" | |
| }, | |
| "execution_count": 1, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "With the following piece of code, we have a good looking panel dataset." | |
| ], | |
| "metadata": { | |
| "id": "dlkN8DfoaST7" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "import pandas as pd\n", | |
| "import warnings\n", | |
| "\n", | |
| "pd.set_option('display.max_columns', None)\n", | |
| "warnings.simplefilter(action='ignore', category=FutureWarning)\n", | |
| "\n", | |
| "# convert time to timestamp\n", | |
| "time_start = '2015-09-21'\n", | |
| "time_end = '2022-01-22'\n", | |
| "time_start = int(pd.to_datetime(time_start).timestamp())\n", | |
| "time_end = int(pd.to_datetime(time_end).timestamp())\n", | |
| "\n", | |
| "yahoo_url = f'https://query1.finance.yahoo.com/v7/finance/download/{{}}?period1{time_start}=&period2={time_end}&interval=1d&events=history&includeAdjustedClose=true'\n", | |
| "\n", | |
| "tickers = ['AAPL','TSLA', 'JPM', 'MSFT']\n", | |
| "\n", | |
| "df_pricing = pd.DataFrame()\n", | |
| "for ticker in tickers:\n", | |
| " url = yahoo_url.format(ticker)\n", | |
| " df_tmp = pd.read_csv(url)\n", | |
| " df_tmp['Ticker'] = ticker\n", | |
| " df_pricing = pd.concat([df_pricing, df_tmp])" | |
| ], | |
| "metadata": { | |
| "id": "RpBgtq2rZxJZ" | |
| }, | |
| "execution_count": 2, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing.head()" | |
| ], | |
| "metadata": { | |
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| "height": 206 | |
| }, | |
| "id": "QxaFZbEuaKnk", | |
| "outputId": "86d4e9bd-06d6-49a8-dc60-f4fd025a9900" | |
| }, | |
| "execution_count": 3, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Date Open High Low Close Adj Close \\\n", | |
| "0 2020-11-12 119.620003 120.529999 118.570000 119.209999 117.295494 \n", | |
| "1 2020-11-13 119.440002 119.669998 117.870003 119.260002 117.344711 \n", | |
| "2 2020-11-16 118.919998 120.989998 118.150002 120.300003 118.367989 \n", | |
| "3 2020-11-17 119.550003 120.669998 118.959999 119.389999 117.472618 \n", | |
| "4 2020-11-18 118.610001 119.820000 118.000000 118.029999 116.134445 \n", | |
| "\n", | |
| " Volume Ticker \n", | |
| "0 103162300 AAPL \n", | |
| "1 81581900 AAPL \n", | |
| "2 91183000 AAPL \n", | |
| "3 74271000 AAPL \n", | |
| "4 76322100 AAPL " | |
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| " <th>Date</th>\n", | |
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| " <td>AAPL</td>\n", | |
| " </tr>\n", | |
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| " <th>3</th>\n", | |
| " <td>2020-11-17</td>\n", | |
| " <td>119.550003</td>\n", | |
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| " <td>119.389999</td>\n", | |
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| " <td>74271000</td>\n", | |
| " <td>AAPL</td>\n", | |
| " </tr>\n", | |
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| " <th>4</th>\n", | |
| " <td>2020-11-18</td>\n", | |
| " <td>118.610001</td>\n", | |
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| " quickchartButtonEl.classList.remove('colab-df-spinner');\n", | |
| " quickchartButtonEl.classList.add('colab-df-quickchart-complete');\n", | |
| " }\n", | |
| " (() => {\n", | |
| " let quickchartButtonEl =\n", | |
| " document.querySelector('#df-c9bd5444-0ac9-4790-b383-82d5a0f2ec87 button');\n", | |
| " quickchartButtonEl.style.display =\n", | |
| " google.colab.kernel.accessAllowed ? 'block' : 'none';\n", | |
| " })();\n", | |
| " </script>\n", | |
| "</div>\n", | |
| "\n", | |
| " </div>\n", | |
| " </div>\n" | |
| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 3 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Unfortunately the following piece of code produces a badly formatted dataset, even though the frame contains the same data." | |
| ], | |
| "metadata": { | |
| "id": "K4iIy6ljaXpX" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "import numpy as np\n", | |
| "import yfinance as yf\n", | |
| "from pandas_datareader import data as pdr\n", | |
| "\n", | |
| "yf.pdr_override()\n", | |
| "\n", | |
| "df_pricing = pdr.get_data_yahoo(['AAPL','TSLA', 'JPM', 'MSFT'],\n", | |
| " start='2015-09-21',\n", | |
| " end='2022-02-28',\n", | |
| " auto_adjust=False,) #import S&P data" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "SMry2WBnYS7q", | |
| "outputId": "4c819c4a-8e44-4432-a020-b258ff2770d7" | |
| }, | |
| "execution_count": 4, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stdout", | |
| "text": [ | |
| "[*********************100%%**********************] 4 of 4 completed\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing.head()" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 289 | |
| }, | |
| "id": "pkJhgYNUdO8r", | |
| "outputId": "3aefc767-0919-418e-fa3b-02485b711db9" | |
| }, | |
| "execution_count": 5, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Adj Close Close \\\n", | |
| " AAPL JPM MSFT TSLA AAPL JPM \n", | |
| "Date \n", | |
| "2015-09-21 26.144232 48.671604 39.015625 17.613333 28.8025 61.450001 \n", | |
| "2015-09-22 25.733498 48.243889 38.829887 17.396000 28.3500 60.910000 \n", | |
| "2015-09-23 25.942263 48.030037 38.803337 17.403999 28.5800 60.639999 \n", | |
| "2015-09-24 26.096575 47.697388 38.838730 17.541332 28.7500 60.220001 \n", | |
| "2015-09-25 26.030766 48.687431 38.865257 17.127333 28.6775 61.470001 \n", | |
| "\n", | |
| " High \\\n", | |
| " MSFT TSLA AAPL JPM MSFT TSLA \n", | |
| "Date \n", | |
| "2015-09-21 44.110001 17.613333 28.842501 61.910000 44.470001 18.104668 \n", | |
| "2015-09-22 43.900002 17.396000 28.545000 61.090000 44.049999 17.510000 \n", | |
| "2015-09-23 43.869999 17.403999 28.680000 61.150002 44.169998 17.472000 \n", | |
| "2015-09-24 43.910000 17.541332 28.875000 60.380001 44.130001 17.563334 \n", | |
| "2015-09-25 43.939999 17.127333 29.172501 61.860001 44.730000 17.794001 \n", | |
| "\n", | |
| " Low Open \\\n", | |
| " AAPL JPM MSFT TSLA AAPL JPM \n", | |
| "Date \n", | |
| "2015-09-21 28.415001 61.080002 43.599998 17.053333 28.417500 61.520000 \n", | |
| "2015-09-22 28.129999 60.419998 43.310001 17.058001 28.344999 60.599998 \n", | |
| "2015-09-23 28.325001 60.320000 43.509998 17.172001 28.407499 60.799999 \n", | |
| "2015-09-24 28.092501 59.459999 43.270000 17.080667 28.312500 60.009998 \n", | |
| "2015-09-25 28.504999 60.869999 43.759998 17.076668 29.110001 61.270000 \n", | |
| "\n", | |
| " Volume \n", | |
| " MSFT TSLA AAPL JPM MSFT TSLA \n", | |
| "Date \n", | |
| "2015-09-21 43.619999 17.598667 200888000 13136400 26177200 91803000 \n", | |
| "2015-09-22 43.380001 17.268667 201384800 14811900 28085900 54966000 \n", | |
| "2015-09-23 43.930000 17.463333 143026800 11712200 17145200 39012000 \n", | |
| "2015-09-24 43.450001 17.302000 200878000 17293400 27905600 51723000 \n", | |
| "2015-09-25 44.480000 17.774000 224607600 18384300 29384600 56601000 " | |
| ], | |
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| "\n", | |
| " <div id=\"df-d11959d3-d9b3-44da-9540-559d14c8126c\" class=\"colab-df-container\">\n", | |
| " <div>\n", | |
| "<style scoped>\n", | |
| " .dataframe tbody tr th:only-of-type {\n", | |
| " vertical-align: middle;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe tbody tr th {\n", | |
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| " .dataframe thead tr th {\n", | |
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| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr>\n", | |
| " <th></th>\n", | |
| " <th colspan=\"4\" halign=\"left\">Adj Close</th>\n", | |
| " <th colspan=\"4\" halign=\"left\">Close</th>\n", | |
| " <th colspan=\"4\" halign=\"left\">High</th>\n", | |
| " <th colspan=\"4\" halign=\"left\">Low</th>\n", | |
| " <th colspan=\"4\" halign=\"left\">Open</th>\n", | |
| " <th colspan=\"4\" halign=\"left\">Volume</th>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th></th>\n", | |
| " <th>AAPL</th>\n", | |
| " <th>JPM</th>\n", | |
| " <th>MSFT</th>\n", | |
| " <th>TSLA</th>\n", | |
| " <th>AAPL</th>\n", | |
| " <th>JPM</th>\n", | |
| " <th>MSFT</th>\n", | |
| " <th>TSLA</th>\n", | |
| " <th>AAPL</th>\n", | |
| " <th>JPM</th>\n", | |
| " <th>MSFT</th>\n", | |
| " <th>TSLA</th>\n", | |
| " <th>AAPL</th>\n", | |
| " <th>JPM</th>\n", | |
| " <th>MSFT</th>\n", | |
| " <th>TSLA</th>\n", | |
| " <th>AAPL</th>\n", | |
| " <th>JPM</th>\n", | |
| " <th>MSFT</th>\n", | |
| " <th>TSLA</th>\n", | |
| " <th>AAPL</th>\n", | |
| " <th>JPM</th>\n", | |
| " <th>MSFT</th>\n", | |
| " <th>TSLA</th>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>Date</th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " <th></th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>2015-09-21</th>\n", | |
| " <td>26.144232</td>\n", | |
| " <td>48.671604</td>\n", | |
| " <td>39.015625</td>\n", | |
| " <td>17.613333</td>\n", | |
| " <td>28.8025</td>\n", | |
| " <td>61.450001</td>\n", | |
| " <td>44.110001</td>\n", | |
| " <td>17.613333</td>\n", | |
| " <td>28.842501</td>\n", | |
| " <td>61.910000</td>\n", | |
| " <td>44.470001</td>\n", | |
| " <td>18.104668</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>61.080002</td>\n", | |
| " <td>43.599998</td>\n", | |
| " <td>17.053333</td>\n", | |
| " <td>28.417500</td>\n", | |
| " <td>61.520000</td>\n", | |
| " <td>43.619999</td>\n", | |
| " <td>17.598667</td>\n", | |
| " <td>200888000</td>\n", | |
| " <td>13136400</td>\n", | |
| " <td>26177200</td>\n", | |
| " <td>91803000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2015-09-22</th>\n", | |
| " <td>25.733498</td>\n", | |
| " <td>48.243889</td>\n", | |
| " <td>38.829887</td>\n", | |
| " <td>17.396000</td>\n", | |
| " <td>28.3500</td>\n", | |
| " <td>60.910000</td>\n", | |
| " <td>43.900002</td>\n", | |
| " <td>17.396000</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>61.090000</td>\n", | |
| " <td>44.049999</td>\n", | |
| " <td>17.510000</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>60.419998</td>\n", | |
| " <td>43.310001</td>\n", | |
| " <td>17.058001</td>\n", | |
| " <td>28.344999</td>\n", | |
| " <td>60.599998</td>\n", | |
| " <td>43.380001</td>\n", | |
| " <td>17.268667</td>\n", | |
| " <td>201384800</td>\n", | |
| " <td>14811900</td>\n", | |
| " <td>28085900</td>\n", | |
| " <td>54966000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2015-09-23</th>\n", | |
| " <td>25.942263</td>\n", | |
| " <td>48.030037</td>\n", | |
| " <td>38.803337</td>\n", | |
| " <td>17.403999</td>\n", | |
| " <td>28.5800</td>\n", | |
| " <td>60.639999</td>\n", | |
| " <td>43.869999</td>\n", | |
| " <td>17.403999</td>\n", | |
| " <td>28.680000</td>\n", | |
| " <td>61.150002</td>\n", | |
| " <td>44.169998</td>\n", | |
| " <td>17.472000</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>60.320000</td>\n", | |
| " <td>43.509998</td>\n", | |
| " <td>17.172001</td>\n", | |
| " <td>28.407499</td>\n", | |
| " <td>60.799999</td>\n", | |
| " <td>43.930000</td>\n", | |
| " <td>17.463333</td>\n", | |
| " <td>143026800</td>\n", | |
| " <td>11712200</td>\n", | |
| " <td>17145200</td>\n", | |
| " <td>39012000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2015-09-24</th>\n", | |
| " <td>26.096575</td>\n", | |
| " <td>47.697388</td>\n", | |
| " <td>38.838730</td>\n", | |
| " <td>17.541332</td>\n", | |
| " <td>28.7500</td>\n", | |
| " <td>60.220001</td>\n", | |
| " <td>43.910000</td>\n", | |
| " <td>17.541332</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>60.380001</td>\n", | |
| " <td>44.130001</td>\n", | |
| " <td>17.563334</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>59.459999</td>\n", | |
| " <td>43.270000</td>\n", | |
| " <td>17.080667</td>\n", | |
| " <td>28.312500</td>\n", | |
| " <td>60.009998</td>\n", | |
| " <td>43.450001</td>\n", | |
| " <td>17.302000</td>\n", | |
| " <td>200878000</td>\n", | |
| " <td>17293400</td>\n", | |
| " <td>27905600</td>\n", | |
| " <td>51723000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2015-09-25</th>\n", | |
| " <td>26.030766</td>\n", | |
| " <td>48.687431</td>\n", | |
| " <td>38.865257</td>\n", | |
| " <td>17.127333</td>\n", | |
| " <td>28.6775</td>\n", | |
| " <td>61.470001</td>\n", | |
| " <td>43.939999</td>\n", | |
| " <td>17.127333</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>61.860001</td>\n", | |
| " <td>44.730000</td>\n", | |
| " <td>17.794001</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>60.869999</td>\n", | |
| " <td>43.759998</td>\n", | |
| " <td>17.076668</td>\n", | |
| " <td>29.110001</td>\n", | |
| " <td>61.270000</td>\n", | |
| " <td>44.480000</td>\n", | |
| " <td>17.774000</td>\n", | |
| " <td>224607600</td>\n", | |
| " <td>18384300</td>\n", | |
| " <td>29384600</td>\n", | |
| " <td>56601000</td>\n", | |
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| "df_pricing = df_pricing.stack().reset_index().rename(columns={\"level_1\":\"Ticker\"}).sort_values([\"Ticker\",\"Date\"]); df_pricing.head()" | |
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| " Date Ticker Adj Close Close High Low Open \\\n", | |
| "0 2015-09-21 AAPL 26.144232 28.8025 28.842501 28.415001 28.417500 \n", | |
| "4 2015-09-22 AAPL 25.733498 28.3500 28.545000 28.129999 28.344999 \n", | |
| "8 2015-09-23 AAPL 25.942263 28.5800 28.680000 28.325001 28.407499 \n", | |
| "12 2015-09-24 AAPL 26.096575 28.7500 28.875000 28.092501 28.312500 \n", | |
| "16 2015-09-25 AAPL 26.030766 28.6775 29.172501 28.504999 29.110001 \n", | |
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| }, | |
| "metadata": {}, | |
| "execution_count": 6 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "After `sort_values`, we can see the index looks kind-off funny now, its best to order it from 0 consecutively 0,1,2,3 so let's reset the index" | |
| ], | |
| "metadata": { | |
| "id": "03EzdkJszLan" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing = df_pricing.reset_index(drop=True)" | |
| ], | |
| "metadata": { | |
| "id": "GH1IqiJOzT3P" | |
| }, | |
| "execution_count": 7, | |
| "outputs": [] | |
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| "df_pricing" | |
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| " Date Ticker Adj Close Close High Low \\\n", | |
| "0 2015-09-21 AAPL 26.144232 28.802500 28.842501 28.415001 \n", | |
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| "... ... ... ... ... ... ... \n", | |
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| " }\n", | |
| "\n", | |
| " .dataframe tbody tr th {\n", | |
| " vertical-align: top;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe thead th {\n", | |
| " text-align: right;\n", | |
| " }\n", | |
| "</style>\n", | |
| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>Date</th>\n", | |
| " <th>Ticker</th>\n", | |
| " <th>Adj Close</th>\n", | |
| " <th>Close</th>\n", | |
| " <th>High</th>\n", | |
| " <th>Low</th>\n", | |
| " <th>Open</th>\n", | |
| " <th>Volume</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>0</th>\n", | |
| " <td>2015-09-21</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.144232</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>28.842501</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>28.417500</td>\n", | |
| " <td>200888000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1</th>\n", | |
| " <td>2015-09-22</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.733498</td>\n", | |
| " <td>28.350000</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>28.344999</td>\n", | |
| " <td>201384800</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2</th>\n", | |
| " <td>2015-09-23</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.942263</td>\n", | |
| " <td>28.580000</td>\n", | |
| " <td>28.680000</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>28.407499</td>\n", | |
| " <td>143026800</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3</th>\n", | |
| " <td>2015-09-24</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.096575</td>\n", | |
| " <td>28.750000</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.312500</td>\n", | |
| " <td>200878000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4</th>\n", | |
| " <td>2015-09-25</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.030766</td>\n", | |
| " <td>28.677500</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>29.110001</td>\n", | |
| " <td>224607600</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>...</th>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6479</th>\n", | |
| " <td>2022-02-18</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>285.660004</td>\n", | |
| " <td>285.660004</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>295.333344</td>\n", | |
| " <td>68501700</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6480</th>\n", | |
| " <td>2022-02-22</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>273.843323</td>\n", | |
| " <td>273.843323</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>278.043335</td>\n", | |
| " <td>83288100</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6481</th>\n", | |
| " <td>2022-02-23</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>276.809998</td>\n", | |
| " <td>95256900</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6482</th>\n", | |
| " <td>2022-02-24</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>233.463333</td>\n", | |
| " <td>135322200</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6483</th>\n", | |
| " <td>2022-02-25</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>269.956665</td>\n", | |
| " <td>269.956665</td>\n", | |
| " <td>273.166656</td>\n", | |
| " <td>260.799988</td>\n", | |
| " <td>269.743347</td>\n", | |
| " <td>76067700</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "<p>6484 rows × 8 columns</p>\n", | |
| "</div>\n", | |
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| "\n", | |
| " const docLinkHtml = 'Like what you see? Visit the ' +\n", | |
| " '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n", | |
| " + ' to learn more about interactive tables.';\n", | |
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| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 8 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Let's create some features now that we have a panel dataset" | |
| ], | |
| "metadata": { | |
| "id": "9kS-63BOmMR5" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "def col_join(df, win):\n", | |
| " df.columns = [\"_\".join(x) for x in df.columns.ravel()]\n", | |
| " return df.add_suffix(\"_rolling_{}\".format(win))\n", | |
| "\n", | |
| "def rolling_features(df_daily, features=[\"Close\"], windows=[7,14], functions=[\"mean\",\"std\"], method=False, ticker=False):\n", | |
| "\n", | |
| " if method == \"Fast\":\n", | |
| " rolling_dfs = [df_daily[features].rolling(i) # 1. Create rolling window\n", | |
| " .agg(functions).reset_index(drop=True) # 2. Apply function\n", | |
| " for i in windows] # 3. For every window size\n", | |
| " elif method ==\"Slow\":\n", | |
| " rolling_dfs = [df_daily.groupby(ticker)[features].rolling(i)\n", | |
| " .agg(functions).reset_index(drop=True)\n", | |
| " for i in windows]\n", | |
| "\n", | |
| " rolling_dfs = [col_join(df, win) for df, win in zip(rolling_dfs,windows)] # piece of code to create pretty column names\n", | |
| "\n", | |
| " df_daily = pd.concat((df_daily.reset_index(drop=True), *rolling_dfs), axis=1)\n", | |
| " return df_daily" | |
| ], | |
| "metadata": { | |
| "id": "xYTukCMOd0yB" | |
| }, | |
| "execution_count": 9, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "ticker = \"Ticker\"\n", | |
| "windows = [3, 4, 6, 8]\n", | |
| "columns = [\"High\", \"Low\"]\n", | |
| "functions=[\"mean\",\"std\",\"skew\",\"max\",\"min\",\"median\"]\n", | |
| "\n", | |
| "df_pricing_features = rolling_features(df_pricing, features=columns, windows=windows, functions=functions, method=\"Slow\", ticker=ticker)" | |
| ], | |
| "metadata": { | |
| "id": "2H9ObxVCptVP" | |
| }, | |
| "execution_count": 10, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_features.head()" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 287 | |
| }, | |
| "id": "LJi7CZcnrCL3", | |
| "outputId": "14e8e9dc-6f72-4888-a868-34f9326106a1" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Date Ticker Adj Close Close High Low Open \\\n", | |
| "0 2015-09-21 AAPL 26.215746 28.8025 28.842501 28.415001 28.417500 \n", | |
| "1 2015-09-22 AAPL 25.803885 28.3500 28.545000 28.129999 28.344999 \n", | |
| "2 2015-09-23 AAPL 26.013227 28.5800 28.680000 28.325001 28.407499 \n", | |
| "3 2015-09-24 AAPL 26.167961 28.7500 28.875000 28.092501 28.312500 \n", | |
| "4 2015-09-25 AAPL 26.101976 28.6775 29.172501 28.504999 29.110001 \n", | |
| "\n", | |
| " Volume High_mean_rolling_3 High_std_rolling_3 High_skew_rolling_3 \\\n", | |
| "0 200888000 NaN NaN NaN \n", | |
| "1 201384800 NaN NaN NaN \n", | |
| "2 143026800 28.689167 0.148962 0.275869 \n", | |
| "3 200878000 28.700000 0.165907 0.534586 \n", | |
| "4 224607600 28.909167 0.248022 0.608147 \n", | |
| "\n", | |
| " High_max_rolling_3 High_min_rolling_3 High_median_rolling_3 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 28.842501 28.545 28.680 \n", | |
| "3 28.875000 28.545 28.680 \n", | |
| "4 29.172501 28.680 28.875 \n", | |
| "\n", | |
| " Low_mean_rolling_3 Low_std_rolling_3 Low_skew_rolling_3 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 28.2900 0.145689 -1.018690 \n", | |
| "3 28.1825 0.124825 1.557865 \n", | |
| "4 28.3075 0.206805 -0.378078 \n", | |
| "\n", | |
| " Low_max_rolling_3 Low_min_rolling_3 Low_median_rolling_3 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 28.415001 28.129999 28.325001 \n", | |
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| "\n", | |
| " High_mean_rolling_4 High_std_rolling_4 High_skew_rolling_4 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 28.735625 0.153057 -0.589555 \n", | |
| "4 28.818125 0.272331 0.715527 \n", | |
| "\n", | |
| " High_max_rolling_4 High_min_rolling_4 High_median_rolling_4 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 28.875000 28.545 28.76125 \n", | |
| "4 29.172501 28.545 28.77750 \n", | |
| "\n", | |
| " Low_mean_rolling_4 Low_std_rolling_4 Low_skew_rolling_4 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 28.240625 0.154602 0.234362 \n", | |
| "4 28.263125 0.190759 0.678109 \n", | |
| "\n", | |
| " Low_max_rolling_4 Low_min_rolling_4 Low_median_rolling_4 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 28.415001 28.092501 28.2275 \n", | |
| "4 28.504999 28.092501 28.2275 \n", | |
| "\n", | |
| " High_mean_rolling_6 High_std_rolling_6 High_skew_rolling_6 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 NaN NaN NaN \n", | |
| "4 NaN NaN NaN \n", | |
| "\n", | |
| " High_max_rolling_6 High_min_rolling_6 High_median_rolling_6 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 NaN NaN NaN \n", | |
| "4 NaN NaN NaN \n", | |
| "\n", | |
| " Low_mean_rolling_6 Low_std_rolling_6 Low_skew_rolling_6 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 NaN NaN NaN \n", | |
| "4 NaN NaN NaN \n", | |
| "\n", | |
| " Low_max_rolling_6 Low_min_rolling_6 Low_median_rolling_6 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 NaN NaN NaN \n", | |
| "4 NaN NaN NaN \n", | |
| "\n", | |
| " High_mean_rolling_8 High_std_rolling_8 High_skew_rolling_8 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 NaN NaN NaN \n", | |
| "4 NaN NaN NaN \n", | |
| "\n", | |
| " High_max_rolling_8 High_min_rolling_8 High_median_rolling_8 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 NaN NaN NaN \n", | |
| "4 NaN NaN NaN \n", | |
| "\n", | |
| " Low_mean_rolling_8 Low_std_rolling_8 Low_skew_rolling_8 \\\n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 NaN NaN NaN \n", | |
| "4 NaN NaN NaN \n", | |
| "\n", | |
| " Low_max_rolling_8 Low_min_rolling_8 Low_median_rolling_8 \n", | |
| "0 NaN NaN NaN \n", | |
| "1 NaN NaN NaN \n", | |
| "2 NaN NaN NaN \n", | |
| "3 NaN NaN NaN \n", | |
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| " <div class=\"colab-df-container\">\n", | |
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| "</style>\n", | |
| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>Date</th>\n", | |
| " <th>Ticker</th>\n", | |
| " <th>Adj Close</th>\n", | |
| " <th>Close</th>\n", | |
| " <th>High</th>\n", | |
| " <th>Low</th>\n", | |
| " <th>Open</th>\n", | |
| " <th>Volume</th>\n", | |
| " <th>High_mean_rolling_3</th>\n", | |
| " <th>High_std_rolling_3</th>\n", | |
| " <th>High_skew_rolling_3</th>\n", | |
| " <th>High_max_rolling_3</th>\n", | |
| " <th>High_min_rolling_3</th>\n", | |
| " <th>High_median_rolling_3</th>\n", | |
| " <th>Low_mean_rolling_3</th>\n", | |
| " <th>Low_std_rolling_3</th>\n", | |
| " <th>Low_skew_rolling_3</th>\n", | |
| " <th>Low_max_rolling_3</th>\n", | |
| " <th>Low_min_rolling_3</th>\n", | |
| " <th>Low_median_rolling_3</th>\n", | |
| " <th>High_mean_rolling_4</th>\n", | |
| " <th>High_std_rolling_4</th>\n", | |
| " <th>High_skew_rolling_4</th>\n", | |
| " <th>High_max_rolling_4</th>\n", | |
| " <th>High_min_rolling_4</th>\n", | |
| " <th>High_median_rolling_4</th>\n", | |
| " <th>Low_mean_rolling_4</th>\n", | |
| " <th>Low_std_rolling_4</th>\n", | |
| " <th>Low_skew_rolling_4</th>\n", | |
| " <th>Low_max_rolling_4</th>\n", | |
| " <th>Low_min_rolling_4</th>\n", | |
| " <th>Low_median_rolling_4</th>\n", | |
| " <th>High_mean_rolling_6</th>\n", | |
| " <th>High_std_rolling_6</th>\n", | |
| " <th>High_skew_rolling_6</th>\n", | |
| " <th>High_max_rolling_6</th>\n", | |
| " <th>High_min_rolling_6</th>\n", | |
| " <th>High_median_rolling_6</th>\n", | |
| " <th>Low_mean_rolling_6</th>\n", | |
| " <th>Low_std_rolling_6</th>\n", | |
| " <th>Low_skew_rolling_6</th>\n", | |
| " <th>Low_max_rolling_6</th>\n", | |
| " <th>Low_min_rolling_6</th>\n", | |
| " <th>Low_median_rolling_6</th>\n", | |
| " <th>High_mean_rolling_8</th>\n", | |
| " <th>High_std_rolling_8</th>\n", | |
| " <th>High_skew_rolling_8</th>\n", | |
| " <th>High_max_rolling_8</th>\n", | |
| " <th>High_min_rolling_8</th>\n", | |
| " <th>High_median_rolling_8</th>\n", | |
| " <th>Low_mean_rolling_8</th>\n", | |
| " <th>Low_std_rolling_8</th>\n", | |
| " <th>Low_skew_rolling_8</th>\n", | |
| " <th>Low_max_rolling_8</th>\n", | |
| " <th>Low_min_rolling_8</th>\n", | |
| " <th>Low_median_rolling_8</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>0</th>\n", | |
| " <td>2015-09-21</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.215746</td>\n", | |
| " <td>28.8025</td>\n", | |
| " <td>28.842501</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>28.417500</td>\n", | |
| " <td>200888000</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
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| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
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| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
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| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1</th>\n", | |
| " <td>2015-09-22</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.803885</td>\n", | |
| " <td>28.3500</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>28.344999</td>\n", | |
| " <td>201384800</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
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| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
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| " <td>NaN</td>\n", | |
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| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2</th>\n", | |
| " <td>2015-09-23</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.013227</td>\n", | |
| " <td>28.5800</td>\n", | |
| " <td>28.680000</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>28.407499</td>\n", | |
| " <td>143026800</td>\n", | |
| " <td>28.689167</td>\n", | |
| " <td>0.148962</td>\n", | |
| " <td>0.275869</td>\n", | |
| " <td>28.842501</td>\n", | |
| " <td>28.545</td>\n", | |
| " <td>28.680</td>\n", | |
| " <td>28.2900</td>\n", | |
| " <td>0.145689</td>\n", | |
| " <td>-1.018690</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3</th>\n", | |
| " <td>2015-09-24</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.167961</td>\n", | |
| " <td>28.7500</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.312500</td>\n", | |
| " <td>200878000</td>\n", | |
| " <td>28.700000</td>\n", | |
| " <td>0.165907</td>\n", | |
| " <td>0.534586</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.545</td>\n", | |
| " <td>28.680</td>\n", | |
| " <td>28.1825</td>\n", | |
| " <td>0.124825</td>\n", | |
| " <td>1.557865</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>28.735625</td>\n", | |
| " <td>0.153057</td>\n", | |
| " <td>-0.589555</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.545</td>\n", | |
| " <td>28.76125</td>\n", | |
| " <td>28.240625</td>\n", | |
| " <td>0.154602</td>\n", | |
| " <td>0.234362</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.2275</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4</th>\n", | |
| " <td>2015-09-25</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.101976</td>\n", | |
| " <td>28.6775</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>29.110001</td>\n", | |
| " <td>224607600</td>\n", | |
| " <td>28.909167</td>\n", | |
| " <td>0.248022</td>\n", | |
| " <td>0.608147</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.680</td>\n", | |
| " <td>28.875</td>\n", | |
| " <td>28.3075</td>\n", | |
| " <td>0.206805</td>\n", | |
| " <td>-0.378078</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>28.818125</td>\n", | |
| " <td>0.272331</td>\n", | |
| " <td>0.715527</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.545</td>\n", | |
| " <td>28.77750</td>\n", | |
| " <td>28.263125</td>\n", | |
| " <td>0.190759</td>\n", | |
| " <td>0.678109</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.2275</td>\n", | |
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| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_features[df_pricing_features[\"Ticker\"]==\"TSLA\"]" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 488 | |
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| "id": "XCRMRU43qomH", | |
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| "execution_count": null, | |
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| { | |
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| " Date Ticker Adj Close Close High Low \\\n", | |
| "4863 2015-09-21 TSLA 17.613333 17.613333 18.104668 17.053333 \n", | |
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| "4865 2015-09-23 TSLA 17.403999 17.403999 17.472000 17.172001 \n", | |
| "4866 2015-09-24 TSLA 17.541332 17.541332 17.563334 17.080667 \n", | |
| "4867 2015-09-25 TSLA 17.127333 17.127333 17.794001 17.076668 \n", | |
| "... ... ... ... ... ... ... \n", | |
| "6479 2022-02-18 TSLA 285.660004 285.660004 295.623322 279.203339 \n", | |
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| " <th>High_skew_rolling_6</th>\n", | |
| " <th>High_max_rolling_6</th>\n", | |
| " <th>High_min_rolling_6</th>\n", | |
| " <th>High_median_rolling_6</th>\n", | |
| " <th>Low_mean_rolling_6</th>\n", | |
| " <th>Low_std_rolling_6</th>\n", | |
| " <th>Low_skew_rolling_6</th>\n", | |
| " <th>Low_max_rolling_6</th>\n", | |
| " <th>Low_min_rolling_6</th>\n", | |
| " <th>Low_median_rolling_6</th>\n", | |
| " <th>High_mean_rolling_8</th>\n", | |
| " <th>High_std_rolling_8</th>\n", | |
| " <th>High_skew_rolling_8</th>\n", | |
| " <th>High_max_rolling_8</th>\n", | |
| " <th>High_min_rolling_8</th>\n", | |
| " <th>High_median_rolling_8</th>\n", | |
| " <th>Low_mean_rolling_8</th>\n", | |
| " <th>Low_std_rolling_8</th>\n", | |
| " <th>Low_skew_rolling_8</th>\n", | |
| " <th>Low_max_rolling_8</th>\n", | |
| " <th>Low_min_rolling_8</th>\n", | |
| " <th>Low_median_rolling_8</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>4863</th>\n", | |
| " <td>2015-09-21</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>17.613333</td>\n", | |
| " <td>17.613333</td>\n", | |
| " <td>18.104668</td>\n", | |
| " <td>17.053333</td>\n", | |
| " <td>17.598667</td>\n", | |
| " <td>91803000</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4864</th>\n", | |
| " <td>2015-09-22</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>17.396000</td>\n", | |
| " <td>17.396000</td>\n", | |
| " <td>17.510000</td>\n", | |
| " <td>17.058001</td>\n", | |
| " <td>17.268667</td>\n", | |
| " <td>54966000</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4865</th>\n", | |
| " <td>2015-09-23</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>17.403999</td>\n", | |
| " <td>17.403999</td>\n", | |
| " <td>17.472000</td>\n", | |
| " <td>17.172001</td>\n", | |
| " <td>17.463333</td>\n", | |
| " <td>39012000</td>\n", | |
| " <td>17.695556</td>\n", | |
| " <td>0.354810</td>\n", | |
| " <td>1.709727</td>\n", | |
| " <td>18.104668</td>\n", | |
| " <td>17.472000</td>\n", | |
| " <td>17.510000</td>\n", | |
| " <td>17.094445</td>\n", | |
| " <td>0.067206</td>\n", | |
| " <td>1.722642</td>\n", | |
| " <td>17.172001</td>\n", | |
| " <td>17.053333</td>\n", | |
| " <td>17.058001</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4866</th>\n", | |
| " <td>2015-09-24</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>17.541332</td>\n", | |
| " <td>17.541332</td>\n", | |
| " <td>17.563334</td>\n", | |
| " <td>17.080667</td>\n", | |
| " <td>17.302000</td>\n", | |
| " <td>51723000</td>\n", | |
| " <td>17.515111</td>\n", | |
| " <td>0.045881</td>\n", | |
| " <td>0.495063</td>\n", | |
| " <td>17.563334</td>\n", | |
| " <td>17.472000</td>\n", | |
| " <td>17.510000</td>\n", | |
| " <td>17.103556</td>\n", | |
| " <td>0.060349</td>\n", | |
| " <td>1.461206</td>\n", | |
| " <td>17.172001</td>\n", | |
| " <td>17.058001</td>\n", | |
| " <td>17.080667</td>\n", | |
| " <td>17.662500</td>\n", | |
| " <td>0.297149</td>\n", | |
| " <td>1.906019</td>\n", | |
| " <td>18.104668</td>\n", | |
| " <td>17.472000</td>\n", | |
| " <td>17.536667</td>\n", | |
| " <td>17.091001</td>\n", | |
| " <td>0.055304</td>\n", | |
| " <td>1.737955</td>\n", | |
| " <td>17.172001</td>\n", | |
| " <td>17.053333</td>\n", | |
| " <td>17.069334</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4867</th>\n", | |
| " <td>2015-09-25</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>17.127333</td>\n", | |
| " <td>17.127333</td>\n", | |
| " <td>17.794001</td>\n", | |
| " <td>17.076668</td>\n", | |
| " <td>17.774000</td>\n", | |
| " <td>56601000</td>\n", | |
| " <td>17.609778</td>\n", | |
| " <td>0.165949</td>\n", | |
| " <td>1.160781</td>\n", | |
| " <td>17.794001</td>\n", | |
| " <td>17.472000</td>\n", | |
| " <td>17.563334</td>\n", | |
| " <td>17.109779</td>\n", | |
| " <td>0.053923</td>\n", | |
| " <td>1.721296</td>\n", | |
| " <td>17.172001</td>\n", | |
| " <td>17.076668</td>\n", | |
| " <td>17.080667</td>\n", | |
| " <td>17.584834</td>\n", | |
| " <td>0.144389</td>\n", | |
| " <td>1.613532</td>\n", | |
| " <td>17.794001</td>\n", | |
| " <td>17.472000</td>\n", | |
| " <td>17.536667</td>\n", | |
| " <td>17.096834</td>\n", | |
| " <td>0.051076</td>\n", | |
| " <td>1.769746</td>\n", | |
| " <td>17.172001</td>\n", | |
| " <td>17.058001</td>\n", | |
| " <td>17.078668</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>...</th>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6479</th>\n", | |
| " <td>2022-02-18</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>285.660004</td>\n", | |
| " <td>285.660004</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>295.333344</td>\n", | |
| " <td>68501700</td>\n", | |
| " <td>303.533325</td>\n", | |
| " <td>6.976599</td>\n", | |
| " <td>-1.456544</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>290.324443</td>\n", | |
| " <td>10.638350</td>\n", | |
| " <td>-0.436628</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>304.566658</td>\n", | |
| " <td>6.059681</td>\n", | |
| " <td>-1.812729</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.916656</td>\n", | |
| " <td>292.191666</td>\n", | |
| " <td>9.454932</td>\n", | |
| " <td>-1.153258</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>294.580002</td>\n", | |
| " <td>303.868886</td>\n", | |
| " <td>5.142155</td>\n", | |
| " <td>-0.984845</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>305.743332</td>\n", | |
| " <td>289.452779</td>\n", | |
| " <td>8.468042</td>\n", | |
| " <td>0.241799</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>287.875000</td>\n", | |
| " <td>306.654999</td>\n", | |
| " <td>6.749002</td>\n", | |
| " <td>-0.312829</td>\n", | |
| " <td>315.423340</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.916656</td>\n", | |
| " <td>292.785416</td>\n", | |
| " <td>9.675111</td>\n", | |
| " <td>-0.087055</td>\n", | |
| " <td>306.666656</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>294.580002</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6480</th>\n", | |
| " <td>2022-02-22</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>273.843323</td>\n", | |
| " <td>273.843323</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>278.043335</td>\n", | |
| " <td>83288100</td>\n", | |
| " <td>295.788879</td>\n", | |
| " <td>10.295997</td>\n", | |
| " <td>0.072341</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>279.201111</td>\n", | |
| " <td>12.166672</td>\n", | |
| " <td>-0.000824</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>299.044159</td>\n", | |
| " <td>10.632924</td>\n", | |
| " <td>-0.659913</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>300.894989</td>\n", | |
| " <td>284.501663</td>\n", | |
| " <td>14.528203</td>\n", | |
| " <td>-0.246670</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>285.285004</td>\n", | |
| " <td>300.578328</td>\n", | |
| " <td>8.941387</td>\n", | |
| " <td>-1.011483</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>302.896667</td>\n", | |
| " <td>286.697220</td>\n", | |
| " <td>12.497726</td>\n", | |
| " <td>-0.613790</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>287.875000</td>\n", | |
| " <td>302.924164</td>\n", | |
| " <td>9.062503</td>\n", | |
| " <td>-0.945353</td>\n", | |
| " <td>314.603333</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>305.743332</td>\n", | |
| " <td>287.831249</td>\n", | |
| " <td>11.522559</td>\n", | |
| " <td>-0.669967</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>287.875000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6481</th>\n", | |
| " <td>2022-02-23</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>276.809998</td>\n", | |
| " <td>95256900</td>\n", | |
| " <td>286.544434</td>\n", | |
| " <td>8.635768</td>\n", | |
| " <td>0.497962</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>266.585556</td>\n", | |
| " <td>12.847521</td>\n", | |
| " <td>-0.156646</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>291.449989</td>\n", | |
| " <td>12.082035</td>\n", | |
| " <td>0.322037</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>272.780834</td>\n", | |
| " <td>16.234688</td>\n", | |
| " <td>-0.101296</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>273.118332</td>\n", | |
| " <td>297.046102</td>\n", | |
| " <td>12.762273</td>\n", | |
| " <td>-0.631437</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>300.894989</td>\n", | |
| " <td>281.553332</td>\n", | |
| " <td>18.534195</td>\n", | |
| " <td>-0.620976</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>285.285004</td>\n", | |
| " <td>298.402912</td>\n", | |
| " <td>11.178854</td>\n", | |
| " <td>-1.005187</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>302.473343</td>\n", | |
| " <td>282.158751</td>\n", | |
| " <td>15.705832</td>\n", | |
| " <td>-0.800698</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>283.975006</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6482</th>\n", | |
| " <td>2022-02-24</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>233.463333</td>\n", | |
| " <td>135322200</td>\n", | |
| " <td>277.167775</td>\n", | |
| " <td>9.107840</td>\n", | |
| " <td>-0.613207</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>251.295553</td>\n", | |
| " <td>16.959764</td>\n", | |
| " <td>-0.580069</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>281.781662</td>\n", | |
| " <td>11.851313</td>\n", | |
| " <td>-0.099319</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>282.004990</td>\n", | |
| " <td>258.272499</td>\n", | |
| " <td>19.658760</td>\n", | |
| " <td>-0.506867</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>260.276665</td>\n", | |
| " <td>290.350550</td>\n", | |
| " <td>16.161465</td>\n", | |
| " <td>-0.238081</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>270.809998</td>\n", | |
| " <td>24.845513</td>\n", | |
| " <td>-0.443312</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>273.118332</td>\n", | |
| " <td>293.674580</td>\n", | |
| " <td>15.134943</td>\n", | |
| " <td>-0.749583</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>297.625000</td>\n", | |
| " <td>275.879581</td>\n", | |
| " <td>23.278525</td>\n", | |
| " <td>-0.894656</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>281.793335</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6483</th>\n", | |
| " <td>2022-02-25</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>269.956665</td>\n", | |
| " <td>269.956665</td>\n", | |
| " <td>273.166656</td>\n", | |
| " <td>260.799988</td>\n", | |
| " <td>269.743347</td>\n", | |
| " <td>76067700</td>\n", | |
| " <td>273.031108</td>\n", | |
| " <td>5.471245</td>\n", | |
| " <td>-0.111418</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>273.166656</td>\n", | |
| " <td>249.217773</td>\n", | |
| " <td>14.229766</td>\n", | |
| " <td>-1.236165</td>\n", | |
| " <td>260.799988</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>276.167496</td>\n", | |
| " <td>7.700914</td>\n", | |
| " <td>0.240825</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>275.799988</td>\n", | |
| " <td>253.671661</td>\n", | |
| " <td>14.640331</td>\n", | |
| " <td>-1.203567</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>257.159996</td>\n", | |
| " <td>284.409993</td>\n", | |
| " <td>14.482806</td>\n", | |
| " <td>0.516911</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>282.004990</td>\n", | |
| " <td>264.209442</td>\n", | |
| " <td>20.246131</td>\n", | |
| " <td>-0.262949</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>263.916656</td>\n", | |
| " <td>290.367077</td>\n", | |
| " <td>16.479842</td>\n", | |
| " <td>-0.141558</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>272.931664</td>\n", | |
| " <td>23.539592</td>\n", | |
| " <td>-0.420350</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>273.118332</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "<p>1621 rows × 56 columns</p>\n", | |
| "</div>\n", | |
| " <button class=\"colab-df-convert\" onclick=\"convertToInteractive('df-d7fe7ebe-733b-483d-be63-491d1d7e4437')\"\n", | |
| " title=\"Convert this dataframe to an interactive table.\"\n", | |
| " style=\"display:none;\">\n", | |
| " \n", | |
| " <svg xmlns=\"http://www.w3.org/2000/svg\" height=\"24px\"viewBox=\"0 0 24 24\"\n", | |
| " width=\"24px\">\n", | |
| " <path d=\"M0 0h24v24H0V0z\" fill=\"none\"/>\n", | |
| " <path d=\"M18.56 5.44l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94zm-11 1L8.5 8.5l.94-2.06 2.06-.94-2.06-.94L8.5 2.5l-.94 2.06-2.06.94zm10 10l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94z\"/><path d=\"M17.41 7.96l-1.37-1.37c-.4-.4-.92-.59-1.43-.59-.52 0-1.04.2-1.43.59L10.3 9.45l-7.72 7.72c-.78.78-.78 2.05 0 2.83L4 21.41c.39.39.9.59 1.41.59.51 0 1.02-.2 1.41-.59l7.78-7.78 2.81-2.81c.8-.78.8-2.07 0-2.86zM5.41 20L4 18.59l7.72-7.72 1.47 1.35L5.41 20z\"/>\n", | |
| " </svg>\n", | |
| " </button>\n", | |
| " \n", | |
| " <style>\n", | |
| " .colab-df-container {\n", | |
| " display:flex;\n", | |
| " flex-wrap:wrap;\n", | |
| " gap: 12px;\n", | |
| " }\n", | |
| "\n", | |
| " .colab-df-convert {\n", | |
| " background-color: #E8F0FE;\n", | |
| " border: none;\n", | |
| " border-radius: 50%;\n", | |
| " cursor: pointer;\n", | |
| " display: none;\n", | |
| " fill: #1967D2;\n", | |
| " height: 32px;\n", | |
| " padding: 0 0 0 0;\n", | |
| " width: 32px;\n", | |
| " }\n", | |
| "\n", | |
| " .colab-df-convert:hover {\n", | |
| " background-color: #E2EBFA;\n", | |
| " box-shadow: 0px 1px 2px rgba(60, 64, 67, 0.3), 0px 1px 3px 1px rgba(60, 64, 67, 0.15);\n", | |
| " fill: #174EA6;\n", | |
| " }\n", | |
| "\n", | |
| " [theme=dark] .colab-df-convert {\n", | |
| " background-color: #3B4455;\n", | |
| " fill: #D2E3FC;\n", | |
| " }\n", | |
| "\n", | |
| " [theme=dark] .colab-df-convert:hover {\n", | |
| " background-color: #434B5C;\n", | |
| " box-shadow: 0px 1px 3px 1px rgba(0, 0, 0, 0.15);\n", | |
| " filter: drop-shadow(0px 1px 2px rgba(0, 0, 0, 0.3));\n", | |
| " fill: #FFFFFF;\n", | |
| " }\n", | |
| " </style>\n", | |
| "\n", | |
| " <script>\n", | |
| " const buttonEl =\n", | |
| " document.querySelector('#df-d7fe7ebe-733b-483d-be63-491d1d7e4437 button.colab-df-convert');\n", | |
| " buttonEl.style.display =\n", | |
| " google.colab.kernel.accessAllowed ? 'block' : 'none';\n", | |
| "\n", | |
| " async function convertToInteractive(key) {\n", | |
| " const element = document.querySelector('#df-d7fe7ebe-733b-483d-be63-491d1d7e4437');\n", | |
| " const dataTable =\n", | |
| " await google.colab.kernel.invokeFunction('convertToInteractive',\n", | |
| " [key], {});\n", | |
| " if (!dataTable) return;\n", | |
| "\n", | |
| " const docLinkHtml = 'Like what you see? Visit the ' +\n", | |
| " '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n", | |
| " + ' to learn more about interactive tables.';\n", | |
| " element.innerHTML = '';\n", | |
| " dataTable['output_type'] = 'display_data';\n", | |
| " await google.colab.output.renderOutput(dataTable, element);\n", | |
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| " " | |
| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 87 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "%%timeit\n", | |
| "rolling_features(df_pricing, features=columns, windows=windows, functions=functions, method=\"Slow\", ticker=ticker)" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "b4MfduqDrHUA", | |
| "outputId": "9c3424a5-63e5-474d-b6e8-eee3717317ec" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stdout", | |
| "text": [ | |
| "210 ms ± 8.08 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "### Append History\n", | |
| "Is there a way to ignore the slow groupbys? Well one thing we can do is to create more historical data so that when we apply the rolling window the tickers don't overlap." | |
| ], | |
| "metadata": { | |
| "id": "KdmSvro_raJX" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "## Beautiful offsets add to start\n", | |
| "\n", | |
| "from pandas.tseries.offsets import DateOffset\n", | |
| "def range1(start, end):\n", | |
| " return range(start, end+1)\n", | |
| "\n", | |
| "## Create old data for look\n", | |
| "\n", | |
| "from pandas.tseries.offsets import DateOffset\n", | |
| "def range1(start, end):\n", | |
| " return range(start, end+1)\n", | |
| "\n", | |
| "## Create old data for look\n", | |
| "\n", | |
| "def create_old(df_fund=None, id=\"ticker\", date=\"date\", window=24, gran=\"months\"):\n", | |
| "\n", | |
| " #with this function you have to make sure that everything has already been date-sorted.\n", | |
| "\n", | |
| " offsets = range1(1, window)\n", | |
| " offsets = list(offsets)\n", | |
| " offsets_list = []\n", | |
| "\n", | |
| " for off in offsets:\n", | |
| " if gran==\"months\":\n", | |
| " df_fund['date_old'] = df_fund[date] - DateOffset(months=off)\n", | |
| " df_fund['date_old']=df_fund['date_old'] + pd.offsets.MonthEnd(0)\n", | |
| " else:\n", | |
| " df_fund['date_old'] = df_fund[date] - DateOffset(days=off)\n", | |
| " df_old = df_fund[[\"date_old\",id]].groupby(id).first().reset_index()\n", | |
| " df_old.columns = [id,date]\n", | |
| " offsets_list.append(df_old)\n", | |
| "\n", | |
| " old_dates_df = pd.concat(offsets_list,axis=0)\n", | |
| " df_fund = pd.concat((df_fund,old_dates_df),axis=0)\n", | |
| " return df_fund\n", | |
| "\n", | |
| "# choose any number larger than your expected rolling window\n", | |
| "\n", | |
| "df_pricing_hist = create_old(df_pricing, ticker, \"Date\", 10, gran=\"days\")\n", | |
| "df_pricing_hist = df_pricing_hist.sort_values([ticker,\"Date\"]).reset_index(drop=True)" | |
| ], | |
| "metadata": { | |
| "id": "fTPJhOSlr27_" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "### When you are working with very large window sizes, the following method might work better still.\n", | |
| "\n", | |
| "# import pandas as pd\n", | |
| "# import numpy as np\n", | |
| "\n", | |
| "# def create_old(df_pricing, history_add= 370*5):\n", | |
| "# df = pd.DataFrame({\"date\": pd.date_range(start=df_pricing[\"date\"].min()- pd.Timedelta(history_add, unit='D'),end=df_pricing[\"date\"].max(), freq=\"D\")[::-1]})\n", | |
| "# df['key'] = 1\n", | |
| "# # Convert list to dataframe & create 'key' columns\n", | |
| "# li = df_pricing[\"ticker\"].unique()\n", | |
| "# li_df = pd.DataFrame(li,columns=['ticker']).assign(key=1)\n", | |
| "\n", | |
| "# df = pd.merge(li_df,df,on='key').drop('key',axis=1)\n", | |
| "\n", | |
| "# df = pd.merge(df, df_pricing[[\"ticker\",\"date\"]].add_suffix(\"_old\"), left_on=[\"ticker\",\"date\"], right_on=[\"ticker_old\",\"date_old\"], how=\"left\")\n", | |
| "# df.date_old = df[[\"ticker\",\"date_old\"]].groupby(\"ticker\").date_old.bfill()\n", | |
| "# df[\"date_old\"] = df[\"date_old\"].fillna(df[\"date\"])\n", | |
| "# df[\"equal\"] = df[\"date\"]==df[\"date_old\"]\n", | |
| "# df = df[df[\"equal\"]==True]\n", | |
| "\n", | |
| "# df.ticker_old = np.where(df.ticker_old.isnull(), 1, 0)\n", | |
| "# df['cumsum_col'] = df.groupby(['ticker'])['ticker_old'].cumsum()\n", | |
| "\n", | |
| "# df = df[df[\"cumsum_col\"]<history_add]\n", | |
| "# df = df[[\"ticker\",\"date\"]]\n", | |
| "\n", | |
| "# df_pricing = pd.merge(df, df_pricing, on=[\"ticker\",\"date\"], how=\"left\")\n", | |
| "# df_pricing = df_pricing.sort_values([\"ticker\",\"date\"])\n", | |
| "\n", | |
| "# return df_pricing" | |
| ], | |
| "metadata": { | |
| "id": "vHoGhQqS0Kvs" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_hist.head(20)" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 677 | |
| }, | |
| "id": "GFcSaog-seOH", | |
| "outputId": "62c424cf-ae2c-4d8c-c943-af858261832e" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Date Ticker Adj Close Close High Low Open \\\n", | |
| "0 2014-11-30 AAPL NaN NaN NaN NaN NaN \n", | |
| "1 2014-12-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "2 2015-01-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "3 2015-02-28 AAPL NaN NaN NaN NaN NaN \n", | |
| "4 2015-03-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "5 2015-04-30 AAPL NaN NaN NaN NaN NaN \n", | |
| "6 2015-05-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "7 2015-06-30 AAPL NaN NaN NaN NaN NaN \n", | |
| "8 2015-07-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "9 2015-08-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "10 2015-09-21 AAPL 26.215746 28.802500 28.842501 28.415001 28.417500 \n", | |
| "11 2015-09-22 AAPL 25.803885 28.350000 28.545000 28.129999 28.344999 \n", | |
| "12 2015-09-23 AAPL 26.013227 28.580000 28.680000 28.325001 28.407499 \n", | |
| "13 2015-09-24 AAPL 26.167961 28.750000 28.875000 28.092501 28.312500 \n", | |
| "14 2015-09-25 AAPL 26.101976 28.677500 29.172501 28.504999 29.110001 \n", | |
| "15 2015-09-28 AAPL 25.585443 28.110001 28.642500 28.110001 28.462500 \n", | |
| "16 2015-09-29 AAPL 24.816328 27.264999 28.377501 26.965000 28.207500 \n", | |
| "17 2015-09-30 AAPL 25.098488 27.575001 27.885000 27.182501 27.542500 \n", | |
| "18 2015-10-01 AAPL 24.934654 27.395000 27.405001 26.827499 27.267500 \n", | |
| "19 2015-10-02 AAPL 25.116686 27.594999 27.752501 26.887501 27.002501 \n", | |
| "\n", | |
| " Volume date_old \n", | |
| "0 NaN NaT \n", | |
| "1 NaN NaT \n", | |
| "2 NaN NaT \n", | |
| "3 NaN NaT \n", | |
| "4 NaN NaT \n", | |
| "5 NaN NaT \n", | |
| "6 NaN NaT \n", | |
| "7 NaN NaT \n", | |
| "8 NaN NaT \n", | |
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| "10 200888000.0 2014-11-30 \n", | |
| "11 201384800.0 2014-11-30 \n", | |
| "12 143026800.0 2014-11-30 \n", | |
| "13 200878000.0 2014-11-30 \n", | |
| "14 224607600.0 2014-11-30 \n", | |
| "15 208436000.0 2014-11-30 \n", | |
| "16 293461600.0 2014-11-30 \n", | |
| "17 265892000.0 2014-11-30 \n", | |
| "18 255716400.0 2014-12-31 \n", | |
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| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>Date</th>\n", | |
| " <th>Ticker</th>\n", | |
| " <th>Adj Close</th>\n", | |
| " <th>Close</th>\n", | |
| " <th>High</th>\n", | |
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| " <td>2015-05-31</td>\n", | |
| " <td>AAPL</td>\n", | |
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| " <th>7</th>\n", | |
| " <td>2015-06-30</td>\n", | |
| " <td>AAPL</td>\n", | |
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| " <td>NaN</td>\n", | |
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| " <th>8</th>\n", | |
| " <td>2015-07-31</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
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| " <th>9</th>\n", | |
| " <td>2015-08-31</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
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| " <tr>\n", | |
| " <th>10</th>\n", | |
| " <td>2015-09-21</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.215746</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>28.842501</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>28.417500</td>\n", | |
| " <td>200888000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
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| " <th>11</th>\n", | |
| " <td>2015-09-22</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.803885</td>\n", | |
| " <td>28.350000</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>28.344999</td>\n", | |
| " <td>201384800.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
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| " <tr>\n", | |
| " <th>12</th>\n", | |
| " <td>2015-09-23</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.013227</td>\n", | |
| " <td>28.580000</td>\n", | |
| " <td>28.680000</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>28.407499</td>\n", | |
| " <td>143026800.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
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| " <tr>\n", | |
| " <th>13</th>\n", | |
| " <td>2015-09-24</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.167961</td>\n", | |
| " <td>28.750000</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.312500</td>\n", | |
| " <td>200878000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
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| " <th>14</th>\n", | |
| " <td>2015-09-25</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.101976</td>\n", | |
| " <td>28.677500</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>29.110001</td>\n", | |
| " <td>224607600.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
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| " <th>15</th>\n", | |
| " <td>2015-09-28</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.585443</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>28.462500</td>\n", | |
| " <td>208436000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>16</th>\n", | |
| " <td>2015-09-29</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>24.816328</td>\n", | |
| " <td>27.264999</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.207500</td>\n", | |
| " <td>293461600.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>17</th>\n", | |
| " <td>2015-09-30</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.098488</td>\n", | |
| " <td>27.575001</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>27.542500</td>\n", | |
| " <td>265892000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>18</th>\n", | |
| " <td>2015-10-01</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>24.934654</td>\n", | |
| " <td>27.395000</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.267500</td>\n", | |
| " <td>255716400.0</td>\n", | |
| " <td>2014-12-31</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>19</th>\n", | |
| " <td>2015-10-02</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.116686</td>\n", | |
| " <td>27.594999</td>\n", | |
| " <td>27.752501</td>\n", | |
| " <td>26.887501</td>\n", | |
| " <td>27.002501</td>\n", | |
| " <td>232079200.0</td>\n", | |
| " <td>2014-12-31</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
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| " const docLinkHtml = 'Like what you see? Visit the ' +\n", | |
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| "metadata": {}, | |
| "execution_count": 90 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Now let's apply the faster rolling algorithm, that doesn't need a groupby" | |
| ], | |
| "metadata": { | |
| "id": "Ysi_e6fdsjtQ" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "%%timeit\n", | |
| "rolling_features(df_pricing_hist, features=columns, windows=windows, functions=functions, method=\"Fast\", ticker=None)" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "NpqUxQBlsoGg", | |
| "outputId": "80c60cee-206f-4b33-a475-52506095b668" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stdout", | |
| "text": [ | |
| "49.2 ms ± 1.17 ms per loop (mean ± std. dev. of 7 runs, 10 loops each)\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Compare this performance against 224 ms ± 6.61 ms per loop (mean ± std. dev. of 7 runs, 1 loop each)" | |
| ], | |
| "metadata": { | |
| "id": "0DjhAnFSs_vv" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_hist = rolling_features(df_pricing_hist, features=columns, windows=windows, functions=functions, method=\"Fast\", ticker=None)" | |
| ], | |
| "metadata": { | |
| "id": "i_0trzN4tDa_" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_hist.head(20)" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 758 | |
| }, | |
| "id": "6Z9XaiQWtFFY", | |
| "outputId": "ff32b2f9-d872-4270-a0f8-aeb3f8012767" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Date Ticker Adj Close Close High Low Open \\\n", | |
| "0 2014-11-30 AAPL NaN NaN NaN NaN NaN \n", | |
| "1 2014-12-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "2 2015-01-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "3 2015-02-28 AAPL NaN NaN NaN NaN NaN \n", | |
| "4 2015-03-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "5 2015-04-30 AAPL NaN NaN NaN NaN NaN \n", | |
| "6 2015-05-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "7 2015-06-30 AAPL NaN NaN NaN NaN NaN \n", | |
| "8 2015-07-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "9 2015-08-31 AAPL NaN NaN NaN NaN NaN \n", | |
| "10 2015-09-21 AAPL 26.215746 28.802500 28.842501 28.415001 28.417500 \n", | |
| "11 2015-09-22 AAPL 25.803885 28.350000 28.545000 28.129999 28.344999 \n", | |
| "12 2015-09-23 AAPL 26.013227 28.580000 28.680000 28.325001 28.407499 \n", | |
| "13 2015-09-24 AAPL 26.167961 28.750000 28.875000 28.092501 28.312500 \n", | |
| "14 2015-09-25 AAPL 26.101976 28.677500 29.172501 28.504999 29.110001 \n", | |
| "15 2015-09-28 AAPL 25.585443 28.110001 28.642500 28.110001 28.462500 \n", | |
| "16 2015-09-29 AAPL 24.816328 27.264999 28.377501 26.965000 28.207500 \n", | |
| "17 2015-09-30 AAPL 25.098488 27.575001 27.885000 27.182501 27.542500 \n", | |
| "18 2015-10-01 AAPL 24.934654 27.395000 27.405001 26.827499 27.267500 \n", | |
| "19 2015-10-02 AAPL 25.116686 27.594999 27.752501 26.887501 27.002501 \n", | |
| "\n", | |
| " Volume date_old High_mean_rolling_3 High_std_rolling_3 \\\n", | |
| "0 NaN NaT NaN NaN \n", | |
| "1 NaN NaT NaN NaN \n", | |
| "2 NaN NaT NaN NaN \n", | |
| "3 NaN NaT NaN NaN \n", | |
| "4 NaN NaT NaN NaN \n", | |
| "5 NaN NaT NaN NaN \n", | |
| "6 NaN NaT NaN NaN \n", | |
| "7 NaN NaT NaN NaN \n", | |
| "8 NaN NaT NaN NaN \n", | |
| "9 NaN NaT NaN NaN \n", | |
| "10 200888000.0 2014-11-30 NaN NaN \n", | |
| "11 201384800.0 2014-11-30 NaN NaN \n", | |
| "12 143026800.0 2014-11-30 28.689167 0.148962 \n", | |
| "13 200878000.0 2014-11-30 28.700000 0.165907 \n", | |
| "14 224607600.0 2014-11-30 28.909167 0.248022 \n", | |
| "15 208436000.0 2014-11-30 28.896667 0.265664 \n", | |
| "16 293461600.0 2014-11-30 28.730834 0.404794 \n", | |
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| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1</th>\n", | |
| " <td>2014-12-31</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>2</th>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3</th>\n", | |
| " <td>2015-02-28</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4</th>\n", | |
| " <td>2015-03-31</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>5</th>\n", | |
| " <td>2015-04-30</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6</th>\n", | |
| " <td>2015-05-31</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>7</th>\n", | |
| " <td>2015-06-30</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>8</th>\n", | |
| " <td>2015-07-31</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>9</th>\n", | |
| " <td>2015-08-31</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaT</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>10</th>\n", | |
| " <td>2015-09-21</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.215746</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>28.842501</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>28.417500</td>\n", | |
| " <td>200888000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>11</th>\n", | |
| " <td>2015-09-22</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.803885</td>\n", | |
| " <td>28.350000</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>28.344999</td>\n", | |
| " <td>201384800.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>12</th>\n", | |
| " <td>2015-09-23</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.013227</td>\n", | |
| " <td>28.580000</td>\n", | |
| " <td>28.680000</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>28.407499</td>\n", | |
| " <td>143026800.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>28.689167</td>\n", | |
| " <td>0.148962</td>\n", | |
| " <td>0.275869</td>\n", | |
| " <td>28.842501</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.680000</td>\n", | |
| " <td>28.290000</td>\n", | |
| " <td>0.145689</td>\n", | |
| " <td>-1.018690</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>13</th>\n", | |
| " <td>2015-09-24</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.167961</td>\n", | |
| " <td>28.750000</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.312500</td>\n", | |
| " <td>200878000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>28.700000</td>\n", | |
| " <td>0.165907</td>\n", | |
| " <td>0.534586</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.680000</td>\n", | |
| " <td>28.182500</td>\n", | |
| " <td>0.124825</td>\n", | |
| " <td>1.557865</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.129999</td>\n", | |
| " <td>28.735625</td>\n", | |
| " <td>0.153057</td>\n", | |
| " <td>-0.589555</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.76125</td>\n", | |
| " <td>28.240625</td>\n", | |
| " <td>0.154602</td>\n", | |
| " <td>0.234362</td>\n", | |
| " <td>28.415001</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.227500</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>14</th>\n", | |
| " <td>2015-09-25</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.101976</td>\n", | |
| " <td>28.677500</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>29.110001</td>\n", | |
| " <td>224607600.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>28.909167</td>\n", | |
| " <td>0.248022</td>\n", | |
| " <td>0.608147</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.680000</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.307500</td>\n", | |
| " <td>0.206805</td>\n", | |
| " <td>-0.378078</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.325001</td>\n", | |
| " <td>28.818125</td>\n", | |
| " <td>0.272331</td>\n", | |
| " <td>0.715527</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.77750</td>\n", | |
| " <td>28.263125</td>\n", | |
| " <td>0.190759</td>\n", | |
| " <td>0.678109</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.227500</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>15</th>\n", | |
| " <td>2015-09-28</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.585443</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>28.462500</td>\n", | |
| " <td>208436000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>28.896667</td>\n", | |
| " <td>0.265664</td>\n", | |
| " <td>0.364567</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.235833</td>\n", | |
| " <td>0.233268</td>\n", | |
| " <td>1.721091</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>28.842500</td>\n", | |
| " <td>0.242462</td>\n", | |
| " <td>1.107565</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>28.77750</td>\n", | |
| " <td>28.258125</td>\n", | |
| " <td>0.195611</td>\n", | |
| " <td>0.672640</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.217501</td>\n", | |
| " <td>28.792917</td>\n", | |
| " <td>0.223660</td>\n", | |
| " <td>0.946157</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.76125</td>\n", | |
| " <td>28.262917</td>\n", | |
| " <td>0.176454</td>\n", | |
| " <td>0.386093</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>28.092501</td>\n", | |
| " <td>28.227500</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>16</th>\n", | |
| " <td>2015-09-29</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>24.816328</td>\n", | |
| " <td>27.264999</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.207500</td>\n", | |
| " <td>293461600.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>28.730834</td>\n", | |
| " <td>0.404794</td>\n", | |
| " <td>0.935223</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>27.860000</td>\n", | |
| " <td>0.799859</td>\n", | |
| " <td>-1.269099</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>28.766875</td>\n", | |
| " <td>0.338282</td>\n", | |
| " <td>0.121313</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>28.75875</td>\n", | |
| " <td>27.918125</td>\n", | |
| " <td>0.663348</td>\n", | |
| " <td>-1.487680</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.101251</td>\n", | |
| " <td>28.715417</td>\n", | |
| " <td>0.277198</td>\n", | |
| " <td>0.783024</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>28.66125</td>\n", | |
| " <td>28.021250</td>\n", | |
| " <td>0.541613</td>\n", | |
| " <td>-1.954024</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.120000</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>17</th>\n", | |
| " <td>2015-09-30</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.098488</td>\n", | |
| " <td>27.575001</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>27.542500</td>\n", | |
| " <td>265892000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>28.301667</td>\n", | |
| " <td>0.384401</td>\n", | |
| " <td>-0.853198</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>27.419167</td>\n", | |
| " <td>0.608083</td>\n", | |
| " <td>1.486106</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>28.519375</td>\n", | |
| " <td>0.536747</td>\n", | |
| " <td>0.096241</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>28.51000</td>\n", | |
| " <td>27.690625</td>\n", | |
| " <td>0.735709</td>\n", | |
| " <td>0.168414</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>27.646251</td>\n", | |
| " <td>28.605417</td>\n", | |
| " <td>0.440941</td>\n", | |
| " <td>-0.641467</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>28.66125</td>\n", | |
| " <td>27.863334</td>\n", | |
| " <td>0.633841</td>\n", | |
| " <td>-0.766834</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.101251</td>\n", | |
| " <td>28.627500</td>\n", | |
| " <td>0.383238</td>\n", | |
| " <td>-0.806771</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>28.66125</td>\n", | |
| " <td>27.965625</td>\n", | |
| " <td>0.573275</td>\n", | |
| " <td>-1.191551</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.120000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>18</th>\n", | |
| " <td>2015-10-01</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>24.934654</td>\n", | |
| " <td>27.395000</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.267500</td>\n", | |
| " <td>255716400.0</td>\n", | |
| " <td>2014-12-31</td>\n", | |
| " <td>27.889167</td>\n", | |
| " <td>0.486263</td>\n", | |
| " <td>0.038559</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>26.991667</td>\n", | |
| " <td>0.178997</td>\n", | |
| " <td>0.655523</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.077500</td>\n", | |
| " <td>0.547277</td>\n", | |
| " <td>-0.422628</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.13125</td>\n", | |
| " <td>27.271250</td>\n", | |
| " <td>0.577951</td>\n", | |
| " <td>1.634311</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.073750</td>\n", | |
| " <td>28.392917</td>\n", | |
| " <td>0.653704</td>\n", | |
| " <td>-0.530357</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.51000</td>\n", | |
| " <td>27.613750</td>\n", | |
| " <td>0.706376</td>\n", | |
| " <td>0.085612</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.637501</td>\n", | |
| " <td>28.447813</td>\n", | |
| " <td>0.562911</td>\n", | |
| " <td>-0.889841</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.59375</td>\n", | |
| " <td>27.767188</td>\n", | |
| " <td>0.663204</td>\n", | |
| " <td>-0.553837</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.101251</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>19</th>\n", | |
| " <td>2015-10-02</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.116686</td>\n", | |
| " <td>27.594999</td>\n", | |
| " <td>27.752501</td>\n", | |
| " <td>26.887501</td>\n", | |
| " <td>27.002501</td>\n", | |
| " <td>232079200.0</td>\n", | |
| " <td>2014-12-31</td>\n", | |
| " <td>27.680834</td>\n", | |
| " <td>0.247895</td>\n", | |
| " <td>-1.192221</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.752501</td>\n", | |
| " <td>26.965834</td>\n", | |
| " <td>0.190022</td>\n", | |
| " <td>1.539802</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>26.887501</td>\n", | |
| " <td>27.855000</td>\n", | |
| " <td>0.402870</td>\n", | |
| " <td>0.514584</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.81875</td>\n", | |
| " <td>26.965625</td>\n", | |
| " <td>0.155153</td>\n", | |
| " <td>1.265287</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>26.926250</td>\n", | |
| " <td>28.205834</td>\n", | |
| " <td>0.648748</td>\n", | |
| " <td>0.386565</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.13125</td>\n", | |
| " <td>27.412917</td>\n", | |
| " <td>0.714292</td>\n", | |
| " <td>0.982397</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.073750</td>\n", | |
| " <td>28.348750</td>\n", | |
| " <td>0.611040</td>\n", | |
| " <td>-0.322145</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.51000</td>\n", | |
| " <td>27.611875</td>\n", | |
| " <td>0.709942</td>\n", | |
| " <td>0.051731</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.637501</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "</div>\n", | |
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| }, | |
| "metadata": {}, | |
| "execution_count": 93 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "However, we now realise that we have these 10 additional empty rows, what shall we do with them? Well we can just cut them off." | |
| ], | |
| "metadata": { | |
| "id": "1vy1d-adtNLh" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_hist.dropna()" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 488 | |
| }, | |
| "id": "fvebKD7ut9se", | |
| "outputId": "b69b18aa-0e49-4240-a8e5-0b41a24d672f" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Date Ticker Adj Close Close High Low \\\n", | |
| "17 2015-09-30 AAPL 25.098488 27.575001 27.885000 27.182501 \n", | |
| "18 2015-10-01 AAPL 24.934654 27.395000 27.405001 26.827499 \n", | |
| "19 2015-10-02 AAPL 25.116686 27.594999 27.752501 26.887501 \n", | |
| "20 2015-10-05 AAPL 25.207710 27.695000 27.842501 27.267500 \n", | |
| "21 2015-10-06 AAPL 25.328310 27.827499 27.934999 27.442499 \n", | |
| "... ... ... ... ... ... ... \n", | |
| "6519 2022-02-18 TSLA 285.660004 285.660004 295.623322 279.203339 \n", | |
| "6520 2022-02-22 TSLA 273.843323 273.843323 285.576660 267.033325 \n", | |
| "6521 2022-02-23 TSLA 254.679993 254.679993 278.433319 253.520004 \n", | |
| "6522 2022-02-24 TSLA 266.923340 266.923340 267.493347 233.333328 \n", | |
| "6523 2022-02-25 TSLA 269.956665 269.956665 273.166656 260.799988 \n", | |
| "\n", | |
| " Open Volume date_old High_mean_rolling_3 \\\n", | |
| "17 27.542500 265892000.0 2014-11-30 28.301667 \n", | |
| "18 27.267500 255716400.0 2014-12-31 27.889167 \n", | |
| "19 27.002501 232079200.0 2014-12-31 27.680834 \n", | |
| "20 27.469999 208258800.0 2014-12-31 27.666667 \n", | |
| "21 27.657499 192787200.0 2014-12-31 27.843334 \n", | |
| "... ... ... ... ... \n", | |
| "6519 295.333344 68501700.0 2021-04-30 303.533325 \n", | |
| "6520 278.043335 83288100.0 2021-04-30 295.788879 \n", | |
| "6521 276.809998 95256900.0 2021-04-30 286.544434 \n", | |
| "6522 233.463333 135322200.0 2021-04-30 277.167775 \n", | |
| "6523 269.743347 76067700.0 2021-04-30 273.031108 \n", | |
| "\n", | |
| " High_std_rolling_3 High_skew_rolling_3 High_max_rolling_3 \\\n", | |
| "17 0.384401 -0.853198 28.642500 \n", | |
| "18 0.486263 0.038559 28.377501 \n", | |
| "19 0.247895 -1.192221 27.885000 \n", | |
| "20 0.231035 -1.441072 27.842501 \n", | |
| "21 0.091252 0.041068 27.934999 \n", | |
| "... ... ... ... \n", | |
| "6519 6.976599 -1.456544 308.809998 \n", | |
| "6520 10.295997 0.072341 306.166656 \n", | |
| "6521 8.635768 0.497962 295.623322 \n", | |
| "6522 9.107840 -0.613207 285.576660 \n", | |
| "6523 5.471245 -0.111418 278.433319 \n", | |
| "\n", | |
| " High_min_rolling_3 High_median_rolling_3 Low_mean_rolling_3 \\\n", | |
| "17 27.885000 28.377501 27.419167 \n", | |
| "18 27.405001 27.885000 26.991667 \n", | |
| "19 27.405001 27.752501 26.965834 \n", | |
| "20 27.405001 27.752501 26.994167 \n", | |
| "21 27.752501 27.842501 27.199167 \n", | |
| "... ... ... ... \n", | |
| "6519 295.623322 306.166656 290.324443 \n", | |
| "6520 285.576660 295.623322 279.201111 \n", | |
| "6521 278.433319 285.576660 266.585556 \n", | |
| "6522 267.493347 278.433319 251.295553 \n", | |
| "6523 267.493347 273.166656 249.217773 \n", | |
| "\n", | |
| " Low_std_rolling_3 Low_skew_rolling_3 Low_max_rolling_3 \\\n", | |
| "17 0.608083 1.486106 28.110001 \n", | |
| "18 0.178997 0.655523 27.182501 \n", | |
| "19 0.190022 1.539802 27.182501 \n", | |
| "20 0.238607 1.609649 27.267500 \n", | |
| "21 0.283739 -1.020885 27.442499 \n", | |
| "... ... ... ... \n", | |
| "6519 10.638350 -0.436628 300.403320 \n", | |
| "6520 12.166672 -0.000824 291.366669 \n", | |
| "6521 12.847521 -0.156646 279.203339 \n", | |
| "6522 16.959764 -0.580069 267.033325 \n", | |
| "6523 14.229766 -1.236165 260.799988 \n", | |
| "\n", | |
| " Low_min_rolling_3 Low_median_rolling_3 High_mean_rolling_4 \\\n", | |
| "17 26.965000 27.182501 28.519375 \n", | |
| "18 26.827499 26.965000 28.077500 \n", | |
| "19 26.827499 26.887501 27.855000 \n", | |
| "20 26.827499 26.887501 27.721251 \n", | |
| "21 26.887501 27.267500 27.733750 \n", | |
| "... ... ... ... \n", | |
| "6519 279.203339 291.366669 304.566658 \n", | |
| "6520 267.033325 279.203339 299.044159 \n", | |
| "6521 253.520004 267.033325 291.449989 \n", | |
| "6522 233.333328 253.520004 281.781662 \n", | |
| "6523 233.333328 253.520004 276.167496 \n", | |
| "\n", | |
| " High_std_rolling_4 High_skew_rolling_4 High_max_rolling_4 \\\n", | |
| "17 0.536747 0.096241 29.172501 \n", | |
| "18 0.547277 -0.422628 28.642500 \n", | |
| "19 0.402870 0.514584 28.377501 \n", | |
| "20 0.217950 -1.637233 27.885000 \n", | |
| "21 0.231485 -1.402027 27.934999 \n", | |
| "... ... ... ... \n", | |
| "6519 6.059681 -1.812729 308.809998 \n", | |
| "6520 10.632924 -0.659913 308.809998 \n", | |
| "6521 12.082035 0.322037 306.166656 \n", | |
| "6522 11.851313 -0.099319 295.623322 \n", | |
| "6523 7.700914 0.240825 285.576660 \n", | |
| "\n", | |
| " High_min_rolling_4 High_median_rolling_4 Low_mean_rolling_4 \\\n", | |
| "17 27.885000 28.510000 27.690625 \n", | |
| "18 27.405001 28.131250 27.271250 \n", | |
| "19 27.405001 27.818750 26.965625 \n", | |
| "20 27.405001 27.797501 27.041250 \n", | |
| "21 27.405001 27.797501 27.106250 \n", | |
| "... ... ... ... \n", | |
| "6519 295.623322 306.916656 292.191666 \n", | |
| "6520 285.576660 300.894989 284.501663 \n", | |
| "6521 278.433319 290.599991 272.780834 \n", | |
| "6522 267.493347 282.004990 258.272499 \n", | |
| "6523 267.493347 275.799988 253.671661 \n", | |
| "\n", | |
| " Low_std_rolling_4 Low_skew_rolling_4 Low_max_rolling_4 \\\n", | |
| "17 0.735709 0.168414 28.504999 \n", | |
| "18 0.577951 1.634311 28.110001 \n", | |
| "19 0.155153 1.265287 27.182501 \n", | |
| "20 0.216386 0.065737 27.267500 \n", | |
| "21 0.296995 0.256610 27.442499 \n", | |
| "... ... ... ... \n", | |
| "6519 9.454932 -1.153258 300.403320 \n", | |
| "6520 14.528203 -0.246670 300.403320 \n", | |
| "6521 16.234688 -0.101296 291.366669 \n", | |
| "6522 19.658760 -0.506867 279.203339 \n", | |
| "6523 14.640331 -1.203567 267.033325 \n", | |
| "\n", | |
| " Low_min_rolling_4 Low_median_rolling_4 High_mean_rolling_6 \\\n", | |
| "17 26.965000 27.646251 28.605417 \n", | |
| "18 26.827499 27.073750 28.392917 \n", | |
| "19 26.827499 26.926250 28.205834 \n", | |
| "20 26.827499 27.035001 27.984167 \n", | |
| "21 26.827499 27.077500 27.866250 \n", | |
| "... ... ... ... \n", | |
| "6519 279.203339 294.580002 303.868886 \n", | |
| "6520 267.033325 285.285004 300.578328 \n", | |
| "6521 253.520004 273.118332 297.046102 \n", | |
| "6522 233.333328 260.276665 290.350550 \n", | |
| "6523 233.333328 257.159996 284.409993 \n", | |
| "\n", | |
| " High_std_rolling_6 High_skew_rolling_6 High_max_rolling_6 \\\n", | |
| "17 0.440941 -0.641467 29.172501 \n", | |
| "18 0.653704 -0.530357 29.172501 \n", | |
| "19 0.648748 0.386565 29.172501 \n", | |
| "20 0.448803 0.450175 28.642500 \n", | |
| "21 0.313914 0.333072 28.377501 \n", | |
| "... ... ... ... \n", | |
| "6519 5.142155 -0.984845 308.809998 \n", | |
| "6520 8.941387 -1.011483 308.809998 \n", | |
| "6521 12.762273 -0.631437 308.809998 \n", | |
| "6522 16.161465 -0.238081 308.809998 \n", | |
| "6523 14.482806 0.516911 306.166656 \n", | |
| "\n", | |
| " High_min_rolling_6 High_median_rolling_6 Low_mean_rolling_6 \\\n", | |
| "17 27.885000 28.661250 27.863334 \n", | |
| "18 27.405001 28.510000 27.613750 \n", | |
| "19 27.405001 28.131250 27.412917 \n", | |
| "20 27.405001 27.863750 27.206667 \n", | |
| "21 27.405001 27.863750 27.095417 \n", | |
| "... ... ... ... \n", | |
| "6519 295.623322 305.743332 289.452779 \n", | |
| "6520 285.576660 302.896667 286.697220 \n", | |
| "6521 278.433319 300.894989 281.553332 \n", | |
| "6522 267.493347 290.599991 270.809998 \n", | |
| "6523 267.493347 282.004990 264.209442 \n", | |
| "\n", | |
| " Low_std_rolling_6 Low_skew_rolling_6 Low_max_rolling_6 \\\n", | |
| "17 0.633841 -0.766834 28.504999 \n", | |
| "18 0.706376 0.085612 28.504999 \n", | |
| "19 0.714292 0.982397 28.504999 \n", | |
| "20 0.474201 1.789900 28.110001 \n", | |
| "21 0.240699 0.368532 27.442499 \n", | |
| "... ... ... ... \n", | |
| "6519 8.468042 0.241799 300.403320 \n", | |
| "6520 12.497726 -0.613790 300.403320 \n", | |
| "6521 18.534195 -0.620976 300.403320 \n", | |
| "6522 24.845513 -0.443312 300.403320 \n", | |
| "6523 20.246131 -0.262949 291.366669 \n", | |
| "\n", | |
| " Low_min_rolling_6 Low_median_rolling_6 High_mean_rolling_8 \\\n", | |
| "17 26.965000 28.101251 28.627500 \n", | |
| "18 26.827499 27.637501 28.447813 \n", | |
| "19 26.827499 27.073750 28.348750 \n", | |
| "20 26.827499 27.073750 28.244063 \n", | |
| "21 26.827499 27.073750 28.126563 \n", | |
| "... ... ... ... \n", | |
| "6519 279.203339 287.875000 306.654999 \n", | |
| "6520 267.033325 287.875000 302.924164 \n", | |
| "6521 253.520004 285.285004 298.402912 \n", | |
| "6522 233.333328 273.118332 293.674580 \n", | |
| "6523 233.333328 263.916656 290.367077 \n", | |
| "\n", | |
| " High_std_rolling_8 High_skew_rolling_8 High_max_rolling_8 \\\n", | |
| "17 0.383238 -0.806771 29.172501 \n", | |
| "18 0.562911 -0.889841 29.172501 \n", | |
| "19 0.611040 -0.322145 29.172501 \n", | |
| "20 0.617885 0.239458 29.172501 \n", | |
| "21 0.568137 0.857231 29.172501 \n", | |
| "... ... ... ... \n", | |
| "6519 6.749002 -0.312829 315.423340 \n", | |
| "6520 9.062503 -0.945353 314.603333 \n", | |
| "6521 11.178854 -1.005187 308.809998 \n", | |
| "6522 15.134943 -0.749583 308.809998 \n", | |
| "6523 16.479842 -0.141558 308.809998 \n", | |
| "\n", | |
| " High_min_rolling_8 High_median_rolling_8 Low_mean_rolling_8 \\\n", | |
| "17 27.885000 28.661250 27.965625 \n", | |
| "18 27.405001 28.593750 27.767188 \n", | |
| "19 27.405001 28.510000 27.611875 \n", | |
| "20 27.405001 28.131250 27.479688 \n", | |
| "21 27.405001 27.910000 27.398438 \n", | |
| "... ... ... ... \n", | |
| "6519 295.623322 306.916656 292.785416 \n", | |
| "6520 285.576660 305.743332 287.831249 \n", | |
| "6521 278.433319 302.473343 282.158751 \n", | |
| "6522 267.493347 297.625000 275.879581 \n", | |
| "6523 267.493347 290.599991 272.931664 \n", | |
| "\n", | |
| " Low_std_rolling_8 Low_skew_rolling_8 Low_max_rolling_8 \\\n", | |
| "17 0.573275 -1.191551 28.504999 \n", | |
| "18 0.663204 -0.553837 28.504999 \n", | |
| "19 0.709942 0.051731 28.504999 \n", | |
| "20 0.654477 0.612324 28.504999 \n", | |
| "21 0.606089 1.113967 28.504999 \n", | |
| "... ... ... ... \n", | |
| "6519 9.675111 -0.087055 306.666656 \n", | |
| "6520 11.522559 -0.669967 300.403320 \n", | |
| "6521 15.705832 -0.800698 300.403320 \n", | |
| "6522 23.278525 -0.894656 300.403320 \n", | |
| "6523 23.539592 -0.420350 300.403320 \n", | |
| "\n", | |
| " Low_min_rolling_8 Low_median_rolling_8 \n", | |
| "17 26.965000 28.120000 \n", | |
| "18 26.827499 28.101251 \n", | |
| "19 26.827499 27.637501 \n", | |
| "20 26.827499 27.225000 \n", | |
| "21 26.827499 27.225000 \n", | |
| "... ... ... \n", | |
| "6519 279.203339 294.580002 \n", | |
| "6520 267.033325 287.875000 \n", | |
| "6521 253.520004 283.975006 \n", | |
| "6522 233.333328 281.793335 \n", | |
| "6523 233.333328 273.118332 \n", | |
| "\n", | |
| "[6456 rows x 57 columns]" | |
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| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>Date</th>\n", | |
| " <th>Ticker</th>\n", | |
| " <th>Adj Close</th>\n", | |
| " <th>Close</th>\n", | |
| " <th>High</th>\n", | |
| " <th>Low</th>\n", | |
| " <th>Open</th>\n", | |
| " <th>Volume</th>\n", | |
| " <th>date_old</th>\n", | |
| " <th>High_mean_rolling_3</th>\n", | |
| " <th>High_std_rolling_3</th>\n", | |
| " <th>High_skew_rolling_3</th>\n", | |
| " <th>High_max_rolling_3</th>\n", | |
| " <th>High_min_rolling_3</th>\n", | |
| " <th>High_median_rolling_3</th>\n", | |
| " <th>Low_mean_rolling_3</th>\n", | |
| " <th>Low_std_rolling_3</th>\n", | |
| " <th>Low_skew_rolling_3</th>\n", | |
| " <th>Low_max_rolling_3</th>\n", | |
| " <th>Low_min_rolling_3</th>\n", | |
| " <th>Low_median_rolling_3</th>\n", | |
| " <th>High_mean_rolling_4</th>\n", | |
| " <th>High_std_rolling_4</th>\n", | |
| " <th>High_skew_rolling_4</th>\n", | |
| " <th>High_max_rolling_4</th>\n", | |
| " <th>High_min_rolling_4</th>\n", | |
| " <th>High_median_rolling_4</th>\n", | |
| " <th>Low_mean_rolling_4</th>\n", | |
| " <th>Low_std_rolling_4</th>\n", | |
| " <th>Low_skew_rolling_4</th>\n", | |
| " <th>Low_max_rolling_4</th>\n", | |
| " <th>Low_min_rolling_4</th>\n", | |
| " <th>Low_median_rolling_4</th>\n", | |
| " <th>High_mean_rolling_6</th>\n", | |
| " <th>High_std_rolling_6</th>\n", | |
| " <th>High_skew_rolling_6</th>\n", | |
| " <th>High_max_rolling_6</th>\n", | |
| " <th>High_min_rolling_6</th>\n", | |
| " <th>High_median_rolling_6</th>\n", | |
| " <th>Low_mean_rolling_6</th>\n", | |
| " <th>Low_std_rolling_6</th>\n", | |
| " <th>Low_skew_rolling_6</th>\n", | |
| " <th>Low_max_rolling_6</th>\n", | |
| " <th>Low_min_rolling_6</th>\n", | |
| " <th>Low_median_rolling_6</th>\n", | |
| " <th>High_mean_rolling_8</th>\n", | |
| " <th>High_std_rolling_8</th>\n", | |
| " <th>High_skew_rolling_8</th>\n", | |
| " <th>High_max_rolling_8</th>\n", | |
| " <th>High_min_rolling_8</th>\n", | |
| " <th>High_median_rolling_8</th>\n", | |
| " <th>Low_mean_rolling_8</th>\n", | |
| " <th>Low_std_rolling_8</th>\n", | |
| " <th>Low_skew_rolling_8</th>\n", | |
| " <th>Low_max_rolling_8</th>\n", | |
| " <th>Low_min_rolling_8</th>\n", | |
| " <th>Low_median_rolling_8</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>17</th>\n", | |
| " <td>2015-09-30</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.098488</td>\n", | |
| " <td>27.575001</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>27.542500</td>\n", | |
| " <td>265892000.0</td>\n", | |
| " <td>2014-11-30</td>\n", | |
| " <td>28.301667</td>\n", | |
| " <td>0.384401</td>\n", | |
| " <td>-0.853198</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>27.419167</td>\n", | |
| " <td>0.608083</td>\n", | |
| " <td>1.486106</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>28.519375</td>\n", | |
| " <td>0.536747</td>\n", | |
| " <td>0.096241</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>28.510000</td>\n", | |
| " <td>27.690625</td>\n", | |
| " <td>0.735709</td>\n", | |
| " <td>0.168414</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>27.646251</td>\n", | |
| " <td>28.605417</td>\n", | |
| " <td>0.440941</td>\n", | |
| " <td>-0.641467</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>28.661250</td>\n", | |
| " <td>27.863334</td>\n", | |
| " <td>0.633841</td>\n", | |
| " <td>-0.766834</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.101251</td>\n", | |
| " <td>28.627500</td>\n", | |
| " <td>0.383238</td>\n", | |
| " <td>-0.806771</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>28.661250</td>\n", | |
| " <td>27.965625</td>\n", | |
| " <td>0.573275</td>\n", | |
| " <td>-1.191551</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.120000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>18</th>\n", | |
| " <td>2015-10-01</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>24.934654</td>\n", | |
| " <td>27.395000</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.267500</td>\n", | |
| " <td>255716400.0</td>\n", | |
| " <td>2014-12-31</td>\n", | |
| " <td>27.889167</td>\n", | |
| " <td>0.486263</td>\n", | |
| " <td>0.038559</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>26.991667</td>\n", | |
| " <td>0.178997</td>\n", | |
| " <td>0.655523</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>26.965000</td>\n", | |
| " <td>28.077500</td>\n", | |
| " <td>0.547277</td>\n", | |
| " <td>-0.422628</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.131250</td>\n", | |
| " <td>27.271250</td>\n", | |
| " <td>0.577951</td>\n", | |
| " <td>1.634311</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.073750</td>\n", | |
| " <td>28.392917</td>\n", | |
| " <td>0.653704</td>\n", | |
| " <td>-0.530357</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.510000</td>\n", | |
| " <td>27.613750</td>\n", | |
| " <td>0.706376</td>\n", | |
| " <td>0.085612</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.637501</td>\n", | |
| " <td>28.447813</td>\n", | |
| " <td>0.562911</td>\n", | |
| " <td>-0.889841</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.593750</td>\n", | |
| " <td>27.767188</td>\n", | |
| " <td>0.663204</td>\n", | |
| " <td>-0.553837</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.101251</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>19</th>\n", | |
| " <td>2015-10-02</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.116686</td>\n", | |
| " <td>27.594999</td>\n", | |
| " <td>27.752501</td>\n", | |
| " <td>26.887501</td>\n", | |
| " <td>27.002501</td>\n", | |
| " <td>232079200.0</td>\n", | |
| " <td>2014-12-31</td>\n", | |
| " <td>27.680834</td>\n", | |
| " <td>0.247895</td>\n", | |
| " <td>-1.192221</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.752501</td>\n", | |
| " <td>26.965834</td>\n", | |
| " <td>0.190022</td>\n", | |
| " <td>1.539802</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>26.887501</td>\n", | |
| " <td>27.855000</td>\n", | |
| " <td>0.402870</td>\n", | |
| " <td>0.514584</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.818750</td>\n", | |
| " <td>26.965625</td>\n", | |
| " <td>0.155153</td>\n", | |
| " <td>1.265287</td>\n", | |
| " <td>27.182501</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>26.926250</td>\n", | |
| " <td>28.205834</td>\n", | |
| " <td>0.648748</td>\n", | |
| " <td>0.386565</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.131250</td>\n", | |
| " <td>27.412917</td>\n", | |
| " <td>0.714292</td>\n", | |
| " <td>0.982397</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.073750</td>\n", | |
| " <td>28.348750</td>\n", | |
| " <td>0.611040</td>\n", | |
| " <td>-0.322145</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.510000</td>\n", | |
| " <td>27.611875</td>\n", | |
| " <td>0.709942</td>\n", | |
| " <td>0.051731</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.637501</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>20</th>\n", | |
| " <td>2015-10-05</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.207710</td>\n", | |
| " <td>27.695000</td>\n", | |
| " <td>27.842501</td>\n", | |
| " <td>27.267500</td>\n", | |
| " <td>27.469999</td>\n", | |
| " <td>208258800.0</td>\n", | |
| " <td>2014-12-31</td>\n", | |
| " <td>27.666667</td>\n", | |
| " <td>0.231035</td>\n", | |
| " <td>-1.441072</td>\n", | |
| " <td>27.842501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.752501</td>\n", | |
| " <td>26.994167</td>\n", | |
| " <td>0.238607</td>\n", | |
| " <td>1.609649</td>\n", | |
| " <td>27.267500</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>26.887501</td>\n", | |
| " <td>27.721251</td>\n", | |
| " <td>0.217950</td>\n", | |
| " <td>-1.637233</td>\n", | |
| " <td>27.885000</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.797501</td>\n", | |
| " <td>27.041250</td>\n", | |
| " <td>0.216386</td>\n", | |
| " <td>0.065737</td>\n", | |
| " <td>27.267500</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.035001</td>\n", | |
| " <td>27.984167</td>\n", | |
| " <td>0.448803</td>\n", | |
| " <td>0.450175</td>\n", | |
| " <td>28.642500</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.863750</td>\n", | |
| " <td>27.206667</td>\n", | |
| " <td>0.474201</td>\n", | |
| " <td>1.789900</td>\n", | |
| " <td>28.110001</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.073750</td>\n", | |
| " <td>28.244063</td>\n", | |
| " <td>0.617885</td>\n", | |
| " <td>0.239458</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>28.131250</td>\n", | |
| " <td>27.479688</td>\n", | |
| " <td>0.654477</td>\n", | |
| " <td>0.612324</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.225000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>21</th>\n", | |
| " <td>2015-10-06</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.328310</td>\n", | |
| " <td>27.827499</td>\n", | |
| " <td>27.934999</td>\n", | |
| " <td>27.442499</td>\n", | |
| " <td>27.657499</td>\n", | |
| " <td>192787200.0</td>\n", | |
| " <td>2014-12-31</td>\n", | |
| " <td>27.843334</td>\n", | |
| " <td>0.091252</td>\n", | |
| " <td>0.041068</td>\n", | |
| " <td>27.934999</td>\n", | |
| " <td>27.752501</td>\n", | |
| " <td>27.842501</td>\n", | |
| " <td>27.199167</td>\n", | |
| " <td>0.283739</td>\n", | |
| " <td>-1.020885</td>\n", | |
| " <td>27.442499</td>\n", | |
| " <td>26.887501</td>\n", | |
| " <td>27.267500</td>\n", | |
| " <td>27.733750</td>\n", | |
| " <td>0.231485</td>\n", | |
| " <td>-1.402027</td>\n", | |
| " <td>27.934999</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.797501</td>\n", | |
| " <td>27.106250</td>\n", | |
| " <td>0.296995</td>\n", | |
| " <td>0.256610</td>\n", | |
| " <td>27.442499</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.077500</td>\n", | |
| " <td>27.866250</td>\n", | |
| " <td>0.313914</td>\n", | |
| " <td>0.333072</td>\n", | |
| " <td>28.377501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.863750</td>\n", | |
| " <td>27.095417</td>\n", | |
| " <td>0.240699</td>\n", | |
| " <td>0.368532</td>\n", | |
| " <td>27.442499</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.073750</td>\n", | |
| " <td>28.126563</td>\n", | |
| " <td>0.568137</td>\n", | |
| " <td>0.857231</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.405001</td>\n", | |
| " <td>27.910000</td>\n", | |
| " <td>27.398438</td>\n", | |
| " <td>0.606089</td>\n", | |
| " <td>1.113967</td>\n", | |
| " <td>28.504999</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>27.225000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>...</th>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6519</th>\n", | |
| " <td>2022-02-18</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>285.660004</td>\n", | |
| " <td>285.660004</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>295.333344</td>\n", | |
| " <td>68501700.0</td>\n", | |
| " <td>2021-04-30</td>\n", | |
| " <td>303.533325</td>\n", | |
| " <td>6.976599</td>\n", | |
| " <td>-1.456544</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>290.324443</td>\n", | |
| " <td>10.638350</td>\n", | |
| " <td>-0.436628</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>304.566658</td>\n", | |
| " <td>6.059681</td>\n", | |
| " <td>-1.812729</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.916656</td>\n", | |
| " <td>292.191666</td>\n", | |
| " <td>9.454932</td>\n", | |
| " <td>-1.153258</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>294.580002</td>\n", | |
| " <td>303.868886</td>\n", | |
| " <td>5.142155</td>\n", | |
| " <td>-0.984845</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>305.743332</td>\n", | |
| " <td>289.452779</td>\n", | |
| " <td>8.468042</td>\n", | |
| " <td>0.241799</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>287.875000</td>\n", | |
| " <td>306.654999</td>\n", | |
| " <td>6.749002</td>\n", | |
| " <td>-0.312829</td>\n", | |
| " <td>315.423340</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.916656</td>\n", | |
| " <td>292.785416</td>\n", | |
| " <td>9.675111</td>\n", | |
| " <td>-0.087055</td>\n", | |
| " <td>306.666656</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>294.580002</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6520</th>\n", | |
| " <td>2022-02-22</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>273.843323</td>\n", | |
| " <td>273.843323</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>278.043335</td>\n", | |
| " <td>83288100.0</td>\n", | |
| " <td>2021-04-30</td>\n", | |
| " <td>295.788879</td>\n", | |
| " <td>10.295997</td>\n", | |
| " <td>0.072341</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>279.201111</td>\n", | |
| " <td>12.166672</td>\n", | |
| " <td>-0.000824</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>299.044159</td>\n", | |
| " <td>10.632924</td>\n", | |
| " <td>-0.659913</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>300.894989</td>\n", | |
| " <td>284.501663</td>\n", | |
| " <td>14.528203</td>\n", | |
| " <td>-0.246670</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>285.285004</td>\n", | |
| " <td>300.578328</td>\n", | |
| " <td>8.941387</td>\n", | |
| " <td>-1.011483</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>302.896667</td>\n", | |
| " <td>286.697220</td>\n", | |
| " <td>12.497726</td>\n", | |
| " <td>-0.613790</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>287.875000</td>\n", | |
| " <td>302.924164</td>\n", | |
| " <td>9.062503</td>\n", | |
| " <td>-0.945353</td>\n", | |
| " <td>314.603333</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>305.743332</td>\n", | |
| " <td>287.831249</td>\n", | |
| " <td>11.522559</td>\n", | |
| " <td>-0.669967</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>287.875000</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6521</th>\n", | |
| " <td>2022-02-23</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>276.809998</td>\n", | |
| " <td>95256900.0</td>\n", | |
| " <td>2021-04-30</td>\n", | |
| " <td>286.544434</td>\n", | |
| " <td>8.635768</td>\n", | |
| " <td>0.497962</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>266.585556</td>\n", | |
| " <td>12.847521</td>\n", | |
| " <td>-0.156646</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>291.449989</td>\n", | |
| " <td>12.082035</td>\n", | |
| " <td>0.322037</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>272.780834</td>\n", | |
| " <td>16.234688</td>\n", | |
| " <td>-0.101296</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>273.118332</td>\n", | |
| " <td>297.046102</td>\n", | |
| " <td>12.762273</td>\n", | |
| " <td>-0.631437</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>300.894989</td>\n", | |
| " <td>281.553332</td>\n", | |
| " <td>18.534195</td>\n", | |
| " <td>-0.620976</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>285.285004</td>\n", | |
| " <td>298.402912</td>\n", | |
| " <td>11.178854</td>\n", | |
| " <td>-1.005187</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>302.473343</td>\n", | |
| " <td>282.158751</td>\n", | |
| " <td>15.705832</td>\n", | |
| " <td>-0.800698</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>283.975006</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6522</th>\n", | |
| " <td>2022-02-24</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>233.463333</td>\n", | |
| " <td>135322200.0</td>\n", | |
| " <td>2021-04-30</td>\n", | |
| " <td>277.167775</td>\n", | |
| " <td>9.107840</td>\n", | |
| " <td>-0.613207</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>251.295553</td>\n", | |
| " <td>16.959764</td>\n", | |
| " <td>-0.580069</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>281.781662</td>\n", | |
| " <td>11.851313</td>\n", | |
| " <td>-0.099319</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>282.004990</td>\n", | |
| " <td>258.272499</td>\n", | |
| " <td>19.658760</td>\n", | |
| " <td>-0.506867</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>260.276665</td>\n", | |
| " <td>290.350550</td>\n", | |
| " <td>16.161465</td>\n", | |
| " <td>-0.238081</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>270.809998</td>\n", | |
| " <td>24.845513</td>\n", | |
| " <td>-0.443312</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>273.118332</td>\n", | |
| " <td>293.674580</td>\n", | |
| " <td>15.134943</td>\n", | |
| " <td>-0.749583</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>297.625000</td>\n", | |
| " <td>275.879581</td>\n", | |
| " <td>23.278525</td>\n", | |
| " <td>-0.894656</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>281.793335</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6523</th>\n", | |
| " <td>2022-02-25</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>269.956665</td>\n", | |
| " <td>269.956665</td>\n", | |
| " <td>273.166656</td>\n", | |
| " <td>260.799988</td>\n", | |
| " <td>269.743347</td>\n", | |
| " <td>76067700.0</td>\n", | |
| " <td>2021-04-30</td>\n", | |
| " <td>273.031108</td>\n", | |
| " <td>5.471245</td>\n", | |
| " <td>-0.111418</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>273.166656</td>\n", | |
| " <td>249.217773</td>\n", | |
| " <td>14.229766</td>\n", | |
| " <td>-1.236165</td>\n", | |
| " <td>260.799988</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>276.167496</td>\n", | |
| " <td>7.700914</td>\n", | |
| " <td>0.240825</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>275.799988</td>\n", | |
| " <td>253.671661</td>\n", | |
| " <td>14.640331</td>\n", | |
| " <td>-1.203567</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>257.159996</td>\n", | |
| " <td>284.409993</td>\n", | |
| " <td>14.482806</td>\n", | |
| " <td>0.516911</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>282.004990</td>\n", | |
| " <td>264.209442</td>\n", | |
| " <td>20.246131</td>\n", | |
| " <td>-0.262949</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>263.916656</td>\n", | |
| " <td>290.367077</td>\n", | |
| " <td>16.479842</td>\n", | |
| " <td>-0.141558</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>272.931664</td>\n", | |
| " <td>23.539592</td>\n", | |
| " <td>-0.420350</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>273.118332</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "<p>6456 rows × 57 columns</p>\n", | |
| "</div>\n", | |
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| " await google.colab.kernel.invokeFunction('convertToInteractive',\n", | |
| " [key], {});\n", | |
| " if (!dataTable) return;\n", | |
| "\n", | |
| " const docLinkHtml = 'Like what you see? Visit the ' +\n", | |
| " '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n", | |
| " + ' to learn more about interactive tables.';\n", | |
| " element.innerHTML = '';\n", | |
| " dataTable['output_type'] = 'display_data';\n", | |
| " await google.colab.output.renderOutput(dataTable, element);\n", | |
| " const docLink = document.createElement('div');\n", | |
| " docLink.innerHTML = docLinkHtml;\n", | |
| " element.appendChild(docLink);\n", | |
| " }\n", | |
| " </script>\n", | |
| " </div>\n", | |
| " </div>\n", | |
| " " | |
| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 94 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "## Technical Features\n", | |
| "\n", | |
| "Maybe we want to move away from \"mean\",\"std\",\"skew\",\"max\",\"min\",\"median\" featurs towards more sophesticated features?" | |
| ], | |
| "metadata": { | |
| "id": "KQPvpH0tuOE3" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "%%capture\n", | |
| "!pip install pandas_ta" | |
| ], | |
| "metadata": { | |
| "id": "ICGJFCaOuejI" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "## really good technical indicator methods:\n", | |
| "\n", | |
| "import pandas_ta as ta\n", | |
| "# rsi = lambda x: talib.RSI(idf.loc[x.index, \"close\"], 14)\n", | |
| "\n", | |
| "efi = lambda x: pd.concat([\n", | |
| " ta.donchian(df_pricing_hist.loc[x.index,\"High\"], df_pricing_hist.loc[x.index,\"Low\"]),\n", | |
| " ta.bbands(df_pricing_hist.loc[x.index,\"Close\"]),\n", | |
| " ta.sma(df_pricing_hist.loc[x.index,\"Close\"]),\n", | |
| " ta.macd(df_pricing_hist.loc[x.index,\"Close\"])],axis=1)\n" | |
| ], | |
| "metadata": { | |
| "id": "eyo6zBt5ugPw" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "These new features can now be merged/concatenated with the original dataframe" | |
| ], | |
| "metadata": { | |
| "id": "X11gsGIMvFMw" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_tech = df_pricing.groupby([ticker]).apply(efi).reset_index(drop=True); df_pricing_tech.tail(20) # this groupby is fast and is already doing everything important ;" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 677 | |
| }, | |
| "id": "ZT3BaIbAvJC3", | |
| "outputId": "10042a24-3974-4c10-f040-caa01dc8160d" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " DCL_20_20 DCM_20_20 DCU_20_20 BBL_5_2.0 BBM_5_2.0 BBU_5_2.0 \\\n", | |
| "6464 326.200012 370.348343 414.496674 355.687838 371.644672 387.601505 \n", | |
| "6465 326.200012 370.348343 414.496674 351.696848 369.551337 387.405826 \n", | |
| "6466 326.200012 369.745010 413.290009 334.173303 365.088000 396.002698 \n", | |
| "6467 316.833344 358.741669 400.649994 322.334828 356.556000 390.777172 \n", | |
| "6468 316.833344 358.741669 400.649994 327.018536 350.355334 373.692133 \n", | |
| "6469 316.833344 358.741669 400.649994 328.885095 348.619336 368.353577 \n", | |
| "6470 316.833344 358.741669 400.649994 325.993413 343.232672 360.471932 \n", | |
| "6471 316.833344 358.741669 400.649994 326.279073 343.370007 360.460942 \n", | |
| "6472 316.833344 358.741669 400.649994 316.427154 340.530005 364.632856 \n", | |
| "6473 310.000000 355.324997 400.649994 307.870970 334.314001 360.757033 \n", | |
| "6474 309.416656 355.033325 400.649994 313.191807 328.115997 343.040188 \n", | |
| "6475 307.283325 353.966660 400.649994 303.569674 322.990662 342.411649 \n", | |
| "6476 303.013336 351.831665 400.649994 304.598778 317.359991 330.121205 \n", | |
| "6477 297.796661 349.223328 400.649994 295.387294 312.928662 330.470030 \n", | |
| "6478 295.373322 344.436661 393.500000 295.286310 311.596661 327.907012 \n", | |
| "6479 295.373322 343.159988 390.946655 289.628083 313.788666 337.949248 \n", | |
| "6480 295.373322 343.159988 390.946655 282.886134 323.127332 363.368529 \n", | |
| "6481 295.373322 343.159988 390.946655 284.742234 333.885333 383.028433 \n", | |
| "6482 295.373322 343.159988 390.946655 307.294982 346.453998 385.613013 \n", | |
| "6483 295.373322 343.159988 390.946655 335.393692 356.297998 377.202304 \n", | |
| "\n", | |
| " BBB_5_2.0 BBP_5_2.0 SMA_10 MACD_12_26_9 MACDh_12_26_9 \\\n", | |
| "6464 8.587145 0.291792 372.100665 12.144096 -2.911641 \n", | |
| "6465 9.662792 0.275462 371.953665 10.623510 -3.545781 \n", | |
| "6466 16.935477 0.067121 369.239999 7.459593 -5.367759 \n", | |
| "6467 19.195398 0.204579 364.971667 4.737251 -6.472081 \n", | |
| "6468 13.321788 0.504885 361.467670 3.686863 -6.017975 \n", | |
| "6469 11.321369 0.695109 360.132004 3.279519 -5.140255 \n", | |
| "6470 10.045232 0.249622 356.392004 1.190352 -5.783538 \n", | |
| "6471 9.954821 0.372447 354.229004 -0.108230 -5.665696 \n", | |
| "6472 14.156081 0.118440 348.543002 -2.470426 -6.422314 \n", | |
| "6473 15.819278 0.219951 342.334668 -4.503063 -6.763961 \n", | |
| "6474 9.096899 0.406661 338.367667 -5.579463 -6.272289 \n", | |
| "6475 12.025727 0.139119 333.111667 -7.664018 -6.685474 \n", | |
| "6476 8.042106 0.245191 330.364999 -9.059639 -6.464877 \n", | |
| "6477 11.211097 0.130911 326.729333 -10.917484 -6.658177 \n", | |
| "6478 10.468887 0.538217 322.955331 -11.222511 -5.570564 \n", | |
| "6479 15.399270 0.965662 320.952332 -9.463210 -3.049010 \n", | |
| "6480 24.907331 0.904304 323.058997 -6.431282 -0.013665 \n", | |
| "6481 29.437112 0.812977 325.622662 -3.266195 2.521138 \n", | |
| "6482 22.605608 0.709011 329.691330 -0.894655 3.914142 \n", | |
| "6483 11.734170 0.637898 333.947330 0.912957 4.577403 \n", | |
| "\n", | |
| " MACDs_12_26_9 \n", | |
| "6464 15.055737 \n", | |
| "6465 14.169292 \n", | |
| "6466 12.827352 \n", | |
| "6467 11.209332 \n", | |
| "6468 9.704838 \n", | |
| "6469 8.419774 \n", | |
| "6470 6.973890 \n", | |
| "6471 5.557466 \n", | |
| "6472 3.951888 \n", | |
| "6473 2.260898 \n", | |
| "6474 0.692825 \n", | |
| "6475 -0.978543 \n", | |
| "6476 -2.594762 \n", | |
| "6477 -4.259307 \n", | |
| "6478 -5.651948 \n", | |
| "6479 -6.414200 \n", | |
| "6480 -6.417616 \n", | |
| "6481 -5.787332 \n", | |
| "6482 -4.808797 \n", | |
| "6483 -3.664446 " | |
| ], | |
| "text/html": [ | |
| "\n", | |
| " <div id=\"df-cdafdb5e-1046-42c2-869f-a07e6b46084e\">\n", | |
| " <div class=\"colab-df-container\">\n", | |
| " <div>\n", | |
| "<style scoped>\n", | |
| " .dataframe tbody tr th:only-of-type {\n", | |
| " vertical-align: middle;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe tbody tr th {\n", | |
| " vertical-align: top;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe thead th {\n", | |
| " text-align: right;\n", | |
| " }\n", | |
| "</style>\n", | |
| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>DCL_20_20</th>\n", | |
| " <th>DCM_20_20</th>\n", | |
| " <th>DCU_20_20</th>\n", | |
| " <th>BBL_5_2.0</th>\n", | |
| " <th>BBM_5_2.0</th>\n", | |
| " <th>BBU_5_2.0</th>\n", | |
| " <th>BBB_5_2.0</th>\n", | |
| " <th>BBP_5_2.0</th>\n", | |
| " <th>SMA_10</th>\n", | |
| " <th>MACD_12_26_9</th>\n", | |
| " <th>MACDh_12_26_9</th>\n", | |
| " <th>MACDs_12_26_9</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>6464</th>\n", | |
| " <td>326.200012</td>\n", | |
| " <td>370.348343</td>\n", | |
| " <td>414.496674</td>\n", | |
| " <td>355.687838</td>\n", | |
| " <td>371.644672</td>\n", | |
| " <td>387.601505</td>\n", | |
| " <td>8.587145</td>\n", | |
| " <td>0.291792</td>\n", | |
| " <td>372.100665</td>\n", | |
| " <td>12.144096</td>\n", | |
| " <td>-2.911641</td>\n", | |
| " <td>15.055737</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6465</th>\n", | |
| " <td>326.200012</td>\n", | |
| " <td>370.348343</td>\n", | |
| " <td>414.496674</td>\n", | |
| " <td>351.696848</td>\n", | |
| " <td>369.551337</td>\n", | |
| " <td>387.405826</td>\n", | |
| " <td>9.662792</td>\n", | |
| " <td>0.275462</td>\n", | |
| " <td>371.953665</td>\n", | |
| " <td>10.623510</td>\n", | |
| " <td>-3.545781</td>\n", | |
| " <td>14.169292</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6466</th>\n", | |
| " <td>326.200012</td>\n", | |
| " <td>369.745010</td>\n", | |
| " <td>413.290009</td>\n", | |
| " <td>334.173303</td>\n", | |
| " <td>365.088000</td>\n", | |
| " <td>396.002698</td>\n", | |
| " <td>16.935477</td>\n", | |
| " <td>0.067121</td>\n", | |
| " <td>369.239999</td>\n", | |
| " <td>7.459593</td>\n", | |
| " <td>-5.367759</td>\n", | |
| " <td>12.827352</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6467</th>\n", | |
| " <td>316.833344</td>\n", | |
| " <td>358.741669</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>322.334828</td>\n", | |
| " <td>356.556000</td>\n", | |
| " <td>390.777172</td>\n", | |
| " <td>19.195398</td>\n", | |
| " <td>0.204579</td>\n", | |
| " <td>364.971667</td>\n", | |
| " <td>4.737251</td>\n", | |
| " <td>-6.472081</td>\n", | |
| " <td>11.209332</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6468</th>\n", | |
| " <td>316.833344</td>\n", | |
| " <td>358.741669</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>327.018536</td>\n", | |
| " <td>350.355334</td>\n", | |
| " <td>373.692133</td>\n", | |
| " <td>13.321788</td>\n", | |
| " <td>0.504885</td>\n", | |
| " <td>361.467670</td>\n", | |
| " <td>3.686863</td>\n", | |
| " <td>-6.017975</td>\n", | |
| " <td>9.704838</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6469</th>\n", | |
| " <td>316.833344</td>\n", | |
| " <td>358.741669</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>328.885095</td>\n", | |
| " <td>348.619336</td>\n", | |
| " <td>368.353577</td>\n", | |
| " <td>11.321369</td>\n", | |
| " <td>0.695109</td>\n", | |
| " <td>360.132004</td>\n", | |
| " <td>3.279519</td>\n", | |
| " <td>-5.140255</td>\n", | |
| " <td>8.419774</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6470</th>\n", | |
| " <td>316.833344</td>\n", | |
| " <td>358.741669</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>325.993413</td>\n", | |
| " <td>343.232672</td>\n", | |
| " <td>360.471932</td>\n", | |
| " <td>10.045232</td>\n", | |
| " <td>0.249622</td>\n", | |
| " <td>356.392004</td>\n", | |
| " <td>1.190352</td>\n", | |
| " <td>-5.783538</td>\n", | |
| " <td>6.973890</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6471</th>\n", | |
| " <td>316.833344</td>\n", | |
| " <td>358.741669</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>326.279073</td>\n", | |
| " <td>343.370007</td>\n", | |
| " <td>360.460942</td>\n", | |
| " <td>9.954821</td>\n", | |
| " <td>0.372447</td>\n", | |
| " <td>354.229004</td>\n", | |
| " <td>-0.108230</td>\n", | |
| " <td>-5.665696</td>\n", | |
| " <td>5.557466</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6472</th>\n", | |
| " <td>316.833344</td>\n", | |
| " <td>358.741669</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>316.427154</td>\n", | |
| " <td>340.530005</td>\n", | |
| " <td>364.632856</td>\n", | |
| " <td>14.156081</td>\n", | |
| " <td>0.118440</td>\n", | |
| " <td>348.543002</td>\n", | |
| " <td>-2.470426</td>\n", | |
| " <td>-6.422314</td>\n", | |
| " <td>3.951888</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6473</th>\n", | |
| " <td>310.000000</td>\n", | |
| " <td>355.324997</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>307.870970</td>\n", | |
| " <td>334.314001</td>\n", | |
| " <td>360.757033</td>\n", | |
| " <td>15.819278</td>\n", | |
| " <td>0.219951</td>\n", | |
| " <td>342.334668</td>\n", | |
| " <td>-4.503063</td>\n", | |
| " <td>-6.763961</td>\n", | |
| " <td>2.260898</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6474</th>\n", | |
| " <td>309.416656</td>\n", | |
| " <td>355.033325</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>313.191807</td>\n", | |
| " <td>328.115997</td>\n", | |
| " <td>343.040188</td>\n", | |
| " <td>9.096899</td>\n", | |
| " <td>0.406661</td>\n", | |
| " <td>338.367667</td>\n", | |
| " <td>-5.579463</td>\n", | |
| " <td>-6.272289</td>\n", | |
| " <td>0.692825</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6475</th>\n", | |
| " <td>307.283325</td>\n", | |
| " <td>353.966660</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>303.569674</td>\n", | |
| " <td>322.990662</td>\n", | |
| " <td>342.411649</td>\n", | |
| " <td>12.025727</td>\n", | |
| " <td>0.139119</td>\n", | |
| " <td>333.111667</td>\n", | |
| " <td>-7.664018</td>\n", | |
| " <td>-6.685474</td>\n", | |
| " <td>-0.978543</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6476</th>\n", | |
| " <td>303.013336</td>\n", | |
| " <td>351.831665</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>304.598778</td>\n", | |
| " <td>317.359991</td>\n", | |
| " <td>330.121205</td>\n", | |
| " <td>8.042106</td>\n", | |
| " <td>0.245191</td>\n", | |
| " <td>330.364999</td>\n", | |
| " <td>-9.059639</td>\n", | |
| " <td>-6.464877</td>\n", | |
| " <td>-2.594762</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6477</th>\n", | |
| " <td>297.796661</td>\n", | |
| " <td>349.223328</td>\n", | |
| " <td>400.649994</td>\n", | |
| " <td>295.387294</td>\n", | |
| " <td>312.928662</td>\n", | |
| " <td>330.470030</td>\n", | |
| " <td>11.211097</td>\n", | |
| " <td>0.130911</td>\n", | |
| " <td>326.729333</td>\n", | |
| " <td>-10.917484</td>\n", | |
| " <td>-6.658177</td>\n", | |
| " <td>-4.259307</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6478</th>\n", | |
| " <td>295.373322</td>\n", | |
| " <td>344.436661</td>\n", | |
| " <td>393.500000</td>\n", | |
| " <td>295.286310</td>\n", | |
| " <td>311.596661</td>\n", | |
| " <td>327.907012</td>\n", | |
| " <td>10.468887</td>\n", | |
| " <td>0.538217</td>\n", | |
| " <td>322.955331</td>\n", | |
| " <td>-11.222511</td>\n", | |
| " <td>-5.570564</td>\n", | |
| " <td>-5.651948</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6479</th>\n", | |
| " <td>295.373322</td>\n", | |
| " <td>343.159988</td>\n", | |
| " <td>390.946655</td>\n", | |
| " <td>289.628083</td>\n", | |
| " <td>313.788666</td>\n", | |
| " <td>337.949248</td>\n", | |
| " <td>15.399270</td>\n", | |
| " <td>0.965662</td>\n", | |
| " <td>320.952332</td>\n", | |
| " <td>-9.463210</td>\n", | |
| " <td>-3.049010</td>\n", | |
| " <td>-6.414200</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6480</th>\n", | |
| " <td>295.373322</td>\n", | |
| " <td>343.159988</td>\n", | |
| " <td>390.946655</td>\n", | |
| " <td>282.886134</td>\n", | |
| " <td>323.127332</td>\n", | |
| " <td>363.368529</td>\n", | |
| " <td>24.907331</td>\n", | |
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| "df_pricing_tech = pd.concat([df_pricing,df_pricing_tech],axis=1)" | |
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| "metadata": { | |
| "id": "lQnPDUG4yu6J" | |
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| "execution_count": null, | |
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| " Date Ticker Adj Close Close High Low \\\n", | |
| "6479 2022-02-18 TSLA 285.660004 285.660004 295.623322 279.203339 \n", | |
| "6480 2022-02-22 TSLA 273.843323 273.843323 285.576660 267.033325 \n", | |
| "6481 2022-02-23 TSLA 254.679993 254.679993 278.433319 253.520004 \n", | |
| "6482 2022-02-24 TSLA 266.923340 266.923340 267.493347 233.333328 \n", | |
| "6483 2022-02-25 TSLA 269.956665 269.956665 273.166656 260.799988 \n", | |
| "\n", | |
| " Open Volume date_old DCL_20_20 DCM_20_20 DCU_20_20 \\\n", | |
| "6479 295.333344 68501700 2021-04-30 295.373322 343.159988 390.946655 \n", | |
| "6480 278.043335 83288100 2021-04-30 295.373322 343.159988 390.946655 \n", | |
| "6481 276.809998 95256900 2021-04-30 295.373322 343.159988 390.946655 \n", | |
| "6482 233.463333 135322200 2021-04-30 295.373322 343.159988 390.946655 \n", | |
| "6483 269.743347 76067700 2021-04-30 295.373322 343.159988 390.946655 \n", | |
| "\n", | |
| " BBL_5_2.0 BBM_5_2.0 BBU_5_2.0 BBB_5_2.0 BBP_5_2.0 SMA_10 \\\n", | |
| "6479 289.628083 313.788666 337.949248 15.399270 0.965662 320.952332 \n", | |
| "6480 282.886134 323.127332 363.368529 24.907331 0.904304 323.058997 \n", | |
| "6481 284.742234 333.885333 383.028433 29.437112 0.812977 325.622662 \n", | |
| "6482 307.294982 346.453998 385.613013 22.605608 0.709011 329.691330 \n", | |
| "6483 335.393692 356.297998 377.202304 11.734170 0.637898 333.947330 \n", | |
| "\n", | |
| " MACD_12_26_9 MACDh_12_26_9 MACDs_12_26_9 \n", | |
| "6479 -9.463210 -3.049010 -6.414200 \n", | |
| "6480 -6.431282 -0.013665 -6.417616 \n", | |
| "6481 -3.266195 2.521138 -5.787332 \n", | |
| "6482 -0.894655 3.914142 -4.808797 \n", | |
| "6483 0.912957 4.577403 -3.664446 " | |
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| " <th></th>\n", | |
| " <th>Date</th>\n", | |
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| " <th>Close</th>\n", | |
| " <th>High</th>\n", | |
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| " <td>2022-02-18</td>\n", | |
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| " <td>0.965662</td>\n", | |
| " <td>320.952332</td>\n", | |
| " <td>-9.463210</td>\n", | |
| " <td>-3.049010</td>\n", | |
| " <td>-6.414200</td>\n", | |
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| " <td>2022-02-22</td>\n", | |
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| " <td>285.576660</td>\n", | |
| " <td>267.033325</td>\n", | |
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| " <th>6481</th>\n", | |
| " <td>2022-02-23</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>253.520004</td>\n", | |
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| " <td>95256900</td>\n", | |
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| " <td>284.742234</td>\n", | |
| " <td>333.885333</td>\n", | |
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| " <th>6482</th>\n", | |
| " <td>2022-02-24</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>233.333328</td>\n", | |
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| " <td>135322200</td>\n", | |
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| " fill: #174EA6;\n", | |
| " }\n", | |
| "\n", | |
| " [theme=dark] .colab-df-convert {\n", | |
| " background-color: #3B4455;\n", | |
| " fill: #D2E3FC;\n", | |
| " }\n", | |
| "\n", | |
| " [theme=dark] .colab-df-convert:hover {\n", | |
| " background-color: #434B5C;\n", | |
| " box-shadow: 0px 1px 3px 1px rgba(0, 0, 0, 0.15);\n", | |
| " filter: drop-shadow(0px 1px 2px rgba(0, 0, 0, 0.3));\n", | |
| " fill: #FFFFFF;\n", | |
| " }\n", | |
| " </style>\n", | |
| "\n", | |
| " <script>\n", | |
| " const buttonEl =\n", | |
| " document.querySelector('#df-ae85775a-a095-4002-8808-ed26739d1e16 button.colab-df-convert');\n", | |
| " buttonEl.style.display =\n", | |
| " google.colab.kernel.accessAllowed ? 'block' : 'none';\n", | |
| "\n", | |
| " async function convertToInteractive(key) {\n", | |
| " const element = document.querySelector('#df-ae85775a-a095-4002-8808-ed26739d1e16');\n", | |
| " const dataTable =\n", | |
| " await google.colab.kernel.invokeFunction('convertToInteractive',\n", | |
| " [key], {});\n", | |
| " if (!dataTable) return;\n", | |
| "\n", | |
| " const docLinkHtml = 'Like what you see? Visit the ' +\n", | |
| " '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n", | |
| " + ' to learn more about interactive tables.';\n", | |
| " element.innerHTML = '';\n", | |
| " dataTable['output_type'] = 'display_data';\n", | |
| " await google.colab.output.renderOutput(dataTable, element);\n", | |
| " const docLink = document.createElement('div');\n", | |
| " docLink.innerHTML = docLinkHtml;\n", | |
| " element.appendChild(docLink);\n", | |
| " }\n", | |
| " </script>\n", | |
| " </div>\n", | |
| " </div>\n", | |
| " " | |
| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 101 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "For fun, let's add the rolling features that we calculated at the start to the technical frame." | |
| ], | |
| "metadata": { | |
| "id": "8xeW5kl10ZXb" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_tech_and_rolling = rolling_features(df_pricing_tech, features=columns, windows=windows, functions=functions, method=\"Slow\", ticker=ticker)" | |
| ], | |
| "metadata": { | |
| "id": "N1UqZm_i0S8_" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_tech_and_rolling.shape" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "mtDRABtc0XQo", | |
| "outputId": "306b7455-bd97-4745-f23e-3d51de1ed1ba" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| "(6484, 69)" | |
| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 103 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_tech_and_rolling.dropna().head(10)" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 444 | |
| }, | |
| "id": "lnXUnlQ40j2z", | |
| "outputId": "473d91f8-89d5-4be7-d289-f528f4ce9055" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Date Ticker Adj Close Close High Low Open \\\n", | |
| "33 2015-11-05 AAPL 27.632818 30.230000 30.672501 30.045000 30.462500 \n", | |
| "34 2015-11-06 AAPL 27.664812 30.264999 30.452499 30.155001 30.277500 \n", | |
| "35 2015-11-09 AAPL 27.552839 30.142500 30.452499 30.012501 30.240000 \n", | |
| "36 2015-11-10 AAPL 26.684456 29.192499 29.517500 29.014999 29.225000 \n", | |
| "37 2015-11-11 AAPL 26.533632 29.027500 29.355000 28.802500 29.092501 \n", | |
| "38 2015-11-12 AAPL 26.444510 28.930000 29.205000 28.912500 29.065001 \n", | |
| "39 2015-11-13 AAPL 25.672104 28.084999 28.892500 28.067499 28.799999 \n", | |
| "40 2015-11-16 AAPL 26.092585 28.545000 28.559999 27.750000 27.844999 \n", | |
| "41 2015-11-17 AAPL 25.980610 28.422501 28.762501 28.330000 28.730000 \n", | |
| "42 2015-11-18 AAPL 26.803289 29.322500 29.372499 28.875000 28.940001 \n", | |
| "\n", | |
| " Volume date_old DCL_20_20 DCM_20_20 DCU_20_20 BBL_5_2.0 \\\n", | |
| "33 158210800 2015-01-31 26.827499 28.000000 29.172501 27.491659 \n", | |
| "34 132169200 2015-01-31 26.827499 28.317500 29.807501 27.459712 \n", | |
| "35 135485600 2015-01-31 26.827499 28.317500 29.807501 27.897829 \n", | |
| "36 236511600 2015-01-31 26.827499 28.317500 29.807501 27.994577 \n", | |
| "37 180872000 2015-01-31 26.827499 28.326250 29.825001 28.175494 \n", | |
| "38 130102400 2015-01-31 26.887501 28.530001 30.172501 28.249156 \n", | |
| "39 183249600 2015-01-31 27.052500 28.678750 30.305000 28.243790 \n", | |
| "40 152426800 2015-01-31 27.052500 28.696250 30.340000 28.584913 \n", | |
| "41 110467600 2015-01-31 27.052500 28.962500 30.872499 29.552474 \n", | |
| "42 186698800 2015-01-31 27.052500 29.003750 30.955000 29.748328 \n", | |
| "\n", | |
| " BBM_5_2.0 BBU_5_2.0 BBB_5_2.0 BBP_5_2.0 SMA_10 MACD_12_26_9 \\\n", | |
| "33 28.2900 29.088342 5.643984 0.866384 28.08450 0.081246 \n", | |
| "34 28.6920 29.924288 8.589768 0.937398 28.25850 0.204487 \n", | |
| "35 28.8695 29.841171 6.731472 0.474528 28.35050 0.222930 \n", | |
| "36 28.9085 29.822424 6.322870 0.351738 28.41950 0.220281 \n", | |
| "37 29.1840 30.192506 6.911365 0.814078 28.64600 0.309826 \n", | |
| "38 29.4355 30.621844 8.060636 0.793759 28.86275 0.401580 \n", | |
| "39 29.4565 30.669209 8.233901 0.672548 29.07425 0.448349 \n", | |
| "40 29.7515 30.918087 7.842204 0.732945 29.31050 0.513387 \n", | |
| "41 30.1525 30.752525 3.979938 0.908316 29.53050 0.586212 \n", | |
| "42 30.2890 30.829672 3.570087 0.695128 29.73650 0.625221 \n", | |
| "\n", | |
| " MACDh_12_26_9 MACDs_12_26_9 High_mean_rolling_3 High_std_rolling_3 \\\n", | |
| "33 0.140346 -0.059101 30.833333 0.145265 \n", | |
| "34 0.210871 -0.006383 30.693333 0.251897 \n", | |
| "35 0.183451 0.039479 30.525833 0.127018 \n", | |
| "36 0.144641 0.075640 30.140833 0.539822 \n", | |
| "37 0.187349 0.122477 29.775000 0.592331 \n", | |
| "38 0.223282 0.178298 29.359166 0.156292 \n", | |
| "39 0.216041 0.232308 29.150833 0.235960 \n", | |
| "40 0.224863 0.288524 28.885833 0.322552 \n", | |
| "41 0.238151 0.348062 28.738333 0.167562 \n", | |
| "42 0.221728 0.403493 28.898333 0.422938 \n", | |
| "\n", | |
| " High_skew_rolling_3 High_max_rolling_3 High_min_rolling_3 \\\n", | |
| "33 -1.125084 30.955000 30.672501 \n", | |
| "34 0.369619 30.955000 30.452499 \n", | |
| "35 1.732051 30.672501 30.452499 \n", | |
| "36 -1.732051 30.452499 29.517500 \n", | |
| "37 1.586552 30.452499 29.355000 \n", | |
| "38 0.119890 29.517500 29.205000 \n", | |
| "39 -0.978580 29.355000 28.892500 \n", | |
| "40 -0.092971 29.205000 28.559999 \n", | |
| "41 -0.635530 28.892500 28.559999 \n", | |
| "42 1.296166 29.372499 28.559999 \n", | |
| "\n", | |
| " High_median_rolling_3 Low_mean_rolling_3 Low_std_rolling_3 \\\n", | |
| "33 30.872499 30.208333 0.182301 \n", | |
| "34 30.672501 30.201667 0.184482 \n", | |
| "35 30.452499 30.070834 0.074680 \n", | |
| "36 30.452499 29.727500 0.621144 \n", | |
| "37 29.517500 29.276667 0.646048 \n", | |
| "38 29.355000 28.910000 0.106272 \n", | |
| "39 29.205000 28.594166 0.459411 \n", | |
| "40 28.892500 28.243333 0.600866 \n", | |
| "41 28.762501 28.049166 0.290434 \n", | |
| "42 28.762501 28.318333 0.562591 \n", | |
| "\n", | |
| " Low_skew_rolling_3 Low_max_rolling_3 Low_min_rolling_3 \\\n", | |
| "33 0.795324 30.405001 30.045000 \n", | |
| "34 1.065481 30.405001 30.045000 \n", | |
| "35 1.370390 30.155001 30.012501 \n", | |
| "36 -1.630060 30.155001 29.014999 \n", | |
| "37 1.523628 30.012501 28.802500 \n", | |
| "38 -0.105825 29.014999 28.802500 \n", | |
| "39 -1.621008 28.912500 28.067499 \n", | |
| "40 1.204086 28.912500 27.750000 \n", | |
| "41 -0.282917 28.330000 27.750000 \n", | |
| "42 -0.093278 28.875000 27.750000 \n", | |
| "\n", | |
| " Low_median_rolling_3 High_mean_rolling_4 High_std_rolling_4 \\\n", | |
| "33 30.174999 30.710000 0.273701 \n", | |
| "34 30.155001 30.738125 0.224336 \n", | |
| "35 30.045000 30.633125 0.238331 \n", | |
| "36 30.012501 30.273750 0.514723 \n", | |
| "37 29.014999 29.944375 0.590471 \n", | |
| "38 28.912500 29.632500 0.561363 \n", | |
| "39 28.802500 29.242500 0.265950 \n", | |
| "40 28.067499 29.003125 0.352688 \n", | |
| "41 28.067499 28.855000 0.270486 \n", | |
| "42 28.330000 28.896875 0.345340 \n", | |
| "\n", | |
| " High_skew_rolling_4 High_max_rolling_4 High_min_rolling_4 \\\n", | |
| "33 -1.030993 30.955000 30.340000 \n", | |
| "34 -0.647027 30.955000 30.452499 \n", | |
| "35 1.064809 30.955000 30.452499 \n", | |
| "36 -1.748594 30.672501 29.517500 \n", | |
| "37 -0.065175 30.452499 29.355000 \n", | |
| "38 1.697171 30.452499 29.205000 \n", | |
| "39 -0.733885 29.517500 28.892500 \n", | |
| "40 -0.555741 29.355000 28.559999 \n", | |
| "41 0.554631 29.205000 28.559999 \n", | |
| "42 1.083536 29.372499 28.559999 \n", | |
| "\n", | |
| " High_median_rolling_4 Low_mean_rolling_4 Low_std_rolling_4 \\\n", | |
| "33 30.772500 30.131875 0.213399 \n", | |
| "34 30.772500 30.195000 0.151218 \n", | |
| "35 30.562500 30.154376 0.177862 \n", | |
| "36 30.452499 29.806875 0.531427 \n", | |
| "37 29.985000 29.496250 0.686382 \n", | |
| "38 29.436250 29.185625 0.558038 \n", | |
| "39 29.280000 28.699375 0.430094 \n", | |
| "40 29.048750 28.383125 0.564677 \n", | |
| "41 28.827500 28.265000 0.492515 \n", | |
| "42 28.827500 28.255625 0.476167 \n", | |
| "\n", | |
| " Low_skew_rolling_4 Low_max_rolling_4 Low_min_rolling_4 \\\n", | |
| "33 0.530355 30.405001 29.902500 \n", | |
| "34 1.120939 30.405001 30.045000 \n", | |
| "35 1.371842 30.405001 30.012501 \n", | |
| "36 -1.919709 30.155001 29.014999 \n", | |
| "37 -0.045148 30.155001 28.802500 \n", | |
| "38 1.855930 30.012501 28.802500 \n", | |
| "39 -1.760258 29.014999 28.067499 \n", | |
| "40 -0.233707 28.912500 27.750000 \n", | |
| "41 0.711192 28.912500 27.750000 \n", | |
| "42 0.630431 28.875000 27.750000 \n", | |
| "\n", | |
| " Low_median_rolling_4 High_mean_rolling_6 High_std_rolling_6 \\\n", | |
| "33 30.110000 30.552917 0.325459 \n", | |
| "34 30.165000 30.599583 0.276376 \n", | |
| "35 30.100000 30.624166 0.250258 \n", | |
| "36 30.028750 30.487083 0.518528 \n", | |
| "37 29.513750 30.234166 0.647089 \n", | |
| "38 28.963750 29.942500 0.651581 \n", | |
| "39 28.857500 29.645833 0.657924 \n", | |
| "40 28.434999 29.330416 0.647413 \n", | |
| "41 28.198750 29.048750 0.369637 \n", | |
| "42 28.198750 29.024583 0.336078 \n", | |
| "\n", | |
| " High_skew_rolling_6 High_max_rolling_6 High_min_rolling_6 \\\n", | |
| "33 0.168935 30.955000 30.172501 \n", | |
| "34 0.275333 30.955000 30.305000 \n", | |
| "35 0.355497 30.955000 30.340000 \n", | |
| "36 -1.604189 30.955000 29.517500 \n", | |
| "37 -0.628943 30.955000 29.355000 \n", | |
| "38 -0.028582 30.672501 29.205000 \n", | |
| "39 0.537136 30.452499 28.892500 \n", | |
| "40 0.968589 30.452499 28.559999 \n", | |
| "41 -0.050410 29.517500 28.559999 \n", | |
| "42 -0.288634 29.372499 28.559999 \n", | |
| "\n", | |
| " High_median_rolling_6 Low_mean_rolling_6 Low_std_rolling_6 \\\n", | |
| "33 30.506250 29.992916 0.287000 \n", | |
| "34 30.562500 30.090833 0.199804 \n", | |
| "35 30.562500 30.115834 0.173123 \n", | |
| "36 30.562500 29.967917 0.486807 \n", | |
| "37 30.452499 29.739167 0.661251 \n", | |
| "38 29.985000 29.490417 0.641100 \n", | |
| "39 29.436250 29.160833 0.789991 \n", | |
| "40 29.280000 28.760000 0.794796 \n", | |
| "41 29.048750 28.479583 0.510459 \n", | |
| "42 29.048750 28.456250 0.483583 \n", | |
| "\n", | |
| " Low_skew_rolling_6 Low_max_rolling_6 Low_min_rolling_6 \\\n", | |
| "33 -0.048145 30.405001 29.567499 \n", | |
| "34 0.496012 30.405001 29.862499 \n", | |
| "35 0.767741 30.405001 29.902500 \n", | |
| "36 -1.991487 30.405001 29.014999 \n", | |
| "37 -0.814947 30.405001 28.802500 \n", | |
| "38 -0.022329 30.155001 28.802500 \n", | |
| "39 0.139329 30.155001 28.067499 \n", | |
| "40 0.372066 30.012501 27.750000 \n", | |
| "41 -0.436161 29.014999 27.750000 \n", | |
| "42 -0.538836 28.912500 27.750000 \n", | |
| "\n", | |
| " Low_median_rolling_6 High_mean_rolling_8 High_std_rolling_8 \\\n", | |
| "33 29.97375 30.284688 0.596944 \n", | |
| "34 30.10000 30.449375 0.374890 \n", | |
| "35 30.10000 30.527812 0.278963 \n", | |
| "36 30.10000 30.445937 0.444908 \n", | |
| "37 30.02875 30.327187 0.590770 \n", | |
| "38 29.51375 30.185312 0.711254 \n", | |
| "39 28.96375 29.937812 0.779218 \n", | |
| "40 28.85750 29.638437 0.792551 \n", | |
| "41 28.56625 29.399687 0.721004 \n", | |
| "42 28.56625 29.264687 0.583763 \n", | |
| "\n", | |
| " High_skew_rolling_8 High_max_rolling_8 High_min_rolling_8 \\\n", | |
| "33 -0.945052 30.955000 29.135000 \n", | |
| "34 -0.190964 30.955000 29.825001 \n", | |
| "35 0.513638 30.955000 30.172501 \n", | |
| "36 -1.261241 30.955000 29.517500 \n", | |
| "37 -0.919163 30.955000 29.355000 \n", | |
| "38 -0.464838 30.955000 29.205000 \n", | |
| "39 -0.034719 30.955000 28.892500 \n", | |
| "40 0.156636 30.672501 28.559999 \n", | |
| "41 0.684460 30.452499 28.559999 \n", | |
| "42 1.116115 30.452499 28.559999 \n", | |
| "\n", | |
| " High_median_rolling_8 Low_mean_rolling_8 Low_std_rolling_8 \\\n", | |
| "33 30.322500 29.683750 0.636931 \n", | |
| "34 30.396250 29.890937 0.432805 \n", | |
| "35 30.452499 30.015625 0.249105 \n", | |
| "36 30.452499 29.946563 0.413461 \n", | |
| "37 30.452499 29.814063 0.580396 \n", | |
| "38 30.452499 29.690313 0.659057 \n", | |
| "39 29.985000 29.426875 0.835285 \n", | |
| "40 29.436250 29.095000 0.914795 \n", | |
| "41 29.280000 28.880625 0.859653 \n", | |
| "42 29.280000 28.720625 0.691192 \n", | |
| "\n", | |
| " Low_skew_rolling_8 Low_max_rolling_8 Low_min_rolling_8 \\\n", | |
| "33 -1.041511 30.405001 28.497499 \n", | |
| "34 -1.233687 30.405001 29.014999 \n", | |
| "35 -0.359982 30.405001 29.567499 \n", | |
| "36 -1.860894 30.405001 29.014999 \n", | |
| "37 -1.199744 30.405001 28.802500 \n", | |
| "38 -0.546286 30.405001 28.802500 \n", | |
| "39 -0.393034 30.405001 28.067499 \n", | |
| "40 -0.181332 30.155001 27.750000 \n", | |
| "41 0.411318 30.155001 27.750000 \n", | |
| "42 0.542343 30.012501 27.750000 \n", | |
| "\n", | |
| " Low_median_rolling_8 \n", | |
| "33 29.88250 \n", | |
| "34 29.97375 \n", | |
| "35 30.02875 \n", | |
| "36 30.02875 \n", | |
| "37 30.02875 \n", | |
| "38 30.02875 \n", | |
| "39 29.51375 \n", | |
| "40 28.96375 \n", | |
| "41 28.85750 \n", | |
| "42 28.83875 " | |
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| "\n", | |
| " <div id=\"df-79e1965d-1268-49b8-b6df-939d1fa7db02\">\n", | |
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| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>Date</th>\n", | |
| " <th>Ticker</th>\n", | |
| " <th>Adj Close</th>\n", | |
| " <th>Close</th>\n", | |
| " <th>High</th>\n", | |
| " <th>Low</th>\n", | |
| " <th>Open</th>\n", | |
| " <th>Volume</th>\n", | |
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| " <th>DCL_20_20</th>\n", | |
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| " <th>BBL_5_2.0</th>\n", | |
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| " <th>BBB_5_2.0</th>\n", | |
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| " <th>SMA_10</th>\n", | |
| " <th>MACD_12_26_9</th>\n", | |
| " <th>MACDh_12_26_9</th>\n", | |
| " <th>MACDs_12_26_9</th>\n", | |
| " <th>High_mean_rolling_3</th>\n", | |
| " <th>High_std_rolling_3</th>\n", | |
| " <th>High_skew_rolling_3</th>\n", | |
| " <th>High_max_rolling_3</th>\n", | |
| " <th>High_min_rolling_3</th>\n", | |
| " <th>High_median_rolling_3</th>\n", | |
| " <th>Low_mean_rolling_3</th>\n", | |
| " <th>Low_std_rolling_3</th>\n", | |
| " <th>Low_skew_rolling_3</th>\n", | |
| " <th>Low_max_rolling_3</th>\n", | |
| " <th>Low_min_rolling_3</th>\n", | |
| " <th>Low_median_rolling_3</th>\n", | |
| " <th>High_mean_rolling_4</th>\n", | |
| " <th>High_std_rolling_4</th>\n", | |
| " <th>High_skew_rolling_4</th>\n", | |
| " <th>High_max_rolling_4</th>\n", | |
| " <th>High_min_rolling_4</th>\n", | |
| " <th>High_median_rolling_4</th>\n", | |
| " <th>Low_mean_rolling_4</th>\n", | |
| " <th>Low_std_rolling_4</th>\n", | |
| " <th>Low_skew_rolling_4</th>\n", | |
| " <th>Low_max_rolling_4</th>\n", | |
| " <th>Low_min_rolling_4</th>\n", | |
| " <th>Low_median_rolling_4</th>\n", | |
| " <th>High_mean_rolling_6</th>\n", | |
| " <th>High_std_rolling_6</th>\n", | |
| " <th>High_skew_rolling_6</th>\n", | |
| " <th>High_max_rolling_6</th>\n", | |
| " <th>High_min_rolling_6</th>\n", | |
| " <th>High_median_rolling_6</th>\n", | |
| " <th>Low_mean_rolling_6</th>\n", | |
| " <th>Low_std_rolling_6</th>\n", | |
| " <th>Low_skew_rolling_6</th>\n", | |
| " <th>Low_max_rolling_6</th>\n", | |
| " <th>Low_min_rolling_6</th>\n", | |
| " <th>Low_median_rolling_6</th>\n", | |
| " <th>High_mean_rolling_8</th>\n", | |
| " <th>High_std_rolling_8</th>\n", | |
| " <th>High_skew_rolling_8</th>\n", | |
| " <th>High_max_rolling_8</th>\n", | |
| " <th>High_min_rolling_8</th>\n", | |
| " <th>High_median_rolling_8</th>\n", | |
| " <th>Low_mean_rolling_8</th>\n", | |
| " <th>Low_std_rolling_8</th>\n", | |
| " <th>Low_skew_rolling_8</th>\n", | |
| " <th>Low_max_rolling_8</th>\n", | |
| " <th>Low_min_rolling_8</th>\n", | |
| " <th>Low_median_rolling_8</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>33</th>\n", | |
| " <td>2015-11-05</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>27.632818</td>\n", | |
| " <td>30.230000</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.462500</td>\n", | |
| " <td>158210800</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.000000</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.491659</td>\n", | |
| " <td>28.2900</td>\n", | |
| " <td>29.088342</td>\n", | |
| " <td>5.643984</td>\n", | |
| " <td>0.866384</td>\n", | |
| " <td>28.08450</td>\n", | |
| " <td>0.081246</td>\n", | |
| " <td>0.140346</td>\n", | |
| " <td>-0.059101</td>\n", | |
| " <td>30.833333</td>\n", | |
| " <td>0.145265</td>\n", | |
| " <td>-1.125084</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>30.872499</td>\n", | |
| " <td>30.208333</td>\n", | |
| " <td>0.182301</td>\n", | |
| " <td>0.795324</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.174999</td>\n", | |
| " <td>30.710000</td>\n", | |
| " <td>0.273701</td>\n", | |
| " <td>-1.030993</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.340000</td>\n", | |
| " <td>30.772500</td>\n", | |
| " <td>30.131875</td>\n", | |
| " <td>0.213399</td>\n", | |
| " <td>0.530355</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.902500</td>\n", | |
| " <td>30.110000</td>\n", | |
| " <td>30.552917</td>\n", | |
| " <td>0.325459</td>\n", | |
| " <td>0.168935</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.172501</td>\n", | |
| " <td>30.506250</td>\n", | |
| " <td>29.992916</td>\n", | |
| " <td>0.287000</td>\n", | |
| " <td>-0.048145</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.567499</td>\n", | |
| " <td>29.97375</td>\n", | |
| " <td>30.284688</td>\n", | |
| " <td>0.596944</td>\n", | |
| " <td>-0.945052</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.135000</td>\n", | |
| " <td>30.322500</td>\n", | |
| " <td>29.683750</td>\n", | |
| " <td>0.636931</td>\n", | |
| " <td>-1.041511</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>28.497499</td>\n", | |
| " <td>29.88250</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>34</th>\n", | |
| " <td>2015-11-06</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>27.664812</td>\n", | |
| " <td>30.264999</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>30.277500</td>\n", | |
| " <td>132169200</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.317500</td>\n", | |
| " <td>29.807501</td>\n", | |
| " <td>27.459712</td>\n", | |
| " <td>28.6920</td>\n", | |
| " <td>29.924288</td>\n", | |
| " <td>8.589768</td>\n", | |
| " <td>0.937398</td>\n", | |
| " <td>28.25850</td>\n", | |
| " <td>0.204487</td>\n", | |
| " <td>0.210871</td>\n", | |
| " <td>-0.006383</td>\n", | |
| " <td>30.693333</td>\n", | |
| " <td>0.251897</td>\n", | |
| " <td>0.369619</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>30.201667</td>\n", | |
| " <td>0.184482</td>\n", | |
| " <td>1.065481</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>30.738125</td>\n", | |
| " <td>0.224336</td>\n", | |
| " <td>-0.647027</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.772500</td>\n", | |
| " <td>30.195000</td>\n", | |
| " <td>0.151218</td>\n", | |
| " <td>1.120939</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.165000</td>\n", | |
| " <td>30.599583</td>\n", | |
| " <td>0.276376</td>\n", | |
| " <td>0.275333</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.305000</td>\n", | |
| " <td>30.562500</td>\n", | |
| " <td>30.090833</td>\n", | |
| " <td>0.199804</td>\n", | |
| " <td>0.496012</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.862499</td>\n", | |
| " <td>30.10000</td>\n", | |
| " <td>30.449375</td>\n", | |
| " <td>0.374890</td>\n", | |
| " <td>-0.190964</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.825001</td>\n", | |
| " <td>30.396250</td>\n", | |
| " <td>29.890937</td>\n", | |
| " <td>0.432805</td>\n", | |
| " <td>-1.233687</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>29.97375</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>35</th>\n", | |
| " <td>2015-11-09</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>27.552839</td>\n", | |
| " <td>30.142500</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>30.240000</td>\n", | |
| " <td>135485600</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.317500</td>\n", | |
| " <td>29.807501</td>\n", | |
| " <td>27.897829</td>\n", | |
| " <td>28.8695</td>\n", | |
| " <td>29.841171</td>\n", | |
| " <td>6.731472</td>\n", | |
| " <td>0.474528</td>\n", | |
| " <td>28.35050</td>\n", | |
| " <td>0.222930</td>\n", | |
| " <td>0.183451</td>\n", | |
| " <td>0.039479</td>\n", | |
| " <td>30.525833</td>\n", | |
| " <td>0.127018</td>\n", | |
| " <td>1.732051</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.070834</td>\n", | |
| " <td>0.074680</td>\n", | |
| " <td>1.370390</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.633125</td>\n", | |
| " <td>0.238331</td>\n", | |
| " <td>1.064809</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.562500</td>\n", | |
| " <td>30.154376</td>\n", | |
| " <td>0.177862</td>\n", | |
| " <td>1.371842</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>30.100000</td>\n", | |
| " <td>30.624166</td>\n", | |
| " <td>0.250258</td>\n", | |
| " <td>0.355497</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.340000</td>\n", | |
| " <td>30.562500</td>\n", | |
| " <td>30.115834</td>\n", | |
| " <td>0.173123</td>\n", | |
| " <td>0.767741</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.902500</td>\n", | |
| " <td>30.10000</td>\n", | |
| " <td>30.527812</td>\n", | |
| " <td>0.278963</td>\n", | |
| " <td>0.513638</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.172501</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.015625</td>\n", | |
| " <td>0.249105</td>\n", | |
| " <td>-0.359982</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.567499</td>\n", | |
| " <td>30.02875</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>36</th>\n", | |
| " <td>2015-11-10</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.684456</td>\n", | |
| " <td>29.192499</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>29.225000</td>\n", | |
| " <td>236511600</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.317500</td>\n", | |
| " <td>29.807501</td>\n", | |
| " <td>27.994577</td>\n", | |
| " <td>28.9085</td>\n", | |
| " <td>29.822424</td>\n", | |
| " <td>6.322870</td>\n", | |
| " <td>0.351738</td>\n", | |
| " <td>28.41950</td>\n", | |
| " <td>0.220281</td>\n", | |
| " <td>0.144641</td>\n", | |
| " <td>0.075640</td>\n", | |
| " <td>30.140833</td>\n", | |
| " <td>0.539822</td>\n", | |
| " <td>-1.732051</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.727500</td>\n", | |
| " <td>0.621144</td>\n", | |
| " <td>-1.630060</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>30.273750</td>\n", | |
| " <td>0.514723</td>\n", | |
| " <td>-1.748594</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.806875</td>\n", | |
| " <td>0.531427</td>\n", | |
| " <td>-1.919709</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>30.028750</td>\n", | |
| " <td>30.487083</td>\n", | |
| " <td>0.518528</td>\n", | |
| " <td>-1.604189</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>30.562500</td>\n", | |
| " <td>29.967917</td>\n", | |
| " <td>0.486807</td>\n", | |
| " <td>-1.991487</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>30.10000</td>\n", | |
| " <td>30.445937</td>\n", | |
| " <td>0.444908</td>\n", | |
| " <td>-1.261241</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.946563</td>\n", | |
| " <td>0.413461</td>\n", | |
| " <td>-1.860894</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>30.02875</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>37</th>\n", | |
| " <td>2015-11-11</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.533632</td>\n", | |
| " <td>29.027500</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>29.092501</td>\n", | |
| " <td>180872000</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.326250</td>\n", | |
| " <td>29.825001</td>\n", | |
| " <td>28.175494</td>\n", | |
| " <td>29.1840</td>\n", | |
| " <td>30.192506</td>\n", | |
| " <td>6.911365</td>\n", | |
| " <td>0.814078</td>\n", | |
| " <td>28.64600</td>\n", | |
| " <td>0.309826</td>\n", | |
| " <td>0.187349</td>\n", | |
| " <td>0.122477</td>\n", | |
| " <td>29.775000</td>\n", | |
| " <td>0.592331</td>\n", | |
| " <td>1.586552</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>29.276667</td>\n", | |
| " <td>0.646048</td>\n", | |
| " <td>1.523628</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>29.944375</td>\n", | |
| " <td>0.590471</td>\n", | |
| " <td>-0.065175</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>29.985000</td>\n", | |
| " <td>29.496250</td>\n", | |
| " <td>0.686382</td>\n", | |
| " <td>-0.045148</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>29.513750</td>\n", | |
| " <td>30.234166</td>\n", | |
| " <td>0.647089</td>\n", | |
| " <td>-0.628943</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.739167</td>\n", | |
| " <td>0.661251</td>\n", | |
| " <td>-0.814947</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>30.02875</td>\n", | |
| " <td>30.327187</td>\n", | |
| " <td>0.590770</td>\n", | |
| " <td>-0.919163</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.814063</td>\n", | |
| " <td>0.580396</td>\n", | |
| " <td>-1.199744</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>30.02875</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>38</th>\n", | |
| " <td>2015-11-12</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.444510</td>\n", | |
| " <td>28.930000</td>\n", | |
| " <td>29.205000</td>\n", | |
| " <td>28.912500</td>\n", | |
| " <td>29.065001</td>\n", | |
| " <td>130102400</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>26.887501</td>\n", | |
| " <td>28.530001</td>\n", | |
| " <td>30.172501</td>\n", | |
| " <td>28.249156</td>\n", | |
| " <td>29.4355</td>\n", | |
| " <td>30.621844</td>\n", | |
| " <td>8.060636</td>\n", | |
| " <td>0.793759</td>\n", | |
| " <td>28.86275</td>\n", | |
| " <td>0.401580</td>\n", | |
| " <td>0.223282</td>\n", | |
| " <td>0.178298</td>\n", | |
| " <td>29.359166</td>\n", | |
| " <td>0.156292</td>\n", | |
| " <td>0.119890</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>29.205000</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>28.910000</td>\n", | |
| " <td>0.106272</td>\n", | |
| " <td>-0.105825</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>28.912500</td>\n", | |
| " <td>29.632500</td>\n", | |
| " <td>0.561363</td>\n", | |
| " <td>1.697171</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.205000</td>\n", | |
| " <td>29.436250</td>\n", | |
| " <td>29.185625</td>\n", | |
| " <td>0.558038</td>\n", | |
| " <td>1.855930</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>28.963750</td>\n", | |
| " <td>29.942500</td>\n", | |
| " <td>0.651581</td>\n", | |
| " <td>-0.028582</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>29.205000</td>\n", | |
| " <td>29.985000</td>\n", | |
| " <td>29.490417</td>\n", | |
| " <td>0.641100</td>\n", | |
| " <td>-0.022329</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>29.51375</td>\n", | |
| " <td>30.185312</td>\n", | |
| " <td>0.711254</td>\n", | |
| " <td>-0.464838</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.205000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.690313</td>\n", | |
| " <td>0.659057</td>\n", | |
| " <td>-0.546286</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>30.02875</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>39</th>\n", | |
| " <td>2015-11-13</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.672104</td>\n", | |
| " <td>28.084999</td>\n", | |
| " <td>28.892500</td>\n", | |
| " <td>28.067499</td>\n", | |
| " <td>28.799999</td>\n", | |
| " <td>183249600</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>27.052500</td>\n", | |
| " <td>28.678750</td>\n", | |
| " <td>30.305000</td>\n", | |
| " <td>28.243790</td>\n", | |
| " <td>29.4565</td>\n", | |
| " <td>30.669209</td>\n", | |
| " <td>8.233901</td>\n", | |
| " <td>0.672548</td>\n", | |
| " <td>29.07425</td>\n", | |
| " <td>0.448349</td>\n", | |
| " <td>0.216041</td>\n", | |
| " <td>0.232308</td>\n", | |
| " <td>29.150833</td>\n", | |
| " <td>0.235960</td>\n", | |
| " <td>-0.978580</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>28.892500</td>\n", | |
| " <td>29.205000</td>\n", | |
| " <td>28.594166</td>\n", | |
| " <td>0.459411</td>\n", | |
| " <td>-1.621008</td>\n", | |
| " <td>28.912500</td>\n", | |
| " <td>28.067499</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>29.242500</td>\n", | |
| " <td>0.265950</td>\n", | |
| " <td>-0.733885</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>28.892500</td>\n", | |
| " <td>29.280000</td>\n", | |
| " <td>28.699375</td>\n", | |
| " <td>0.430094</td>\n", | |
| " <td>-1.760258</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>28.067499</td>\n", | |
| " <td>28.857500</td>\n", | |
| " <td>29.645833</td>\n", | |
| " <td>0.657924</td>\n", | |
| " <td>0.537136</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>28.892500</td>\n", | |
| " <td>29.436250</td>\n", | |
| " <td>29.160833</td>\n", | |
| " <td>0.789991</td>\n", | |
| " <td>0.139329</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>28.067499</td>\n", | |
| " <td>28.96375</td>\n", | |
| " <td>29.937812</td>\n", | |
| " <td>0.779218</td>\n", | |
| " <td>-0.034719</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>28.892500</td>\n", | |
| " <td>29.985000</td>\n", | |
| " <td>29.426875</td>\n", | |
| " <td>0.835285</td>\n", | |
| " <td>-0.393034</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>28.067499</td>\n", | |
| " <td>29.51375</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>40</th>\n", | |
| " <td>2015-11-16</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.092585</td>\n", | |
| " <td>28.545000</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>27.844999</td>\n", | |
| " <td>152426800</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>27.052500</td>\n", | |
| " <td>28.696250</td>\n", | |
| " <td>30.340000</td>\n", | |
| " <td>28.584913</td>\n", | |
| " <td>29.7515</td>\n", | |
| " <td>30.918087</td>\n", | |
| " <td>7.842204</td>\n", | |
| " <td>0.732945</td>\n", | |
| " <td>29.31050</td>\n", | |
| " <td>0.513387</td>\n", | |
| " <td>0.224863</td>\n", | |
| " <td>0.288524</td>\n", | |
| " <td>28.885833</td>\n", | |
| " <td>0.322552</td>\n", | |
| " <td>-0.092971</td>\n", | |
| " <td>29.205000</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>28.892500</td>\n", | |
| " <td>28.243333</td>\n", | |
| " <td>0.600866</td>\n", | |
| " <td>1.204086</td>\n", | |
| " <td>28.912500</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.067499</td>\n", | |
| " <td>29.003125</td>\n", | |
| " <td>0.352688</td>\n", | |
| " <td>-0.555741</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>29.048750</td>\n", | |
| " <td>28.383125</td>\n", | |
| " <td>0.564677</td>\n", | |
| " <td>-0.233707</td>\n", | |
| " <td>28.912500</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.434999</td>\n", | |
| " <td>29.330416</td>\n", | |
| " <td>0.647413</td>\n", | |
| " <td>0.968589</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>29.280000</td>\n", | |
| " <td>28.760000</td>\n", | |
| " <td>0.794796</td>\n", | |
| " <td>0.372066</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.85750</td>\n", | |
| " <td>29.638437</td>\n", | |
| " <td>0.792551</td>\n", | |
| " <td>0.156636</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>29.436250</td>\n", | |
| " <td>29.095000</td>\n", | |
| " <td>0.914795</td>\n", | |
| " <td>-0.181332</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.96375</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>41</th>\n", | |
| " <td>2015-11-17</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>25.980610</td>\n", | |
| " <td>28.422501</td>\n", | |
| " <td>28.762501</td>\n", | |
| " <td>28.330000</td>\n", | |
| " <td>28.730000</td>\n", | |
| " <td>110467600</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>27.052500</td>\n", | |
| " <td>28.962500</td>\n", | |
| " <td>30.872499</td>\n", | |
| " <td>29.552474</td>\n", | |
| " <td>30.1525</td>\n", | |
| " <td>30.752525</td>\n", | |
| " <td>3.979938</td>\n", | |
| " <td>0.908316</td>\n", | |
| " <td>29.53050</td>\n", | |
| " <td>0.586212</td>\n", | |
| " <td>0.238151</td>\n", | |
| " <td>0.348062</td>\n", | |
| " <td>28.738333</td>\n", | |
| " <td>0.167562</td>\n", | |
| " <td>-0.635530</td>\n", | |
| " <td>28.892500</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>28.762501</td>\n", | |
| " <td>28.049166</td>\n", | |
| " <td>0.290434</td>\n", | |
| " <td>-0.282917</td>\n", | |
| " <td>28.330000</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.067499</td>\n", | |
| " <td>28.855000</td>\n", | |
| " <td>0.270486</td>\n", | |
| " <td>0.554631</td>\n", | |
| " <td>29.205000</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>28.827500</td>\n", | |
| " <td>28.265000</td>\n", | |
| " <td>0.492515</td>\n", | |
| " <td>0.711192</td>\n", | |
| " <td>28.912500</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.198750</td>\n", | |
| " <td>29.048750</td>\n", | |
| " <td>0.369637</td>\n", | |
| " <td>-0.050410</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>29.048750</td>\n", | |
| " <td>28.479583</td>\n", | |
| " <td>0.510459</td>\n", | |
| " <td>-0.436161</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.56625</td>\n", | |
| " <td>29.399687</td>\n", | |
| " <td>0.721004</td>\n", | |
| " <td>0.684460</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>29.280000</td>\n", | |
| " <td>28.880625</td>\n", | |
| " <td>0.859653</td>\n", | |
| " <td>0.411318</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.85750</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>42</th>\n", | |
| " <td>2015-11-18</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.803289</td>\n", | |
| " <td>29.322500</td>\n", | |
| " <td>29.372499</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>28.940001</td>\n", | |
| " <td>186698800</td>\n", | |
| " <td>2015-01-31</td>\n", | |
| " <td>27.052500</td>\n", | |
| " <td>29.003750</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.748328</td>\n", | |
| " <td>30.2890</td>\n", | |
| " <td>30.829672</td>\n", | |
| " <td>3.570087</td>\n", | |
| " <td>0.695128</td>\n", | |
| " <td>29.73650</td>\n", | |
| " <td>0.625221</td>\n", | |
| " <td>0.221728</td>\n", | |
| " <td>0.403493</td>\n", | |
| " <td>28.898333</td>\n", | |
| " <td>0.422938</td>\n", | |
| " <td>1.296166</td>\n", | |
| " <td>29.372499</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>28.762501</td>\n", | |
| " <td>28.318333</td>\n", | |
| " <td>0.562591</td>\n", | |
| " <td>-0.093278</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.330000</td>\n", | |
| " <td>28.896875</td>\n", | |
| " <td>0.345340</td>\n", | |
| " <td>1.083536</td>\n", | |
| " <td>29.372499</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>28.827500</td>\n", | |
| " <td>28.255625</td>\n", | |
| " <td>0.476167</td>\n", | |
| " <td>0.630431</td>\n", | |
| " <td>28.875000</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.198750</td>\n", | |
| " <td>29.024583</td>\n", | |
| " <td>0.336078</td>\n", | |
| " <td>-0.288634</td>\n", | |
| " <td>29.372499</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>29.048750</td>\n", | |
| " <td>28.456250</td>\n", | |
| " <td>0.483583</td>\n", | |
| " <td>-0.538836</td>\n", | |
| " <td>28.912500</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.56625</td>\n", | |
| " <td>29.264687</td>\n", | |
| " <td>0.583763</td>\n", | |
| " <td>1.116115</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>28.559999</td>\n", | |
| " <td>29.280000</td>\n", | |
| " <td>28.720625</td>\n", | |
| " <td>0.691192</td>\n", | |
| " <td>0.542343</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>27.750000</td>\n", | |
| " <td>28.83875</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "</div>\n", | |
| " <button class=\"colab-df-convert\" onclick=\"convertToInteractive('df-79e1965d-1268-49b8-b6df-939d1fa7db02')\"\n", | |
| " title=\"Convert this dataframe to an interactive table.\"\n", | |
| " style=\"display:none;\">\n", | |
| " \n", | |
| " <svg xmlns=\"http://www.w3.org/2000/svg\" height=\"24px\"viewBox=\"0 0 24 24\"\n", | |
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| " </svg>\n", | |
| " </button>\n", | |
| " \n", | |
| " <style>\n", | |
| " .colab-df-container {\n", | |
| " display:flex;\n", | |
| " flex-wrap:wrap;\n", | |
| " gap: 12px;\n", | |
| " }\n", | |
| "\n", | |
| " .colab-df-convert {\n", | |
| " background-color: #E8F0FE;\n", | |
| " border: none;\n", | |
| " border-radius: 50%;\n", | |
| " cursor: pointer;\n", | |
| " display: none;\n", | |
| " fill: #1967D2;\n", | |
| " height: 32px;\n", | |
| " padding: 0 0 0 0;\n", | |
| " width: 32px;\n", | |
| " }\n", | |
| "\n", | |
| " .colab-df-convert:hover {\n", | |
| " background-color: #E2EBFA;\n", | |
| " box-shadow: 0px 1px 2px rgba(60, 64, 67, 0.3), 0px 1px 3px 1px rgba(60, 64, 67, 0.15);\n", | |
| " fill: #174EA6;\n", | |
| " }\n", | |
| "\n", | |
| " [theme=dark] .colab-df-convert {\n", | |
| " background-color: #3B4455;\n", | |
| " fill: #D2E3FC;\n", | |
| " }\n", | |
| "\n", | |
| " [theme=dark] .colab-df-convert:hover {\n", | |
| " background-color: #434B5C;\n", | |
| " box-shadow: 0px 1px 3px 1px rgba(0, 0, 0, 0.15);\n", | |
| " filter: drop-shadow(0px 1px 2px rgba(0, 0, 0, 0.3));\n", | |
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| "\n", | |
| " <script>\n", | |
| " const buttonEl =\n", | |
| " document.querySelector('#df-79e1965d-1268-49b8-b6df-939d1fa7db02 button.colab-df-convert');\n", | |
| " buttonEl.style.display =\n", | |
| " google.colab.kernel.accessAllowed ? 'block' : 'none';\n", | |
| "\n", | |
| " async function convertToInteractive(key) {\n", | |
| " const element = document.querySelector('#df-79e1965d-1268-49b8-b6df-939d1fa7db02');\n", | |
| " const dataTable =\n", | |
| " await google.colab.kernel.invokeFunction('convertToInteractive',\n", | |
| " [key], {});\n", | |
| " if (!dataTable) return;\n", | |
| "\n", | |
| " const docLinkHtml = 'Like what you see? Visit the ' +\n", | |
| " '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n", | |
| " + ' to learn more about interactive tables.';\n", | |
| " element.innerHTML = '';\n", | |
| " dataTable['output_type'] = 'display_data';\n", | |
| " await google.colab.output.renderOutput(dataTable, element);\n", | |
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| " " | |
| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 104 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Catch 22 Features" | |
| ], | |
| "metadata": { | |
| "id": "Bf7dV6tW5Nrb" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "%%capture\n", | |
| "!sudo apt-get install python3-setuptools\n", | |
| "!pip install setuptools --upgrade\n", | |
| "!pip install pycatch22\n", | |
| "!pip install tsflex" | |
| ], | |
| "metadata": { | |
| "id": "4fwY99fI5rk3" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "from tsflex.features import FeatureCollection, MultipleFeatureDescriptors\n", | |
| "from tsflex.features.integrations import tsfresh_settings_wrapper, catch22_wrapper\n", | |
| "import pycatch22\n", | |
| "from pycatch22.catch22 import catch22_all\n", | |
| "\n", | |
| "# (data, features, windows, strides) = (df_daily,[\"adj_close\"], 30, 1)\n", | |
| "\n", | |
| "def catch_feats(data, features, windows, strides):\n", | |
| " fc = FeatureCollection(\n", | |
| " MultipleFeatureDescriptors(\n", | |
| " functions=catch22_wrapper(pycatch22.catch22.catch22_all),\n", | |
| " series_names=features,\n", | |
| " windows=windows,\n", | |
| " strides=strides\n", | |
| " )\n", | |
| " )\n", | |
| " print(\"Data Shape before Catch22:\", data.shape)\n", | |
| " data_temp = fc.calculate(data, show_progress=True, return_df=True, window_idx=\"begin\")\n", | |
| "\n", | |
| " empty_df = pd.DataFrame(np.nan, index = np.arange(windows), columns = data_temp.columns)\n", | |
| " empty_df = empty_df.append(data_temp, ignore_index = True)\n", | |
| " empty_df.index = data.index\n", | |
| "\n", | |
| " empty_df.columns= empty_df.columns.str.lower()\n", | |
| "\n", | |
| " return empty_df.add_suffix(\"_catch\")\n", | |
| "\n", | |
| "\n", | |
| "def signal_feats(df_daily, periods = [30, 7]):\n", | |
| " df_daily[\"log_return\"] = np.log(df_daily[\"Adj Close\"]).diff() # I think it is better to use log.\n", | |
| " df_daily[\"log_volume\"] = np.log(df_daily[\"Volume\"]).diff() # I think it is better to use log.\n", | |
| "\n", | |
| " data_temp = pd.concat([catch_feats(df_daily,[\"log_return\",\"log_volume\"], period, 1) for period in periods], axis=1)\n", | |
| " df_daily = pd.concat([df_daily, data_temp], axis=1)\n", | |
| " return df_daily\n" | |
| ], | |
| "metadata": { | |
| "id": "YXgDlO_Y5Qf5" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "The catch-22 functions do not have a groupby statement (so lets add history)\n" | |
| ], | |
| "metadata": { | |
| "id": "yWjlL6xc73fY" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_tech_and_rolling_hist = create_old(df_pricing_tech_and_rolling, ticker, \"Date\", 35, gran=\"days\")\n", | |
| "df_pricing_tech_and_rolling_hist = df_pricing_tech_and_rolling_hist.sort_values([ticker,\"Date\"]).reset_index(drop=True)\n", | |
| "df_pricing_tech_and_rolling_and_signal = signal_feats(df_pricing_tech_and_rolling_hist)" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 188, | |
| "referenced_widgets": [ | |
| "f9e2fcfae248497ea78b6d6080bef63c", | |
| "8cbe7981e8924d218b8c62caff43dec9", | |
| "bce8d289fc664582bb760a73ec01f5f9", | |
| "0c86791e8f3f467e90823ba885eae79f", | |
| "73925ee7ebca4676bd677152b0bdde78", | |
| "346327d7af834095ab55f363c365868d", | |
| "60b9b4698c3744caae2b3edf440c4cf5", | |
| "8e5f6d1f07d14afeb478fd20c83fbb37", | |
| "cbf8ff70374d4206b85f35365c7fb70f", | |
| "45c6d7e3b04a4d779f7e7208439af446", | |
| "dfe74b150a834115990e36d22b7eafb0", | |
| "263ab0da987349339f7e0fb8c9add7ba", | |
| "e893b98160b74e3dbc4176e0acb8b6f6", | |
| "6524ef62cd89457880685ee858bf017e", | |
| "464f46049ab445278ca74fecbb4d378f", | |
| "ee781af5b33b43cb85a57985d213ccd0", | |
| "d4555036417d425da89c334e1f7feb1e", | |
| "96f29ef0f3b0433e98d62d650cf48ade", | |
| "520884205f794d40a5536a24b6c4d49a", | |
| "13f5227036a040c298dc3b3a432942b2", | |
| "1f02ae42f23341588709b6744abe3499", | |
| "6dd94c52c4d14b20b95d665d0890b03f" | |
| ] | |
| }, | |
| "id": "cEo5gf1k7xFn", | |
| "outputId": "6edad465-cdb1-456b-a877-58cdca5f10e8" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stdout", | |
| "text": [ | |
| "Data Shape before Catch22: (6624, 71)\n" | |
| ] | |
| }, | |
| { | |
| "output_type": "display_data", | |
| "data": { | |
| "text/plain": [ | |
| " 0%| | 0/2 [00:00<?, ?it/s]" | |
| ], | |
| "application/vnd.jupyter.widget-view+json": { | |
| "version_major": 2, | |
| "version_minor": 0, | |
| "model_id": "f9e2fcfae248497ea78b6d6080bef63c" | |
| } | |
| }, | |
| "metadata": {} | |
| }, | |
| { | |
| "output_type": "stream", | |
| "name": "stderr", | |
| "text": [ | |
| "INFO:feature_calculation_logger:Finished function [[wrapped]__catch22_all] on [('log_volume',)] with window-stride [30, ('1',)] in [4.390152454376221 seconds]!\n", | |
| "INFO:feature_calculation_logger:Finished function [[wrapped]__catch22_all] on [('log_return',)] with window-stride [30, ('1',)] in [4.842772722244263 seconds]!\n" | |
| ] | |
| }, | |
| { | |
| "output_type": "stream", | |
| "name": "stdout", | |
| "text": [ | |
| "Data Shape before Catch22: (6624, 71)\n" | |
| ] | |
| }, | |
| { | |
| "output_type": "display_data", | |
| "data": { | |
| "text/plain": [ | |
| " 0%| | 0/2 [00:00<?, ?it/s]" | |
| ], | |
| "application/vnd.jupyter.widget-view+json": { | |
| "version_major": 2, | |
| "version_minor": 0, | |
| "model_id": "263ab0da987349339f7e0fb8c9add7ba" | |
| } | |
| }, | |
| "metadata": {} | |
| }, | |
| { | |
| "output_type": "stream", | |
| "name": "stderr", | |
| "text": [ | |
| "INFO:feature_calculation_logger:Finished function [[wrapped]__catch22_all] on [('log_volume',)] with window-stride [7, ('1',)] in [1.4735333919525146 seconds]!\n", | |
| "INFO:feature_calculation_logger:Finished function [[wrapped]__catch22_all] on [('log_return',)] with window-stride [7, ('1',)] in [1.7090227603912354 seconds]!\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_pricing_tech_and_rolling_and_signal.dropna()" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 488 | |
| }, | |
| "id": "wp025gst7B07", | |
| "outputId": "585a36a4-65f7-4d44-e6b4-83f684522068" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Date Ticker Adj Close Close High Low \\\n", | |
| "68 2015-11-05 AAPL 27.632818 30.230000 30.672501 30.045000 \n", | |
| "69 2015-11-06 AAPL 27.664812 30.264999 30.452499 30.155001 \n", | |
| "70 2015-11-09 AAPL 27.552839 30.142500 30.452499 30.012501 \n", | |
| "71 2015-11-10 AAPL 26.684456 29.192499 29.517500 29.014999 \n", | |
| "72 2015-11-11 AAPL 26.533632 29.027500 29.355000 28.802500 \n", | |
| "... ... ... ... ... ... ... \n", | |
| "6619 2022-02-18 TSLA 285.660004 285.660004 295.623322 279.203339 \n", | |
| "6620 2022-02-22 TSLA 273.843323 273.843323 285.576660 267.033325 \n", | |
| "6621 2022-02-23 TSLA 254.679993 254.679993 278.433319 253.520004 \n", | |
| "6622 2022-02-24 TSLA 266.923340 266.923340 267.493347 233.333328 \n", | |
| "6623 2022-02-25 TSLA 269.956665 269.956665 273.166656 260.799988 \n", | |
| "\n", | |
| " Open Volume date_old DCL_20_20 DCM_20_20 DCU_20_20 \\\n", | |
| "68 30.462500 158210800.0 2012-12-31 26.827499 28.000000 29.172501 \n", | |
| "69 30.277500 132169200.0 2012-12-31 26.827499 28.317500 29.807501 \n", | |
| "70 30.240000 135485600.0 2012-12-31 26.827499 28.317500 29.807501 \n", | |
| "71 29.225000 236511600.0 2012-12-31 26.827499 28.317500 29.807501 \n", | |
| "72 29.092501 180872000.0 2012-12-31 26.827499 28.326250 29.825001 \n", | |
| "... ... ... ... ... ... ... \n", | |
| "6619 295.333344 68501700.0 2019-03-31 295.373322 343.159988 390.946655 \n", | |
| "6620 278.043335 83288100.0 2019-03-31 295.373322 343.159988 390.946655 \n", | |
| "6621 276.809998 95256900.0 2019-03-31 295.373322 343.159988 390.946655 \n", | |
| "6622 233.463333 135322200.0 2019-03-31 295.373322 343.159988 390.946655 \n", | |
| "6623 269.743347 76067700.0 2019-03-31 295.373322 343.159988 390.946655 \n", | |
| "\n", | |
| " BBL_5_2.0 BBM_5_2.0 BBU_5_2.0 BBB_5_2.0 BBP_5_2.0 SMA_10 \\\n", | |
| "68 27.491659 28.290000 29.088342 5.643984 0.866384 28.084500 \n", | |
| "69 27.459712 28.692000 29.924288 8.589768 0.937398 28.258500 \n", | |
| "70 27.897829 28.869500 29.841171 6.731472 0.474528 28.350500 \n", | |
| "71 27.994577 28.908500 29.822424 6.322870 0.351738 28.419500 \n", | |
| "72 28.175494 29.184000 30.192506 6.911365 0.814078 28.646000 \n", | |
| "... ... ... ... ... ... ... \n", | |
| "6619 289.628083 313.788666 337.949248 15.399270 0.965662 320.952332 \n", | |
| "6620 282.886134 323.127332 363.368529 24.907331 0.904304 323.058997 \n", | |
| "6621 284.742234 333.885333 383.028433 29.437112 0.812977 325.622662 \n", | |
| "6622 307.294982 346.453998 385.613013 22.605608 0.709011 329.691330 \n", | |
| "6623 335.393692 356.297998 377.202304 11.734170 0.637898 333.947330 \n", | |
| "\n", | |
| " MACD_12_26_9 MACDh_12_26_9 MACDs_12_26_9 High_mean_rolling_3 \\\n", | |
| "68 0.081246 0.140346 -0.059101 30.833333 \n", | |
| "69 0.204487 0.210871 -0.006383 30.693333 \n", | |
| "70 0.222930 0.183451 0.039479 30.525833 \n", | |
| "71 0.220281 0.144641 0.075640 30.140833 \n", | |
| "72 0.309826 0.187349 0.122477 29.775000 \n", | |
| "... ... ... ... ... \n", | |
| "6619 -9.463210 -3.049010 -6.414200 303.533325 \n", | |
| "6620 -6.431282 -0.013665 -6.417616 295.788879 \n", | |
| "6621 -3.266195 2.521138 -5.787332 286.544434 \n", | |
| "6622 -0.894655 3.914142 -4.808797 277.167775 \n", | |
| "6623 0.912957 4.577403 -3.664446 273.031108 \n", | |
| "\n", | |
| " High_std_rolling_3 High_skew_rolling_3 High_max_rolling_3 \\\n", | |
| "68 0.145265 -1.125084 30.955000 \n", | |
| "69 0.251897 0.369619 30.955000 \n", | |
| "70 0.127018 1.732051 30.672501 \n", | |
| "71 0.539822 -1.732051 30.452499 \n", | |
| "72 0.592331 1.586552 30.452499 \n", | |
| "... ... ... ... \n", | |
| "6619 6.976599 -1.456544 308.809998 \n", | |
| "6620 10.295997 0.072341 306.166656 \n", | |
| "6621 8.635768 0.497962 295.623322 \n", | |
| "6622 9.107840 -0.613207 285.576660 \n", | |
| "6623 5.471245 -0.111418 278.433319 \n", | |
| "\n", | |
| " High_min_rolling_3 High_median_rolling_3 Low_mean_rolling_3 \\\n", | |
| "68 30.672501 30.872499 30.208333 \n", | |
| "69 30.452499 30.672501 30.201667 \n", | |
| "70 30.452499 30.452499 30.070834 \n", | |
| "71 29.517500 30.452499 29.727500 \n", | |
| "72 29.355000 29.517500 29.276667 \n", | |
| "... ... ... ... \n", | |
| "6619 295.623322 306.166656 290.324443 \n", | |
| "6620 285.576660 295.623322 279.201111 \n", | |
| "6621 278.433319 285.576660 266.585556 \n", | |
| "6622 267.493347 278.433319 251.295553 \n", | |
| "6623 267.493347 273.166656 249.217773 \n", | |
| "\n", | |
| " Low_std_rolling_3 Low_skew_rolling_3 Low_max_rolling_3 \\\n", | |
| "68 0.182301 0.795324 30.405001 \n", | |
| "69 0.184482 1.065481 30.405001 \n", | |
| "70 0.074680 1.370390 30.155001 \n", | |
| "71 0.621144 -1.630060 30.155001 \n", | |
| "72 0.646048 1.523628 30.012501 \n", | |
| "... ... ... ... \n", | |
| "6619 10.638350 -0.436628 300.403320 \n", | |
| "6620 12.166672 -0.000824 291.366669 \n", | |
| "6621 12.847521 -0.156646 279.203339 \n", | |
| "6622 16.959764 -0.580069 267.033325 \n", | |
| "6623 14.229766 -1.236165 260.799988 \n", | |
| "\n", | |
| " Low_min_rolling_3 Low_median_rolling_3 High_mean_rolling_4 \\\n", | |
| "68 30.045000 30.174999 30.710000 \n", | |
| "69 30.045000 30.155001 30.738125 \n", | |
| "70 30.012501 30.045000 30.633125 \n", | |
| "71 29.014999 30.012501 30.273750 \n", | |
| "72 28.802500 29.014999 29.944375 \n", | |
| "... ... ... ... \n", | |
| "6619 279.203339 291.366669 304.566658 \n", | |
| "6620 267.033325 279.203339 299.044159 \n", | |
| "6621 253.520004 267.033325 291.449989 \n", | |
| "6622 233.333328 253.520004 281.781662 \n", | |
| "6623 233.333328 253.520004 276.167496 \n", | |
| "\n", | |
| " High_std_rolling_4 High_skew_rolling_4 High_max_rolling_4 \\\n", | |
| "68 0.273701 -1.030993 30.955000 \n", | |
| "69 0.224336 -0.647027 30.955000 \n", | |
| "70 0.238331 1.064809 30.955000 \n", | |
| "71 0.514723 -1.748594 30.672501 \n", | |
| "72 0.590471 -0.065175 30.452499 \n", | |
| "... ... ... ... \n", | |
| "6619 6.059681 -1.812729 308.809998 \n", | |
| "6620 10.632924 -0.659913 308.809998 \n", | |
| "6621 12.082035 0.322037 306.166656 \n", | |
| "6622 11.851313 -0.099319 295.623322 \n", | |
| "6623 7.700914 0.240825 285.576660 \n", | |
| "\n", | |
| " High_min_rolling_4 High_median_rolling_4 Low_mean_rolling_4 \\\n", | |
| "68 30.340000 30.772500 30.131875 \n", | |
| "69 30.452499 30.772500 30.195000 \n", | |
| "70 30.452499 30.562500 30.154376 \n", | |
| "71 29.517500 30.452499 29.806875 \n", | |
| "72 29.355000 29.985000 29.496250 \n", | |
| "... ... ... ... \n", | |
| "6619 295.623322 306.916656 292.191666 \n", | |
| "6620 285.576660 300.894989 284.501663 \n", | |
| "6621 278.433319 290.599991 272.780834 \n", | |
| "6622 267.493347 282.004990 258.272499 \n", | |
| "6623 267.493347 275.799988 253.671661 \n", | |
| "\n", | |
| " Low_std_rolling_4 Low_skew_rolling_4 Low_max_rolling_4 \\\n", | |
| "68 0.213399 0.530355 30.405001 \n", | |
| "69 0.151218 1.120939 30.405001 \n", | |
| "70 0.177862 1.371842 30.405001 \n", | |
| "71 0.531427 -1.919709 30.155001 \n", | |
| "72 0.686382 -0.045148 30.155001 \n", | |
| "... ... ... ... \n", | |
| "6619 9.454932 -1.153258 300.403320 \n", | |
| "6620 14.528203 -0.246670 300.403320 \n", | |
| "6621 16.234688 -0.101296 291.366669 \n", | |
| "6622 19.658760 -0.506867 279.203339 \n", | |
| "6623 14.640331 -1.203567 267.033325 \n", | |
| "\n", | |
| " Low_min_rolling_4 Low_median_rolling_4 High_mean_rolling_6 \\\n", | |
| "68 29.902500 30.110000 30.552917 \n", | |
| "69 30.045000 30.165000 30.599583 \n", | |
| "70 30.012501 30.100000 30.624166 \n", | |
| "71 29.014999 30.028750 30.487083 \n", | |
| "72 28.802500 29.513750 30.234166 \n", | |
| "... ... ... ... \n", | |
| "6619 279.203339 294.580002 303.868886 \n", | |
| "6620 267.033325 285.285004 300.578328 \n", | |
| "6621 253.520004 273.118332 297.046102 \n", | |
| "6622 233.333328 260.276665 290.350550 \n", | |
| "6623 233.333328 257.159996 284.409993 \n", | |
| "\n", | |
| " High_std_rolling_6 High_skew_rolling_6 High_max_rolling_6 \\\n", | |
| "68 0.325459 0.168935 30.955000 \n", | |
| "69 0.276376 0.275333 30.955000 \n", | |
| "70 0.250258 0.355497 30.955000 \n", | |
| "71 0.518528 -1.604189 30.955000 \n", | |
| "72 0.647089 -0.628943 30.955000 \n", | |
| "... ... ... ... \n", | |
| "6619 5.142155 -0.984845 308.809998 \n", | |
| "6620 8.941387 -1.011483 308.809998 \n", | |
| "6621 12.762273 -0.631437 308.809998 \n", | |
| "6622 16.161465 -0.238081 308.809998 \n", | |
| "6623 14.482806 0.516911 306.166656 \n", | |
| "\n", | |
| " High_min_rolling_6 High_median_rolling_6 Low_mean_rolling_6 \\\n", | |
| "68 30.172501 30.506250 29.992916 \n", | |
| "69 30.305000 30.562500 30.090833 \n", | |
| "70 30.340000 30.562500 30.115834 \n", | |
| "71 29.517500 30.562500 29.967917 \n", | |
| "72 29.355000 30.452499 29.739167 \n", | |
| "... ... ... ... \n", | |
| "6619 295.623322 305.743332 289.452779 \n", | |
| "6620 285.576660 302.896667 286.697220 \n", | |
| "6621 278.433319 300.894989 281.553332 \n", | |
| "6622 267.493347 290.599991 270.809998 \n", | |
| "6623 267.493347 282.004990 264.209442 \n", | |
| "\n", | |
| " Low_std_rolling_6 Low_skew_rolling_6 Low_max_rolling_6 \\\n", | |
| "68 0.287000 -0.048145 30.405001 \n", | |
| "69 0.199804 0.496012 30.405001 \n", | |
| "70 0.173123 0.767741 30.405001 \n", | |
| "71 0.486807 -1.991487 30.405001 \n", | |
| "72 0.661251 -0.814947 30.405001 \n", | |
| "... ... ... ... \n", | |
| "6619 8.468042 0.241799 300.403320 \n", | |
| "6620 12.497726 -0.613790 300.403320 \n", | |
| "6621 18.534195 -0.620976 300.403320 \n", | |
| "6622 24.845513 -0.443312 300.403320 \n", | |
| "6623 20.246131 -0.262949 291.366669 \n", | |
| "\n", | |
| " Low_min_rolling_6 Low_median_rolling_6 High_mean_rolling_8 \\\n", | |
| "68 29.567499 29.973750 30.284688 \n", | |
| "69 29.862499 30.100000 30.449375 \n", | |
| "70 29.902500 30.100000 30.527812 \n", | |
| "71 29.014999 30.100000 30.445937 \n", | |
| "72 28.802500 30.028750 30.327187 \n", | |
| "... ... ... ... \n", | |
| "6619 279.203339 287.875000 306.654999 \n", | |
| "6620 267.033325 287.875000 302.924164 \n", | |
| "6621 253.520004 285.285004 298.402912 \n", | |
| "6622 233.333328 273.118332 293.674580 \n", | |
| "6623 233.333328 263.916656 290.367077 \n", | |
| "\n", | |
| " High_std_rolling_8 High_skew_rolling_8 High_max_rolling_8 \\\n", | |
| "68 0.596944 -0.945052 30.955000 \n", | |
| "69 0.374890 -0.190964 30.955000 \n", | |
| "70 0.278963 0.513638 30.955000 \n", | |
| "71 0.444908 -1.261241 30.955000 \n", | |
| "72 0.590770 -0.919163 30.955000 \n", | |
| "... ... ... ... \n", | |
| "6619 6.749002 -0.312829 315.423340 \n", | |
| "6620 9.062503 -0.945353 314.603333 \n", | |
| "6621 11.178854 -1.005187 308.809998 \n", | |
| "6622 15.134943 -0.749583 308.809998 \n", | |
| "6623 16.479842 -0.141558 308.809998 \n", | |
| "\n", | |
| " High_min_rolling_8 High_median_rolling_8 Low_mean_rolling_8 \\\n", | |
| "68 29.135000 30.322500 29.683750 \n", | |
| "69 29.825001 30.396250 29.890937 \n", | |
| "70 30.172501 30.452499 30.015625 \n", | |
| "71 29.517500 30.452499 29.946563 \n", | |
| "72 29.355000 30.452499 29.814063 \n", | |
| "... ... ... ... \n", | |
| "6619 295.623322 306.916656 292.785416 \n", | |
| "6620 285.576660 305.743332 287.831249 \n", | |
| "6621 278.433319 302.473343 282.158751 \n", | |
| "6622 267.493347 297.625000 275.879581 \n", | |
| "6623 267.493347 290.599991 272.931664 \n", | |
| "\n", | |
| " Low_std_rolling_8 Low_skew_rolling_8 Low_max_rolling_8 \\\n", | |
| "68 0.636931 -1.041511 30.405001 \n", | |
| "69 0.432805 -1.233687 30.405001 \n", | |
| "70 0.249105 -0.359982 30.405001 \n", | |
| "71 0.413461 -1.860894 30.405001 \n", | |
| "72 0.580396 -1.199744 30.405001 \n", | |
| "... ... ... ... \n", | |
| "6619 9.675111 -0.087055 306.666656 \n", | |
| "6620 11.522559 -0.669967 300.403320 \n", | |
| "6621 15.705832 -0.800698 300.403320 \n", | |
| "6622 23.278525 -0.894656 300.403320 \n", | |
| "6623 23.539592 -0.420350 300.403320 \n", | |
| "\n", | |
| " Low_min_rolling_8 Low_median_rolling_8 log_return log_volume \\\n", | |
| "68 28.497499 29.882500 -0.004621 -0.126494 \n", | |
| "69 29.014999 29.973750 0.001157 -0.179845 \n", | |
| "70 29.567499 30.028750 -0.004056 0.024782 \n", | |
| "71 29.014999 30.028750 -0.032024 0.557132 \n", | |
| "72 28.802500 30.028750 -0.005668 -0.268208 \n", | |
| "... ... ... ... ... \n", | |
| "6619 279.203339 294.580002 -0.022351 0.216287 \n", | |
| "6620 267.033325 287.875000 -0.042246 0.195447 \n", | |
| "6621 253.520004 283.975006 -0.072548 0.134272 \n", | |
| "6622 233.333328 281.793335 0.046954 0.351081 \n", | |
| "6623 233.333328 273.118332 0.011300 -0.576035 \n", | |
| "\n", | |
| " log_return__co_embed2_dist_tau_d_expfit_meandiff__w=30_catch \\\n", | |
| "68 0.095161 \n", | |
| "69 0.095468 \n", | |
| "70 0.079102 \n", | |
| "71 0.069762 \n", | |
| "72 0.089185 \n", | |
| "... ... \n", | |
| "6619 0.098153 \n", | |
| "6620 0.098166 \n", | |
| "6621 0.097814 \n", | |
| "6622 0.094199 \n", | |
| "6623 0.089844 \n", | |
| "\n", | |
| " log_return__co_firstmin_ac__w=30_catch \\\n", | |
| "68 2.0 \n", | |
| "69 2.0 \n", | |
| "70 2.0 \n", | |
| "71 2.0 \n", | |
| "72 2.0 \n", | |
| "... ... \n", | |
| "6619 2.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__co_histogramami_even_2_5__w=30_catch \\\n", | |
| "68 0.244176 \n", | |
| "69 0.214961 \n", | |
| "70 0.232680 \n", | |
| "71 0.261533 \n", | |
| "72 0.265111 \n", | |
| "... ... \n", | |
| "6619 0.232905 \n", | |
| "6620 0.235336 \n", | |
| "6621 0.246009 \n", | |
| "6622 0.225208 \n", | |
| "6623 0.230762 \n", | |
| "\n", | |
| " log_return__co_f1ecac__w=30_catch \\\n", | |
| "68 0.569850 \n", | |
| "69 0.574485 \n", | |
| "70 0.567913 \n", | |
| "71 0.516105 \n", | |
| "72 0.550065 \n", | |
| "... ... \n", | |
| "6619 0.556793 \n", | |
| "6620 0.559354 \n", | |
| "6621 0.575685 \n", | |
| "6622 0.594008 \n", | |
| "6623 0.556260 \n", | |
| "\n", | |
| " log_return__co_trev_1_num__w=30_catch \\\n", | |
| "68 -0.480451 \n", | |
| "69 -0.472759 \n", | |
| "70 -0.428801 \n", | |
| "71 -0.461476 \n", | |
| "72 -1.298579 \n", | |
| "... ... \n", | |
| "6619 -0.494393 \n", | |
| "6620 -0.480247 \n", | |
| "6621 -0.610911 \n", | |
| "6622 -0.575053 \n", | |
| "6623 0.132107 \n", | |
| "\n", | |
| " log_return__dn_histogrammode_10__w=30_catch \\\n", | |
| "68 -0.567145 \n", | |
| "69 -0.544240 \n", | |
| "70 -0.552554 \n", | |
| "71 -0.604113 \n", | |
| "72 -0.596626 \n", | |
| "... ... \n", | |
| "6619 -0.349433 \n", | |
| "6620 -0.348902 \n", | |
| "6621 -0.342700 \n", | |
| "6622 -0.255517 \n", | |
| "6623 -0.279552 \n", | |
| "\n", | |
| " log_return__dn_histogrammode_5__w=30_catch \\\n", | |
| "68 -0.340642 \n", | |
| "69 -0.770317 \n", | |
| "70 -0.778916 \n", | |
| "71 -0.837640 \n", | |
| "72 -0.828493 \n", | |
| "... ... \n", | |
| "6619 -0.082217 \n", | |
| "6620 -0.081732 \n", | |
| "6621 -0.076549 \n", | |
| "6622 0.004405 \n", | |
| "6623 -0.026577 \n", | |
| "\n", | |
| " log_return__dn_outlierinclude_n_001_mdrmd__w=30_catch \\\n", | |
| "68 -0.100000 \n", | |
| "69 -0.166667 \n", | |
| "70 -0.233333 \n", | |
| "71 -0.300000 \n", | |
| "72 0.633333 \n", | |
| "... ... \n", | |
| "6619 -0.133333 \n", | |
| "6620 -0.066667 \n", | |
| "6621 -0.133333 \n", | |
| "6622 0.166667 \n", | |
| "6623 0.100000 \n", | |
| "\n", | |
| " log_return__dn_outlierinclude_p_001_mdrmd__w=30_catch \\\n", | |
| "68 0.433333 \n", | |
| "69 0.366667 \n", | |
| "70 0.300000 \n", | |
| "71 0.233333 \n", | |
| "72 0.166667 \n", | |
| "... ... \n", | |
| "6619 0.133333 \n", | |
| "6620 0.066667 \n", | |
| "6621 0.000000 \n", | |
| "6622 0.066667 \n", | |
| "6623 0.133333 \n", | |
| "\n", | |
| " log_return__fc_localsimple_mean1_tauresrat__w=30_catch \\\n", | |
| "68 1.0 \n", | |
| "69 1.0 \n", | |
| "70 1.0 \n", | |
| "71 1.0 \n", | |
| "72 1.0 \n", | |
| "... ... \n", | |
| "6619 1.0 \n", | |
| "6620 1.0 \n", | |
| "6621 1.0 \n", | |
| "6622 1.0 \n", | |
| "6623 1.0 \n", | |
| "\n", | |
| " log_return__fc_localsimple_mean3_stderr__w=30_catch \\\n", | |
| "68 1.189575 \n", | |
| "69 1.154024 \n", | |
| "70 1.103884 \n", | |
| "71 1.136336 \n", | |
| "72 1.166204 \n", | |
| "... ... \n", | |
| "6619 1.286030 \n", | |
| "6620 1.286934 \n", | |
| "6621 1.268502 \n", | |
| "6622 1.175494 \n", | |
| "6623 1.211264 \n", | |
| "\n", | |
| " log_return__in_automutualinfostats_40_gaussian_fmmi__w=30_catch \\\n", | |
| "68 3.0 \n", | |
| "69 3.0 \n", | |
| "70 3.0 \n", | |
| "71 3.0 \n", | |
| "72 3.0 \n", | |
| "... ... \n", | |
| "6619 2.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__md_hrv_classic_pnn40__w=30_catch \\\n", | |
| "68 1.000000 \n", | |
| "69 0.965517 \n", | |
| "70 0.965517 \n", | |
| "71 0.965517 \n", | |
| "72 0.965517 \n", | |
| "... ... \n", | |
| "6619 1.000000 \n", | |
| "6620 1.000000 \n", | |
| "6621 1.000000 \n", | |
| "6622 1.000000 \n", | |
| "6623 1.000000 \n", | |
| "\n", | |
| " log_return__pd_periodicitywang_th0_01__w=30_catch \\\n", | |
| "68 2.0 \n", | |
| "69 2.0 \n", | |
| "70 2.0 \n", | |
| "71 2.0 \n", | |
| "72 2.0 \n", | |
| "... ... \n", | |
| "6619 3.0 \n", | |
| "6620 3.0 \n", | |
| "6621 3.0 \n", | |
| "6622 3.0 \n", | |
| "6623 3.0 \n", | |
| "\n", | |
| " log_return__sb_binarystats_diff_longstretch0__w=30_catch \\\n", | |
| "68 3.0 \n", | |
| "69 3.0 \n", | |
| "70 3.0 \n", | |
| "71 3.0 \n", | |
| "72 3.0 \n", | |
| "... ... \n", | |
| "6619 4.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 4.0 \n", | |
| "6623 4.0 \n", | |
| "\n", | |
| " log_return__sb_binarystats_mean_longstretch1__w=30_catch \\\n", | |
| "68 4.0 \n", | |
| "69 4.0 \n", | |
| "70 4.0 \n", | |
| "71 4.0 \n", | |
| "72 4.0 \n", | |
| "... ... \n", | |
| "6619 4.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 4.0 \n", | |
| "6623 4.0 \n", | |
| "\n", | |
| " log_return__sb_motifthree_quantile_hh__w=30_catch \\\n", | |
| "68 2.157176 \n", | |
| "69 2.157176 \n", | |
| "70 2.136746 \n", | |
| "71 2.116316 \n", | |
| "72 2.136746 \n", | |
| "... ... \n", | |
| "6619 2.079612 \n", | |
| "6620 2.079612 \n", | |
| "6621 2.091330 \n", | |
| "6622 2.127416 \n", | |
| "6623 2.079612 \n", | |
| "\n", | |
| " log_return__sb_transitionmatrix_3ac_sumdiagcov__w=30_catch \\\n", | |
| "68 0.004360 \n", | |
| "69 0.004360 \n", | |
| "70 0.006738 \n", | |
| "71 0.009116 \n", | |
| "72 0.006738 \n", | |
| "... ... \n", | |
| "6619 0.012683 \n", | |
| "6620 0.012683 \n", | |
| "6621 0.011494 \n", | |
| "6622 0.006738 \n", | |
| "6623 0.012683 \n", | |
| "\n", | |
| " log_return__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=30_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=30_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sp_summaries_welch_rect_area_5_1__w=30_catch \\\n", | |
| "68 0.092229 \n", | |
| "69 0.104590 \n", | |
| "70 0.096154 \n", | |
| "71 0.067739 \n", | |
| "72 0.079195 \n", | |
| "... ... \n", | |
| "6619 0.047405 \n", | |
| "6620 0.049837 \n", | |
| "6621 0.054055 \n", | |
| "6622 0.059445 \n", | |
| "6623 0.047641 \n", | |
| "\n", | |
| " log_return__sp_summaries_welch_rect_centroid__w=30_catch \\\n", | |
| "68 1.767146 \n", | |
| "69 1.767146 \n", | |
| "70 1.767146 \n", | |
| "71 1.963495 \n", | |
| "72 1.767146 \n", | |
| "... ... \n", | |
| "6619 1.767146 \n", | |
| "6620 1.767146 \n", | |
| "6621 1.767146 \n", | |
| "6622 1.767146 \n", | |
| "6623 1.767146 \n", | |
| "\n", | |
| " log_volume__co_embed2_dist_tau_d_expfit_meandiff__w=30_catch \\\n", | |
| "68 0.122753 \n", | |
| "69 0.122818 \n", | |
| "70 0.106804 \n", | |
| "71 0.147533 \n", | |
| "72 0.148080 \n", | |
| "... ... \n", | |
| "6619 0.095840 \n", | |
| "6620 0.094481 \n", | |
| "6621 0.077613 \n", | |
| "6622 0.075907 \n", | |
| "6623 0.092173 \n", | |
| "\n", | |
| " log_volume__co_firstmin_ac__w=30_catch \\\n", | |
| "68 1.0 \n", | |
| "69 1.0 \n", | |
| "70 1.0 \n", | |
| "71 1.0 \n", | |
| "72 1.0 \n", | |
| "... ... \n", | |
| "6619 2.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_volume__co_histogramami_even_2_5__w=30_catch \\\n", | |
| "68 0.296343 \n", | |
| "69 0.296343 \n", | |
| "70 0.318965 \n", | |
| "71 0.318965 \n", | |
| "72 0.280127 \n", | |
| "... ... \n", | |
| "6619 0.343197 \n", | |
| "6620 0.364532 \n", | |
| "6621 0.354693 \n", | |
| "6622 0.350217 \n", | |
| "6623 0.316679 \n", | |
| "\n", | |
| " log_volume__co_f1ecac__w=30_catch \\\n", | |
| "68 0.514873 \n", | |
| "69 0.501089 \n", | |
| "70 0.507912 \n", | |
| "71 0.511102 \n", | |
| "72 0.532618 \n", | |
| "... ... \n", | |
| "6619 0.602674 \n", | |
| "6620 0.613450 \n", | |
| "6621 0.633729 \n", | |
| "6622 0.655783 \n", | |
| "6623 0.711029 \n", | |
| "\n", | |
| " log_volume__co_trev_1_num__w=30_catch \\\n", | |
| "68 0.630505 \n", | |
| "69 0.705963 \n", | |
| "70 0.712556 \n", | |
| "71 0.574399 \n", | |
| "72 0.934085 \n", | |
| "... ... \n", | |
| "6619 -1.014913 \n", | |
| "6620 -0.955248 \n", | |
| "6621 -0.934084 \n", | |
| "6622 -0.739176 \n", | |
| "6623 -1.185135 \n", | |
| "\n", | |
| " log_volume__dn_histogrammode_10__w=30_catch \\\n", | |
| "68 -0.332749 \n", | |
| "69 -0.279664 \n", | |
| "70 -0.240025 \n", | |
| "71 -0.253355 \n", | |
| "72 -0.167130 \n", | |
| "... ... \n", | |
| "6619 0.692150 \n", | |
| "6620 0.065480 \n", | |
| "6621 0.027201 \n", | |
| "6622 0.617197 \n", | |
| "6623 0.521897 \n", | |
| "\n", | |
| " log_volume__dn_histogrammode_5__w=30_catch \\\n", | |
| "68 -0.129058 \n", | |
| "69 -0.070467 \n", | |
| "70 -0.031539 \n", | |
| "71 -0.044767 \n", | |
| "72 0.042184 \n", | |
| "... ... \n", | |
| "6619 0.080088 \n", | |
| "6620 -0.338097 \n", | |
| "6621 0.027201 \n", | |
| "6622 0.020467 \n", | |
| "6623 0.322854 \n", | |
| "\n", | |
| " log_volume__dn_outlierinclude_n_001_mdrmd__w=30_catch \\\n", | |
| "68 0.466667 \n", | |
| "69 0.400000 \n", | |
| "70 0.333333 \n", | |
| "71 0.266667 \n", | |
| "72 0.200000 \n", | |
| "... ... \n", | |
| "6619 0.133333 \n", | |
| "6620 0.066667 \n", | |
| "6621 0.000000 \n", | |
| "6622 -0.066667 \n", | |
| "6623 -0.066667 \n", | |
| "\n", | |
| " log_volume__dn_outlierinclude_p_001_mdrmd__w=30_catch \\\n", | |
| "68 0.133333 \n", | |
| "69 0.200000 \n", | |
| "70 0.133333 \n", | |
| "71 0.066667 \n", | |
| "72 0.233333 \n", | |
| "... ... \n", | |
| "6619 -0.200000 \n", | |
| "6620 -0.166667 \n", | |
| "6621 -0.200000 \n", | |
| "6622 -0.233333 \n", | |
| "6623 -0.266667 \n", | |
| "\n", | |
| " log_volume__fc_localsimple_mean1_tauresrat__w=30_catch \\\n", | |
| "68 1.0 \n", | |
| "69 1.0 \n", | |
| "70 1.0 \n", | |
| "71 1.0 \n", | |
| "72 1.0 \n", | |
| "... ... \n", | |
| "6619 1.0 \n", | |
| "6620 1.0 \n", | |
| "6621 0.5 \n", | |
| "6622 0.5 \n", | |
| "6623 0.5 \n", | |
| "\n", | |
| " log_volume__fc_localsimple_mean3_stderr__w=30_catch \\\n", | |
| "68 1.221689 \n", | |
| "69 1.244295 \n", | |
| "70 1.242631 \n", | |
| "71 1.246326 \n", | |
| "72 1.269305 \n", | |
| "... ... \n", | |
| "6619 1.292727 \n", | |
| "6620 1.259527 \n", | |
| "6621 1.219930 \n", | |
| "6622 1.210666 \n", | |
| "6623 1.189032 \n", | |
| "\n", | |
| " log_volume__in_automutualinfostats_40_gaussian_fmmi__w=30_catch \\\n", | |
| "68 1.0 \n", | |
| "69 1.0 \n", | |
| "70 1.0 \n", | |
| "71 1.0 \n", | |
| "72 1.0 \n", | |
| "... ... \n", | |
| "6619 3.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_volume__md_hrv_classic_pnn40__w=30_catch \\\n", | |
| "68 1.000000 \n", | |
| "69 1.000000 \n", | |
| "70 1.000000 \n", | |
| "71 1.000000 \n", | |
| "72 1.000000 \n", | |
| "... ... \n", | |
| "6619 0.896552 \n", | |
| "6620 0.896552 \n", | |
| "6621 0.896552 \n", | |
| "6622 0.896552 \n", | |
| "6623 0.896552 \n", | |
| "\n", | |
| " log_volume__pd_periodicitywang_th0_01__w=30_catch \\\n", | |
| "68 4.0 \n", | |
| "69 4.0 \n", | |
| "70 4.0 \n", | |
| "71 3.0 \n", | |
| "72 4.0 \n", | |
| "... ... \n", | |
| "6619 5.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 5.0 \n", | |
| "6623 5.0 \n", | |
| "\n", | |
| " log_volume__sb_binarystats_diff_longstretch0__w=30_catch \\\n", | |
| "68 3.0 \n", | |
| "69 3.0 \n", | |
| "70 3.0 \n", | |
| "71 4.0 \n", | |
| "72 4.0 \n", | |
| "... ... \n", | |
| "6619 4.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 4.0 \n", | |
| "6623 4.0 \n", | |
| "\n", | |
| " log_volume__sb_binarystats_mean_longstretch1__w=30_catch \\\n", | |
| "68 5.0 \n", | |
| "69 6.0 \n", | |
| "70 6.0 \n", | |
| "71 6.0 \n", | |
| "72 6.0 \n", | |
| "... ... \n", | |
| "6619 4.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 4.0 \n", | |
| "6623 4.0 \n", | |
| "\n", | |
| " log_volume__sb_motifthree_quantile_hh__w=30_catch \\\n", | |
| "68 2.070900 \n", | |
| "69 2.106986 \n", | |
| "70 2.165889 \n", | |
| "71 2.145459 \n", | |
| "72 2.127416 \n", | |
| "... ... \n", | |
| "6619 2.165889 \n", | |
| "6620 2.165889 \n", | |
| "6621 2.154171 \n", | |
| "6622 2.154171 \n", | |
| "6623 2.127416 \n", | |
| "\n", | |
| " log_volume__sb_transitionmatrix_3ac_sumdiagcov__w=30_catch \\\n", | |
| "68 0.013872 \n", | |
| "69 0.009116 \n", | |
| "70 0.003171 \n", | |
| "71 0.005549 \n", | |
| "72 0.006738 \n", | |
| "... ... \n", | |
| "6619 0.003171 \n", | |
| "6620 0.003171 \n", | |
| "6621 0.045918 \n", | |
| "6622 0.035714 \n", | |
| "6623 0.035714 \n", | |
| "\n", | |
| " log_volume__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=30_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=30_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sp_summaries_welch_rect_area_5_1__w=30_catch \\\n", | |
| "68 0.083112 \n", | |
| "69 0.068988 \n", | |
| "70 0.068875 \n", | |
| "71 0.070950 \n", | |
| "72 0.067448 \n", | |
| "... ... \n", | |
| "6619 0.052942 \n", | |
| "6620 0.058035 \n", | |
| "6621 0.059494 \n", | |
| "6622 0.063137 \n", | |
| "6623 0.096202 \n", | |
| "\n", | |
| " log_volume__sp_summaries_welch_rect_centroid__w=30_catch \\\n", | |
| "68 1.767146 \n", | |
| "69 1.767146 \n", | |
| "70 1.767146 \n", | |
| "71 1.767146 \n", | |
| "72 1.767146 \n", | |
| "... ... \n", | |
| "6619 1.374447 \n", | |
| "6620 1.374447 \n", | |
| "6621 1.374447 \n", | |
| "6622 1.374447 \n", | |
| "6623 1.374447 \n", | |
| "\n", | |
| " log_return__co_embed2_dist_tau_d_expfit_meandiff__w=7_catch \\\n", | |
| "68 0.299197 \n", | |
| "69 0.317793 \n", | |
| "70 0.261495 \n", | |
| "71 0.264484 \n", | |
| "72 0.170823 \n", | |
| "... ... \n", | |
| "6619 0.266694 \n", | |
| "6620 0.269532 \n", | |
| "6621 0.259763 \n", | |
| "6622 0.183356 \n", | |
| "6623 0.308423 \n", | |
| "\n", | |
| " log_return__co_firstmin_ac__w=7_catch \\\n", | |
| "68 2.0 \n", | |
| "69 2.0 \n", | |
| "70 2.0 \n", | |
| "71 2.0 \n", | |
| "72 2.0 \n", | |
| "... ... \n", | |
| "6619 2.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__co_histogramami_even_2_5__w=7_catch \\\n", | |
| "68 0.777661 \n", | |
| "69 0.673012 \n", | |
| "70 0.395753 \n", | |
| "71 0.673012 \n", | |
| "72 1.054920 \n", | |
| "... ... \n", | |
| "6619 1.332179 \n", | |
| "6620 1.609438 \n", | |
| "6621 1.054920 \n", | |
| "6622 0.777661 \n", | |
| "6623 1.054920 \n", | |
| "\n", | |
| " log_return__co_f1ecac__w=7_catch log_return__co_trev_1_num__w=7_catch \\\n", | |
| "68 0.480637 2.549341 \n", | |
| "69 0.664897 -0.923284 \n", | |
| "70 0.513450 0.114906 \n", | |
| "71 0.613279 1.844260 \n", | |
| "72 0.766199 -1.268410 \n", | |
| "... ... ... \n", | |
| "6619 0.719998 0.008043 \n", | |
| "6620 0.843579 0.292701 \n", | |
| "6621 0.795123 0.268400 \n", | |
| "6622 1.108849 -0.516886 \n", | |
| "6623 0.597968 2.082936 \n", | |
| "\n", | |
| " log_return__dn_histogrammode_10__w=7_catch \\\n", | |
| "68 -0.834786 \n", | |
| "69 -0.861110 \n", | |
| "70 -0.005385 \n", | |
| "71 -0.671667 \n", | |
| "72 0.342343 \n", | |
| "... ... \n", | |
| "6619 -0.221599 \n", | |
| "6620 -0.647848 \n", | |
| "6621 -0.847711 \n", | |
| "6622 0.008382 \n", | |
| "6623 1.209102 \n", | |
| "\n", | |
| " log_return__dn_histogrammode_5__w=7_catch \\\n", | |
| "68 -0.691156 \n", | |
| "69 -0.715483 \n", | |
| "70 -0.005385 \n", | |
| "71 -0.800892 \n", | |
| "72 0.189664 \n", | |
| "... ... \n", | |
| "6619 -0.086716 \n", | |
| "6620 -0.511007 \n", | |
| "6621 -0.715166 \n", | |
| "6622 -0.421676 \n", | |
| "6623 0.051144 \n", | |
| "\n", | |
| " log_return__dn_outlierinclude_n_001_mdrmd__w=7_catch \\\n", | |
| "68 0.142857 \n", | |
| "69 0.714286 \n", | |
| "70 0.428571 \n", | |
| "71 0.285714 \n", | |
| "72 0.428571 \n", | |
| "... ... \n", | |
| "6619 -0.142857 \n", | |
| "6620 0.142857 \n", | |
| "6621 0.428571 \n", | |
| "6622 0.714286 \n", | |
| "6623 0.357143 \n", | |
| "\n", | |
| " log_return__dn_outlierinclude_p_001_mdrmd__w=7_catch \\\n", | |
| "68 0.142857 \n", | |
| "69 -0.142857 \n", | |
| "70 -0.142857 \n", | |
| "71 -0.285714 \n", | |
| "72 -0.571429 \n", | |
| "... ... \n", | |
| "6619 0.285714 \n", | |
| "6620 0.000000 \n", | |
| "6621 -0.285714 \n", | |
| "6622 -0.428571 \n", | |
| "6623 0.142857 \n", | |
| "\n", | |
| " log_return__fc_localsimple_mean1_tauresrat__w=7_catch \\\n", | |
| "68 1.0 \n", | |
| "69 0.5 \n", | |
| "70 1.0 \n", | |
| "71 1.0 \n", | |
| "72 0.5 \n", | |
| "... ... \n", | |
| "6619 1.0 \n", | |
| "6620 1.0 \n", | |
| "6621 1.0 \n", | |
| "6622 0.5 \n", | |
| "6623 1.0 \n", | |
| "\n", | |
| " log_return__fc_localsimple_mean3_stderr__w=7_catch \\\n", | |
| "68 0.756944 \n", | |
| "69 0.501012 \n", | |
| "70 0.931942 \n", | |
| "71 0.698654 \n", | |
| "72 0.912410 \n", | |
| "... ... \n", | |
| "6619 1.673149 \n", | |
| "6620 1.615362 \n", | |
| "6621 0.793878 \n", | |
| "6622 0.611061 \n", | |
| "6623 1.220217 \n", | |
| "\n", | |
| " log_return__in_automutualinfostats_40_gaussian_fmmi__w=7_catch \\\n", | |
| "68 4.0 \n", | |
| "69 2.0 \n", | |
| "70 2.0 \n", | |
| "71 2.0 \n", | |
| "72 1.0 \n", | |
| "... ... \n", | |
| "6619 2.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 1.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__md_hrv_classic_pnn40__w=7_catch \\\n", | |
| "68 1.000000 \n", | |
| "69 0.833333 \n", | |
| "70 0.833333 \n", | |
| "71 0.833333 \n", | |
| "72 0.833333 \n", | |
| "... ... \n", | |
| "6619 1.000000 \n", | |
| "6620 1.000000 \n", | |
| "6621 1.000000 \n", | |
| "6622 1.000000 \n", | |
| "6623 1.000000 \n", | |
| "\n", | |
| " log_return__pd_periodicitywang_th0_01__w=7_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sb_binarystats_diff_longstretch0__w=7_catch \\\n", | |
| "68 3.0 \n", | |
| "69 3.0 \n", | |
| "70 3.0 \n", | |
| "71 3.0 \n", | |
| "72 2.0 \n", | |
| "... ... \n", | |
| "6619 2.0 \n", | |
| "6620 3.0 \n", | |
| "6621 3.0 \n", | |
| "6622 3.0 \n", | |
| "6623 3.0 \n", | |
| "\n", | |
| " log_return__sb_binarystats_mean_longstretch1__w=7_catch \\\n", | |
| "68 3.0 \n", | |
| "69 3.0 \n", | |
| "70 3.0 \n", | |
| "71 3.0 \n", | |
| "72 2.0 \n", | |
| "... ... \n", | |
| "6619 3.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 3.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__sb_motifthree_quantile_hh__w=7_catch \\\n", | |
| "68 1.329661 \n", | |
| "69 1.329661 \n", | |
| "70 1.791759 \n", | |
| "71 1.560710 \n", | |
| "72 1.560710 \n", | |
| "... ... \n", | |
| "6619 1.560710 \n", | |
| "6620 1.560710 \n", | |
| "6621 1.791759 \n", | |
| "6622 1.560710 \n", | |
| "6623 1.560710 \n", | |
| "\n", | |
| " log_return__sb_transitionmatrix_3ac_sumdiagcov__w=7_catch \\\n", | |
| "68 0.074074 \n", | |
| "69 0.074074 \n", | |
| "70 0.027778 \n", | |
| "71 0.046296 \n", | |
| "72 0.074074 \n", | |
| "... ... \n", | |
| "6619 0.111111 \n", | |
| "6620 0.074074 \n", | |
| "6621 0.111111 \n", | |
| "6622 0.074074 \n", | |
| "6623 0.046296 \n", | |
| "\n", | |
| " log_return__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=7_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=7_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sp_summaries_welch_rect_area_5_1__w=7_catch \\\n", | |
| "68 3.521700e-33 \n", | |
| "69 0.000000e+00 \n", | |
| "70 0.000000e+00 \n", | |
| "71 1.980957e-33 \n", | |
| "72 8.804251e-34 \n", | |
| "... ... \n", | |
| "6619 1.375664e-33 \n", | |
| "6620 1.375664e-33 \n", | |
| "6621 8.804251e-34 \n", | |
| "6622 2.201063e-34 \n", | |
| "6623 8.804251e-34 \n", | |
| "\n", | |
| " log_return__sp_summaries_welch_rect_centroid__w=7_catch \\\n", | |
| "68 2.356194 \n", | |
| "69 1.570796 \n", | |
| "70 1.570796 \n", | |
| "71 1.570796 \n", | |
| "72 1.570796 \n", | |
| "... ... \n", | |
| "6619 1.570796 \n", | |
| "6620 1.570796 \n", | |
| "6621 1.570796 \n", | |
| "6622 0.785398 \n", | |
| "6623 2.356194 \n", | |
| "\n", | |
| " log_volume__co_embed2_dist_tau_d_expfit_meandiff__w=7_catch \\\n", | |
| "68 0.314143 \n", | |
| "69 0.306827 \n", | |
| "70 0.300086 \n", | |
| "71 0.334889 \n", | |
| "72 0.266615 \n", | |
| "... ... \n", | |
| "6619 0.220995 \n", | |
| "6620 0.189978 \n", | |
| "6621 0.201281 \n", | |
| "6622 0.102434 \n", | |
| "6623 0.178820 \n", | |
| "\n", | |
| " log_volume__co_firstmin_ac__w=7_catch \\\n", | |
| "68 1.0 \n", | |
| "69 1.0 \n", | |
| "70 1.0 \n", | |
| "71 1.0 \n", | |
| "72 2.0 \n", | |
| "... ... \n", | |
| "6619 3.0 \n", | |
| "6620 3.0 \n", | |
| "6621 3.0 \n", | |
| "6622 4.0 \n", | |
| "6623 7.0 \n", | |
| "\n", | |
| " log_volume__co_histogramami_even_2_5__w=7_catch \\\n", | |
| "68 0.777661 \n", | |
| "69 0.673012 \n", | |
| "70 0.777661 \n", | |
| "71 0.777661 \n", | |
| "72 0.777661 \n", | |
| "... ... \n", | |
| "6619 0.673012 \n", | |
| "6620 0.291103 \n", | |
| "6621 0.395753 \n", | |
| "6622 0.395753 \n", | |
| "6623 0.500402 \n", | |
| "\n", | |
| " log_volume__co_f1ecac__w=7_catch log_volume__co_trev_1_num__w=7_catch \\\n", | |
| "68 0.450078 0.551313 \n", | |
| "69 0.426250 0.540610 \n", | |
| "70 0.485318 3.344358 \n", | |
| "71 0.439386 4.729709 \n", | |
| "72 0.533983 2.637069 \n", | |
| "... ... ... \n", | |
| "6619 0.989436 -1.020333 \n", | |
| "6620 0.997755 -0.911989 \n", | |
| "6621 1.018607 -1.017264 \n", | |
| "6622 1.550838 0.316151 \n", | |
| "6623 1.095155 0.513473 \n", | |
| "\n", | |
| " log_volume__dn_histogrammode_10__w=7_catch \\\n", | |
| "68 -0.636531 \n", | |
| "69 -0.560419 \n", | |
| "70 -0.419124 \n", | |
| "71 0.244540 \n", | |
| "72 -0.030272 \n", | |
| "... ... \n", | |
| "6619 -0.972822 \n", | |
| "6620 -0.027046 \n", | |
| "6621 0.937631 \n", | |
| "6622 -0.008053 \n", | |
| "6623 0.665110 \n", | |
| "\n", | |
| " log_volume__dn_histogrammode_5__w=7_catch \\\n", | |
| "68 -0.088103 \n", | |
| "69 -0.006693 \n", | |
| "70 0.184533 \n", | |
| "71 0.079263 \n", | |
| "72 -0.178985 \n", | |
| "... ... \n", | |
| "6619 -0.850018 \n", | |
| "6620 -0.027046 \n", | |
| "6621 -0.049980 \n", | |
| "6622 -0.920174 \n", | |
| "6623 -0.226934 \n", | |
| "\n", | |
| " log_volume__dn_outlierinclude_n_001_mdrmd__w=7_catch \\\n", | |
| "68 0.142857 \n", | |
| "69 -0.142857 \n", | |
| "70 -0.428571 \n", | |
| "71 0.428571 \n", | |
| "72 0.142857 \n", | |
| "... ... \n", | |
| "6619 0.428571 \n", | |
| "6620 0.142857 \n", | |
| "6621 -0.142857 \n", | |
| "6622 -0.428571 \n", | |
| "6623 -0.571429 \n", | |
| "\n", | |
| " log_volume__dn_outlierinclude_p_001_mdrmd__w=7_catch \\\n", | |
| "68 0.142857 \n", | |
| "69 -0.142857 \n", | |
| "70 0.142857 \n", | |
| "71 0.142857 \n", | |
| "72 0.285714 \n", | |
| "... ... \n", | |
| "6619 -0.285714 \n", | |
| "6620 -0.428571 \n", | |
| "6621 0.714286 \n", | |
| "6622 0.571429 \n", | |
| "6623 0.428571 \n", | |
| "\n", | |
| " log_volume__fc_localsimple_mean1_tauresrat__w=7_catch \\\n", | |
| "68 1.000000 \n", | |
| "69 1.000000 \n", | |
| "70 1.000000 \n", | |
| "71 1.000000 \n", | |
| "72 1.000000 \n", | |
| "... ... \n", | |
| "6619 1.000000 \n", | |
| "6620 1.000000 \n", | |
| "6621 1.000000 \n", | |
| "6622 0.666667 \n", | |
| "6623 0.333333 \n", | |
| "\n", | |
| " log_volume__fc_localsimple_mean3_stderr__w=7_catch \\\n", | |
| "68 1.308474 \n", | |
| "69 1.363292 \n", | |
| "70 1.421991 \n", | |
| "71 0.697898 \n", | |
| "72 1.187704 \n", | |
| "... ... \n", | |
| "6619 1.460030 \n", | |
| "6620 1.381918 \n", | |
| "6621 0.862023 \n", | |
| "6622 0.800823 \n", | |
| "6623 0.699394 \n", | |
| "\n", | |
| " log_volume__in_automutualinfostats_40_gaussian_fmmi__w=7_catch \\\n", | |
| "68 1.0 \n", | |
| "69 1.0 \n", | |
| "70 1.0 \n", | |
| "71 2.0 \n", | |
| "72 2.0 \n", | |
| "... ... \n", | |
| "6619 4.0 \n", | |
| "6620 4.0 \n", | |
| "6621 1.0 \n", | |
| "6622 2.0 \n", | |
| "6623 1.0 \n", | |
| "\n", | |
| " log_volume__md_hrv_classic_pnn40__w=7_catch \\\n", | |
| "68 1.000000 \n", | |
| "69 1.000000 \n", | |
| "70 1.000000 \n", | |
| "71 1.000000 \n", | |
| "72 1.000000 \n", | |
| "... ... \n", | |
| "6619 0.833333 \n", | |
| "6620 0.833333 \n", | |
| "6621 0.833333 \n", | |
| "6622 0.833333 \n", | |
| "6623 1.000000 \n", | |
| "\n", | |
| " log_volume__pd_periodicitywang_th0_01__w=7_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sb_binarystats_diff_longstretch0__w=7_catch \\\n", | |
| "68 2.0 \n", | |
| "69 2.0 \n", | |
| "70 3.0 \n", | |
| "71 4.0 \n", | |
| "72 4.0 \n", | |
| "... ... \n", | |
| "6619 4.0 \n", | |
| "6620 3.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 3.0 \n", | |
| "\n", | |
| " log_volume__sb_binarystats_mean_longstretch1__w=7_catch \\\n", | |
| "68 2.0 \n", | |
| "69 2.0 \n", | |
| "70 3.0 \n", | |
| "71 3.0 \n", | |
| "72 2.0 \n", | |
| "... ... \n", | |
| "6619 3.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 3.0 \n", | |
| "6623 3.0 \n", | |
| "\n", | |
| " log_volume__sb_motifthree_quantile_hh__w=7_catch \\\n", | |
| "68 1.791759 \n", | |
| "69 1.791759 \n", | |
| "70 1.791759 \n", | |
| "71 1.329661 \n", | |
| "72 1.791759 \n", | |
| "... ... \n", | |
| "6619 1.791759 \n", | |
| "6620 1.791759 \n", | |
| "6621 1.791759 \n", | |
| "6622 1.791759 \n", | |
| "6623 1.560710 \n", | |
| "\n", | |
| " log_volume__sb_transitionmatrix_3ac_sumdiagcov__w=7_catch \\\n", | |
| "68 0.027778 \n", | |
| "69 0.018519 \n", | |
| "70 0.018519 \n", | |
| "71 0.083333 \n", | |
| "72 0.018519 \n", | |
| "... ... \n", | |
| "6619 0.111111 \n", | |
| "6620 0.074074 \n", | |
| "6621 0.111111 \n", | |
| "6622 0.166667 \n", | |
| "6623 0.166667 \n", | |
| "\n", | |
| " log_volume__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=7_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=7_catch \\\n", | |
| "68 0.0 \n", | |
| "69 0.0 \n", | |
| "70 0.0 \n", | |
| "71 0.0 \n", | |
| "72 0.0 \n", | |
| "... ... \n", | |
| "6619 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sp_summaries_welch_rect_area_5_1__w=7_catch \\\n", | |
| "68 0.000000e+00 \n", | |
| "69 3.521700e-33 \n", | |
| "70 3.521700e-33 \n", | |
| "71 8.804251e-34 \n", | |
| "72 2.201063e-34 \n", | |
| "... ... \n", | |
| "6619 8.804251e-34 \n", | |
| "6620 0.000000e+00 \n", | |
| "6621 2.201063e-34 \n", | |
| "6622 1.980957e-33 \n", | |
| "6623 1.980957e-33 \n", | |
| "\n", | |
| " log_volume__sp_summaries_welch_rect_centroid__w=7_catch \n", | |
| "68 2.356194 \n", | |
| "69 2.356194 \n", | |
| "70 2.356194 \n", | |
| "71 2.356194 \n", | |
| "72 1.570796 \n", | |
| "... ... \n", | |
| "6619 0.785398 \n", | |
| "6620 0.785398 \n", | |
| "6621 0.785398 \n", | |
| "6622 0.785398 \n", | |
| "6623 0.785398 \n", | |
| "\n", | |
| "[6304 rows x 159 columns]" | |
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| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>Date</th>\n", | |
| " <th>Ticker</th>\n", | |
| " <th>Adj Close</th>\n", | |
| " <th>Close</th>\n", | |
| " <th>High</th>\n", | |
| " <th>Low</th>\n", | |
| " <th>Open</th>\n", | |
| " <th>Volume</th>\n", | |
| " <th>date_old</th>\n", | |
| " <th>DCL_20_20</th>\n", | |
| " <th>DCM_20_20</th>\n", | |
| " <th>DCU_20_20</th>\n", | |
| " <th>BBL_5_2.0</th>\n", | |
| " <th>BBM_5_2.0</th>\n", | |
| " <th>BBU_5_2.0</th>\n", | |
| " <th>BBB_5_2.0</th>\n", | |
| " <th>BBP_5_2.0</th>\n", | |
| " <th>SMA_10</th>\n", | |
| " <th>MACD_12_26_9</th>\n", | |
| " <th>MACDh_12_26_9</th>\n", | |
| " <th>MACDs_12_26_9</th>\n", | |
| " <th>High_mean_rolling_3</th>\n", | |
| " <th>High_std_rolling_3</th>\n", | |
| " <th>High_skew_rolling_3</th>\n", | |
| " <th>High_max_rolling_3</th>\n", | |
| " <th>High_min_rolling_3</th>\n", | |
| " <th>High_median_rolling_3</th>\n", | |
| " <th>Low_mean_rolling_3</th>\n", | |
| " <th>Low_std_rolling_3</th>\n", | |
| " <th>Low_skew_rolling_3</th>\n", | |
| " <th>Low_max_rolling_3</th>\n", | |
| " <th>Low_min_rolling_3</th>\n", | |
| " <th>Low_median_rolling_3</th>\n", | |
| " <th>High_mean_rolling_4</th>\n", | |
| " <th>High_std_rolling_4</th>\n", | |
| " <th>High_skew_rolling_4</th>\n", | |
| " <th>High_max_rolling_4</th>\n", | |
| " <th>High_min_rolling_4</th>\n", | |
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| " <th>Low_std_rolling_4</th>\n", | |
| " <th>Low_skew_rolling_4</th>\n", | |
| " <th>Low_max_rolling_4</th>\n", | |
| " <th>Low_min_rolling_4</th>\n", | |
| " <th>Low_median_rolling_4</th>\n", | |
| " <th>High_mean_rolling_6</th>\n", | |
| " <th>High_std_rolling_6</th>\n", | |
| " <th>High_skew_rolling_6</th>\n", | |
| " <th>High_max_rolling_6</th>\n", | |
| " <th>High_min_rolling_6</th>\n", | |
| " <th>High_median_rolling_6</th>\n", | |
| " <th>Low_mean_rolling_6</th>\n", | |
| " <th>Low_std_rolling_6</th>\n", | |
| " <th>Low_skew_rolling_6</th>\n", | |
| " <th>Low_max_rolling_6</th>\n", | |
| " <th>Low_min_rolling_6</th>\n", | |
| " <th>Low_median_rolling_6</th>\n", | |
| " <th>High_mean_rolling_8</th>\n", | |
| " <th>High_std_rolling_8</th>\n", | |
| " <th>High_skew_rolling_8</th>\n", | |
| " <th>High_max_rolling_8</th>\n", | |
| " <th>High_min_rolling_8</th>\n", | |
| " <th>High_median_rolling_8</th>\n", | |
| " <th>Low_mean_rolling_8</th>\n", | |
| " <th>Low_std_rolling_8</th>\n", | |
| " <th>Low_skew_rolling_8</th>\n", | |
| " <th>Low_max_rolling_8</th>\n", | |
| " <th>Low_min_rolling_8</th>\n", | |
| " <th>Low_median_rolling_8</th>\n", | |
| " <th>log_return</th>\n", | |
| " <th>log_volume</th>\n", | |
| " <th>log_return__co_embed2_dist_tau_d_expfit_meandiff__w=30_catch</th>\n", | |
| " <th>log_return__co_firstmin_ac__w=30_catch</th>\n", | |
| " <th>log_return__co_histogramami_even_2_5__w=30_catch</th>\n", | |
| " <th>log_return__co_f1ecac__w=30_catch</th>\n", | |
| " <th>log_return__co_trev_1_num__w=30_catch</th>\n", | |
| " <th>log_return__dn_histogrammode_10__w=30_catch</th>\n", | |
| " <th>log_return__dn_histogrammode_5__w=30_catch</th>\n", | |
| " <th>log_return__dn_outlierinclude_n_001_mdrmd__w=30_catch</th>\n", | |
| " <th>log_return__dn_outlierinclude_p_001_mdrmd__w=30_catch</th>\n", | |
| " <th>log_return__fc_localsimple_mean1_tauresrat__w=30_catch</th>\n", | |
| " <th>log_return__fc_localsimple_mean3_stderr__w=30_catch</th>\n", | |
| " <th>log_return__in_automutualinfostats_40_gaussian_fmmi__w=30_catch</th>\n", | |
| " <th>log_return__md_hrv_classic_pnn40__w=30_catch</th>\n", | |
| " <th>log_return__pd_periodicitywang_th0_01__w=30_catch</th>\n", | |
| " <th>log_return__sb_binarystats_diff_longstretch0__w=30_catch</th>\n", | |
| " <th>log_return__sb_binarystats_mean_longstretch1__w=30_catch</th>\n", | |
| " <th>log_return__sb_motifthree_quantile_hh__w=30_catch</th>\n", | |
| " <th>log_return__sb_transitionmatrix_3ac_sumdiagcov__w=30_catch</th>\n", | |
| " <th>log_return__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=30_catch</th>\n", | |
| " <th>log_return__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=30_catch</th>\n", | |
| " <th>log_return__sp_summaries_welch_rect_area_5_1__w=30_catch</th>\n", | |
| " <th>log_return__sp_summaries_welch_rect_centroid__w=30_catch</th>\n", | |
| " <th>log_volume__co_embed2_dist_tau_d_expfit_meandiff__w=30_catch</th>\n", | |
| " <th>log_volume__co_firstmin_ac__w=30_catch</th>\n", | |
| " <th>log_volume__co_histogramami_even_2_5__w=30_catch</th>\n", | |
| " <th>log_volume__co_f1ecac__w=30_catch</th>\n", | |
| " <th>log_volume__co_trev_1_num__w=30_catch</th>\n", | |
| " <th>log_volume__dn_histogrammode_10__w=30_catch</th>\n", | |
| " <th>log_volume__dn_histogrammode_5__w=30_catch</th>\n", | |
| " <th>log_volume__dn_outlierinclude_n_001_mdrmd__w=30_catch</th>\n", | |
| " <th>log_volume__dn_outlierinclude_p_001_mdrmd__w=30_catch</th>\n", | |
| " <th>log_volume__fc_localsimple_mean1_tauresrat__w=30_catch</th>\n", | |
| " <th>log_volume__fc_localsimple_mean3_stderr__w=30_catch</th>\n", | |
| " <th>log_volume__in_automutualinfostats_40_gaussian_fmmi__w=30_catch</th>\n", | |
| " <th>log_volume__md_hrv_classic_pnn40__w=30_catch</th>\n", | |
| " <th>log_volume__pd_periodicitywang_th0_01__w=30_catch</th>\n", | |
| " <th>log_volume__sb_binarystats_diff_longstretch0__w=30_catch</th>\n", | |
| " <th>log_volume__sb_binarystats_mean_longstretch1__w=30_catch</th>\n", | |
| " <th>log_volume__sb_motifthree_quantile_hh__w=30_catch</th>\n", | |
| " <th>log_volume__sb_transitionmatrix_3ac_sumdiagcov__w=30_catch</th>\n", | |
| " <th>log_volume__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=30_catch</th>\n", | |
| " <th>log_volume__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=30_catch</th>\n", | |
| " <th>log_volume__sp_summaries_welch_rect_area_5_1__w=30_catch</th>\n", | |
| " <th>log_volume__sp_summaries_welch_rect_centroid__w=30_catch</th>\n", | |
| " <th>log_return__co_embed2_dist_tau_d_expfit_meandiff__w=7_catch</th>\n", | |
| " <th>log_return__co_firstmin_ac__w=7_catch</th>\n", | |
| " <th>log_return__co_histogramami_even_2_5__w=7_catch</th>\n", | |
| " <th>log_return__co_f1ecac__w=7_catch</th>\n", | |
| " <th>log_return__co_trev_1_num__w=7_catch</th>\n", | |
| " <th>log_return__dn_histogrammode_10__w=7_catch</th>\n", | |
| " <th>log_return__dn_histogrammode_5__w=7_catch</th>\n", | |
| " <th>log_return__dn_outlierinclude_n_001_mdrmd__w=7_catch</th>\n", | |
| " <th>log_return__dn_outlierinclude_p_001_mdrmd__w=7_catch</th>\n", | |
| " <th>log_return__fc_localsimple_mean1_tauresrat__w=7_catch</th>\n", | |
| " <th>log_return__fc_localsimple_mean3_stderr__w=7_catch</th>\n", | |
| " <th>log_return__in_automutualinfostats_40_gaussian_fmmi__w=7_catch</th>\n", | |
| " <th>log_return__md_hrv_classic_pnn40__w=7_catch</th>\n", | |
| " <th>log_return__pd_periodicitywang_th0_01__w=7_catch</th>\n", | |
| " <th>log_return__sb_binarystats_diff_longstretch0__w=7_catch</th>\n", | |
| " <th>log_return__sb_binarystats_mean_longstretch1__w=7_catch</th>\n", | |
| " <th>log_return__sb_motifthree_quantile_hh__w=7_catch</th>\n", | |
| " <th>log_return__sb_transitionmatrix_3ac_sumdiagcov__w=7_catch</th>\n", | |
| " <th>log_return__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=7_catch</th>\n", | |
| " <th>log_return__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=7_catch</th>\n", | |
| " <th>log_return__sp_summaries_welch_rect_area_5_1__w=7_catch</th>\n", | |
| " <th>log_return__sp_summaries_welch_rect_centroid__w=7_catch</th>\n", | |
| " <th>log_volume__co_embed2_dist_tau_d_expfit_meandiff__w=7_catch</th>\n", | |
| " <th>log_volume__co_firstmin_ac__w=7_catch</th>\n", | |
| " <th>log_volume__co_histogramami_even_2_5__w=7_catch</th>\n", | |
| " <th>log_volume__co_f1ecac__w=7_catch</th>\n", | |
| " <th>log_volume__co_trev_1_num__w=7_catch</th>\n", | |
| " <th>log_volume__dn_histogrammode_10__w=7_catch</th>\n", | |
| " <th>log_volume__dn_histogrammode_5__w=7_catch</th>\n", | |
| " <th>log_volume__dn_outlierinclude_n_001_mdrmd__w=7_catch</th>\n", | |
| " <th>log_volume__dn_outlierinclude_p_001_mdrmd__w=7_catch</th>\n", | |
| " <th>log_volume__fc_localsimple_mean1_tauresrat__w=7_catch</th>\n", | |
| " <th>log_volume__fc_localsimple_mean3_stderr__w=7_catch</th>\n", | |
| " <th>log_volume__in_automutualinfostats_40_gaussian_fmmi__w=7_catch</th>\n", | |
| " <th>log_volume__md_hrv_classic_pnn40__w=7_catch</th>\n", | |
| " <th>log_volume__pd_periodicitywang_th0_01__w=7_catch</th>\n", | |
| " <th>log_volume__sb_binarystats_diff_longstretch0__w=7_catch</th>\n", | |
| " <th>log_volume__sb_binarystats_mean_longstretch1__w=7_catch</th>\n", | |
| " <th>log_volume__sb_motifthree_quantile_hh__w=7_catch</th>\n", | |
| " <th>log_volume__sb_transitionmatrix_3ac_sumdiagcov__w=7_catch</th>\n", | |
| " <th>log_volume__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=7_catch</th>\n", | |
| " <th>log_volume__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=7_catch</th>\n", | |
| " <th>log_volume__sp_summaries_welch_rect_area_5_1__w=7_catch</th>\n", | |
| " <th>log_volume__sp_summaries_welch_rect_centroid__w=7_catch</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>68</th>\n", | |
| " <td>2015-11-05</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>27.632818</td>\n", | |
| " <td>30.230000</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.462500</td>\n", | |
| " <td>158210800.0</td>\n", | |
| " <td>2012-12-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.000000</td>\n", | |
| " <td>29.172501</td>\n", | |
| " <td>27.491659</td>\n", | |
| " <td>28.290000</td>\n", | |
| " <td>29.088342</td>\n", | |
| " <td>5.643984</td>\n", | |
| " <td>0.866384</td>\n", | |
| " <td>28.084500</td>\n", | |
| " <td>0.081246</td>\n", | |
| " <td>0.140346</td>\n", | |
| " <td>-0.059101</td>\n", | |
| " <td>30.833333</td>\n", | |
| " <td>0.145265</td>\n", | |
| " <td>-1.125084</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>30.872499</td>\n", | |
| " <td>30.208333</td>\n", | |
| " <td>0.182301</td>\n", | |
| " <td>0.795324</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.174999</td>\n", | |
| " <td>30.710000</td>\n", | |
| " <td>0.273701</td>\n", | |
| " <td>-1.030993</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.340000</td>\n", | |
| " <td>30.772500</td>\n", | |
| " <td>30.131875</td>\n", | |
| " <td>0.213399</td>\n", | |
| " <td>0.530355</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.902500</td>\n", | |
| " <td>30.110000</td>\n", | |
| " <td>30.552917</td>\n", | |
| " <td>0.325459</td>\n", | |
| " <td>0.168935</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.172501</td>\n", | |
| " <td>30.506250</td>\n", | |
| " <td>29.992916</td>\n", | |
| " <td>0.287000</td>\n", | |
| " <td>-0.048145</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.567499</td>\n", | |
| " <td>29.973750</td>\n", | |
| " <td>30.284688</td>\n", | |
| " <td>0.596944</td>\n", | |
| " <td>-0.945052</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.135000</td>\n", | |
| " <td>30.322500</td>\n", | |
| " <td>29.683750</td>\n", | |
| " <td>0.636931</td>\n", | |
| " <td>-1.041511</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>28.497499</td>\n", | |
| " <td>29.882500</td>\n", | |
| " <td>-0.004621</td>\n", | |
| " <td>-0.126494</td>\n", | |
| " <td>0.095161</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.244176</td>\n", | |
| " <td>0.569850</td>\n", | |
| " <td>-0.480451</td>\n", | |
| " <td>-0.567145</td>\n", | |
| " <td>-0.340642</td>\n", | |
| " <td>-0.100000</td>\n", | |
| " <td>0.433333</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.189575</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.157176</td>\n", | |
| " <td>0.004360</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.092229</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.122753</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.296343</td>\n", | |
| " <td>0.514873</td>\n", | |
| " <td>0.630505</td>\n", | |
| " <td>-0.332749</td>\n", | |
| " <td>-0.129058</td>\n", | |
| " <td>0.466667</td>\n", | |
| " <td>0.133333</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.221689</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>2.070900</td>\n", | |
| " <td>0.013872</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.083112</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.299197</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.777661</td>\n", | |
| " <td>0.480637</td>\n", | |
| " <td>2.549341</td>\n", | |
| " <td>-0.834786</td>\n", | |
| " <td>-0.691156</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.756944</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.329661</td>\n", | |
| " <td>0.074074</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.521700e-33</td>\n", | |
| " <td>2.356194</td>\n", | |
| " <td>0.314143</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.777661</td>\n", | |
| " <td>0.450078</td>\n", | |
| " <td>0.551313</td>\n", | |
| " <td>-0.636531</td>\n", | |
| " <td>-0.088103</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.308474</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.027778</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.000000e+00</td>\n", | |
| " <td>2.356194</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>69</th>\n", | |
| " <td>2015-11-06</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>27.664812</td>\n", | |
| " <td>30.264999</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>30.277500</td>\n", | |
| " <td>132169200.0</td>\n", | |
| " <td>2012-12-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.317500</td>\n", | |
| " <td>29.807501</td>\n", | |
| " <td>27.459712</td>\n", | |
| " <td>28.692000</td>\n", | |
| " <td>29.924288</td>\n", | |
| " <td>8.589768</td>\n", | |
| " <td>0.937398</td>\n", | |
| " <td>28.258500</td>\n", | |
| " <td>0.204487</td>\n", | |
| " <td>0.210871</td>\n", | |
| " <td>-0.006383</td>\n", | |
| " <td>30.693333</td>\n", | |
| " <td>0.251897</td>\n", | |
| " <td>0.369619</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>30.201667</td>\n", | |
| " <td>0.184482</td>\n", | |
| " <td>1.065481</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>30.738125</td>\n", | |
| " <td>0.224336</td>\n", | |
| " <td>-0.647027</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.772500</td>\n", | |
| " <td>30.195000</td>\n", | |
| " <td>0.151218</td>\n", | |
| " <td>1.120939</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.165000</td>\n", | |
| " <td>30.599583</td>\n", | |
| " <td>0.276376</td>\n", | |
| " <td>0.275333</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.305000</td>\n", | |
| " <td>30.562500</td>\n", | |
| " <td>30.090833</td>\n", | |
| " <td>0.199804</td>\n", | |
| " <td>0.496012</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.862499</td>\n", | |
| " <td>30.100000</td>\n", | |
| " <td>30.449375</td>\n", | |
| " <td>0.374890</td>\n", | |
| " <td>-0.190964</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.825001</td>\n", | |
| " <td>30.396250</td>\n", | |
| " <td>29.890937</td>\n", | |
| " <td>0.432805</td>\n", | |
| " <td>-1.233687</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>29.973750</td>\n", | |
| " <td>0.001157</td>\n", | |
| " <td>-0.179845</td>\n", | |
| " <td>0.095468</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.214961</td>\n", | |
| " <td>0.574485</td>\n", | |
| " <td>-0.472759</td>\n", | |
| " <td>-0.544240</td>\n", | |
| " <td>-0.770317</td>\n", | |
| " <td>-0.166667</td>\n", | |
| " <td>0.366667</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.154024</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.965517</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.157176</td>\n", | |
| " <td>0.004360</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.104590</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.122818</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.296343</td>\n", | |
| " <td>0.501089</td>\n", | |
| " <td>0.705963</td>\n", | |
| " <td>-0.279664</td>\n", | |
| " <td>-0.070467</td>\n", | |
| " <td>0.400000</td>\n", | |
| " <td>0.200000</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.244295</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>6.0</td>\n", | |
| " <td>2.106986</td>\n", | |
| " <td>0.009116</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.068988</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.317793</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.673012</td>\n", | |
| " <td>0.664897</td>\n", | |
| " <td>-0.923284</td>\n", | |
| " <td>-0.861110</td>\n", | |
| " <td>-0.715483</td>\n", | |
| " <td>0.714286</td>\n", | |
| " <td>-0.142857</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>0.501012</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.833333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.329661</td>\n", | |
| " <td>0.074074</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.000000e+00</td>\n", | |
| " <td>1.570796</td>\n", | |
| " <td>0.306827</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.673012</td>\n", | |
| " <td>0.426250</td>\n", | |
| " <td>0.540610</td>\n", | |
| " <td>-0.560419</td>\n", | |
| " <td>-0.006693</td>\n", | |
| " <td>-0.142857</td>\n", | |
| " <td>-0.142857</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.363292</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.018519</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.521700e-33</td>\n", | |
| " <td>2.356194</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>70</th>\n", | |
| " <td>2015-11-09</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>27.552839</td>\n", | |
| " <td>30.142500</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>30.240000</td>\n", | |
| " <td>135485600.0</td>\n", | |
| " <td>2012-12-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.317500</td>\n", | |
| " <td>29.807501</td>\n", | |
| " <td>27.897829</td>\n", | |
| " <td>28.869500</td>\n", | |
| " <td>29.841171</td>\n", | |
| " <td>6.731472</td>\n", | |
| " <td>0.474528</td>\n", | |
| " <td>28.350500</td>\n", | |
| " <td>0.222930</td>\n", | |
| " <td>0.183451</td>\n", | |
| " <td>0.039479</td>\n", | |
| " <td>30.525833</td>\n", | |
| " <td>0.127018</td>\n", | |
| " <td>1.732051</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.070834</td>\n", | |
| " <td>0.074680</td>\n", | |
| " <td>1.370390</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>30.045000</td>\n", | |
| " <td>30.633125</td>\n", | |
| " <td>0.238331</td>\n", | |
| " <td>1.064809</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.562500</td>\n", | |
| " <td>30.154376</td>\n", | |
| " <td>0.177862</td>\n", | |
| " <td>1.371842</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>30.100000</td>\n", | |
| " <td>30.624166</td>\n", | |
| " <td>0.250258</td>\n", | |
| " <td>0.355497</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.340000</td>\n", | |
| " <td>30.562500</td>\n", | |
| " <td>30.115834</td>\n", | |
| " <td>0.173123</td>\n", | |
| " <td>0.767741</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.902500</td>\n", | |
| " <td>30.100000</td>\n", | |
| " <td>30.527812</td>\n", | |
| " <td>0.278963</td>\n", | |
| " <td>0.513638</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>30.172501</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>30.015625</td>\n", | |
| " <td>0.249105</td>\n", | |
| " <td>-0.359982</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.567499</td>\n", | |
| " <td>30.028750</td>\n", | |
| " <td>-0.004056</td>\n", | |
| " <td>0.024782</td>\n", | |
| " <td>0.079102</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.232680</td>\n", | |
| " <td>0.567913</td>\n", | |
| " <td>-0.428801</td>\n", | |
| " <td>-0.552554</td>\n", | |
| " <td>-0.778916</td>\n", | |
| " <td>-0.233333</td>\n", | |
| " <td>0.300000</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.103884</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.965517</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.136746</td>\n", | |
| " <td>0.006738</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.096154</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.106804</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.318965</td>\n", | |
| " <td>0.507912</td>\n", | |
| " <td>0.712556</td>\n", | |
| " <td>-0.240025</td>\n", | |
| " <td>-0.031539</td>\n", | |
| " <td>0.333333</td>\n", | |
| " <td>0.133333</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.242631</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>6.0</td>\n", | |
| " <td>2.165889</td>\n", | |
| " <td>0.003171</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.068875</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.261495</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.395753</td>\n", | |
| " <td>0.513450</td>\n", | |
| " <td>0.114906</td>\n", | |
| " <td>-0.005385</td>\n", | |
| " <td>-0.005385</td>\n", | |
| " <td>0.428571</td>\n", | |
| " <td>-0.142857</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.931942</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.833333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.027778</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.000000e+00</td>\n", | |
| " <td>1.570796</td>\n", | |
| " <td>0.300086</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.777661</td>\n", | |
| " <td>0.485318</td>\n", | |
| " <td>3.344358</td>\n", | |
| " <td>-0.419124</td>\n", | |
| " <td>0.184533</td>\n", | |
| " <td>-0.428571</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.421991</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.018519</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.521700e-33</td>\n", | |
| " <td>2.356194</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>71</th>\n", | |
| " <td>2015-11-10</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.684456</td>\n", | |
| " <td>29.192499</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>29.225000</td>\n", | |
| " <td>236511600.0</td>\n", | |
| " <td>2012-12-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.317500</td>\n", | |
| " <td>29.807501</td>\n", | |
| " <td>27.994577</td>\n", | |
| " <td>28.908500</td>\n", | |
| " <td>29.822424</td>\n", | |
| " <td>6.322870</td>\n", | |
| " <td>0.351738</td>\n", | |
| " <td>28.419500</td>\n", | |
| " <td>0.220281</td>\n", | |
| " <td>0.144641</td>\n", | |
| " <td>0.075640</td>\n", | |
| " <td>30.140833</td>\n", | |
| " <td>0.539822</td>\n", | |
| " <td>-1.732051</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.727500</td>\n", | |
| " <td>0.621144</td>\n", | |
| " <td>-1.630060</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>30.273750</td>\n", | |
| " <td>0.514723</td>\n", | |
| " <td>-1.748594</td>\n", | |
| " <td>30.672501</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.806875</td>\n", | |
| " <td>0.531427</td>\n", | |
| " <td>-1.919709</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>30.028750</td>\n", | |
| " <td>30.487083</td>\n", | |
| " <td>0.518528</td>\n", | |
| " <td>-1.604189</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>30.562500</td>\n", | |
| " <td>29.967917</td>\n", | |
| " <td>0.486807</td>\n", | |
| " <td>-1.991487</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>30.100000</td>\n", | |
| " <td>30.445937</td>\n", | |
| " <td>0.444908</td>\n", | |
| " <td>-1.261241</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.946563</td>\n", | |
| " <td>0.413461</td>\n", | |
| " <td>-1.860894</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>30.028750</td>\n", | |
| " <td>-0.032024</td>\n", | |
| " <td>0.557132</td>\n", | |
| " <td>0.069762</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.261533</td>\n", | |
| " <td>0.516105</td>\n", | |
| " <td>-0.461476</td>\n", | |
| " <td>-0.604113</td>\n", | |
| " <td>-0.837640</td>\n", | |
| " <td>-0.300000</td>\n", | |
| " <td>0.233333</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.136336</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.965517</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.116316</td>\n", | |
| " <td>0.009116</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.067739</td>\n", | |
| " <td>1.963495</td>\n", | |
| " <td>0.147533</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.318965</td>\n", | |
| " <td>0.511102</td>\n", | |
| " <td>0.574399</td>\n", | |
| " <td>-0.253355</td>\n", | |
| " <td>-0.044767</td>\n", | |
| " <td>0.266667</td>\n", | |
| " <td>0.066667</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.246326</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>6.0</td>\n", | |
| " <td>2.145459</td>\n", | |
| " <td>0.005549</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.070950</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.264484</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.673012</td>\n", | |
| " <td>0.613279</td>\n", | |
| " <td>1.844260</td>\n", | |
| " <td>-0.671667</td>\n", | |
| " <td>-0.800892</td>\n", | |
| " <td>0.285714</td>\n", | |
| " <td>-0.285714</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.698654</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.833333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.560710</td>\n", | |
| " <td>0.046296</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.980957e-33</td>\n", | |
| " <td>1.570796</td>\n", | |
| " <td>0.334889</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.777661</td>\n", | |
| " <td>0.439386</td>\n", | |
| " <td>4.729709</td>\n", | |
| " <td>0.244540</td>\n", | |
| " <td>0.079263</td>\n", | |
| " <td>0.428571</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.697898</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.329661</td>\n", | |
| " <td>0.083333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>8.804251e-34</td>\n", | |
| " <td>2.356194</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>72</th>\n", | |
| " <td>2015-11-11</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>26.533632</td>\n", | |
| " <td>29.027500</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>29.092501</td>\n", | |
| " <td>180872000.0</td>\n", | |
| " <td>2012-12-31</td>\n", | |
| " <td>26.827499</td>\n", | |
| " <td>28.326250</td>\n", | |
| " <td>29.825001</td>\n", | |
| " <td>28.175494</td>\n", | |
| " <td>29.184000</td>\n", | |
| " <td>30.192506</td>\n", | |
| " <td>6.911365</td>\n", | |
| " <td>0.814078</td>\n", | |
| " <td>28.646000</td>\n", | |
| " <td>0.309826</td>\n", | |
| " <td>0.187349</td>\n", | |
| " <td>0.122477</td>\n", | |
| " <td>29.775000</td>\n", | |
| " <td>0.592331</td>\n", | |
| " <td>1.586552</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>29.517500</td>\n", | |
| " <td>29.276667</td>\n", | |
| " <td>0.646048</td>\n", | |
| " <td>1.523628</td>\n", | |
| " <td>30.012501</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>29.014999</td>\n", | |
| " <td>29.944375</td>\n", | |
| " <td>0.590471</td>\n", | |
| " <td>-0.065175</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>29.985000</td>\n", | |
| " <td>29.496250</td>\n", | |
| " <td>0.686382</td>\n", | |
| " <td>-0.045148</td>\n", | |
| " <td>30.155001</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>29.513750</td>\n", | |
| " <td>30.234166</td>\n", | |
| " <td>0.647089</td>\n", | |
| " <td>-0.628943</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.739167</td>\n", | |
| " <td>0.661251</td>\n", | |
| " <td>-0.814947</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>30.028750</td>\n", | |
| " <td>30.327187</td>\n", | |
| " <td>0.590770</td>\n", | |
| " <td>-0.919163</td>\n", | |
| " <td>30.955000</td>\n", | |
| " <td>29.355000</td>\n", | |
| " <td>30.452499</td>\n", | |
| " <td>29.814063</td>\n", | |
| " <td>0.580396</td>\n", | |
| " <td>-1.199744</td>\n", | |
| " <td>30.405001</td>\n", | |
| " <td>28.802500</td>\n", | |
| " <td>30.028750</td>\n", | |
| " <td>-0.005668</td>\n", | |
| " <td>-0.268208</td>\n", | |
| " <td>0.089185</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.265111</td>\n", | |
| " <td>0.550065</td>\n", | |
| " <td>-1.298579</td>\n", | |
| " <td>-0.596626</td>\n", | |
| " <td>-0.828493</td>\n", | |
| " <td>0.633333</td>\n", | |
| " <td>0.166667</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.166204</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.965517</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.136746</td>\n", | |
| " <td>0.006738</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.079195</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.148080</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.280127</td>\n", | |
| " <td>0.532618</td>\n", | |
| " <td>0.934085</td>\n", | |
| " <td>-0.167130</td>\n", | |
| " <td>0.042184</td>\n", | |
| " <td>0.200000</td>\n", | |
| " <td>0.233333</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.269305</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>6.0</td>\n", | |
| " <td>2.127416</td>\n", | |
| " <td>0.006738</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.067448</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.170823</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.054920</td>\n", | |
| " <td>0.766199</td>\n", | |
| " <td>-1.268410</td>\n", | |
| " <td>0.342343</td>\n", | |
| " <td>0.189664</td>\n", | |
| " <td>0.428571</td>\n", | |
| " <td>-0.571429</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>0.912410</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.833333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.560710</td>\n", | |
| " <td>0.074074</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>8.804251e-34</td>\n", | |
| " <td>1.570796</td>\n", | |
| " <td>0.266615</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.777661</td>\n", | |
| " <td>0.533983</td>\n", | |
| " <td>2.637069</td>\n", | |
| " <td>-0.030272</td>\n", | |
| " <td>-0.178985</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>0.285714</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.187704</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.018519</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.201063e-34</td>\n", | |
| " <td>1.570796</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>...</th>\n", | |
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| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
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| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " <td>...</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6619</th>\n", | |
| " <td>2022-02-18</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>285.660004</td>\n", | |
| " <td>285.660004</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>295.333344</td>\n", | |
| " <td>68501700.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>295.373322</td>\n", | |
| " <td>343.159988</td>\n", | |
| " <td>390.946655</td>\n", | |
| " <td>289.628083</td>\n", | |
| " <td>313.788666</td>\n", | |
| " <td>337.949248</td>\n", | |
| " <td>15.399270</td>\n", | |
| " <td>0.965662</td>\n", | |
| " <td>320.952332</td>\n", | |
| " <td>-9.463210</td>\n", | |
| " <td>-3.049010</td>\n", | |
| " <td>-6.414200</td>\n", | |
| " <td>303.533325</td>\n", | |
| " <td>6.976599</td>\n", | |
| " <td>-1.456544</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>290.324443</td>\n", | |
| " <td>10.638350</td>\n", | |
| " <td>-0.436628</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>304.566658</td>\n", | |
| " <td>6.059681</td>\n", | |
| " <td>-1.812729</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.916656</td>\n", | |
| " <td>292.191666</td>\n", | |
| " <td>9.454932</td>\n", | |
| " <td>-1.153258</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>294.580002</td>\n", | |
| " <td>303.868886</td>\n", | |
| " <td>5.142155</td>\n", | |
| " <td>-0.984845</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>305.743332</td>\n", | |
| " <td>289.452779</td>\n", | |
| " <td>8.468042</td>\n", | |
| " <td>0.241799</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>287.875000</td>\n", | |
| " <td>306.654999</td>\n", | |
| " <td>6.749002</td>\n", | |
| " <td>-0.312829</td>\n", | |
| " <td>315.423340</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>306.916656</td>\n", | |
| " <td>292.785416</td>\n", | |
| " <td>9.675111</td>\n", | |
| " <td>-0.087055</td>\n", | |
| " <td>306.666656</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>294.580002</td>\n", | |
| " <td>-0.022351</td>\n", | |
| " <td>0.216287</td>\n", | |
| " <td>0.098153</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.232905</td>\n", | |
| " <td>0.556793</td>\n", | |
| " <td>-0.494393</td>\n", | |
| " <td>-0.349433</td>\n", | |
| " <td>-0.082217</td>\n", | |
| " <td>-0.133333</td>\n", | |
| " <td>0.133333</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.286030</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.079612</td>\n", | |
| " <td>0.012683</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.047405</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.095840</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.343197</td>\n", | |
| " <td>0.602674</td>\n", | |
| " <td>-1.014913</td>\n", | |
| " <td>0.692150</td>\n", | |
| " <td>0.080088</td>\n", | |
| " <td>0.133333</td>\n", | |
| " <td>-0.200000</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.292727</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.896552</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.165889</td>\n", | |
| " <td>0.003171</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.052942</td>\n", | |
| " <td>1.374447</td>\n", | |
| " <td>0.266694</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.332179</td>\n", | |
| " <td>0.719998</td>\n", | |
| " <td>0.008043</td>\n", | |
| " <td>-0.221599</td>\n", | |
| " <td>-0.086716</td>\n", | |
| " <td>-0.142857</td>\n", | |
| " <td>0.285714</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.673149</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.560710</td>\n", | |
| " <td>0.111111</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.375664e-33</td>\n", | |
| " <td>1.570796</td>\n", | |
| " <td>0.220995</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.673012</td>\n", | |
| " <td>0.989436</td>\n", | |
| " <td>-1.020333</td>\n", | |
| " <td>-0.972822</td>\n", | |
| " <td>-0.850018</td>\n", | |
| " <td>0.428571</td>\n", | |
| " <td>-0.285714</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.460030</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>0.833333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.111111</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>8.804251e-34</td>\n", | |
| " <td>0.785398</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6620</th>\n", | |
| " <td>2022-02-22</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>273.843323</td>\n", | |
| " <td>273.843323</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>278.043335</td>\n", | |
| " <td>83288100.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>295.373322</td>\n", | |
| " <td>343.159988</td>\n", | |
| " <td>390.946655</td>\n", | |
| " <td>282.886134</td>\n", | |
| " <td>323.127332</td>\n", | |
| " <td>363.368529</td>\n", | |
| " <td>24.907331</td>\n", | |
| " <td>0.904304</td>\n", | |
| " <td>323.058997</td>\n", | |
| " <td>-6.431282</td>\n", | |
| " <td>-0.013665</td>\n", | |
| " <td>-6.417616</td>\n", | |
| " <td>295.788879</td>\n", | |
| " <td>10.295997</td>\n", | |
| " <td>0.072341</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>279.201111</td>\n", | |
| " <td>12.166672</td>\n", | |
| " <td>-0.000824</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>299.044159</td>\n", | |
| " <td>10.632924</td>\n", | |
| " <td>-0.659913</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>300.894989</td>\n", | |
| " <td>284.501663</td>\n", | |
| " <td>14.528203</td>\n", | |
| " <td>-0.246670</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>285.285004</td>\n", | |
| " <td>300.578328</td>\n", | |
| " <td>8.941387</td>\n", | |
| " <td>-1.011483</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>302.896667</td>\n", | |
| " <td>286.697220</td>\n", | |
| " <td>12.497726</td>\n", | |
| " <td>-0.613790</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>287.875000</td>\n", | |
| " <td>302.924164</td>\n", | |
| " <td>9.062503</td>\n", | |
| " <td>-0.945353</td>\n", | |
| " <td>314.603333</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>305.743332</td>\n", | |
| " <td>287.831249</td>\n", | |
| " <td>11.522559</td>\n", | |
| " <td>-0.669967</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>287.875000</td>\n", | |
| " <td>-0.042246</td>\n", | |
| " <td>0.195447</td>\n", | |
| " <td>0.098166</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.235336</td>\n", | |
| " <td>0.559354</td>\n", | |
| " <td>-0.480247</td>\n", | |
| " <td>-0.348902</td>\n", | |
| " <td>-0.081732</td>\n", | |
| " <td>-0.066667</td>\n", | |
| " <td>0.066667</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.286934</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.079612</td>\n", | |
| " <td>0.012683</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.049837</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.094481</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.364532</td>\n", | |
| " <td>0.613450</td>\n", | |
| " <td>-0.955248</td>\n", | |
| " <td>0.065480</td>\n", | |
| " <td>-0.338097</td>\n", | |
| " <td>0.066667</td>\n", | |
| " <td>-0.166667</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.259527</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.896552</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.165889</td>\n", | |
| " <td>0.003171</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.058035</td>\n", | |
| " <td>1.374447</td>\n", | |
| " <td>0.269532</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.609438</td>\n", | |
| " <td>0.843579</td>\n", | |
| " <td>0.292701</td>\n", | |
| " <td>-0.647848</td>\n", | |
| " <td>-0.511007</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.615362</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.560710</td>\n", | |
| " <td>0.074074</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.375664e-33</td>\n", | |
| " <td>1.570796</td>\n", | |
| " <td>0.189978</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.291103</td>\n", | |
| " <td>0.997755</td>\n", | |
| " <td>-0.911989</td>\n", | |
| " <td>-0.027046</td>\n", | |
| " <td>-0.027046</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>-0.428571</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.381918</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>0.833333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.074074</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.000000e+00</td>\n", | |
| " <td>0.785398</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6621</th>\n", | |
| " <td>2022-02-23</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>254.679993</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>276.809998</td>\n", | |
| " <td>95256900.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>295.373322</td>\n", | |
| " <td>343.159988</td>\n", | |
| " <td>390.946655</td>\n", | |
| " <td>284.742234</td>\n", | |
| " <td>333.885333</td>\n", | |
| " <td>383.028433</td>\n", | |
| " <td>29.437112</td>\n", | |
| " <td>0.812977</td>\n", | |
| " <td>325.622662</td>\n", | |
| " <td>-3.266195</td>\n", | |
| " <td>2.521138</td>\n", | |
| " <td>-5.787332</td>\n", | |
| " <td>286.544434</td>\n", | |
| " <td>8.635768</td>\n", | |
| " <td>0.497962</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>266.585556</td>\n", | |
| " <td>12.847521</td>\n", | |
| " <td>-0.156646</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>291.449989</td>\n", | |
| " <td>12.082035</td>\n", | |
| " <td>0.322037</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>272.780834</td>\n", | |
| " <td>16.234688</td>\n", | |
| " <td>-0.101296</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>273.118332</td>\n", | |
| " <td>297.046102</td>\n", | |
| " <td>12.762273</td>\n", | |
| " <td>-0.631437</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>300.894989</td>\n", | |
| " <td>281.553332</td>\n", | |
| " <td>18.534195</td>\n", | |
| " <td>-0.620976</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>285.285004</td>\n", | |
| " <td>298.402912</td>\n", | |
| " <td>11.178854</td>\n", | |
| " <td>-1.005187</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>302.473343</td>\n", | |
| " <td>282.158751</td>\n", | |
| " <td>15.705832</td>\n", | |
| " <td>-0.800698</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>283.975006</td>\n", | |
| " <td>-0.072548</td>\n", | |
| " <td>0.134272</td>\n", | |
| " <td>0.097814</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.246009</td>\n", | |
| " <td>0.575685</td>\n", | |
| " <td>-0.610911</td>\n", | |
| " <td>-0.342700</td>\n", | |
| " <td>-0.076549</td>\n", | |
| " <td>-0.133333</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.268502</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.091330</td>\n", | |
| " <td>0.011494</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.054055</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.077613</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.354693</td>\n", | |
| " <td>0.633729</td>\n", | |
| " <td>-0.934084</td>\n", | |
| " <td>0.027201</td>\n", | |
| " <td>0.027201</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>-0.200000</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.219930</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.896552</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.154171</td>\n", | |
| " <td>0.045918</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.059494</td>\n", | |
| " <td>1.374447</td>\n", | |
| " <td>0.259763</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.054920</td>\n", | |
| " <td>0.795123</td>\n", | |
| " <td>0.268400</td>\n", | |
| " <td>-0.847711</td>\n", | |
| " <td>-0.715166</td>\n", | |
| " <td>0.428571</td>\n", | |
| " <td>-0.285714</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.793878</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.111111</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>8.804251e-34</td>\n", | |
| " <td>1.570796</td>\n", | |
| " <td>0.201281</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.395753</td>\n", | |
| " <td>1.018607</td>\n", | |
| " <td>-1.017264</td>\n", | |
| " <td>0.937631</td>\n", | |
| " <td>-0.049980</td>\n", | |
| " <td>-0.142857</td>\n", | |
| " <td>0.714286</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.862023</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.833333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.111111</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.201063e-34</td>\n", | |
| " <td>0.785398</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6622</th>\n", | |
| " <td>2022-02-24</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>266.923340</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>233.463333</td>\n", | |
| " <td>135322200.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>295.373322</td>\n", | |
| " <td>343.159988</td>\n", | |
| " <td>390.946655</td>\n", | |
| " <td>307.294982</td>\n", | |
| " <td>346.453998</td>\n", | |
| " <td>385.613013</td>\n", | |
| " <td>22.605608</td>\n", | |
| " <td>0.709011</td>\n", | |
| " <td>329.691330</td>\n", | |
| " <td>-0.894655</td>\n", | |
| " <td>3.914142</td>\n", | |
| " <td>-4.808797</td>\n", | |
| " <td>277.167775</td>\n", | |
| " <td>9.107840</td>\n", | |
| " <td>-0.613207</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>251.295553</td>\n", | |
| " <td>16.959764</td>\n", | |
| " <td>-0.580069</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>281.781662</td>\n", | |
| " <td>11.851313</td>\n", | |
| " <td>-0.099319</td>\n", | |
| " <td>295.623322</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>282.004990</td>\n", | |
| " <td>258.272499</td>\n", | |
| " <td>19.658760</td>\n", | |
| " <td>-0.506867</td>\n", | |
| " <td>279.203339</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>260.276665</td>\n", | |
| " <td>290.350550</td>\n", | |
| " <td>16.161465</td>\n", | |
| " <td>-0.238081</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>270.809998</td>\n", | |
| " <td>24.845513</td>\n", | |
| " <td>-0.443312</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>273.118332</td>\n", | |
| " <td>293.674580</td>\n", | |
| " <td>15.134943</td>\n", | |
| " <td>-0.749583</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>297.625000</td>\n", | |
| " <td>275.879581</td>\n", | |
| " <td>23.278525</td>\n", | |
| " <td>-0.894656</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>281.793335</td>\n", | |
| " <td>0.046954</td>\n", | |
| " <td>0.351081</td>\n", | |
| " <td>0.094199</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.225208</td>\n", | |
| " <td>0.594008</td>\n", | |
| " <td>-0.575053</td>\n", | |
| " <td>-0.255517</td>\n", | |
| " <td>0.004405</td>\n", | |
| " <td>0.166667</td>\n", | |
| " <td>0.066667</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.175494</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.127416</td>\n", | |
| " <td>0.006738</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.059445</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.075907</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.350217</td>\n", | |
| " <td>0.655783</td>\n", | |
| " <td>-0.739176</td>\n", | |
| " <td>0.617197</td>\n", | |
| " <td>0.020467</td>\n", | |
| " <td>-0.066667</td>\n", | |
| " <td>-0.233333</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.210666</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.896552</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.154171</td>\n", | |
| " <td>0.035714</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.063137</td>\n", | |
| " <td>1.374447</td>\n", | |
| " <td>0.183356</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.777661</td>\n", | |
| " <td>1.108849</td>\n", | |
| " <td>-0.516886</td>\n", | |
| " <td>0.008382</td>\n", | |
| " <td>-0.421676</td>\n", | |
| " <td>0.714286</td>\n", | |
| " <td>-0.428571</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>0.611061</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.560710</td>\n", | |
| " <td>0.074074</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.201063e-34</td>\n", | |
| " <td>0.785398</td>\n", | |
| " <td>0.102434</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>0.395753</td>\n", | |
| " <td>1.550838</td>\n", | |
| " <td>0.316151</td>\n", | |
| " <td>-0.008053</td>\n", | |
| " <td>-0.920174</td>\n", | |
| " <td>-0.428571</td>\n", | |
| " <td>0.571429</td>\n", | |
| " <td>0.666667</td>\n", | |
| " <td>0.800823</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.833333</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.791759</td>\n", | |
| " <td>0.166667</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.980957e-33</td>\n", | |
| " <td>0.785398</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>6623</th>\n", | |
| " <td>2022-02-25</td>\n", | |
| " <td>TSLA</td>\n", | |
| " <td>269.956665</td>\n", | |
| " <td>269.956665</td>\n", | |
| " <td>273.166656</td>\n", | |
| " <td>260.799988</td>\n", | |
| " <td>269.743347</td>\n", | |
| " <td>76067700.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>295.373322</td>\n", | |
| " <td>343.159988</td>\n", | |
| " <td>390.946655</td>\n", | |
| " <td>335.393692</td>\n", | |
| " <td>356.297998</td>\n", | |
| " <td>377.202304</td>\n", | |
| " <td>11.734170</td>\n", | |
| " <td>0.637898</td>\n", | |
| " <td>333.947330</td>\n", | |
| " <td>0.912957</td>\n", | |
| " <td>4.577403</td>\n", | |
| " <td>-3.664446</td>\n", | |
| " <td>273.031108</td>\n", | |
| " <td>5.471245</td>\n", | |
| " <td>-0.111418</td>\n", | |
| " <td>278.433319</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>273.166656</td>\n", | |
| " <td>249.217773</td>\n", | |
| " <td>14.229766</td>\n", | |
| " <td>-1.236165</td>\n", | |
| " <td>260.799988</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>253.520004</td>\n", | |
| " <td>276.167496</td>\n", | |
| " <td>7.700914</td>\n", | |
| " <td>0.240825</td>\n", | |
| " <td>285.576660</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>275.799988</td>\n", | |
| " <td>253.671661</td>\n", | |
| " <td>14.640331</td>\n", | |
| " <td>-1.203567</td>\n", | |
| " <td>267.033325</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>257.159996</td>\n", | |
| " <td>284.409993</td>\n", | |
| " <td>14.482806</td>\n", | |
| " <td>0.516911</td>\n", | |
| " <td>306.166656</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>282.004990</td>\n", | |
| " <td>264.209442</td>\n", | |
| " <td>20.246131</td>\n", | |
| " <td>-0.262949</td>\n", | |
| " <td>291.366669</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>263.916656</td>\n", | |
| " <td>290.367077</td>\n", | |
| " <td>16.479842</td>\n", | |
| " <td>-0.141558</td>\n", | |
| " <td>308.809998</td>\n", | |
| " <td>267.493347</td>\n", | |
| " <td>290.599991</td>\n", | |
| " <td>272.931664</td>\n", | |
| " <td>23.539592</td>\n", | |
| " <td>-0.420350</td>\n", | |
| " <td>300.403320</td>\n", | |
| " <td>233.333328</td>\n", | |
| " <td>273.118332</td>\n", | |
| " <td>0.011300</td>\n", | |
| " <td>-0.576035</td>\n", | |
| " <td>0.089844</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.230762</td>\n", | |
| " <td>0.556260</td>\n", | |
| " <td>0.132107</td>\n", | |
| " <td>-0.279552</td>\n", | |
| " <td>-0.026577</td>\n", | |
| " <td>0.100000</td>\n", | |
| " <td>0.133333</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.211264</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.079612</td>\n", | |
| " <td>0.012683</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.047641</td>\n", | |
| " <td>1.767146</td>\n", | |
| " <td>0.092173</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.316679</td>\n", | |
| " <td>0.711029</td>\n", | |
| " <td>-1.185135</td>\n", | |
| " <td>0.521897</td>\n", | |
| " <td>0.322854</td>\n", | |
| " <td>-0.066667</td>\n", | |
| " <td>-0.266667</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.189032</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.896552</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.127416</td>\n", | |
| " <td>0.035714</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.096202</td>\n", | |
| " <td>1.374447</td>\n", | |
| " <td>0.308423</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.054920</td>\n", | |
| " <td>0.597968</td>\n", | |
| " <td>2.082936</td>\n", | |
| " <td>1.209102</td>\n", | |
| " <td>0.051144</td>\n", | |
| " <td>0.357143</td>\n", | |
| " <td>0.142857</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.220217</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.560710</td>\n", | |
| " <td>0.046296</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>8.804251e-34</td>\n", | |
| " <td>2.356194</td>\n", | |
| " <td>0.178820</td>\n", | |
| " <td>7.0</td>\n", | |
| " <td>0.500402</td>\n", | |
| " <td>1.095155</td>\n", | |
| " <td>0.513473</td>\n", | |
| " <td>0.665110</td>\n", | |
| " <td>-0.226934</td>\n", | |
| " <td>-0.571429</td>\n", | |
| " <td>0.428571</td>\n", | |
| " <td>0.333333</td>\n", | |
| " <td>0.699394</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.560710</td>\n", | |
| " <td>0.166667</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.980957e-33</td>\n", | |
| " <td>0.785398</td>\n", | |
| " </tr>\n", | |
| " </tbody>\n", | |
| "</table>\n", | |
| "<p>6304 rows × 159 columns</p>\n", | |
| "</div>\n", | |
| " <button class=\"colab-df-convert\" onclick=\"convertToInteractive('df-59d6372e-44e5-4db2-b2ad-449e56771758')\"\n", | |
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| "\n", | |
| " const docLinkHtml = 'Like what you see? Visit the ' +\n", | |
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| " " | |
| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 107 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Let's add some date features" | |
| ], | |
| "metadata": { | |
| "id": "MIduAF4V6DwY" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "def date_feats(df,date=\"Date\"):\n", | |
| " df['year_date'] = df[date].dt.year\n", | |
| " df['month_date'] = df[date].dt.month\n", | |
| " df['quarter_date'] = df[date].dt.quarter\n", | |
| " df['semester_date'] = np.where(df.quarter_date.isin([1,2]),1,2)\n", | |
| " df['dayofweek_date'] = df[date].dt.dayofweek\n", | |
| " df['dayofyear_date'] = df[date].dt.dayofyear\n", | |
| " df['weekofyear_date'] = df[date].dt.weekofyear\n", | |
| " df['sin_month_date'] = (np.sin(2 * np.pi * df.month_date/12))\n", | |
| " df['cos_month_date'] = (np.cos(2 * np.pi * df.month_date/12))\n", | |
| " df['sin_quarter_date'] = (np.sin(2 * np.pi * df.quarter_date/4))\n", | |
| " df['cos_quarter_date'] = (np.cos(2 * np.pi * df.quarter_date/4))\n", | |
| " df['sin_dayofweek_date'] = (np.sin(2 * np.pi * df.dayofweek_date/7))\n", | |
| " df['cos_dayofweek_date'] = (np.cos(2 * np.pi * df.dayofweek_date/7))\n", | |
| " df['sin_weekofyear_date'] = (np.sin(2 * np.pi * df.weekofyear_date/df['weekofyear_date'].nunique()))\n", | |
| " df['cos_weekofyear_date'] = (np.cos(2 * np.pi * df.weekofyear_date/df['weekofyear_date'].nunique()))\n", | |
| " return df" | |
| ], | |
| "metadata": { | |
| "id": "ozclk2N26Gx3" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_price_tranformed = date_feats(df_pricing_tech_and_rolling_and_signal)" | |
| ], | |
| "metadata": { | |
| "id": "hPhCKd0W8Re_" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Let's have a look at the memory usage" | |
| ], | |
| "metadata": { | |
| "id": "UJyccw32065-" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_price_tranformed.info()" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "LF2ppvvC08m1", | |
| "outputId": "cb56f30b-edf5-4b5e-950e-e26ef0db6dc2" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stdout", | |
| "text": [ | |
| "<class 'pandas.core.frame.DataFrame'>\n", | |
| "RangeIndex: 6624 entries, 0 to 6623\n", | |
| "Columns: 174 entries, Date to cos_weekofyear_date\n", | |
| "dtypes: datetime64[ns](2), float64(164), int64(7), object(1)\n", | |
| "memory usage: 8.8+ MB\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "import gc\n", | |
| "\n", | |
| "def reduce_mem_usage(df):\n", | |
| " \"\"\" iterate through all the columns of a dataframe and modify the data type\n", | |
| " to reduce memory usage.\n", | |
| " \"\"\"\n", | |
| " start_mem = df.memory_usage().sum() / 1024**2\n", | |
| " print('Memory usage of dataframe is {:.2f} MB'.format(start_mem))\n", | |
| "\n", | |
| " for col in df.columns:\n", | |
| " col_type = df[col].dtype\n", | |
| " gc.collect()\n", | |
| " if col_type not in [object,\"datetime64[ns]\"]:\n", | |
| " c_min = df[col].min()\n", | |
| " c_max = df[col].max()\n", | |
| " if str(col_type)[:3] == 'int':\n", | |
| " if c_min > np.iinfo(np.int8).min and c_max < np.iinfo(np.int8).max:\n", | |
| " df[col] = df[col].astype(np.int8)\n", | |
| " elif c_min > np.iinfo(np.int16).min and c_max < np.iinfo(np.int16).max:\n", | |
| " df[col] = df[col].astype(np.int16)\n", | |
| " elif c_min > np.iinfo(np.int32).min and c_max < np.iinfo(np.int32).max:\n", | |
| " df[col] = df[col].astype(np.int32)\n", | |
| " elif c_min > np.iinfo(np.int64).min and c_max < np.iinfo(np.int64).max:\n", | |
| " df[col] = df[col].astype(np.int64)\n", | |
| " else:\n", | |
| " if c_min > np.finfo(np.float16).min and c_max < np.finfo(np.float16).max:\n", | |
| " df[col] = df[col].astype(np.float16)\n", | |
| " elif c_min > np.finfo(np.float32).min and c_max < np.finfo(np.float32).max:\n", | |
| " df[col] = df[col].astype(np.float32)\n", | |
| " else:\n", | |
| " df[col] = df[col].astype(np.float64)\n", | |
| " # else:\n", | |
| " # df[col] = df[col].astype('category')\n", | |
| "\n", | |
| " end_mem = df.memory_usage().sum() / 1024**2\n", | |
| " print('Memory usage after optimization is: {:.2f} MB'.format(end_mem))\n", | |
| " print('Decreased by {:.1f}%'.format(100 * (start_mem - end_mem) / start_mem))\n", | |
| "\n", | |
| " return df" | |
| ], | |
| "metadata": { | |
| "id": "pHSmkZ4_ybL_" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_price_tranformed = reduce_mem_usage(df_price_tranformed)" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "j9OHm10J1Au9", | |
| "outputId": "17ad5f5a-c61a-4d2c-c456-6853a249552b" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stdout", | |
| "text": [ | |
| "Memory usage of dataframe is 8.79 MB\n", | |
| "Memory usage after optimization is: 2.29 MB\n", | |
| "Decreased by 73.9%\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Why don't we create a target to set us up for a machine learning problem" | |
| ], | |
| "metadata": { | |
| "id": "-KWCH4xp866S" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_price_tranformed = df_price_tranformed.dropna()" | |
| ], | |
| "metadata": { | |
| "id": "1HKlY3pL86VC" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "def log_return_by_ticker(df, feature=\"price\", ticker=\"ticker\", name=\"return\"):\n", | |
| " df[\"{}\".format(name)] = df[feature].groupby(df[ticker]).pct_change()\n", | |
| " df[\"log_{}\".format(name)] = np.log(df[feature]).groupby(df[ticker]).diff()\n", | |
| " return df" | |
| ], | |
| "metadata": { | |
| "id": "B3QdMIT29Acy" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_price_tranformed = log_return_by_ticker(df_price_tranformed, feature=\"Adj Close\", ticker=ticker, name=\"return\")" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "PEyb8iAL9QoR", | |
| "outputId": "48702a38-729c-4e70-c32d-f3ad36460ec1" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stderr", | |
| "text": [ | |
| "<ipython-input-114-91f862a87df4>:2: SettingWithCopyWarning: \n", | |
| "A value is trying to be set on a copy of a slice from a DataFrame.\n", | |
| "Try using .loc[row_indexer,col_indexer] = value instead\n", | |
| "\n", | |
| "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n", | |
| " df[\"{}\".format(name)] = df[feature].groupby(df[ticker]).pct_change()\n", | |
| "<ipython-input-114-91f862a87df4>:3: SettingWithCopyWarning: \n", | |
| "A value is trying to be set on a copy of a slice from a DataFrame.\n", | |
| "Try using .loc[row_indexer,col_indexer] = value instead\n", | |
| "\n", | |
| "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n", | |
| " df[\"log_{}\".format(name)] = np.log(df[feature]).groupby(df[ticker]).diff()\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_price_tranformed[\"log_return\"]" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "Du5XRUON9s4V", | |
| "outputId": "009de406-0aa3-4498-e140-fabe80ac6d1a" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| "68 NaN\n", | |
| "69 0.001953\n", | |
| "70 -0.003906\n", | |
| "71 -0.031250\n", | |
| "72 -0.005859\n", | |
| " ... \n", | |
| "6619 -0.019531\n", | |
| "6620 -0.042969\n", | |
| "6621 -0.074219\n", | |
| "6622 0.046875\n", | |
| "6623 0.011719\n", | |
| "Name: log_return, Length: 6304, dtype: float16" | |
| ] | |
| }, | |
| "metadata": {}, | |
| "execution_count": 116 | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "df_price_tranformed[\"Target\"] = df_price_tranformed.groupby(ticker)[\"log_return\"].shift(-1)" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "WUc31VRcDPDy", | |
| "outputId": "f6ab4c2f-1597-4b49-db5e-0466c6a8d51c" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stderr", | |
| "text": [ | |
| "<ipython-input-135-bd43e38305d9>:1: SettingWithCopyWarning: \n", | |
| "A value is trying to be set on a copy of a slice from a DataFrame.\n", | |
| "Try using .loc[row_indexer,col_indexer] = value instead\n", | |
| "\n", | |
| "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n", | |
| " df_price_tranformed[\"Target\"] = df_price_tranformed.groupby(ticker)[\"log_return\"].shift(-1)\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "markdown", | |
| "source": [ | |
| "Let's run a quick model" | |
| ], | |
| "metadata": { | |
| "id": "gvdUVBr4_E02" | |
| } | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "!pip install flaml" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/" | |
| }, | |
| "id": "Je4_9ryN_wZY", | |
| "outputId": "f2cd0376-7c75-4c36-a1c2-016b170b8a2b" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "stream", | |
| "name": "stdout", | |
| "text": [ | |
| "Looking in indexes: https://pypi.org/simple, https://us-python.pkg.dev/colab-wheels/public/simple/\n", | |
| "Collecting flaml\n", | |
| " Downloading FLAML-1.1.2-py3-none-any.whl (222 kB)\n", | |
| "\u001b[2K \u001b[90m━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━\u001b[0m \u001b[32m222.3/222.3 KB\u001b[0m \u001b[31m10.3 MB/s\u001b[0m eta \u001b[36m0:00:00\u001b[0m\n", | |
| "\u001b[?25hRequirement already satisfied: pandas>=1.1.4 in /usr/local/lib/python3.8/dist-packages (from flaml) (1.3.5)\n", | |
| "Requirement already satisfied: scipy>=1.4.1 in /usr/local/lib/python3.8/dist-packages (from flaml) (1.7.3)\n", | |
| "Requirement already satisfied: scikit-learn>=0.24 in /usr/local/lib/python3.8/dist-packages (from flaml) (1.0.2)\n", | |
| "Requirement already satisfied: xgboost>=0.90 in /usr/local/lib/python3.8/dist-packages (from flaml) (0.90)\n", | |
| "Collecting lightgbm>=2.3.1\n", | |
| " Downloading lightgbm-3.3.5-py3-none-manylinux1_x86_64.whl (2.0 MB)\n", | |
| "\u001b[2K \u001b[90m━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━\u001b[0m \u001b[32m2.0/2.0 MB\u001b[0m \u001b[31m74.2 MB/s\u001b[0m eta \u001b[36m0:00:00\u001b[0m\n", | |
| "\u001b[?25hRequirement already satisfied: NumPy>=1.17.0rc1 in /usr/local/lib/python3.8/dist-packages (from flaml) (1.22.4)\n", | |
| "Requirement already satisfied: wheel in /usr/local/lib/python3.8/dist-packages (from lightgbm>=2.3.1->flaml) (0.38.4)\n", | |
| "Requirement already satisfied: python-dateutil>=2.7.3 in /usr/local/lib/python3.8/dist-packages (from pandas>=1.1.4->flaml) (2.8.2)\n", | |
| "Requirement already satisfied: pytz>=2017.3 in /usr/local/lib/python3.8/dist-packages (from pandas>=1.1.4->flaml) (2022.7.1)\n", | |
| "Requirement already satisfied: joblib>=0.11 in /usr/local/lib/python3.8/dist-packages (from scikit-learn>=0.24->flaml) (1.2.0)\n", | |
| "Requirement already satisfied: threadpoolctl>=2.0.0 in /usr/local/lib/python3.8/dist-packages (from scikit-learn>=0.24->flaml) (3.1.0)\n", | |
| "Requirement already satisfied: six>=1.5 in /usr/local/lib/python3.8/dist-packages (from python-dateutil>=2.7.3->pandas>=1.1.4->flaml) (1.15.0)\n", | |
| "Installing collected packages: lightgbm, flaml\n", | |
| " Attempting uninstall: lightgbm\n", | |
| " Found existing installation: lightgbm 2.2.3\n", | |
| " Uninstalling lightgbm-2.2.3:\n", | |
| " Successfully uninstalled lightgbm-2.2.3\n", | |
| "Successfully installed flaml-1.1.2 lightgbm-3.3.5\n" | |
| ] | |
| } | |
| ] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "from datetime import datetime\n", | |
| "\n", | |
| "test_date = \"2022-02-22\"\n", | |
| "test_date = datetime.strptime(test_date, '%Y-%m-%d').date()\n", | |
| "\n", | |
| "train_df = df_price_tranformed[df_price_tranformed[\"Date\"]<pd.to_datetime(test_date)].copy()\n", | |
| "test_df = df_price_tranformed[df_price_tranformed[\"Date\"]>=pd.to_datetime(test_date)].copy()" | |
| ], | |
| "metadata": { | |
| "id": "JXbefKPy_TnX" | |
| }, | |
| "execution_count": null, | |
| "outputs": [] | |
| }, | |
| { | |
| "cell_type": "code", | |
| "source": [ | |
| "test_df" | |
| ], | |
| "metadata": { | |
| "colab": { | |
| "base_uri": "https://localhost:8080/", | |
| "height": 633 | |
| }, | |
| "id": "Is2yTJklAAPO", | |
| "outputId": "0ad8c5cb-92fe-43ce-b197-027da0f911aa" | |
| }, | |
| "execution_count": null, | |
| "outputs": [ | |
| { | |
| "output_type": "execute_result", | |
| "data": { | |
| "text/plain": [ | |
| " Date Ticker Adj Close Close High Low Open \\\n", | |
| "1652 2022-02-22 AAPL 163.375 164.375 166.750 162.125 165.000 \n", | |
| "1653 2022-02-23 AAPL 159.125 160.125 166.125 159.750 165.500 \n", | |
| "1654 2022-02-24 AAPL 161.750 162.750 162.875 152.000 152.625 \n", | |
| "1655 2022-02-25 AAPL 163.875 164.875 165.125 160.875 163.875 \n", | |
| "3308 2022-02-22 JPM 147.000 151.875 153.250 150.375 150.625 \n", | |
| "3309 2022-02-23 JPM 144.000 148.750 153.250 148.000 153.125 \n", | |
| "3310 2022-02-24 JPM 139.875 144.500 145.000 139.750 143.000 \n", | |
| "3311 2022-02-25 JPM 143.250 148.000 150.125 144.875 145.250 \n", | |
| "4964 2022-02-22 MSFT 285.000 287.750 291.500 284.500 285.000 \n", | |
| "4965 2022-02-23 MSFT 277.500 280.250 291.750 280.000 290.250 \n", | |
| "4966 2022-02-24 MSFT 291.750 294.500 295.250 271.500 272.500 \n", | |
| "4967 2022-02-25 MSFT 294.500 297.250 297.750 291.750 295.250 \n", | |
| "6620 2022-02-22 TSLA 273.750 273.750 285.500 267.000 278.000 \n", | |
| "6621 2022-02-23 TSLA 254.625 254.625 278.500 253.500 276.750 \n", | |
| "6622 2022-02-24 TSLA 267.000 267.000 267.500 233.375 233.500 \n", | |
| "6623 2022-02-25 TSLA 270.000 270.000 273.250 260.750 269.750 \n", | |
| "\n", | |
| " Volume date_old DCL_20_20 DCM_20_20 DCU_20_20 BBL_5_2.0 \\\n", | |
| "1652 91162800.0 2019-03-31 154.750 166.000 177.125 170.375 \n", | |
| "1653 90009200.0 2019-03-31 154.750 166.000 177.125 170.375 \n", | |
| "1654 141147504.0 2019-03-31 154.750 166.000 177.125 170.250 \n", | |
| "1655 91974200.0 2019-03-31 154.750 165.625 176.625 169.875 \n", | |
| "3308 11333500.0 2019-03-31 139.625 154.750 169.750 142.750 \n", | |
| "3309 11799000.0 2019-03-31 139.625 154.750 169.750 143.625 \n", | |
| "3310 25655100.0 2019-03-31 139.625 154.750 169.750 143.875 \n", | |
| "3311 18367700.0 2019-03-31 139.625 154.750 169.750 143.750 \n", | |
| "4964 41736100.0 2019-03-31 310.000 327.250 344.250 304.250 \n", | |
| "4965 37811200.0 2019-03-31 304.750 324.500 344.250 306.000 \n", | |
| "4966 56989700.0 2019-03-31 304.750 324.500 344.250 313.000 \n", | |
| "4967 32546700.0 2019-03-31 304.750 324.500 344.250 311.750 \n", | |
| "6620 83288096.0 2019-03-31 295.250 343.250 391.000 283.000 \n", | |
| "6621 95256896.0 2019-03-31 295.250 343.250 391.000 284.750 \n", | |
| "6622 135322208.0 2019-03-31 295.250 343.250 391.000 307.250 \n", | |
| "6623 76067696.0 2019-03-31 295.250 343.250 391.000 335.500 \n", | |
| "\n", | |
| " BBM_5_2.0 BBU_5_2.0 BBB_5_2.0 BBP_5_2.0 SMA_10 MACD_12_26_9 \\\n", | |
| "1652 173.500 176.500 3.525391 0.202393 169.125 0.368652 \n", | |
| "1653 173.500 176.625 3.603516 0.708984 170.625 0.678711 \n", | |
| "1654 173.625 177.000 3.912109 0.893066 172.250 1.029297 \n", | |
| "1655 173.500 177.000 4.125000 0.313232 173.625 0.960449 \n", | |
| "3308 147.625 152.375 6.484375 0.225342 156.750 -3.431641 \n", | |
| "3309 146.625 149.625 4.152344 0.483643 154.625 -3.802734 \n", | |
| "3310 146.375 148.875 3.402344 0.799316 152.750 -3.941406 \n", | |
| "3311 146.000 148.250 3.095703 0.356689 150.375 -4.210938 \n", | |
| "4964 321.500 338.750 10.726562 0.280518 331.000 -2.666016 \n", | |
| "4965 317.500 329.250 7.328125 0.360596 328.000 -3.462891 \n", | |
| "4966 314.750 316.500 1.164062 0.573730 325.500 -3.990234 \n", | |
| "4967 315.000 318.250 2.076172 0.986816 323.000 -4.093750 \n", | |
| "6620 323.250 363.250 24.906250 0.904297 323.000 -6.429688 \n", | |
| "6621 334.000 383.000 29.437500 0.812988 325.500 -3.265625 \n", | |
| "6622 346.500 385.500 22.609375 0.708984 329.750 -0.894531 \n", | |
| "6623 356.250 377.250 11.734375 0.637695 334.000 0.913086 \n", | |
| "\n", | |
| " MACDh_12_26_9 MACDs_12_26_9 High_mean_rolling_3 High_std_rolling_3 \\\n", | |
| "1652 0.783691 -0.415283 169.75 2.707031 \n", | |
| "1653 0.875000 -0.196411 167.75 2.394531 \n", | |
| "1654 0.980469 0.048706 165.25 2.078125 \n", | |
| "1655 0.729492 0.231079 164.75 1.688477 \n", | |
| "3308 -2.289062 -1.142578 153.75 0.450684 \n", | |
| "3309 -2.128906 -1.674805 153.50 0.503418 \n", | |
| "3310 -1.812500 -2.128906 150.50 4.781250 \n", | |
| "3311 -1.666992 -2.544922 149.50 4.195312 \n", | |
| "4964 -2.703125 0.036133 294.00 2.636719 \n", | |
| "4965 -2.798828 -0.663574 292.25 1.295898 \n", | |
| "4966 -2.662109 -1.329102 292.75 2.044922 \n", | |
| "4967 -2.212891 -1.881836 294.75 2.978516 \n", | |
| "6620 -0.013664 -6.417969 295.75 10.296875 \n", | |
| "6621 2.521484 -5.789062 286.50 8.632812 \n", | |
| "6622 3.914062 -4.808594 277.25 9.109375 \n", | |
| "6623 4.578125 -3.664062 273.00 5.472656 \n", | |
| "\n", | |
| " High_skew_rolling_3 High_max_rolling_3 High_min_rolling_3 \\\n", | |
| "1652 -1.246094 171.875 166.750 \n", | |
| "1653 1.633789 170.500 166.125 \n", | |
| "1654 -1.601562 166.750 162.875 \n", | |
| "1655 -1.035156 166.125 162.875 \n", | |
| "3308 -0.265381 154.125 153.250 \n", | |
| "3309 1.704102 154.125 153.250 \n", | |
| "3310 -1.731445 153.250 145.000 \n", | |
| "3311 -0.687500 153.250 145.000 \n", | |
| "4964 0.350586 296.750 291.500 \n", | |
| "4965 1.702148 293.750 291.500 \n", | |
| "4966 1.719727 295.250 291.500 \n", | |
| "4967 -0.492432 297.750 291.750 \n", | |
| "6620 0.072327 306.250 285.500 \n", | |
| "6621 0.498047 295.500 278.500 \n", | |
| "6622 -0.613281 285.500 267.500 \n", | |
| "6623 -0.111389 278.500 267.500 \n", | |
| "\n", | |
| " High_median_rolling_3 Low_mean_rolling_3 Low_std_rolling_3 \\\n", | |
| "1652 170.500 165.625 3.201172 \n", | |
| "1653 166.750 162.750 3.253906 \n", | |
| "1654 166.125 158.000 5.304688 \n", | |
| "1655 165.125 157.500 4.832031 \n", | |
| "3308 153.750 150.750 0.364502 \n", | |
| "3309 153.250 149.875 1.656250 \n", | |
| "3310 153.250 146.000 5.566406 \n", | |
| "3311 150.125 144.250 4.136719 \n", | |
| "4964 293.750 287.000 2.802734 \n", | |
| "4965 291.750 283.750 3.193359 \n", | |
| "4966 291.750 278.750 6.601562 \n", | |
| "4967 295.250 281.000 10.101562 \n", | |
| "6620 295.500 279.250 12.164062 \n", | |
| "6621 285.500 266.500 12.843750 \n", | |
| "6622 278.500 251.250 16.953125 \n", | |
| "6623 273.250 249.250 14.226562 \n", | |
| "\n", | |
| " Low_skew_rolling_3 Low_max_rolling_3 Low_min_rolling_3 \\\n", | |
| "1652 -0.797363 168.500 162.125 \n", | |
| "1653 0.734375 166.250 159.750 \n", | |
| "1654 -1.341797 162.125 152.000 \n", | |
| "1655 -1.627930 160.875 152.000 \n", | |
| "3308 0.795410 151.125 150.375 \n", | |
| "3309 -1.371094 151.125 148.000 \n", | |
| "3310 -1.365234 150.375 139.750 \n", | |
| "3311 -0.729492 148.000 139.750 \n", | |
| "4964 0.955566 290.000 284.500 \n", | |
| "4965 -1.127930 286.250 280.000 \n", | |
| "4966 -0.907715 284.500 271.500 \n", | |
| "4967 0.436768 291.750 271.500 \n", | |
| "6620 -0.000824 291.250 267.000 \n", | |
| "6621 -0.156616 279.250 253.500 \n", | |
| "6622 -0.580078 267.000 233.375 \n", | |
| "6623 -1.236328 260.750 233.375 \n", | |
| "\n", | |
| " Low_median_rolling_3 High_mean_rolling_4 High_std_rolling_4 \\\n", | |
| "1652 166.250 170.625 2.859375 \n", | |
| "1653 162.125 168.875 2.837891 \n", | |
| "1654 159.750 166.500 3.150391 \n", | |
| "1655 159.750 165.250 1.698242 \n", | |
| "3308 150.625 154.250 1.253906 \n", | |
| "3309 150.375 153.625 0.419434 \n", | |
| "3310 148.000 151.375 4.304688 \n", | |
| "3311 144.875 150.375 3.908203 \n", | |
| "4964 286.250 295.750 4.027344 \n", | |
| "4965 284.500 293.500 2.457031 \n", | |
| "4966 280.000 293.000 1.751953 \n", | |
| "4967 280.000 294.000 2.935547 \n", | |
| "6620 279.250 299.000 10.632812 \n", | |
| "6621 267.000 291.500 12.085938 \n", | |
| "6622 253.500 281.750 11.851562 \n", | |
| "6623 253.500 276.250 7.699219 \n", | |
| "\n", | |
| " High_skew_rolling_4 High_max_rolling_4 High_min_rolling_4 \\\n", | |
| "1652 -1.096680 173.375 166.750 \n", | |
| "1653 0.166504 171.875 166.125 \n", | |
| "1654 0.258545 170.500 162.875 \n", | |
| "1655 -1.208984 166.750 162.875 \n", | |
| "3308 1.495117 156.125 153.250 \n", | |
| "3309 0.740723 154.125 153.250 \n", | |
| "3310 -1.944336 154.125 145.000 \n", | |
| "3311 -1.263672 153.250 145.000 \n", | |
| "4964 0.525879 300.750 291.500 \n", | |
| "4965 1.079102 296.750 291.500 \n", | |
| "4966 0.447021 295.250 291.500 \n", | |
| "4967 0.573242 297.750 291.500 \n", | |
| "6620 -0.660156 308.750 285.500 \n", | |
| "6621 0.322021 306.250 278.500 \n", | |
| "6622 -0.099304 295.500 267.500 \n", | |
| "6623 0.240845 285.500 267.500 \n", | |
| "\n", | |
| " High_median_rolling_4 Low_mean_rolling_4 Low_std_rolling_4 \\\n", | |
| "1652 171.250 166.750 3.431641 \n", | |
| "1653 168.625 164.125 3.923828 \n", | |
| "1654 166.375 160.000 5.972656 \n", | |
| "1655 165.625 158.750 4.566406 \n", | |
| "3308 153.875 151.500 1.531250 \n", | |
| "3309 153.500 150.000 1.415039 \n", | |
| "3310 153.250 147.375 5.207031 \n", | |
| "3311 151.625 145.750 4.582031 \n", | |
| "4964 295.250 288.500 4.074219 \n", | |
| "4965 292.750 285.250 4.113281 \n", | |
| "4966 292.750 280.500 6.597656 \n", | |
| "4967 293.500 282.000 8.421875 \n", | |
| "6620 301.000 284.500 14.531250 \n", | |
| "6621 290.500 272.750 16.234375 \n", | |
| "6622 282.000 258.250 19.656250 \n", | |
| "6623 275.750 253.625 14.640625 \n", | |
| "\n", | |
| " Low_skew_rolling_4 Low_max_rolling_4 Low_min_rolling_4 \\\n", | |
| "1652 -0.871094 170.000 162.125 \n", | |
| "1653 -0.029663 168.500 159.750 \n", | |
| "1654 -0.851562 166.250 152.000 \n", | |
| "1655 -1.726562 162.125 152.000 \n", | |
| "3308 1.781250 153.750 150.375 \n", | |
| "3309 -1.732422 151.125 148.000 \n", | |
| "3310 -1.625000 151.125 139.750 \n", | |
| "3311 -0.724609 150.375 139.750 \n", | |
| "4964 0.488037 293.750 284.500 \n", | |
| "4965 -0.241577 290.000 280.000 \n", | |
| "4966 -1.175781 286.250 271.500 \n", | |
| "4967 -0.230957 291.750 271.500 \n", | |
| "6620 -0.246704 300.500 267.000 \n", | |
| "6621 -0.101318 291.250 253.500 \n", | |
| "6622 -0.506836 279.250 233.375 \n", | |
| "6623 -1.203125 267.000 233.375 \n", | |
| "\n", | |
| " Low_median_rolling_4 High_mean_rolling_6 High_std_rolling_6 \\\n", | |
| "1652 167.375 170.875 2.480469 \n", | |
| "1653 164.125 170.250 3.134766 \n", | |
| "1654 161.000 168.625 3.998047 \n", | |
| "1655 160.250 167.250 3.404297 \n", | |
| "3308 150.875 154.500 1.233398 \n", | |
| "3309 150.500 154.375 1.291016 \n", | |
| "3310 149.250 152.625 3.865234 \n", | |
| "3311 146.500 151.625 3.533203 \n", | |
| "4964 288.250 296.750 3.710938 \n", | |
| "4965 285.500 296.000 4.250000 \n", | |
| "4966 282.250 295.000 3.517578 \n", | |
| "4967 282.250 294.500 2.550781 \n", | |
| "6620 285.250 300.500 8.937500 \n", | |
| "6621 273.000 297.000 12.765625 \n", | |
| "6622 260.250 290.250 16.156250 \n", | |
| "6623 257.250 284.500 14.484375 \n", | |
| "\n", | |
| " High_skew_rolling_6 High_max_rolling_6 High_min_rolling_6 \\\n", | |
| "1652 -0.920410 173.375 166.750 \n", | |
| "1653 -0.605469 173.375 166.125 \n", | |
| "1654 -0.267334 173.375 162.875 \n", | |
| "1655 0.360352 171.875 162.875 \n", | |
| "3308 0.746582 156.125 153.250 \n", | |
| "3309 0.717773 156.125 153.250 \n", | |
| "3310 -2.017578 156.125 145.000 \n", | |
| "3311 -1.730469 154.125 145.000 \n", | |
| "4964 -0.197632 300.750 291.500 \n", | |
| "4965 0.265625 300.750 291.500 \n", | |
| "4966 0.905762 300.750 291.500 \n", | |
| "4967 0.000213 297.750 291.500 \n", | |
| "6620 -1.011719 308.750 285.500 \n", | |
| "6621 -0.631348 308.750 278.500 \n", | |
| "6622 -0.238037 308.750 267.500 \n", | |
| "6623 0.517090 306.250 267.500 \n", | |
| "\n", | |
| " High_median_rolling_6 Low_mean_rolling_6 Low_std_rolling_6 \\\n", | |
| "1652 171.250 167.250 3.031250 \n", | |
| "1653 171.250 166.125 4.343750 \n", | |
| "1654 168.625 163.125 6.664062 \n", | |
| "1655 166.375 161.625 5.738281 \n", | |
| "3308 153.875 151.625 1.657227 \n", | |
| "3309 153.875 151.250 2.224609 \n", | |
| "3310 153.500 149.000 4.855469 \n", | |
| "3311 153.250 147.500 4.433594 \n", | |
| "4964 296.750 290.500 4.628906 \n", | |
| "4965 295.250 288.500 6.210938 \n", | |
| "4966 294.500 284.250 7.816406 \n", | |
| "4967 294.500 284.000 7.363281 \n", | |
| "6620 303.000 286.750 12.500000 \n", | |
| "6621 301.000 281.500 18.531250 \n", | |
| "6622 290.500 270.750 24.843750 \n", | |
| "6623 282.000 264.250 20.250000 \n", | |
| "\n", | |
| " Low_skew_rolling_6 Low_max_rolling_6 Low_min_rolling_6 \\\n", | |
| "1652 -0.940430 170.250 162.125 \n", | |
| "1653 -0.671387 170.250 159.750 \n", | |
| "1654 -0.899414 170.000 152.000 \n", | |
| "1655 -0.724121 168.500 152.000 \n", | |
| "3308 0.851562 153.875 150.375 \n", | |
| "3309 -0.174316 153.875 148.000 \n", | |
| "3310 -1.687500 153.750 139.750 \n", | |
| "3311 -1.263672 151.125 139.750 \n", | |
| "4964 0.083923 297.000 284.500 \n", | |
| "4965 0.043518 297.000 280.000 \n", | |
| "4966 -0.747559 293.750 271.500 \n", | |
| "4967 -1.005859 291.750 271.500 \n", | |
| "6620 -0.613770 300.500 267.000 \n", | |
| "6621 -0.621094 300.500 253.500 \n", | |
| "6622 -0.443359 300.500 233.375 \n", | |
| "6623 -0.262939 291.250 233.375 \n", | |
| "\n", | |
| " Low_median_rolling_6 High_mean_rolling_8 High_std_rolling_8 \\\n", | |
| "1652 167.500 171.750 2.710938 \n", | |
| "1653 167.375 170.500 2.853516 \n", | |
| "1654 164.125 169.250 3.710938 \n", | |
| "1655 161.500 168.750 3.980469 \n", | |
| "3308 150.875 155.500 2.193359 \n", | |
| "3309 150.875 154.750 1.772461 \n", | |
| "3310 150.500 153.125 3.478516 \n", | |
| "3311 149.250 152.750 3.623047 \n", | |
| "4964 290.750 299.250 5.714844 \n", | |
| "4965 288.250 297.000 4.636719 \n", | |
| "4966 285.500 296.000 3.617188 \n", | |
| "4967 285.500 296.000 3.658203 \n", | |
| "6620 288.000 303.000 9.062500 \n", | |
| "6621 285.250 298.500 11.179688 \n", | |
| "6622 273.000 293.750 15.132812 \n", | |
| "6623 264.000 290.250 16.484375 \n", | |
| "\n", | |
| " High_skew_rolling_8 High_max_rolling_8 High_min_rolling_8 \\\n", | |
| "1652 -0.700684 175.500 166.750 \n", | |
| "1653 -0.704590 173.375 166.125 \n", | |
| "1654 -0.629883 173.375 162.875 \n", | |
| "1655 -0.159424 173.375 162.875 \n", | |
| "3308 0.677246 159.000 153.250 \n", | |
| "3309 1.135742 158.250 153.250 \n", | |
| "3310 -2.226562 156.125 145.000 \n", | |
| "3311 -1.587891 156.125 145.000 \n", | |
| "4964 0.458496 309.000 291.500 \n", | |
| "4965 0.234619 304.250 291.500 \n", | |
| "4966 0.265381 300.750 291.500 \n", | |
| "4967 0.154297 300.750 291.500 \n", | |
| "6620 -0.945312 314.500 285.500 \n", | |
| "6621 -1.004883 308.750 278.500 \n", | |
| "6622 -0.749512 308.750 267.500 \n", | |
| "6623 -0.141602 308.750 267.500 \n", | |
| "\n", | |
| " High_median_rolling_8 Low_mean_rolling_8 Low_std_rolling_8 \\\n", | |
| "1652 172.375 167.875 2.966797 \n", | |
| "1653 171.250 166.375 3.732422 \n", | |
| "1654 170.000 164.375 6.222656 \n", | |
| "1655 168.625 163.750 6.269531 \n", | |
| "3308 155.000 152.250 1.888672 \n", | |
| "3309 153.875 151.375 2.015625 \n", | |
| "3310 153.750 149.750 4.453125 \n", | |
| "3311 153.500 149.000 4.753906 \n", | |
| "4964 298.750 292.250 5.363281 \n", | |
| "4965 296.750 289.750 5.648438 \n", | |
| "4966 296.000 286.750 8.164062 \n", | |
| "4967 296.000 286.750 8.187500 \n", | |
| "6620 305.750 287.750 11.523438 \n", | |
| "6621 302.500 282.250 15.703125 \n", | |
| "6622 297.500 276.000 23.281250 \n", | |
| "6623 290.500 273.000 23.546875 \n", | |
| "\n", | |
| " Low_skew_rolling_8 Low_max_rolling_8 Low_min_rolling_8 \\\n", | |
| "1652 -0.928223 171.500 162.125 \n", | |
| "1653 -0.958496 170.250 159.750 \n", | |
| "1654 -1.247070 170.250 152.000 \n", | |
| "1655 -0.805664 170.250 152.000 \n", | |
| "3308 0.347900 155.250 150.375 \n", | |
| "3309 -0.234863 153.875 148.000 \n", | |
| "3310 -1.840820 153.875 139.750 \n", | |
| "3311 -1.140625 153.875 139.750 \n", | |
| "4964 0.064087 300.750 284.500 \n", | |
| "4965 -0.504395 297.000 280.000 \n", | |
| "4966 -0.831055 297.000 271.500 \n", | |
| "4967 -0.834961 297.000 271.500 \n", | |
| "6620 -0.669922 300.500 267.000 \n", | |
| "6621 -0.800781 300.500 253.500 \n", | |
| "6622 -0.894531 300.500 233.375 \n", | |
| "6623 -0.420410 300.500 233.375 \n", | |
| "\n", | |
| " Low_median_rolling_8 log_return log_volume \\\n", | |
| "1652 168.250 -0.015625 0.096558 \n", | |
| "1653 167.250 -0.027344 -0.012733 \n", | |
| "1654 166.375 0.015625 0.449951 \n", | |
| "1655 164.125 0.011719 -0.428223 \n", | |
| "3308 152.000 0.000000 -0.034668 \n", | |
| "3309 150.875 -0.023438 0.040253 \n", | |
| "3310 150.500 -0.027344 0.776855 \n", | |
| "3311 150.500 0.023438 -0.334229 \n", | |
| "4964 292.500 0.000000 0.197266 \n", | |
| "4965 290.750 -0.027344 -0.098755 \n", | |
| "4966 288.250 0.050781 0.410156 \n", | |
| "4967 288.250 0.007812 -0.560059 \n", | |
| "6620 288.000 -0.042969 0.195435 \n", | |
| "6621 284.000 -0.074219 0.134277 \n", | |
| "6622 281.750 0.046875 0.351074 \n", | |
| "6623 273.000 0.011719 -0.576172 \n", | |
| "\n", | |
| " log_return__co_embed2_dist_tau_d_expfit_meandiff__w=30_catch \\\n", | |
| "1652 0.112061 \n", | |
| "1653 0.130859 \n", | |
| "1654 0.115295 \n", | |
| "1655 0.095398 \n", | |
| "3308 0.070435 \n", | |
| "3309 0.069885 \n", | |
| "3310 0.129761 \n", | |
| "3311 0.135376 \n", | |
| "4964 0.177734 \n", | |
| "4965 0.082703 \n", | |
| "4966 0.103821 \n", | |
| "4967 0.148315 \n", | |
| "6620 0.098145 \n", | |
| "6621 0.097839 \n", | |
| "6622 0.094177 \n", | |
| "6623 0.089844 \n", | |
| "\n", | |
| " log_return__co_firstmin_ac__w=30_catch \\\n", | |
| "1652 3.0 \n", | |
| "1653 4.0 \n", | |
| "1654 4.0 \n", | |
| "1655 4.0 \n", | |
| "3308 2.0 \n", | |
| "3309 2.0 \n", | |
| "3310 2.0 \n", | |
| "3311 2.0 \n", | |
| "4964 1.0 \n", | |
| "4965 1.0 \n", | |
| "4966 1.0 \n", | |
| "4967 1.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__co_histogramami_even_2_5__w=30_catch \\\n", | |
| "1652 0.116821 \n", | |
| "1653 0.107971 \n", | |
| "1654 0.111206 \n", | |
| "1655 0.095520 \n", | |
| "3308 0.293457 \n", | |
| "3309 0.233643 \n", | |
| "3310 0.196411 \n", | |
| "3311 0.219849 \n", | |
| "4964 0.343018 \n", | |
| "4965 0.358643 \n", | |
| "4966 0.316406 \n", | |
| "4967 0.255859 \n", | |
| "6620 0.235352 \n", | |
| "6621 0.245972 \n", | |
| "6622 0.225220 \n", | |
| "6623 0.230713 \n", | |
| "\n", | |
| " log_return__co_f1ecac__w=30_catch \\\n", | |
| "1652 0.863281 \n", | |
| "1653 0.871094 \n", | |
| "1654 0.893555 \n", | |
| "1655 0.834473 \n", | |
| "3308 0.981445 \n", | |
| "3309 0.983398 \n", | |
| "3310 0.959961 \n", | |
| "3311 0.984863 \n", | |
| "4964 0.500000 \n", | |
| "4965 0.499023 \n", | |
| "4966 0.500977 \n", | |
| "4967 0.486816 \n", | |
| "6620 0.559570 \n", | |
| "6621 0.575684 \n", | |
| "6622 0.594238 \n", | |
| "6623 0.556152 \n", | |
| "\n", | |
| " log_return__co_trev_1_num__w=30_catch \\\n", | |
| "1652 1.189453 \n", | |
| "1653 1.137695 \n", | |
| "1654 1.022461 \n", | |
| "1655 1.411133 \n", | |
| "3308 -1.008789 \n", | |
| "3309 -1.033203 \n", | |
| "3310 -1.028320 \n", | |
| "3311 -0.951172 \n", | |
| "4964 0.134155 \n", | |
| "4965 0.137451 \n", | |
| "4966 0.058441 \n", | |
| "4967 1.397461 \n", | |
| "6620 -0.480225 \n", | |
| "6621 -0.610840 \n", | |
| "6622 -0.575195 \n", | |
| "6623 0.132080 \n", | |
| "\n", | |
| " log_return__dn_histogrammode_10__w=30_catch \\\n", | |
| "1652 -0.009048 \n", | |
| "1653 0.024734 \n", | |
| "1654 -0.990723 \n", | |
| "1655 -0.990723 \n", | |
| "3308 0.337891 \n", | |
| "3309 0.362061 \n", | |
| "3310 0.154663 \n", | |
| "3311 -0.033569 \n", | |
| "4964 0.301270 \n", | |
| "4965 0.303467 \n", | |
| "4966 -1.076172 \n", | |
| "4967 0.035828 \n", | |
| "6620 -0.348877 \n", | |
| "6621 -0.342773 \n", | |
| "6622 -0.255615 \n", | |
| "6623 -0.279541 \n", | |
| "\n", | |
| " log_return__dn_histogrammode_5__w=30_catch \\\n", | |
| "1652 0.237549 \n", | |
| "1653 0.267822 \n", | |
| "1654 -0.748535 \n", | |
| "1655 -0.748535 \n", | |
| "3308 0.094055 \n", | |
| "3309 0.116333 \n", | |
| "3310 0.154663 \n", | |
| "3311 0.202271 \n", | |
| "4964 0.482422 \n", | |
| "4965 0.484863 \n", | |
| "4966 0.518555 \n", | |
| "4967 0.243896 \n", | |
| "6620 -0.081726 \n", | |
| "6621 -0.076538 \n", | |
| "6622 0.004406 \n", | |
| "6623 -0.026581 \n", | |
| "\n", | |
| " log_return__dn_outlierinclude_n_001_mdrmd__w=30_catch \\\n", | |
| "1652 -0.033325 \n", | |
| "1653 0.000000 \n", | |
| "1654 0.466553 \n", | |
| "1655 0.399902 \n", | |
| "3308 -0.533203 \n", | |
| "3309 -0.600098 \n", | |
| "3310 -0.683105 \n", | |
| "3311 -0.733398 \n", | |
| "4964 0.266602 \n", | |
| "4965 0.199951 \n", | |
| "4966 0.199951 \n", | |
| "4967 0.133301 \n", | |
| "6620 -0.066650 \n", | |
| "6621 -0.133301 \n", | |
| "6622 0.166626 \n", | |
| "6623 0.099976 \n", | |
| "\n", | |
| " log_return__dn_outlierinclude_p_001_mdrmd__w=30_catch \\\n", | |
| "1652 0.066650 \n", | |
| "1653 0.000000 \n", | |
| "1654 -0.066650 \n", | |
| "1655 0.133301 \n", | |
| "3308 0.133301 \n", | |
| "3309 0.166626 \n", | |
| "3310 0.099976 \n", | |
| "3311 0.033325 \n", | |
| "4964 0.000000 \n", | |
| "4965 -0.033325 \n", | |
| "4966 -0.066650 \n", | |
| "4967 -0.066650 \n", | |
| "6620 0.066650 \n", | |
| "6621 0.000000 \n", | |
| "6622 0.066650 \n", | |
| "6623 0.133301 \n", | |
| "\n", | |
| " log_return__fc_localsimple_mean1_tauresrat__w=30_catch \\\n", | |
| "1652 0.500000 \n", | |
| "1653 0.500000 \n", | |
| "1654 0.500000 \n", | |
| "1655 0.500000 \n", | |
| "3308 0.199951 \n", | |
| "3309 0.199951 \n", | |
| "3310 0.500000 \n", | |
| "3311 0.500000 \n", | |
| "4964 1.000000 \n", | |
| "4965 1.000000 \n", | |
| "4966 1.000000 \n", | |
| "4967 1.000000 \n", | |
| "6620 1.000000 \n", | |
| "6621 1.000000 \n", | |
| "6622 1.000000 \n", | |
| "6623 1.000000 \n", | |
| "\n", | |
| " log_return__fc_localsimple_mean3_stderr__w=30_catch \\\n", | |
| "1652 1.224609 \n", | |
| "1653 1.208984 \n", | |
| "1654 1.152344 \n", | |
| "1655 1.205078 \n", | |
| "3308 1.151367 \n", | |
| "3309 1.161133 \n", | |
| "3310 1.153320 \n", | |
| "3311 0.924805 \n", | |
| "4964 1.262695 \n", | |
| "4965 1.266602 \n", | |
| "4966 1.156250 \n", | |
| "4967 1.146484 \n", | |
| "6620 1.287109 \n", | |
| "6621 1.268555 \n", | |
| "6622 1.175781 \n", | |
| "6623 1.210938 \n", | |
| "\n", | |
| " log_return__in_automutualinfostats_40_gaussian_fmmi__w=30_catch \\\n", | |
| "1652 1.0 \n", | |
| "1653 1.0 \n", | |
| "1654 1.0 \n", | |
| "1655 1.0 \n", | |
| "3308 1.0 \n", | |
| "3309 1.0 \n", | |
| "3310 1.0 \n", | |
| "3311 1.0 \n", | |
| "4964 1.0 \n", | |
| "4965 1.0 \n", | |
| "4966 2.0 \n", | |
| "4967 1.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__md_hrv_classic_pnn40__w=30_catch \\\n", | |
| "1652 1.000000 \n", | |
| "1653 1.000000 \n", | |
| "1654 1.000000 \n", | |
| "1655 1.000000 \n", | |
| "3308 0.931152 \n", | |
| "3309 0.931152 \n", | |
| "3310 0.965332 \n", | |
| "3311 0.965332 \n", | |
| "4964 0.965332 \n", | |
| "4965 1.000000 \n", | |
| "4966 1.000000 \n", | |
| "4967 1.000000 \n", | |
| "6620 1.000000 \n", | |
| "6621 1.000000 \n", | |
| "6622 1.000000 \n", | |
| "6623 1.000000 \n", | |
| "\n", | |
| " log_return__pd_periodicitywang_th0_01__w=30_catch \\\n", | |
| "1652 4.0 \n", | |
| "1653 4.0 \n", | |
| "1654 4.0 \n", | |
| "1655 6.0 \n", | |
| "3308 3.0 \n", | |
| "3309 3.0 \n", | |
| "3310 3.0 \n", | |
| "3311 3.0 \n", | |
| "4964 4.0 \n", | |
| "4965 4.0 \n", | |
| "4966 4.0 \n", | |
| "4967 4.0 \n", | |
| "6620 3.0 \n", | |
| "6621 3.0 \n", | |
| "6622 3.0 \n", | |
| "6623 3.0 \n", | |
| "\n", | |
| " log_return__sb_binarystats_diff_longstretch0__w=30_catch \\\n", | |
| "1652 3.0 \n", | |
| "1653 3.0 \n", | |
| "1654 3.0 \n", | |
| "1655 3.0 \n", | |
| "3308 4.0 \n", | |
| "3309 4.0 \n", | |
| "3310 4.0 \n", | |
| "3311 4.0 \n", | |
| "4964 3.0 \n", | |
| "4965 3.0 \n", | |
| "4966 3.0 \n", | |
| "4967 3.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 4.0 \n", | |
| "6623 4.0 \n", | |
| "\n", | |
| " log_return__sb_binarystats_mean_longstretch1__w=30_catch \\\n", | |
| "1652 4.0 \n", | |
| "1653 5.0 \n", | |
| "1654 5.0 \n", | |
| "1655 5.0 \n", | |
| "3308 5.0 \n", | |
| "3309 5.0 \n", | |
| "3310 5.0 \n", | |
| "3311 6.0 \n", | |
| "4964 5.0 \n", | |
| "4965 5.0 \n", | |
| "4966 5.0 \n", | |
| "4967 5.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 4.0 \n", | |
| "6623 4.0 \n", | |
| "\n", | |
| " log_return__sb_motifthree_quantile_hh__w=30_catch \\\n", | |
| "1652 2.154297 \n", | |
| "1653 2.132812 \n", | |
| "1654 2.166016 \n", | |
| "1655 2.177734 \n", | |
| "3308 2.091797 \n", | |
| "3309 2.062500 \n", | |
| "3310 2.062500 \n", | |
| "3311 2.091797 \n", | |
| "4964 2.156250 \n", | |
| "4965 2.156250 \n", | |
| "4966 2.126953 \n", | |
| "4967 2.107422 \n", | |
| "6620 2.080078 \n", | |
| "6621 2.091797 \n", | |
| "6622 2.126953 \n", | |
| "6623 2.080078 \n", | |
| "\n", | |
| " log_return__sb_transitionmatrix_3ac_sumdiagcov__w=30_catch \\\n", | |
| "1652 0.010201 \n", | |
| "1653 0.015305 \n", | |
| "1654 0.020401 \n", | |
| "1655 0.010201 \n", | |
| "3308 0.040009 \n", | |
| "3309 0.040009 \n", | |
| "3310 0.020401 \n", | |
| "3311 0.015305 \n", | |
| "4964 0.004360 \n", | |
| "4965 0.004360 \n", | |
| "4966 0.006737 \n", | |
| "4967 0.009117 \n", | |
| "6620 0.012680 \n", | |
| "6621 0.011497 \n", | |
| "6622 0.006737 \n", | |
| "6623 0.012680 \n", | |
| "\n", | |
| " log_return__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=30_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=30_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sp_summaries_welch_rect_area_5_1__w=30_catch \\\n", | |
| "1652 0.190674 \n", | |
| "1653 0.176025 \n", | |
| "1654 0.166626 \n", | |
| "1655 0.176514 \n", | |
| "3308 0.284424 \n", | |
| "3309 0.287598 \n", | |
| "3310 0.280029 \n", | |
| "3311 0.299072 \n", | |
| "4964 0.067871 \n", | |
| "4965 0.068054 \n", | |
| "4966 0.071899 \n", | |
| "4967 0.057617 \n", | |
| "6620 0.049835 \n", | |
| "6621 0.054047 \n", | |
| "6622 0.059448 \n", | |
| "6623 0.047638 \n", | |
| "\n", | |
| " log_return__sp_summaries_welch_rect_centroid__w=30_catch \\\n", | |
| "1652 1.177734 \n", | |
| "1653 0.981934 \n", | |
| "1654 0.981934 \n", | |
| "1655 0.981934 \n", | |
| "3308 0.981934 \n", | |
| "3309 0.981934 \n", | |
| "3310 0.981934 \n", | |
| "3311 0.981934 \n", | |
| "4964 2.355469 \n", | |
| "4965 2.355469 \n", | |
| "4966 2.355469 \n", | |
| "4967 2.355469 \n", | |
| "6620 1.767578 \n", | |
| "6621 1.767578 \n", | |
| "6622 1.767578 \n", | |
| "6623 1.767578 \n", | |
| "\n", | |
| " log_volume__co_embed2_dist_tau_d_expfit_meandiff__w=30_catch \\\n", | |
| "1652 0.092834 \n", | |
| "1653 0.091125 \n", | |
| "1654 0.093323 \n", | |
| "1655 0.076111 \n", | |
| "3308 0.094604 \n", | |
| "3309 0.123474 \n", | |
| "3310 0.099670 \n", | |
| "3311 0.092590 \n", | |
| "4964 0.133545 \n", | |
| "4965 0.119934 \n", | |
| "4966 0.119202 \n", | |
| "4967 0.119263 \n", | |
| "6620 0.094482 \n", | |
| "6621 0.077637 \n", | |
| "6622 0.075928 \n", | |
| "6623 0.092163 \n", | |
| "\n", | |
| " log_volume__co_firstmin_ac__w=30_catch \\\n", | |
| "1652 2.0 \n", | |
| "1653 2.0 \n", | |
| "1654 2.0 \n", | |
| "1655 2.0 \n", | |
| "3308 1.0 \n", | |
| "3309 1.0 \n", | |
| "3310 1.0 \n", | |
| "3311 1.0 \n", | |
| "4964 1.0 \n", | |
| "4965 1.0 \n", | |
| "4966 1.0 \n", | |
| "4967 1.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_volume__co_histogramami_even_2_5__w=30_catch \\\n", | |
| "1652 0.381348 \n", | |
| "1653 0.447021 \n", | |
| "1654 0.447021 \n", | |
| "1655 0.327881 \n", | |
| "3308 0.262695 \n", | |
| "3309 0.236328 \n", | |
| "3310 0.217773 \n", | |
| "3311 0.233398 \n", | |
| "4964 0.216187 \n", | |
| "4965 0.167725 \n", | |
| "4966 0.193970 \n", | |
| "4967 0.206787 \n", | |
| "6620 0.364502 \n", | |
| "6621 0.354736 \n", | |
| "6622 0.350098 \n", | |
| "6623 0.316650 \n", | |
| "\n", | |
| " log_volume__co_f1ecac__w=30_catch \\\n", | |
| "1652 0.617676 \n", | |
| "1653 0.639160 \n", | |
| "1654 0.681641 \n", | |
| "1655 0.668457 \n", | |
| "3308 0.486328 \n", | |
| "3309 0.486328 \n", | |
| "3310 0.485352 \n", | |
| "3311 0.503906 \n", | |
| "4964 0.500977 \n", | |
| "4965 0.518066 \n", | |
| "4966 0.541992 \n", | |
| "4967 0.546875 \n", | |
| "6620 0.613281 \n", | |
| "6621 0.633789 \n", | |
| "6622 0.655762 \n", | |
| "6623 0.710938 \n", | |
| "\n", | |
| " log_volume__co_trev_1_num__w=30_catch \\\n", | |
| "1652 -3.189453 \n", | |
| "1653 -3.335938 \n", | |
| "1654 -2.818359 \n", | |
| "1655 -2.291016 \n", | |
| "3308 -0.307373 \n", | |
| "3309 -0.307129 \n", | |
| "3310 -0.307129 \n", | |
| "3311 -0.016632 \n", | |
| "4964 -0.451416 \n", | |
| "4965 -0.740723 \n", | |
| "4966 0.089844 \n", | |
| "4967 -0.043274 \n", | |
| "6620 -0.955078 \n", | |
| "6621 -0.934082 \n", | |
| "6622 -0.739258 \n", | |
| "6623 -1.185547 \n", | |
| "\n", | |
| " log_volume__dn_histogrammode_10__w=30_catch \\\n", | |
| "1652 -0.313232 \n", | |
| "1653 -0.347656 \n", | |
| "1654 -0.317139 \n", | |
| "1655 -0.301514 \n", | |
| "3308 0.137939 \n", | |
| "3309 0.140259 \n", | |
| "3310 0.129883 \n", | |
| "3311 0.047058 \n", | |
| "4964 -0.677734 \n", | |
| "4965 -0.520508 \n", | |
| "4966 -0.260254 \n", | |
| "4967 -0.377930 \n", | |
| "6620 0.065491 \n", | |
| "6621 0.027206 \n", | |
| "6622 0.617188 \n", | |
| "6623 0.521973 \n", | |
| "\n", | |
| " log_volume__dn_histogrammode_5__w=30_catch \\\n", | |
| "1652 -0.107544 \n", | |
| "1653 -0.141846 \n", | |
| "1654 -0.107483 \n", | |
| "1655 -0.083557 \n", | |
| "3308 0.397949 \n", | |
| "3309 0.400146 \n", | |
| "3310 0.389893 \n", | |
| "3311 0.289307 \n", | |
| "4964 -0.466797 \n", | |
| "4965 -0.098267 \n", | |
| "4966 -0.043884 \n", | |
| "4967 -0.160645 \n", | |
| "6620 -0.338135 \n", | |
| "6621 0.027206 \n", | |
| "6622 0.020462 \n", | |
| "6623 0.322754 \n", | |
| "\n", | |
| " log_volume__dn_outlierinclude_n_001_mdrmd__w=30_catch \\\n", | |
| "1652 0.066650 \n", | |
| "1653 0.000000 \n", | |
| "1654 -0.066650 \n", | |
| "1655 -0.099976 \n", | |
| "3308 -0.033325 \n", | |
| "3309 -0.099976 \n", | |
| "3310 -0.133301 \n", | |
| "3311 -0.099976 \n", | |
| "4964 -0.066650 \n", | |
| "4965 -0.133301 \n", | |
| "4966 -0.199951 \n", | |
| "4967 0.000000 \n", | |
| "6620 0.066650 \n", | |
| "6621 0.000000 \n", | |
| "6622 -0.066650 \n", | |
| "6623 -0.066650 \n", | |
| "\n", | |
| " log_volume__dn_outlierinclude_p_001_mdrmd__w=30_catch \\\n", | |
| "1652 -0.133301 \n", | |
| "1653 -0.199951 \n", | |
| "1654 -0.166626 \n", | |
| "1655 0.000000 \n", | |
| "3308 0.233276 \n", | |
| "3309 0.166626 \n", | |
| "3310 0.183350 \n", | |
| "3311 0.199951 \n", | |
| "4964 -0.266602 \n", | |
| "4965 -0.333252 \n", | |
| "4966 -0.333252 \n", | |
| "4967 -0.133301 \n", | |
| "6620 -0.166626 \n", | |
| "6621 -0.199951 \n", | |
| "6622 -0.233276 \n", | |
| "6623 -0.266602 \n", | |
| "\n", | |
| " log_volume__fc_localsimple_mean1_tauresrat__w=30_catch \\\n", | |
| "1652 1.0 \n", | |
| "1653 0.5 \n", | |
| "1654 0.5 \n", | |
| "1655 0.5 \n", | |
| "3308 1.0 \n", | |
| "3309 1.0 \n", | |
| "3310 1.0 \n", | |
| "3311 1.0 \n", | |
| "4964 1.0 \n", | |
| "4965 1.0 \n", | |
| "4966 1.0 \n", | |
| "4967 1.0 \n", | |
| "6620 1.0 \n", | |
| "6621 0.5 \n", | |
| "6622 0.5 \n", | |
| "6623 0.5 \n", | |
| "\n", | |
| " log_volume__fc_localsimple_mean3_stderr__w=30_catch \\\n", | |
| "1652 1.254883 \n", | |
| "1653 1.255859 \n", | |
| "1654 1.279297 \n", | |
| "1655 1.283203 \n", | |
| "3308 1.345703 \n", | |
| "3309 1.344727 \n", | |
| "3310 1.344727 \n", | |
| "3311 1.196289 \n", | |
| "4964 1.119141 \n", | |
| "4965 1.104492 \n", | |
| "4966 1.125000 \n", | |
| "4967 1.163086 \n", | |
| "6620 1.259766 \n", | |
| "6621 1.219727 \n", | |
| "6622 1.210938 \n", | |
| "6623 1.189453 \n", | |
| "\n", | |
| " log_volume__in_automutualinfostats_40_gaussian_fmmi__w=30_catch \\\n", | |
| "1652 2.0 \n", | |
| "1653 2.0 \n", | |
| "1654 2.0 \n", | |
| "1655 2.0 \n", | |
| "3308 1.0 \n", | |
| "3309 1.0 \n", | |
| "3310 1.0 \n", | |
| "3311 1.0 \n", | |
| "4964 1.0 \n", | |
| "4965 1.0 \n", | |
| "4966 2.0 \n", | |
| "4967 2.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_volume__md_hrv_classic_pnn40__w=30_catch \\\n", | |
| "1652 1.000000 \n", | |
| "1653 1.000000 \n", | |
| "1654 1.000000 \n", | |
| "1655 1.000000 \n", | |
| "3308 0.896484 \n", | |
| "3309 0.896484 \n", | |
| "3310 0.931152 \n", | |
| "3311 0.931152 \n", | |
| "4964 0.965332 \n", | |
| "4965 0.965332 \n", | |
| "4966 0.965332 \n", | |
| "4967 0.965332 \n", | |
| "6620 0.896484 \n", | |
| "6621 0.896484 \n", | |
| "6622 0.896484 \n", | |
| "6623 0.896484 \n", | |
| "\n", | |
| " log_volume__pd_periodicitywang_th0_01__w=30_catch \\\n", | |
| "1652 3.0 \n", | |
| "1653 3.0 \n", | |
| "1654 3.0 \n", | |
| "1655 3.0 \n", | |
| "3308 3.0 \n", | |
| "3309 3.0 \n", | |
| "3310 3.0 \n", | |
| "3311 3.0 \n", | |
| "4964 5.0 \n", | |
| "4965 5.0 \n", | |
| "4966 5.0 \n", | |
| "4967 4.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 5.0 \n", | |
| "6623 5.0 \n", | |
| "\n", | |
| " log_volume__sb_binarystats_diff_longstretch0__w=30_catch \\\n", | |
| "1652 4.0 \n", | |
| "1653 4.0 \n", | |
| "1654 4.0 \n", | |
| "1655 4.0 \n", | |
| "3308 4.0 \n", | |
| "3309 4.0 \n", | |
| "3310 4.0 \n", | |
| "3311 4.0 \n", | |
| "4964 3.0 \n", | |
| "4965 3.0 \n", | |
| "4966 3.0 \n", | |
| "4967 3.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 4.0 \n", | |
| "6623 4.0 \n", | |
| "\n", | |
| " log_volume__sb_binarystats_mean_longstretch1__w=30_catch \\\n", | |
| "1652 3.0 \n", | |
| "1653 3.0 \n", | |
| "1654 3.0 \n", | |
| "1655 4.0 \n", | |
| "3308 4.0 \n", | |
| "3309 4.0 \n", | |
| "3310 4.0 \n", | |
| "3311 3.0 \n", | |
| "4964 3.0 \n", | |
| "4965 3.0 \n", | |
| "4966 4.0 \n", | |
| "4967 5.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 4.0 \n", | |
| "6623 4.0 \n", | |
| "\n", | |
| " log_volume__sb_motifthree_quantile_hh__w=30_catch \\\n", | |
| "1652 2.156250 \n", | |
| "1653 2.166016 \n", | |
| "1654 2.166016 \n", | |
| "1655 2.189453 \n", | |
| "3308 2.156250 \n", | |
| "3309 2.156250 \n", | |
| "3310 2.156250 \n", | |
| "3311 2.144531 \n", | |
| "4964 2.042969 \n", | |
| "4965 2.062500 \n", | |
| "4966 2.119141 \n", | |
| "4967 2.144531 \n", | |
| "6620 2.166016 \n", | |
| "6621 2.154297 \n", | |
| "6622 2.154297 \n", | |
| "6623 2.126953 \n", | |
| "\n", | |
| " log_volume__sb_transitionmatrix_3ac_sumdiagcov__w=30_catch \\\n", | |
| "1652 0.004360 \n", | |
| "1653 0.045929 \n", | |
| "1654 0.015305 \n", | |
| "1655 0.025513 \n", | |
| "3308 0.004360 \n", | |
| "3309 0.004360 \n", | |
| "3310 0.004360 \n", | |
| "3311 0.005550 \n", | |
| "4964 0.017441 \n", | |
| "4965 0.013870 \n", | |
| "4966 0.007927 \n", | |
| "4967 0.005550 \n", | |
| "6620 0.003170 \n", | |
| "6621 0.045929 \n", | |
| "6622 0.035706 \n", | |
| "6623 0.035706 \n", | |
| "\n", | |
| " log_volume__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=30_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=30_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sp_summaries_welch_rect_area_5_1__w=30_catch \\\n", | |
| "1652 0.054443 \n", | |
| "1653 0.050598 \n", | |
| "1654 0.059052 \n", | |
| "1655 0.082153 \n", | |
| "3308 0.032135 \n", | |
| "3309 0.032562 \n", | |
| "3310 0.035736 \n", | |
| "3311 0.078064 \n", | |
| "4964 0.067932 \n", | |
| "4965 0.062683 \n", | |
| "4966 0.068359 \n", | |
| "4967 0.097412 \n", | |
| "6620 0.058044 \n", | |
| "6621 0.059479 \n", | |
| "6622 0.063110 \n", | |
| "6623 0.096191 \n", | |
| "\n", | |
| " log_volume__sp_summaries_welch_rect_centroid__w=30_catch \\\n", | |
| "1652 1.374023 \n", | |
| "1653 1.374023 \n", | |
| "1654 1.374023 \n", | |
| "1655 1.374023 \n", | |
| "3308 1.963867 \n", | |
| "3309 1.963867 \n", | |
| "3310 1.963867 \n", | |
| "3311 1.767578 \n", | |
| "4964 2.160156 \n", | |
| "4965 2.160156 \n", | |
| "4966 2.160156 \n", | |
| "4967 2.160156 \n", | |
| "6620 1.374023 \n", | |
| "6621 1.374023 \n", | |
| "6622 1.374023 \n", | |
| "6623 1.374023 \n", | |
| "\n", | |
| " log_return__co_embed2_dist_tau_d_expfit_meandiff__w=7_catch \\\n", | |
| "1652 0.260986 \n", | |
| "1653 0.243774 \n", | |
| "1654 0.222046 \n", | |
| "1655 0.295410 \n", | |
| "3308 0.282959 \n", | |
| "3309 0.281250 \n", | |
| "3310 0.284180 \n", | |
| "3311 0.238647 \n", | |
| "4964 0.423828 \n", | |
| "4965 0.267334 \n", | |
| "4966 0.263184 \n", | |
| "4967 0.318848 \n", | |
| "6620 0.269531 \n", | |
| "6621 0.259766 \n", | |
| "6622 0.183350 \n", | |
| "6623 0.308350 \n", | |
| "\n", | |
| " log_return__co_firstmin_ac__w=7_catch \\\n", | |
| "1652 2.0 \n", | |
| "1653 2.0 \n", | |
| "1654 2.0 \n", | |
| "1655 2.0 \n", | |
| "3308 2.0 \n", | |
| "3309 2.0 \n", | |
| "3310 2.0 \n", | |
| "3311 2.0 \n", | |
| "4964 2.0 \n", | |
| "4965 2.0 \n", | |
| "4966 2.0 \n", | |
| "4967 1.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__co_histogramami_even_2_5__w=7_catch \\\n", | |
| "1652 0.777832 \n", | |
| "1653 0.777832 \n", | |
| "1654 0.672852 \n", | |
| "1655 0.672852 \n", | |
| "3308 1.054688 \n", | |
| "3309 1.054688 \n", | |
| "3310 0.777832 \n", | |
| "3311 0.291016 \n", | |
| "4964 1.054688 \n", | |
| "4965 0.672852 \n", | |
| "4966 0.395752 \n", | |
| "4967 0.395752 \n", | |
| "6620 1.609375 \n", | |
| "6621 1.054688 \n", | |
| "6622 0.777832 \n", | |
| "6623 1.054688 \n", | |
| "\n", | |
| " log_return__co_f1ecac__w=7_catch log_return__co_trev_1_num__w=7_catch \\\n", | |
| "1652 0.895996 -0.011047 \n", | |
| "1653 0.773438 -0.040894 \n", | |
| "1654 0.988770 -0.418457 \n", | |
| "1655 0.624512 1.369141 \n", | |
| "3308 0.510742 1.448242 \n", | |
| "3309 0.519043 1.475586 \n", | |
| "3310 0.509766 0.633301 \n", | |
| "3311 0.691895 -0.146240 \n", | |
| "4964 0.847168 -0.048431 \n", | |
| "4965 0.679199 -0.039703 \n", | |
| "4966 0.678711 -1.169922 \n", | |
| "4967 0.519531 3.271484 \n", | |
| "6620 0.843750 0.292725 \n", | |
| "6621 0.794922 0.268311 \n", | |
| "6622 1.108398 -0.517090 \n", | |
| "6623 0.598145 2.082031 \n", | |
| "\n", | |
| " log_return__dn_histogrammode_10__w=7_catch \\\n", | |
| "1652 -0.842285 \n", | |
| "1653 -0.797363 \n", | |
| "1654 -0.239258 \n", | |
| "1655 -0.972168 \n", | |
| "3308 0.000479 \n", | |
| "3309 -0.026718 \n", | |
| "3310 -1.191406 \n", | |
| "3311 -0.082703 \n", | |
| "4964 -0.919922 \n", | |
| "4965 0.511719 \n", | |
| "4966 -0.351807 \n", | |
| "4967 -0.508301 \n", | |
| "6620 -0.647949 \n", | |
| "6621 -0.847656 \n", | |
| "6622 0.008385 \n", | |
| "6623 1.208984 \n", | |
| "\n", | |
| " log_return__dn_histogrammode_5__w=7_catch \\\n", | |
| "1652 -0.702148 \n", | |
| "1653 -0.657227 \n", | |
| "1654 -0.822754 \n", | |
| "1655 -0.842773 \n", | |
| "3308 -0.021149 \n", | |
| "3309 -0.048309 \n", | |
| "3310 -0.234131 \n", | |
| "3311 -0.212891 \n", | |
| "4964 -0.786133 \n", | |
| "4965 -0.127197 \n", | |
| "4966 -0.110596 \n", | |
| "4967 -0.217529 \n", | |
| "6620 -0.511230 \n", | |
| "6621 -0.715332 \n", | |
| "6622 -0.421631 \n", | |
| "6623 0.051147 \n", | |
| "\n", | |
| " log_return__dn_outlierinclude_n_001_mdrmd__w=7_catch \\\n", | |
| "1652 -0.428467 \n", | |
| "1653 0.428467 \n", | |
| "1654 0.714355 \n", | |
| "1655 0.428467 \n", | |
| "3308 -0.142822 \n", | |
| "3309 -0.428467 \n", | |
| "3310 0.571289 \n", | |
| "3311 0.714355 \n", | |
| "4964 -0.428467 \n", | |
| "4965 -0.142822 \n", | |
| "4966 0.571289 \n", | |
| "4967 0.285645 \n", | |
| "6620 0.142822 \n", | |
| "6621 0.428467 \n", | |
| "6622 0.714355 \n", | |
| "6623 0.357178 \n", | |
| "\n", | |
| " log_return__dn_outlierinclude_p_001_mdrmd__w=7_catch \\\n", | |
| "1652 0.142822 \n", | |
| "1653 -0.142822 \n", | |
| "1654 -0.428467 \n", | |
| "1655 0.142822 \n", | |
| "3308 0.428467 \n", | |
| "3309 0.285645 \n", | |
| "3310 0.000000 \n", | |
| "3311 -0.285645 \n", | |
| "4964 0.142822 \n", | |
| "4965 0.000000 \n", | |
| "4966 -0.285645 \n", | |
| "4967 0.142822 \n", | |
| "6620 0.000000 \n", | |
| "6621 -0.285645 \n", | |
| "6622 -0.428467 \n", | |
| "6623 0.142822 \n", | |
| "\n", | |
| " log_return__fc_localsimple_mean1_tauresrat__w=7_catch \\\n", | |
| "1652 1.0 \n", | |
| "1653 1.0 \n", | |
| "1654 0.5 \n", | |
| "1655 1.0 \n", | |
| "3308 1.0 \n", | |
| "3309 1.0 \n", | |
| "3310 1.0 \n", | |
| "3311 0.5 \n", | |
| "4964 1.0 \n", | |
| "4965 1.0 \n", | |
| "4966 0.5 \n", | |
| "4967 1.0 \n", | |
| "6620 1.0 \n", | |
| "6621 1.0 \n", | |
| "6622 0.5 \n", | |
| "6623 1.0 \n", | |
| "\n", | |
| " log_return__fc_localsimple_mean3_stderr__w=7_catch \\\n", | |
| "1652 1.665039 \n", | |
| "1653 0.736816 \n", | |
| "1654 0.606934 \n", | |
| "1655 1.140625 \n", | |
| "3308 1.635742 \n", | |
| "3309 1.232422 \n", | |
| "3310 1.116211 \n", | |
| "3311 0.857910 \n", | |
| "4964 1.638672 \n", | |
| "4965 1.258789 \n", | |
| "4966 1.200195 \n", | |
| "4967 1.233398 \n", | |
| "6620 1.615234 \n", | |
| "6621 0.793945 \n", | |
| "6622 0.610840 \n", | |
| "6623 1.220703 \n", | |
| "\n", | |
| " log_return__in_automutualinfostats_40_gaussian_fmmi__w=7_catch \\\n", | |
| "1652 4.0 \n", | |
| "1653 4.0 \n", | |
| "1654 1.0 \n", | |
| "1655 2.0 \n", | |
| "3308 2.0 \n", | |
| "3309 4.0 \n", | |
| "3310 4.0 \n", | |
| "3311 4.0 \n", | |
| "4964 4.0 \n", | |
| "4965 2.0 \n", | |
| "4966 2.0 \n", | |
| "4967 2.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 1.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__md_hrv_classic_pnn40__w=7_catch \\\n", | |
| "1652 1.0 \n", | |
| "1653 1.0 \n", | |
| "1654 1.0 \n", | |
| "1655 1.0 \n", | |
| "3308 1.0 \n", | |
| "3309 1.0 \n", | |
| "3310 1.0 \n", | |
| "3311 1.0 \n", | |
| "4964 1.0 \n", | |
| "4965 1.0 \n", | |
| "4966 1.0 \n", | |
| "4967 1.0 \n", | |
| "6620 1.0 \n", | |
| "6621 1.0 \n", | |
| "6622 1.0 \n", | |
| "6623 1.0 \n", | |
| "\n", | |
| " log_return__pd_periodicitywang_th0_01__w=7_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sb_binarystats_diff_longstretch0__w=7_catch \\\n", | |
| "1652 3.0 \n", | |
| "1653 3.0 \n", | |
| "1654 3.0 \n", | |
| "1655 3.0 \n", | |
| "3308 3.0 \n", | |
| "3309 3.0 \n", | |
| "3310 3.0 \n", | |
| "3311 3.0 \n", | |
| "4964 3.0 \n", | |
| "4965 3.0 \n", | |
| "4966 3.0 \n", | |
| "4967 2.0 \n", | |
| "6620 3.0 \n", | |
| "6621 3.0 \n", | |
| "6622 3.0 \n", | |
| "6623 3.0 \n", | |
| "\n", | |
| " log_return__sb_binarystats_mean_longstretch1__w=7_catch \\\n", | |
| "1652 4.0 \n", | |
| "1653 4.0 \n", | |
| "1654 3.0 \n", | |
| "1655 2.0 \n", | |
| "3308 3.0 \n", | |
| "3309 3.0 \n", | |
| "3310 3.0 \n", | |
| "3311 3.0 \n", | |
| "4964 4.0 \n", | |
| "4965 4.0 \n", | |
| "4966 3.0 \n", | |
| "4967 1.0 \n", | |
| "6620 4.0 \n", | |
| "6621 4.0 \n", | |
| "6622 3.0 \n", | |
| "6623 2.0 \n", | |
| "\n", | |
| " log_return__sb_motifthree_quantile_hh__w=7_catch \\\n", | |
| "1652 1.560547 \n", | |
| "1653 1.791992 \n", | |
| "1654 1.560547 \n", | |
| "1655 1.560547 \n", | |
| "3308 1.560547 \n", | |
| "3309 1.560547 \n", | |
| "3310 1.330078 \n", | |
| "3311 1.330078 \n", | |
| "4964 1.560547 \n", | |
| "4965 1.791992 \n", | |
| "4966 1.560547 \n", | |
| "4967 1.560547 \n", | |
| "6620 1.560547 \n", | |
| "6621 1.791992 \n", | |
| "6622 1.560547 \n", | |
| "6623 1.560547 \n", | |
| "\n", | |
| " log_return__sb_transitionmatrix_3ac_sumdiagcov__w=7_catch \\\n", | |
| "1652 0.074097 \n", | |
| "1653 0.111084 \n", | |
| "1654 0.074097 \n", | |
| "1655 0.046295 \n", | |
| "3308 0.055542 \n", | |
| "3309 0.046295 \n", | |
| "3310 0.083313 \n", | |
| "3311 0.074097 \n", | |
| "4964 0.074097 \n", | |
| "4965 0.111084 \n", | |
| "4966 0.074097 \n", | |
| "4967 0.046295 \n", | |
| "6620 0.074097 \n", | |
| "6621 0.111084 \n", | |
| "6622 0.074097 \n", | |
| "6623 0.046295 \n", | |
| "\n", | |
| " log_return__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=7_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=7_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sp_summaries_welch_rect_area_5_1__w=7_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_return__sp_summaries_welch_rect_centroid__w=7_catch \\\n", | |
| "1652 1.570312 \n", | |
| "1653 1.570312 \n", | |
| "1654 0.785156 \n", | |
| "1655 1.570312 \n", | |
| "3308 1.570312 \n", | |
| "3309 1.570312 \n", | |
| "3310 1.570312 \n", | |
| "3311 1.570312 \n", | |
| "4964 1.570312 \n", | |
| "4965 1.570312 \n", | |
| "4966 1.570312 \n", | |
| "4967 2.355469 \n", | |
| "6620 1.570312 \n", | |
| "6621 1.570312 \n", | |
| "6622 0.785156 \n", | |
| "6623 2.355469 \n", | |
| "\n", | |
| " log_volume__co_embed2_dist_tau_d_expfit_meandiff__w=7_catch \\\n", | |
| "1652 0.183594 \n", | |
| "1653 0.214355 \n", | |
| "1654 0.219116 \n", | |
| "1655 0.235718 \n", | |
| "3308 0.180176 \n", | |
| "3309 0.255859 \n", | |
| "3310 0.283447 \n", | |
| "3311 0.210205 \n", | |
| "4964 0.267822 \n", | |
| "4965 0.264648 \n", | |
| "4966 0.272949 \n", | |
| "4967 0.255127 \n", | |
| "6620 0.189941 \n", | |
| "6621 0.201294 \n", | |
| "6622 0.102417 \n", | |
| "6623 0.178833 \n", | |
| "\n", | |
| " log_volume__co_firstmin_ac__w=7_catch \\\n", | |
| "1652 3.0 \n", | |
| "1653 3.0 \n", | |
| "1654 3.0 \n", | |
| "1655 2.0 \n", | |
| "3308 3.0 \n", | |
| "3309 2.0 \n", | |
| "3310 2.0 \n", | |
| "3311 2.0 \n", | |
| "4964 1.0 \n", | |
| "4965 1.0 \n", | |
| "4966 2.0 \n", | |
| "4967 1.0 \n", | |
| "6620 3.0 \n", | |
| "6621 3.0 \n", | |
| "6622 4.0 \n", | |
| "6623 7.0 \n", | |
| "\n", | |
| " log_volume__co_histogramami_even_2_5__w=7_catch \\\n", | |
| "1652 1.609375 \n", | |
| "1653 0.950195 \n", | |
| "1654 0.672852 \n", | |
| "1655 0.672852 \n", | |
| "3308 0.568359 \n", | |
| "3309 0.568359 \n", | |
| "3310 0.500488 \n", | |
| "3311 0.050537 \n", | |
| "4964 0.672852 \n", | |
| "4965 0.672852 \n", | |
| "4966 0.291016 \n", | |
| "4967 0.672852 \n", | |
| "6620 0.291016 \n", | |
| "6621 0.395752 \n", | |
| "6622 0.395752 \n", | |
| "6623 0.500488 \n", | |
| "\n", | |
| " log_volume__co_f1ecac__w=7_catch log_volume__co_trev_1_num__w=7_catch \\\n", | |
| "1652 0.993652 0.208130 \n", | |
| "1653 1.058594 0.404541 \n", | |
| "1654 1.183594 0.728516 \n", | |
| "1655 0.643555 1.667969 \n", | |
| "3308 0.670898 -0.875977 \n", | |
| "3309 0.622070 -0.454590 \n", | |
| "3310 0.617676 -0.444824 \n", | |
| "3311 0.656250 1.441406 \n", | |
| "4964 0.559082 -1.511719 \n", | |
| "4965 0.734863 1.906250 \n", | |
| "4966 0.616699 1.108398 \n", | |
| "4967 0.480957 2.625000 \n", | |
| "6620 0.997559 -0.912109 \n", | |
| "6621 1.018555 -1.017578 \n", | |
| "6622 1.550781 0.316162 \n", | |
| "6623 1.094727 0.513672 \n", | |
| "\n", | |
| " log_volume__dn_histogrammode_10__w=7_catch \\\n", | |
| "1652 0.410156 \n", | |
| "1653 0.704590 \n", | |
| "1654 0.511230 \n", | |
| "1655 -0.190552 \n", | |
| "3308 0.073120 \n", | |
| "3309 0.304443 \n", | |
| "3310 0.292969 \n", | |
| "3311 -0.074280 \n", | |
| "4964 0.275879 \n", | |
| "4965 0.507812 \n", | |
| "4966 0.482910 \n", | |
| "4967 0.128418 \n", | |
| "6620 -0.027039 \n", | |
| "6621 0.937500 \n", | |
| "6622 -0.008049 \n", | |
| "6623 0.665039 \n", | |
| "\n", | |
| " log_volume__dn_histogrammode_5__w=7_catch \\\n", | |
| "1652 0.553711 \n", | |
| "1653 0.704590 \n", | |
| "1654 0.799316 \n", | |
| "1655 -0.355713 \n", | |
| "3308 -0.094604 \n", | |
| "3309 0.142944 \n", | |
| "3310 0.132202 \n", | |
| "3311 0.094360 \n", | |
| "4964 0.119019 \n", | |
| "4965 0.653320 \n", | |
| "4966 0.633301 \n", | |
| "4967 -0.030655 \n", | |
| "6620 -0.027039 \n", | |
| "6621 -0.049988 \n", | |
| "6622 -0.920410 \n", | |
| "6623 -0.226929 \n", | |
| "\n", | |
| " log_volume__dn_outlierinclude_n_001_mdrmd__w=7_catch \\\n", | |
| "1652 0.000000 \n", | |
| "1653 -0.285645 \n", | |
| "1654 -0.571289 \n", | |
| "1655 -0.428467 \n", | |
| "3308 0.285645 \n", | |
| "3309 -0.142822 \n", | |
| "3310 -0.428467 \n", | |
| "3311 -0.428467 \n", | |
| "4964 -0.142822 \n", | |
| "4965 -0.428467 \n", | |
| "4966 -0.428467 \n", | |
| "4967 0.000000 \n", | |
| "6620 0.142822 \n", | |
| "6621 -0.142822 \n", | |
| "6622 -0.428467 \n", | |
| "6623 -0.571289 \n", | |
| "\n", | |
| " log_volume__dn_outlierinclude_p_001_mdrmd__w=7_catch \\\n", | |
| "1652 0.142822 \n", | |
| "1653 0.571289 \n", | |
| "1654 0.428467 \n", | |
| "1655 0.285645 \n", | |
| "3308 0.000000 \n", | |
| "3309 0.000000 \n", | |
| "3310 0.285645 \n", | |
| "3311 0.428467 \n", | |
| "4964 0.428467 \n", | |
| "4965 0.571289 \n", | |
| "4966 0.285645 \n", | |
| "4967 0.714355 \n", | |
| "6620 -0.428467 \n", | |
| "6621 0.714355 \n", | |
| "6622 0.571289 \n", | |
| "6623 0.428467 \n", | |
| "\n", | |
| " log_volume__fc_localsimple_mean1_tauresrat__w=7_catch \\\n", | |
| "1652 1.000000 \n", | |
| "1653 1.000000 \n", | |
| "1654 0.500000 \n", | |
| "1655 0.500000 \n", | |
| "3308 0.500000 \n", | |
| "3309 1.000000 \n", | |
| "3310 1.000000 \n", | |
| "3311 1.000000 \n", | |
| "4964 1.000000 \n", | |
| "4965 0.333252 \n", | |
| "4966 1.000000 \n", | |
| "4967 1.000000 \n", | |
| "6620 1.000000 \n", | |
| "6621 1.000000 \n", | |
| "6622 0.666504 \n", | |
| "6623 0.333252 \n", | |
| "\n", | |
| " log_volume__fc_localsimple_mean3_stderr__w=7_catch \\\n", | |
| "1652 1.572266 \n", | |
| "1653 0.747070 \n", | |
| "1654 1.194336 \n", | |
| "1655 0.986816 \n", | |
| "3308 1.530273 \n", | |
| "3309 0.875488 \n", | |
| "3310 0.955078 \n", | |
| "3311 0.978516 \n", | |
| "4964 1.281250 \n", | |
| "4965 0.477295 \n", | |
| "4966 1.041992 \n", | |
| "4967 1.049805 \n", | |
| "6620 1.381836 \n", | |
| "6621 0.861816 \n", | |
| "6622 0.800781 \n", | |
| "6623 0.699219 \n", | |
| "\n", | |
| " log_volume__in_automutualinfostats_40_gaussian_fmmi__w=7_catch \\\n", | |
| "1652 4.0 \n", | |
| "1653 1.0 \n", | |
| "1654 1.0 \n", | |
| "1655 1.0 \n", | |
| "3308 4.0 \n", | |
| "3309 2.0 \n", | |
| "3310 2.0 \n", | |
| "3311 1.0 \n", | |
| "4964 1.0 \n", | |
| "4965 4.0 \n", | |
| "4966 2.0 \n", | |
| "4967 4.0 \n", | |
| "6620 4.0 \n", | |
| "6621 1.0 \n", | |
| "6622 2.0 \n", | |
| "6623 1.0 \n", | |
| "\n", | |
| " log_volume__md_hrv_classic_pnn40__w=7_catch \\\n", | |
| "1652 1.000000 \n", | |
| "1653 1.000000 \n", | |
| "1654 1.000000 \n", | |
| "1655 1.000000 \n", | |
| "3308 0.833496 \n", | |
| "3309 1.000000 \n", | |
| "3310 1.000000 \n", | |
| "3311 1.000000 \n", | |
| "4964 1.000000 \n", | |
| "4965 1.000000 \n", | |
| "4966 1.000000 \n", | |
| "4967 1.000000 \n", | |
| "6620 0.833496 \n", | |
| "6621 0.833496 \n", | |
| "6622 0.833496 \n", | |
| "6623 1.000000 \n", | |
| "\n", | |
| " log_volume__pd_periodicitywang_th0_01__w=7_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sb_binarystats_diff_longstretch0__w=7_catch \\\n", | |
| "1652 3.0 \n", | |
| "1653 2.0 \n", | |
| "1654 2.0 \n", | |
| "1655 3.0 \n", | |
| "3308 3.0 \n", | |
| "3309 2.0 \n", | |
| "3310 3.0 \n", | |
| "3311 3.0 \n", | |
| "4964 2.0 \n", | |
| "4965 3.0 \n", | |
| "4966 3.0 \n", | |
| "4967 3.0 \n", | |
| "6620 3.0 \n", | |
| "6621 2.0 \n", | |
| "6622 2.0 \n", | |
| "6623 3.0 \n", | |
| "\n", | |
| " log_volume__sb_binarystats_mean_longstretch1__w=7_catch \\\n", | |
| "1652 2.0 \n", | |
| "1653 2.0 \n", | |
| "1654 3.0 \n", | |
| "1655 4.0 \n", | |
| "3308 1.0 \n", | |
| "3309 3.0 \n", | |
| "3310 4.0 \n", | |
| "3311 2.0 \n", | |
| "4964 2.0 \n", | |
| "4965 3.0 \n", | |
| "4966 4.0 \n", | |
| "4967 3.0 \n", | |
| "6620 2.0 \n", | |
| "6621 2.0 \n", | |
| "6622 3.0 \n", | |
| "6623 3.0 \n", | |
| "\n", | |
| " log_volume__sb_motifthree_quantile_hh__w=7_catch \\\n", | |
| "1652 1.791992 \n", | |
| "1653 1.791992 \n", | |
| "1654 1.791992 \n", | |
| "1655 1.560547 \n", | |
| "3308 1.560547 \n", | |
| "3309 1.791992 \n", | |
| "3310 1.791992 \n", | |
| "3311 1.560547 \n", | |
| "4964 1.791992 \n", | |
| "4965 1.791992 \n", | |
| "4966 1.791992 \n", | |
| "4967 1.560547 \n", | |
| "6620 1.791992 \n", | |
| "6621 1.791992 \n", | |
| "6622 1.791992 \n", | |
| "6623 1.560547 \n", | |
| "\n", | |
| " log_volume__sb_transitionmatrix_3ac_sumdiagcov__w=7_catch \\\n", | |
| "1652 0.074097 \n", | |
| "1653 0.111084 \n", | |
| "1654 0.074097 \n", | |
| "1655 0.074097 \n", | |
| "3308 0.074097 \n", | |
| "3309 0.027771 \n", | |
| "3310 0.027771 \n", | |
| "3311 0.074097 \n", | |
| "4964 0.018524 \n", | |
| "4965 0.166626 \n", | |
| "4966 0.027771 \n", | |
| "4967 0.046295 \n", | |
| "6620 0.074097 \n", | |
| "6621 0.111084 \n", | |
| "6622 0.166626 \n", | |
| "6623 0.166626 \n", | |
| "\n", | |
| " log_volume__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=7_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=7_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sp_summaries_welch_rect_area_5_1__w=7_catch \\\n", | |
| "1652 0.0 \n", | |
| "1653 0.0 \n", | |
| "1654 0.0 \n", | |
| "1655 0.0 \n", | |
| "3308 0.0 \n", | |
| "3309 0.0 \n", | |
| "3310 0.0 \n", | |
| "3311 0.0 \n", | |
| "4964 0.0 \n", | |
| "4965 0.0 \n", | |
| "4966 0.0 \n", | |
| "4967 0.0 \n", | |
| "6620 0.0 \n", | |
| "6621 0.0 \n", | |
| "6622 0.0 \n", | |
| "6623 0.0 \n", | |
| "\n", | |
| " log_volume__sp_summaries_welch_rect_centroid__w=7_catch year_date \\\n", | |
| "1652 0.785156 2022 \n", | |
| "1653 0.785156 2022 \n", | |
| "1654 0.785156 2022 \n", | |
| "1655 1.570312 2022 \n", | |
| "3308 1.570312 2022 \n", | |
| "3309 1.570312 2022 \n", | |
| "3310 1.570312 2022 \n", | |
| "3311 1.570312 2022 \n", | |
| "4964 1.570312 2022 \n", | |
| "4965 0.785156 2022 \n", | |
| "4966 1.570312 2022 \n", | |
| "4967 2.355469 2022 \n", | |
| "6620 0.785156 2022 \n", | |
| "6621 0.785156 2022 \n", | |
| "6622 0.785156 2022 \n", | |
| "6623 0.785156 2022 \n", | |
| "\n", | |
| " month_date quarter_date semester_date dayofweek_date dayofyear_date \\\n", | |
| "1652 2 1 1 1 53 \n", | |
| "1653 2 1 1 2 54 \n", | |
| "1654 2 1 1 3 55 \n", | |
| "1655 2 1 1 4 56 \n", | |
| "3308 2 1 1 1 53 \n", | |
| "3309 2 1 1 2 54 \n", | |
| "3310 2 1 1 3 55 \n", | |
| "3311 2 1 1 4 56 \n", | |
| "4964 2 1 1 1 53 \n", | |
| "4965 2 1 1 2 54 \n", | |
| "4966 2 1 1 3 55 \n", | |
| "4967 2 1 1 4 56 \n", | |
| "6620 2 1 1 1 53 \n", | |
| "6621 2 1 1 2 54 \n", | |
| "6622 2 1 1 3 55 \n", | |
| "6623 2 1 1 4 56 \n", | |
| "\n", | |
| " weekofyear_date sin_month_date cos_month_date sin_quarter_date \\\n", | |
| "1652 8 0.866211 0.5 1.0 \n", | |
| "1653 8 0.866211 0.5 1.0 \n", | |
| "1654 8 0.866211 0.5 1.0 \n", | |
| "1655 8 0.866211 0.5 1.0 \n", | |
| "3308 8 0.866211 0.5 1.0 \n", | |
| "3309 8 0.866211 0.5 1.0 \n", | |
| "3310 8 0.866211 0.5 1.0 \n", | |
| "3311 8 0.866211 0.5 1.0 \n", | |
| "4964 8 0.866211 0.5 1.0 \n", | |
| "4965 8 0.866211 0.5 1.0 \n", | |
| "4966 8 0.866211 0.5 1.0 \n", | |
| "4967 8 0.866211 0.5 1.0 \n", | |
| "6620 8 0.866211 0.5 1.0 \n", | |
| "6621 8 0.866211 0.5 1.0 \n", | |
| "6622 8 0.866211 0.5 1.0 \n", | |
| "6623 8 0.866211 0.5 1.0 \n", | |
| "\n", | |
| " cos_quarter_date sin_dayofweek_date cos_dayofweek_date \\\n", | |
| "1652 0.0 0.781738 0.623535 \n", | |
| "1653 0.0 0.975098 -0.222534 \n", | |
| "1654 0.0 0.433838 -0.900879 \n", | |
| "1655 0.0 -0.433838 -0.900879 \n", | |
| "3308 0.0 0.781738 0.623535 \n", | |
| "3309 0.0 0.975098 -0.222534 \n", | |
| "3310 0.0 0.433838 -0.900879 \n", | |
| "3311 0.0 -0.433838 -0.900879 \n", | |
| "4964 0.0 0.781738 0.623535 \n", | |
| "4965 0.0 0.975098 -0.222534 \n", | |
| "4966 0.0 0.433838 -0.900879 \n", | |
| "4967 0.0 -0.433838 -0.900879 \n", | |
| "6620 0.0 0.781738 0.623535 \n", | |
| "6621 0.0 0.975098 -0.222534 \n", | |
| "6622 0.0 0.433838 -0.900879 \n", | |
| "6623 0.0 -0.433838 -0.900879 \n", | |
| "\n", | |
| " sin_weekofyear_date cos_weekofyear_date return Target \n", | |
| "1652 0.8125 0.583008 -0.017090 -0.027344 \n", | |
| "1653 0.8125 0.583008 -0.025879 0.015625 \n", | |
| "1654 0.8125 0.583008 0.016602 0.011719 \n", | |
| "1655 0.8125 0.583008 0.012695 NaN \n", | |
| "3308 0.8125 0.583008 -0.001465 -0.023438 \n", | |
| "3309 0.8125 0.583008 -0.020508 -0.027344 \n", | |
| "3310 0.8125 0.583008 -0.028809 0.023438 \n", | |
| "3311 0.8125 0.583008 0.024414 NaN \n", | |
| "4964 0.8125 0.583008 -0.000977 -0.027344 \n", | |
| "4965 0.8125 0.583008 -0.026367 0.050781 \n", | |
| "4966 0.8125 0.583008 0.051758 0.007812 \n", | |
| "4967 0.8125 0.583008 0.009766 NaN \n", | |
| "6620 0.8125 0.583008 -0.041992 -0.074219 \n", | |
| "6621 0.8125 0.583008 -0.069824 0.046875 \n", | |
| "6622 0.8125 0.583008 0.048828 0.011719 \n", | |
| "6623 0.8125 0.583008 0.011719 NaN " | |
| ], | |
| "text/html": [ | |
| "\n", | |
| " <div id=\"df-51402608-1917-476f-876c-97304e08e650\">\n", | |
| " <div class=\"colab-df-container\">\n", | |
| " <div>\n", | |
| "<style scoped>\n", | |
| " .dataframe tbody tr th:only-of-type {\n", | |
| " vertical-align: middle;\n", | |
| " }\n", | |
| "\n", | |
| " .dataframe tbody tr th {\n", | |
| " vertical-align: top;\n", | |
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| " text-align: right;\n", | |
| " }\n", | |
| "</style>\n", | |
| "<table border=\"1\" class=\"dataframe\">\n", | |
| " <thead>\n", | |
| " <tr style=\"text-align: right;\">\n", | |
| " <th></th>\n", | |
| " <th>Date</th>\n", | |
| " <th>Ticker</th>\n", | |
| " <th>Adj Close</th>\n", | |
| " <th>Close</th>\n", | |
| " <th>High</th>\n", | |
| " <th>Low</th>\n", | |
| " <th>Open</th>\n", | |
| " <th>Volume</th>\n", | |
| " <th>date_old</th>\n", | |
| " <th>DCL_20_20</th>\n", | |
| " <th>DCM_20_20</th>\n", | |
| " <th>DCU_20_20</th>\n", | |
| " <th>BBL_5_2.0</th>\n", | |
| " <th>BBM_5_2.0</th>\n", | |
| " <th>BBU_5_2.0</th>\n", | |
| " <th>BBB_5_2.0</th>\n", | |
| " <th>BBP_5_2.0</th>\n", | |
| " <th>SMA_10</th>\n", | |
| " <th>MACD_12_26_9</th>\n", | |
| " <th>MACDh_12_26_9</th>\n", | |
| " <th>MACDs_12_26_9</th>\n", | |
| " <th>High_mean_rolling_3</th>\n", | |
| " <th>High_std_rolling_3</th>\n", | |
| " <th>High_skew_rolling_3</th>\n", | |
| " <th>High_max_rolling_3</th>\n", | |
| " <th>High_min_rolling_3</th>\n", | |
| " <th>High_median_rolling_3</th>\n", | |
| " <th>Low_mean_rolling_3</th>\n", | |
| " <th>Low_std_rolling_3</th>\n", | |
| " <th>Low_skew_rolling_3</th>\n", | |
| " <th>Low_max_rolling_3</th>\n", | |
| " <th>Low_min_rolling_3</th>\n", | |
| " <th>Low_median_rolling_3</th>\n", | |
| " <th>High_mean_rolling_4</th>\n", | |
| " <th>High_std_rolling_4</th>\n", | |
| " <th>High_skew_rolling_4</th>\n", | |
| " <th>High_max_rolling_4</th>\n", | |
| " <th>High_min_rolling_4</th>\n", | |
| " <th>High_median_rolling_4</th>\n", | |
| " <th>Low_mean_rolling_4</th>\n", | |
| " <th>Low_std_rolling_4</th>\n", | |
| " <th>Low_skew_rolling_4</th>\n", | |
| " <th>Low_max_rolling_4</th>\n", | |
| " <th>Low_min_rolling_4</th>\n", | |
| " <th>Low_median_rolling_4</th>\n", | |
| " <th>High_mean_rolling_6</th>\n", | |
| " <th>High_std_rolling_6</th>\n", | |
| " <th>High_skew_rolling_6</th>\n", | |
| " <th>High_max_rolling_6</th>\n", | |
| " <th>High_min_rolling_6</th>\n", | |
| " <th>High_median_rolling_6</th>\n", | |
| " <th>Low_mean_rolling_6</th>\n", | |
| " <th>Low_std_rolling_6</th>\n", | |
| " <th>Low_skew_rolling_6</th>\n", | |
| " <th>Low_max_rolling_6</th>\n", | |
| " <th>Low_min_rolling_6</th>\n", | |
| " <th>Low_median_rolling_6</th>\n", | |
| " <th>High_mean_rolling_8</th>\n", | |
| " <th>High_std_rolling_8</th>\n", | |
| " <th>High_skew_rolling_8</th>\n", | |
| " <th>High_max_rolling_8</th>\n", | |
| " <th>High_min_rolling_8</th>\n", | |
| " <th>High_median_rolling_8</th>\n", | |
| " <th>Low_mean_rolling_8</th>\n", | |
| " <th>Low_std_rolling_8</th>\n", | |
| " <th>Low_skew_rolling_8</th>\n", | |
| " <th>Low_max_rolling_8</th>\n", | |
| " <th>Low_min_rolling_8</th>\n", | |
| " <th>Low_median_rolling_8</th>\n", | |
| " <th>log_return</th>\n", | |
| " <th>log_volume</th>\n", | |
| " <th>log_return__co_embed2_dist_tau_d_expfit_meandiff__w=30_catch</th>\n", | |
| " <th>log_return__co_firstmin_ac__w=30_catch</th>\n", | |
| " <th>log_return__co_histogramami_even_2_5__w=30_catch</th>\n", | |
| " <th>log_return__co_f1ecac__w=30_catch</th>\n", | |
| " <th>log_return__co_trev_1_num__w=30_catch</th>\n", | |
| " <th>log_return__dn_histogrammode_10__w=30_catch</th>\n", | |
| " <th>log_return__dn_histogrammode_5__w=30_catch</th>\n", | |
| " <th>log_return__dn_outlierinclude_n_001_mdrmd__w=30_catch</th>\n", | |
| " <th>log_return__dn_outlierinclude_p_001_mdrmd__w=30_catch</th>\n", | |
| " <th>log_return__fc_localsimple_mean1_tauresrat__w=30_catch</th>\n", | |
| " <th>log_return__fc_localsimple_mean3_stderr__w=30_catch</th>\n", | |
| " <th>log_return__in_automutualinfostats_40_gaussian_fmmi__w=30_catch</th>\n", | |
| " <th>log_return__md_hrv_classic_pnn40__w=30_catch</th>\n", | |
| " <th>log_return__pd_periodicitywang_th0_01__w=30_catch</th>\n", | |
| " <th>log_return__sb_binarystats_diff_longstretch0__w=30_catch</th>\n", | |
| " <th>log_return__sb_binarystats_mean_longstretch1__w=30_catch</th>\n", | |
| " <th>log_return__sb_motifthree_quantile_hh__w=30_catch</th>\n", | |
| " <th>log_return__sb_transitionmatrix_3ac_sumdiagcov__w=30_catch</th>\n", | |
| " <th>log_return__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=30_catch</th>\n", | |
| " <th>log_return__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=30_catch</th>\n", | |
| " <th>log_return__sp_summaries_welch_rect_area_5_1__w=30_catch</th>\n", | |
| " <th>log_return__sp_summaries_welch_rect_centroid__w=30_catch</th>\n", | |
| " <th>log_volume__co_embed2_dist_tau_d_expfit_meandiff__w=30_catch</th>\n", | |
| " <th>log_volume__co_firstmin_ac__w=30_catch</th>\n", | |
| " <th>log_volume__co_histogramami_even_2_5__w=30_catch</th>\n", | |
| " <th>log_volume__co_f1ecac__w=30_catch</th>\n", | |
| " <th>log_volume__co_trev_1_num__w=30_catch</th>\n", | |
| " <th>log_volume__dn_histogrammode_10__w=30_catch</th>\n", | |
| " <th>log_volume__dn_histogrammode_5__w=30_catch</th>\n", | |
| " <th>log_volume__dn_outlierinclude_n_001_mdrmd__w=30_catch</th>\n", | |
| " <th>log_volume__dn_outlierinclude_p_001_mdrmd__w=30_catch</th>\n", | |
| " <th>log_volume__fc_localsimple_mean1_tauresrat__w=30_catch</th>\n", | |
| " <th>log_volume__fc_localsimple_mean3_stderr__w=30_catch</th>\n", | |
| " <th>log_volume__in_automutualinfostats_40_gaussian_fmmi__w=30_catch</th>\n", | |
| " <th>log_volume__md_hrv_classic_pnn40__w=30_catch</th>\n", | |
| " <th>log_volume__pd_periodicitywang_th0_01__w=30_catch</th>\n", | |
| " <th>log_volume__sb_binarystats_diff_longstretch0__w=30_catch</th>\n", | |
| " <th>log_volume__sb_binarystats_mean_longstretch1__w=30_catch</th>\n", | |
| " <th>log_volume__sb_motifthree_quantile_hh__w=30_catch</th>\n", | |
| " <th>log_volume__sb_transitionmatrix_3ac_sumdiagcov__w=30_catch</th>\n", | |
| " <th>log_volume__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=30_catch</th>\n", | |
| " <th>log_volume__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=30_catch</th>\n", | |
| " <th>log_volume__sp_summaries_welch_rect_area_5_1__w=30_catch</th>\n", | |
| " <th>log_volume__sp_summaries_welch_rect_centroid__w=30_catch</th>\n", | |
| " <th>log_return__co_embed2_dist_tau_d_expfit_meandiff__w=7_catch</th>\n", | |
| " <th>log_return__co_firstmin_ac__w=7_catch</th>\n", | |
| " <th>log_return__co_histogramami_even_2_5__w=7_catch</th>\n", | |
| " <th>log_return__co_f1ecac__w=7_catch</th>\n", | |
| " <th>log_return__co_trev_1_num__w=7_catch</th>\n", | |
| " <th>log_return__dn_histogrammode_10__w=7_catch</th>\n", | |
| " <th>log_return__dn_histogrammode_5__w=7_catch</th>\n", | |
| " <th>log_return__dn_outlierinclude_n_001_mdrmd__w=7_catch</th>\n", | |
| " <th>log_return__dn_outlierinclude_p_001_mdrmd__w=7_catch</th>\n", | |
| " <th>log_return__fc_localsimple_mean1_tauresrat__w=7_catch</th>\n", | |
| " <th>log_return__fc_localsimple_mean3_stderr__w=7_catch</th>\n", | |
| " <th>log_return__in_automutualinfostats_40_gaussian_fmmi__w=7_catch</th>\n", | |
| " <th>log_return__md_hrv_classic_pnn40__w=7_catch</th>\n", | |
| " <th>log_return__pd_periodicitywang_th0_01__w=7_catch</th>\n", | |
| " <th>log_return__sb_binarystats_diff_longstretch0__w=7_catch</th>\n", | |
| " <th>log_return__sb_binarystats_mean_longstretch1__w=7_catch</th>\n", | |
| " <th>log_return__sb_motifthree_quantile_hh__w=7_catch</th>\n", | |
| " <th>log_return__sb_transitionmatrix_3ac_sumdiagcov__w=7_catch</th>\n", | |
| " <th>log_return__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=7_catch</th>\n", | |
| " <th>log_return__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=7_catch</th>\n", | |
| " <th>log_return__sp_summaries_welch_rect_area_5_1__w=7_catch</th>\n", | |
| " <th>log_return__sp_summaries_welch_rect_centroid__w=7_catch</th>\n", | |
| " <th>log_volume__co_embed2_dist_tau_d_expfit_meandiff__w=7_catch</th>\n", | |
| " <th>log_volume__co_firstmin_ac__w=7_catch</th>\n", | |
| " <th>log_volume__co_histogramami_even_2_5__w=7_catch</th>\n", | |
| " <th>log_volume__co_f1ecac__w=7_catch</th>\n", | |
| " <th>log_volume__co_trev_1_num__w=7_catch</th>\n", | |
| " <th>log_volume__dn_histogrammode_10__w=7_catch</th>\n", | |
| " <th>log_volume__dn_histogrammode_5__w=7_catch</th>\n", | |
| " <th>log_volume__dn_outlierinclude_n_001_mdrmd__w=7_catch</th>\n", | |
| " <th>log_volume__dn_outlierinclude_p_001_mdrmd__w=7_catch</th>\n", | |
| " <th>log_volume__fc_localsimple_mean1_tauresrat__w=7_catch</th>\n", | |
| " <th>log_volume__fc_localsimple_mean3_stderr__w=7_catch</th>\n", | |
| " <th>log_volume__in_automutualinfostats_40_gaussian_fmmi__w=7_catch</th>\n", | |
| " <th>log_volume__md_hrv_classic_pnn40__w=7_catch</th>\n", | |
| " <th>log_volume__pd_periodicitywang_th0_01__w=7_catch</th>\n", | |
| " <th>log_volume__sb_binarystats_diff_longstretch0__w=7_catch</th>\n", | |
| " <th>log_volume__sb_binarystats_mean_longstretch1__w=7_catch</th>\n", | |
| " <th>log_volume__sb_motifthree_quantile_hh__w=7_catch</th>\n", | |
| " <th>log_volume__sb_transitionmatrix_3ac_sumdiagcov__w=7_catch</th>\n", | |
| " <th>log_volume__sc_fluctanal_2_dfa_50_1_2_logi_prop_r1__w=7_catch</th>\n", | |
| " <th>log_volume__sc_fluctanal_2_rsrangefit_50_1_logi_prop_r1__w=7_catch</th>\n", | |
| " <th>log_volume__sp_summaries_welch_rect_area_5_1__w=7_catch</th>\n", | |
| " <th>log_volume__sp_summaries_welch_rect_centroid__w=7_catch</th>\n", | |
| " <th>year_date</th>\n", | |
| " <th>month_date</th>\n", | |
| " <th>quarter_date</th>\n", | |
| " <th>semester_date</th>\n", | |
| " <th>dayofweek_date</th>\n", | |
| " <th>dayofyear_date</th>\n", | |
| " <th>weekofyear_date</th>\n", | |
| " <th>sin_month_date</th>\n", | |
| " <th>cos_month_date</th>\n", | |
| " <th>sin_quarter_date</th>\n", | |
| " <th>cos_quarter_date</th>\n", | |
| " <th>sin_dayofweek_date</th>\n", | |
| " <th>cos_dayofweek_date</th>\n", | |
| " <th>sin_weekofyear_date</th>\n", | |
| " <th>cos_weekofyear_date</th>\n", | |
| " <th>return</th>\n", | |
| " <th>Target</th>\n", | |
| " </tr>\n", | |
| " </thead>\n", | |
| " <tbody>\n", | |
| " <tr>\n", | |
| " <th>1652</th>\n", | |
| " <td>2022-02-22</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>163.375</td>\n", | |
| " <td>164.375</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>162.125</td>\n", | |
| " <td>165.000</td>\n", | |
| " <td>91162800.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>166.000</td>\n", | |
| " <td>177.125</td>\n", | |
| " <td>170.375</td>\n", | |
| " <td>173.500</td>\n", | |
| " <td>176.500</td>\n", | |
| " <td>3.525391</td>\n", | |
| " <td>0.202393</td>\n", | |
| " <td>169.125</td>\n", | |
| " <td>0.368652</td>\n", | |
| " <td>0.783691</td>\n", | |
| " <td>-0.415283</td>\n", | |
| " <td>169.75</td>\n", | |
| " <td>2.707031</td>\n", | |
| " <td>-1.246094</td>\n", | |
| " <td>171.875</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>170.500</td>\n", | |
| " <td>165.625</td>\n", | |
| " <td>3.201172</td>\n", | |
| " <td>-0.797363</td>\n", | |
| " <td>168.500</td>\n", | |
| " <td>162.125</td>\n", | |
| " <td>166.250</td>\n", | |
| " <td>170.625</td>\n", | |
| " <td>2.859375</td>\n", | |
| " <td>-1.096680</td>\n", | |
| " <td>173.375</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>171.250</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>3.431641</td>\n", | |
| " <td>-0.871094</td>\n", | |
| " <td>170.000</td>\n", | |
| " <td>162.125</td>\n", | |
| " <td>167.375</td>\n", | |
| " <td>170.875</td>\n", | |
| " <td>2.480469</td>\n", | |
| " <td>-0.920410</td>\n", | |
| " <td>173.375</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>171.250</td>\n", | |
| " <td>167.250</td>\n", | |
| " <td>3.031250</td>\n", | |
| " <td>-0.940430</td>\n", | |
| " <td>170.250</td>\n", | |
| " <td>162.125</td>\n", | |
| " <td>167.500</td>\n", | |
| " <td>171.750</td>\n", | |
| " <td>2.710938</td>\n", | |
| " <td>-0.700684</td>\n", | |
| " <td>175.500</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>172.375</td>\n", | |
| " <td>167.875</td>\n", | |
| " <td>2.966797</td>\n", | |
| " <td>-0.928223</td>\n", | |
| " <td>171.500</td>\n", | |
| " <td>162.125</td>\n", | |
| " <td>168.250</td>\n", | |
| " <td>-0.015625</td>\n", | |
| " <td>0.096558</td>\n", | |
| " <td>0.112061</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.116821</td>\n", | |
| " <td>0.863281</td>\n", | |
| " <td>1.189453</td>\n", | |
| " <td>-0.009048</td>\n", | |
| " <td>0.237549</td>\n", | |
| " <td>-0.033325</td>\n", | |
| " <td>0.066650</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>1.224609</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.154297</td>\n", | |
| " <td>0.010201</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.190674</td>\n", | |
| " <td>1.177734</td>\n", | |
| " <td>0.092834</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.381348</td>\n", | |
| " <td>0.617676</td>\n", | |
| " <td>-3.189453</td>\n", | |
| " <td>-0.313232</td>\n", | |
| " <td>-0.107544</td>\n", | |
| " <td>0.066650</td>\n", | |
| " <td>-0.133301</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.254883</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.156250</td>\n", | |
| " <td>0.004360</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.054443</td>\n", | |
| " <td>1.374023</td>\n", | |
| " <td>0.260986</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.777832</td>\n", | |
| " <td>0.895996</td>\n", | |
| " <td>-0.011047</td>\n", | |
| " <td>-0.842285</td>\n", | |
| " <td>-0.702148</td>\n", | |
| " <td>-0.428467</td>\n", | |
| " <td>0.142822</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.665039</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>0.183594</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.609375</td>\n", | |
| " <td>0.993652</td>\n", | |
| " <td>0.208130</td>\n", | |
| " <td>0.410156</td>\n", | |
| " <td>0.553711</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>0.142822</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.572266</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.791992</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.785156</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>53</td>\n", | |
| " <td>8</td>\n", | |
| " <td>0.866211</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.781738</td>\n", | |
| " <td>0.623535</td>\n", | |
| " <td>0.8125</td>\n", | |
| " <td>0.583008</td>\n", | |
| " <td>-0.017090</td>\n", | |
| " <td>-0.027344</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1653</th>\n", | |
| " <td>2022-02-23</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>159.125</td>\n", | |
| " <td>160.125</td>\n", | |
| " <td>166.125</td>\n", | |
| " <td>159.750</td>\n", | |
| " <td>165.500</td>\n", | |
| " <td>90009200.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>166.000</td>\n", | |
| " <td>177.125</td>\n", | |
| " <td>170.375</td>\n", | |
| " <td>173.500</td>\n", | |
| " <td>176.625</td>\n", | |
| " <td>3.603516</td>\n", | |
| " <td>0.708984</td>\n", | |
| " <td>170.625</td>\n", | |
| " <td>0.678711</td>\n", | |
| " <td>0.875000</td>\n", | |
| " <td>-0.196411</td>\n", | |
| " <td>167.75</td>\n", | |
| " <td>2.394531</td>\n", | |
| " <td>1.633789</td>\n", | |
| " <td>170.500</td>\n", | |
| " <td>166.125</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>162.750</td>\n", | |
| " <td>3.253906</td>\n", | |
| " <td>0.734375</td>\n", | |
| " <td>166.250</td>\n", | |
| " <td>159.750</td>\n", | |
| " <td>162.125</td>\n", | |
| " <td>168.875</td>\n", | |
| " <td>2.837891</td>\n", | |
| " <td>0.166504</td>\n", | |
| " <td>171.875</td>\n", | |
| " <td>166.125</td>\n", | |
| " <td>168.625</td>\n", | |
| " <td>164.125</td>\n", | |
| " <td>3.923828</td>\n", | |
| " <td>-0.029663</td>\n", | |
| " <td>168.500</td>\n", | |
| " <td>159.750</td>\n", | |
| " <td>164.125</td>\n", | |
| " <td>170.250</td>\n", | |
| " <td>3.134766</td>\n", | |
| " <td>-0.605469</td>\n", | |
| " <td>173.375</td>\n", | |
| " <td>166.125</td>\n", | |
| " <td>171.250</td>\n", | |
| " <td>166.125</td>\n", | |
| " <td>4.343750</td>\n", | |
| " <td>-0.671387</td>\n", | |
| " <td>170.250</td>\n", | |
| " <td>159.750</td>\n", | |
| " <td>167.375</td>\n", | |
| " <td>170.500</td>\n", | |
| " <td>2.853516</td>\n", | |
| " <td>-0.704590</td>\n", | |
| " <td>173.375</td>\n", | |
| " <td>166.125</td>\n", | |
| " <td>171.250</td>\n", | |
| " <td>166.375</td>\n", | |
| " <td>3.732422</td>\n", | |
| " <td>-0.958496</td>\n", | |
| " <td>170.250</td>\n", | |
| " <td>159.750</td>\n", | |
| " <td>167.250</td>\n", | |
| " <td>-0.027344</td>\n", | |
| " <td>-0.012733</td>\n", | |
| " <td>0.130859</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>0.107971</td>\n", | |
| " <td>0.871094</td>\n", | |
| " <td>1.137695</td>\n", | |
| " <td>0.024734</td>\n", | |
| " <td>0.267822</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>1.208984</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>2.132812</td>\n", | |
| " <td>0.015305</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.176025</td>\n", | |
| " <td>0.981934</td>\n", | |
| " <td>0.091125</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.447021</td>\n", | |
| " <td>0.639160</td>\n", | |
| " <td>-3.335938</td>\n", | |
| " <td>-0.347656</td>\n", | |
| " <td>-0.141846</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>-0.199951</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.255859</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.166016</td>\n", | |
| " <td>0.045929</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.050598</td>\n", | |
| " <td>1.374023</td>\n", | |
| " <td>0.243774</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.777832</td>\n", | |
| " <td>0.773438</td>\n", | |
| " <td>-0.040894</td>\n", | |
| " <td>-0.797363</td>\n", | |
| " <td>-0.657227</td>\n", | |
| " <td>0.428467</td>\n", | |
| " <td>-0.142822</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.736816</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.791992</td>\n", | |
| " <td>0.111084</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>0.214355</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.950195</td>\n", | |
| " <td>1.058594</td>\n", | |
| " <td>0.404541</td>\n", | |
| " <td>0.704590</td>\n", | |
| " <td>0.704590</td>\n", | |
| " <td>-0.285645</td>\n", | |
| " <td>0.571289</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.747070</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.791992</td>\n", | |
| " <td>0.111084</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.785156</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>2</td>\n", | |
| " <td>54</td>\n", | |
| " <td>8</td>\n", | |
| " <td>0.866211</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.975098</td>\n", | |
| " <td>-0.222534</td>\n", | |
| " <td>0.8125</td>\n", | |
| " <td>0.583008</td>\n", | |
| " <td>-0.025879</td>\n", | |
| " <td>0.015625</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1654</th>\n", | |
| " <td>2022-02-24</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>161.750</td>\n", | |
| " <td>162.750</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>152.625</td>\n", | |
| " <td>141147504.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>166.000</td>\n", | |
| " <td>177.125</td>\n", | |
| " <td>170.250</td>\n", | |
| " <td>173.625</td>\n", | |
| " <td>177.000</td>\n", | |
| " <td>3.912109</td>\n", | |
| " <td>0.893066</td>\n", | |
| " <td>172.250</td>\n", | |
| " <td>1.029297</td>\n", | |
| " <td>0.980469</td>\n", | |
| " <td>0.048706</td>\n", | |
| " <td>165.25</td>\n", | |
| " <td>2.078125</td>\n", | |
| " <td>-1.601562</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>166.125</td>\n", | |
| " <td>158.000</td>\n", | |
| " <td>5.304688</td>\n", | |
| " <td>-1.341797</td>\n", | |
| " <td>162.125</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>159.750</td>\n", | |
| " <td>166.500</td>\n", | |
| " <td>3.150391</td>\n", | |
| " <td>0.258545</td>\n", | |
| " <td>170.500</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>166.375</td>\n", | |
| " <td>160.000</td>\n", | |
| " <td>5.972656</td>\n", | |
| " <td>-0.851562</td>\n", | |
| " <td>166.250</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>161.000</td>\n", | |
| " <td>168.625</td>\n", | |
| " <td>3.998047</td>\n", | |
| " <td>-0.267334</td>\n", | |
| " <td>173.375</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>168.625</td>\n", | |
| " <td>163.125</td>\n", | |
| " <td>6.664062</td>\n", | |
| " <td>-0.899414</td>\n", | |
| " <td>170.000</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>164.125</td>\n", | |
| " <td>169.250</td>\n", | |
| " <td>3.710938</td>\n", | |
| " <td>-0.629883</td>\n", | |
| " <td>173.375</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>170.000</td>\n", | |
| " <td>164.375</td>\n", | |
| " <td>6.222656</td>\n", | |
| " <td>-1.247070</td>\n", | |
| " <td>170.250</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>166.375</td>\n", | |
| " <td>0.015625</td>\n", | |
| " <td>0.449951</td>\n", | |
| " <td>0.115295</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>0.111206</td>\n", | |
| " <td>0.893555</td>\n", | |
| " <td>1.022461</td>\n", | |
| " <td>-0.990723</td>\n", | |
| " <td>-0.748535</td>\n", | |
| " <td>0.466553</td>\n", | |
| " <td>-0.066650</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>1.152344</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>2.166016</td>\n", | |
| " <td>0.020401</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.166626</td>\n", | |
| " <td>0.981934</td>\n", | |
| " <td>0.093323</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.447021</td>\n", | |
| " <td>0.681641</td>\n", | |
| " <td>-2.818359</td>\n", | |
| " <td>-0.317139</td>\n", | |
| " <td>-0.107483</td>\n", | |
| " <td>-0.066650</td>\n", | |
| " <td>-0.166626</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.279297</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.166016</td>\n", | |
| " <td>0.015305</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.059052</td>\n", | |
| " <td>1.374023</td>\n", | |
| " <td>0.222046</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.672852</td>\n", | |
| " <td>0.988770</td>\n", | |
| " <td>-0.418457</td>\n", | |
| " <td>-0.239258</td>\n", | |
| " <td>-0.822754</td>\n", | |
| " <td>0.714355</td>\n", | |
| " <td>-0.428467</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>0.606934</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.785156</td>\n", | |
| " <td>0.219116</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.672852</td>\n", | |
| " <td>1.183594</td>\n", | |
| " <td>0.728516</td>\n", | |
| " <td>0.511230</td>\n", | |
| " <td>0.799316</td>\n", | |
| " <td>-0.571289</td>\n", | |
| " <td>0.428467</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>1.194336</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.791992</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.785156</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>3</td>\n", | |
| " <td>55</td>\n", | |
| " <td>8</td>\n", | |
| " <td>0.866211</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.433838</td>\n", | |
| " <td>-0.900879</td>\n", | |
| " <td>0.8125</td>\n", | |
| " <td>0.583008</td>\n", | |
| " <td>0.016602</td>\n", | |
| " <td>0.011719</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>1655</th>\n", | |
| " <td>2022-02-25</td>\n", | |
| " <td>AAPL</td>\n", | |
| " <td>163.875</td>\n", | |
| " <td>164.875</td>\n", | |
| " <td>165.125</td>\n", | |
| " <td>160.875</td>\n", | |
| " <td>163.875</td>\n", | |
| " <td>91974200.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>165.625</td>\n", | |
| " <td>176.625</td>\n", | |
| " <td>169.875</td>\n", | |
| " <td>173.500</td>\n", | |
| " <td>177.000</td>\n", | |
| " <td>4.125000</td>\n", | |
| " <td>0.313232</td>\n", | |
| " <td>173.625</td>\n", | |
| " <td>0.960449</td>\n", | |
| " <td>0.729492</td>\n", | |
| " <td>0.231079</td>\n", | |
| " <td>164.75</td>\n", | |
| " <td>1.688477</td>\n", | |
| " <td>-1.035156</td>\n", | |
| " <td>166.125</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>165.125</td>\n", | |
| " <td>157.500</td>\n", | |
| " <td>4.832031</td>\n", | |
| " <td>-1.627930</td>\n", | |
| " <td>160.875</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>159.750</td>\n", | |
| " <td>165.250</td>\n", | |
| " <td>1.698242</td>\n", | |
| " <td>-1.208984</td>\n", | |
| " <td>166.750</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>165.625</td>\n", | |
| " <td>158.750</td>\n", | |
| " <td>4.566406</td>\n", | |
| " <td>-1.726562</td>\n", | |
| " <td>162.125</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>160.250</td>\n", | |
| " <td>167.250</td>\n", | |
| " <td>3.404297</td>\n", | |
| " <td>0.360352</td>\n", | |
| " <td>171.875</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>166.375</td>\n", | |
| " <td>161.625</td>\n", | |
| " <td>5.738281</td>\n", | |
| " <td>-0.724121</td>\n", | |
| " <td>168.500</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>161.500</td>\n", | |
| " <td>168.750</td>\n", | |
| " <td>3.980469</td>\n", | |
| " <td>-0.159424</td>\n", | |
| " <td>173.375</td>\n", | |
| " <td>162.875</td>\n", | |
| " <td>168.625</td>\n", | |
| " <td>163.750</td>\n", | |
| " <td>6.269531</td>\n", | |
| " <td>-0.805664</td>\n", | |
| " <td>170.250</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>164.125</td>\n", | |
| " <td>0.011719</td>\n", | |
| " <td>-0.428223</td>\n", | |
| " <td>0.095398</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>0.095520</td>\n", | |
| " <td>0.834473</td>\n", | |
| " <td>1.411133</td>\n", | |
| " <td>-0.990723</td>\n", | |
| " <td>-0.748535</td>\n", | |
| " <td>0.399902</td>\n", | |
| " <td>0.133301</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>1.205078</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>6.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>2.177734</td>\n", | |
| " <td>0.010201</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.176514</td>\n", | |
| " <td>0.981934</td>\n", | |
| " <td>0.076111</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.327881</td>\n", | |
| " <td>0.668457</td>\n", | |
| " <td>-2.291016</td>\n", | |
| " <td>-0.301514</td>\n", | |
| " <td>-0.083557</td>\n", | |
| " <td>-0.099976</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.283203</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.189453</td>\n", | |
| " <td>0.025513</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.082153</td>\n", | |
| " <td>1.374023</td>\n", | |
| " <td>0.295410</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.672852</td>\n", | |
| " <td>0.624512</td>\n", | |
| " <td>1.369141</td>\n", | |
| " <td>-0.972168</td>\n", | |
| " <td>-0.842773</td>\n", | |
| " <td>0.428467</td>\n", | |
| " <td>0.142822</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.140625</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.046295</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>0.235718</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.672852</td>\n", | |
| " <td>0.643555</td>\n", | |
| " <td>1.667969</td>\n", | |
| " <td>-0.190552</td>\n", | |
| " <td>-0.355713</td>\n", | |
| " <td>-0.428467</td>\n", | |
| " <td>0.285645</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>0.986816</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>4</td>\n", | |
| " <td>56</td>\n", | |
| " <td>8</td>\n", | |
| " <td>0.866211</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>-0.433838</td>\n", | |
| " <td>-0.900879</td>\n", | |
| " <td>0.8125</td>\n", | |
| " <td>0.583008</td>\n", | |
| " <td>0.012695</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3308</th>\n", | |
| " <td>2022-02-22</td>\n", | |
| " <td>JPM</td>\n", | |
| " <td>147.000</td>\n", | |
| " <td>151.875</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>150.625</td>\n", | |
| " <td>11333500.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>139.625</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>169.750</td>\n", | |
| " <td>142.750</td>\n", | |
| " <td>147.625</td>\n", | |
| " <td>152.375</td>\n", | |
| " <td>6.484375</td>\n", | |
| " <td>0.225342</td>\n", | |
| " <td>156.750</td>\n", | |
| " <td>-3.431641</td>\n", | |
| " <td>-2.289062</td>\n", | |
| " <td>-1.142578</td>\n", | |
| " <td>153.75</td>\n", | |
| " <td>0.450684</td>\n", | |
| " <td>-0.265381</td>\n", | |
| " <td>154.125</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>153.750</td>\n", | |
| " <td>150.750</td>\n", | |
| " <td>0.364502</td>\n", | |
| " <td>0.795410</td>\n", | |
| " <td>151.125</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>150.625</td>\n", | |
| " <td>154.250</td>\n", | |
| " <td>1.253906</td>\n", | |
| " <td>1.495117</td>\n", | |
| " <td>156.125</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>151.500</td>\n", | |
| " <td>1.531250</td>\n", | |
| " <td>1.781250</td>\n", | |
| " <td>153.750</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>150.875</td>\n", | |
| " <td>154.500</td>\n", | |
| " <td>1.233398</td>\n", | |
| " <td>0.746582</td>\n", | |
| " <td>156.125</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>151.625</td>\n", | |
| " <td>1.657227</td>\n", | |
| " <td>0.851562</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>150.875</td>\n", | |
| " <td>155.500</td>\n", | |
| " <td>2.193359</td>\n", | |
| " <td>0.677246</td>\n", | |
| " <td>159.000</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>155.000</td>\n", | |
| " <td>152.250</td>\n", | |
| " <td>1.888672</td>\n", | |
| " <td>0.347900</td>\n", | |
| " <td>155.250</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>152.000</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>-0.034668</td>\n", | |
| " <td>0.070435</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.293457</td>\n", | |
| " <td>0.981445</td>\n", | |
| " <td>-1.008789</td>\n", | |
| " <td>0.337891</td>\n", | |
| " <td>0.094055</td>\n", | |
| " <td>-0.533203</td>\n", | |
| " <td>0.133301</td>\n", | |
| " <td>0.199951</td>\n", | |
| " <td>1.151367</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.931152</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>2.091797</td>\n", | |
| " <td>0.040009</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.284424</td>\n", | |
| " <td>0.981934</td>\n", | |
| " <td>0.094604</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.262695</td>\n", | |
| " <td>0.486328</td>\n", | |
| " <td>-0.307373</td>\n", | |
| " <td>0.137939</td>\n", | |
| " <td>0.397949</td>\n", | |
| " <td>-0.033325</td>\n", | |
| " <td>0.233276</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.345703</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.896484</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.156250</td>\n", | |
| " <td>0.004360</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.032135</td>\n", | |
| " <td>1.963867</td>\n", | |
| " <td>0.282959</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.054688</td>\n", | |
| " <td>0.510742</td>\n", | |
| " <td>1.448242</td>\n", | |
| " <td>0.000479</td>\n", | |
| " <td>-0.021149</td>\n", | |
| " <td>-0.142822</td>\n", | |
| " <td>0.428467</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.635742</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.055542</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>0.180176</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>0.568359</td>\n", | |
| " <td>0.670898</td>\n", | |
| " <td>-0.875977</td>\n", | |
| " <td>0.073120</td>\n", | |
| " <td>-0.094604</td>\n", | |
| " <td>0.285645</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>1.530273</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>0.833496</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>53</td>\n", | |
| " <td>8</td>\n", | |
| " <td>0.866211</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.781738</td>\n", | |
| " <td>0.623535</td>\n", | |
| " <td>0.8125</td>\n", | |
| " <td>0.583008</td>\n", | |
| " <td>-0.001465</td>\n", | |
| " <td>-0.023438</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3309</th>\n", | |
| " <td>2022-02-23</td>\n", | |
| " <td>JPM</td>\n", | |
| " <td>144.000</td>\n", | |
| " <td>148.750</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>148.000</td>\n", | |
| " <td>153.125</td>\n", | |
| " <td>11799000.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>139.625</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>169.750</td>\n", | |
| " <td>143.625</td>\n", | |
| " <td>146.625</td>\n", | |
| " <td>149.625</td>\n", | |
| " <td>4.152344</td>\n", | |
| " <td>0.483643</td>\n", | |
| " <td>154.625</td>\n", | |
| " <td>-3.802734</td>\n", | |
| " <td>-2.128906</td>\n", | |
| " <td>-1.674805</td>\n", | |
| " <td>153.50</td>\n", | |
| " <td>0.503418</td>\n", | |
| " <td>1.704102</td>\n", | |
| " <td>154.125</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>149.875</td>\n", | |
| " <td>1.656250</td>\n", | |
| " <td>-1.371094</td>\n", | |
| " <td>151.125</td>\n", | |
| " <td>148.000</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>153.625</td>\n", | |
| " <td>0.419434</td>\n", | |
| " <td>0.740723</td>\n", | |
| " <td>154.125</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>153.500</td>\n", | |
| " <td>150.000</td>\n", | |
| " <td>1.415039</td>\n", | |
| " <td>-1.732422</td>\n", | |
| " <td>151.125</td>\n", | |
| " <td>148.000</td>\n", | |
| " <td>150.500</td>\n", | |
| " <td>154.375</td>\n", | |
| " <td>1.291016</td>\n", | |
| " <td>0.717773</td>\n", | |
| " <td>156.125</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>151.250</td>\n", | |
| " <td>2.224609</td>\n", | |
| " <td>-0.174316</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>148.000</td>\n", | |
| " <td>150.875</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>1.772461</td>\n", | |
| " <td>1.135742</td>\n", | |
| " <td>158.250</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>151.375</td>\n", | |
| " <td>2.015625</td>\n", | |
| " <td>-0.234863</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>148.000</td>\n", | |
| " <td>150.875</td>\n", | |
| " <td>-0.023438</td>\n", | |
| " <td>0.040253</td>\n", | |
| " <td>0.069885</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.233643</td>\n", | |
| " <td>0.983398</td>\n", | |
| " <td>-1.033203</td>\n", | |
| " <td>0.362061</td>\n", | |
| " <td>0.116333</td>\n", | |
| " <td>-0.600098</td>\n", | |
| " <td>0.166626</td>\n", | |
| " <td>0.199951</td>\n", | |
| " <td>1.161133</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.931152</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>2.062500</td>\n", | |
| " <td>0.040009</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.287598</td>\n", | |
| " <td>0.981934</td>\n", | |
| " <td>0.123474</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.236328</td>\n", | |
| " <td>0.486328</td>\n", | |
| " <td>-0.307129</td>\n", | |
| " <td>0.140259</td>\n", | |
| " <td>0.400146</td>\n", | |
| " <td>-0.099976</td>\n", | |
| " <td>0.166626</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.344727</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.896484</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.156250</td>\n", | |
| " <td>0.004360</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.032562</td>\n", | |
| " <td>1.963867</td>\n", | |
| " <td>0.281250</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.054688</td>\n", | |
| " <td>0.519043</td>\n", | |
| " <td>1.475586</td>\n", | |
| " <td>-0.026718</td>\n", | |
| " <td>-0.048309</td>\n", | |
| " <td>-0.428467</td>\n", | |
| " <td>0.285645</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.232422</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.046295</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>0.255859</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.568359</td>\n", | |
| " <td>0.622070</td>\n", | |
| " <td>-0.454590</td>\n", | |
| " <td>0.304443</td>\n", | |
| " <td>0.142944</td>\n", | |
| " <td>-0.142822</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.875488</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.791992</td>\n", | |
| " <td>0.027771</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>2</td>\n", | |
| " <td>54</td>\n", | |
| " <td>8</td>\n", | |
| " <td>0.866211</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.975098</td>\n", | |
| " <td>-0.222534</td>\n", | |
| " <td>0.8125</td>\n", | |
| " <td>0.583008</td>\n", | |
| " <td>-0.020508</td>\n", | |
| " <td>-0.027344</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3310</th>\n", | |
| " <td>2022-02-24</td>\n", | |
| " <td>JPM</td>\n", | |
| " <td>139.875</td>\n", | |
| " <td>144.500</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>143.000</td>\n", | |
| " <td>25655100.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>139.625</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>169.750</td>\n", | |
| " <td>143.875</td>\n", | |
| " <td>146.375</td>\n", | |
| " <td>148.875</td>\n", | |
| " <td>3.402344</td>\n", | |
| " <td>0.799316</td>\n", | |
| " <td>152.750</td>\n", | |
| " <td>-3.941406</td>\n", | |
| " <td>-1.812500</td>\n", | |
| " <td>-2.128906</td>\n", | |
| " <td>150.50</td>\n", | |
| " <td>4.781250</td>\n", | |
| " <td>-1.731445</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>146.000</td>\n", | |
| " <td>5.566406</td>\n", | |
| " <td>-1.365234</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>148.000</td>\n", | |
| " <td>151.375</td>\n", | |
| " <td>4.304688</td>\n", | |
| " <td>-1.944336</td>\n", | |
| " <td>154.125</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>147.375</td>\n", | |
| " <td>5.207031</td>\n", | |
| " <td>-1.625000</td>\n", | |
| " <td>151.125</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>149.250</td>\n", | |
| " <td>152.625</td>\n", | |
| " <td>3.865234</td>\n", | |
| " <td>-2.017578</td>\n", | |
| " <td>156.125</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>153.500</td>\n", | |
| " <td>149.000</td>\n", | |
| " <td>4.855469</td>\n", | |
| " <td>-1.687500</td>\n", | |
| " <td>153.750</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>150.500</td>\n", | |
| " <td>153.125</td>\n", | |
| " <td>3.478516</td>\n", | |
| " <td>-2.226562</td>\n", | |
| " <td>156.125</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>153.750</td>\n", | |
| " <td>149.750</td>\n", | |
| " <td>4.453125</td>\n", | |
| " <td>-1.840820</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>150.500</td>\n", | |
| " <td>-0.027344</td>\n", | |
| " <td>0.776855</td>\n", | |
| " <td>0.129761</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.196411</td>\n", | |
| " <td>0.959961</td>\n", | |
| " <td>-1.028320</td>\n", | |
| " <td>0.154663</td>\n", | |
| " <td>0.154663</td>\n", | |
| " <td>-0.683105</td>\n", | |
| " <td>0.099976</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>1.153320</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.965332</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>2.062500</td>\n", | |
| " <td>0.020401</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.280029</td>\n", | |
| " <td>0.981934</td>\n", | |
| " <td>0.099670</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.217773</td>\n", | |
| " <td>0.485352</td>\n", | |
| " <td>-0.307129</td>\n", | |
| " <td>0.129883</td>\n", | |
| " <td>0.389893</td>\n", | |
| " <td>-0.133301</td>\n", | |
| " <td>0.183350</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.344727</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.931152</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>2.156250</td>\n", | |
| " <td>0.004360</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.035736</td>\n", | |
| " <td>1.963867</td>\n", | |
| " <td>0.284180</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.777832</td>\n", | |
| " <td>0.509766</td>\n", | |
| " <td>0.633301</td>\n", | |
| " <td>-1.191406</td>\n", | |
| " <td>-0.234131</td>\n", | |
| " <td>0.571289</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.116211</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.330078</td>\n", | |
| " <td>0.083313</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>0.283447</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.500488</td>\n", | |
| " <td>0.617676</td>\n", | |
| " <td>-0.444824</td>\n", | |
| " <td>0.292969</td>\n", | |
| " <td>0.132202</td>\n", | |
| " <td>-0.428467</td>\n", | |
| " <td>0.285645</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.955078</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.791992</td>\n", | |
| " <td>0.027771</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>3</td>\n", | |
| " <td>55</td>\n", | |
| " <td>8</td>\n", | |
| " <td>0.866211</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.433838</td>\n", | |
| " <td>-0.900879</td>\n", | |
| " <td>0.8125</td>\n", | |
| " <td>0.583008</td>\n", | |
| " <td>-0.028809</td>\n", | |
| " <td>0.023438</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>3311</th>\n", | |
| " <td>2022-02-25</td>\n", | |
| " <td>JPM</td>\n", | |
| " <td>143.250</td>\n", | |
| " <td>148.000</td>\n", | |
| " <td>150.125</td>\n", | |
| " <td>144.875</td>\n", | |
| " <td>145.250</td>\n", | |
| " <td>18367700.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>139.625</td>\n", | |
| " <td>154.750</td>\n", | |
| " <td>169.750</td>\n", | |
| " <td>143.750</td>\n", | |
| " <td>146.000</td>\n", | |
| " <td>148.250</td>\n", | |
| " <td>3.095703</td>\n", | |
| " <td>0.356689</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>-4.210938</td>\n", | |
| " <td>-1.666992</td>\n", | |
| " <td>-2.544922</td>\n", | |
| " <td>149.50</td>\n", | |
| " <td>4.195312</td>\n", | |
| " <td>-0.687500</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>150.125</td>\n", | |
| " <td>144.250</td>\n", | |
| " <td>4.136719</td>\n", | |
| " <td>-0.729492</td>\n", | |
| " <td>148.000</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>144.875</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>3.908203</td>\n", | |
| " <td>-1.263672</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>151.625</td>\n", | |
| " <td>145.750</td>\n", | |
| " <td>4.582031</td>\n", | |
| " <td>-0.724609</td>\n", | |
| " <td>150.375</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>146.500</td>\n", | |
| " <td>151.625</td>\n", | |
| " <td>3.533203</td>\n", | |
| " <td>-1.730469</td>\n", | |
| " <td>154.125</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>153.250</td>\n", | |
| " <td>147.500</td>\n", | |
| " <td>4.433594</td>\n", | |
| " <td>-1.263672</td>\n", | |
| " <td>151.125</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>149.250</td>\n", | |
| " <td>152.750</td>\n", | |
| " <td>3.623047</td>\n", | |
| " <td>-1.587891</td>\n", | |
| " <td>156.125</td>\n", | |
| " <td>145.000</td>\n", | |
| " <td>153.500</td>\n", | |
| " <td>149.000</td>\n", | |
| " <td>4.753906</td>\n", | |
| " <td>-1.140625</td>\n", | |
| " <td>153.875</td>\n", | |
| " <td>139.750</td>\n", | |
| " <td>150.500</td>\n", | |
| " <td>0.023438</td>\n", | |
| " <td>-0.334229</td>\n", | |
| " <td>0.135376</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.219849</td>\n", | |
| " <td>0.984863</td>\n", | |
| " <td>-0.951172</td>\n", | |
| " <td>-0.033569</td>\n", | |
| " <td>0.202271</td>\n", | |
| " <td>-0.733398</td>\n", | |
| " <td>0.033325</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>0.924805</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.965332</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>6.0</td>\n", | |
| " <td>2.091797</td>\n", | |
| " <td>0.015305</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.299072</td>\n", | |
| " <td>0.981934</td>\n", | |
| " <td>0.092590</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.233398</td>\n", | |
| " <td>0.503906</td>\n", | |
| " <td>-0.016632</td>\n", | |
| " <td>0.047058</td>\n", | |
| " <td>0.289307</td>\n", | |
| " <td>-0.099976</td>\n", | |
| " <td>0.199951</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.196289</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.931152</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.144531</td>\n", | |
| " <td>0.005550</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.078064</td>\n", | |
| " <td>1.767578</td>\n", | |
| " <td>0.238647</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.291016</td>\n", | |
| " <td>0.691895</td>\n", | |
| " <td>-0.146240</td>\n", | |
| " <td>-0.082703</td>\n", | |
| " <td>-0.212891</td>\n", | |
| " <td>0.714355</td>\n", | |
| " <td>-0.285645</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>0.857910</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>1.330078</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>0.210205</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>0.050537</td>\n", | |
| " <td>0.656250</td>\n", | |
| " <td>1.441406</td>\n", | |
| " <td>-0.074280</td>\n", | |
| " <td>0.094360</td>\n", | |
| " <td>-0.428467</td>\n", | |
| " <td>0.428467</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.978516</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</td>\n", | |
| " <td>4</td>\n", | |
| " <td>56</td>\n", | |
| " <td>8</td>\n", | |
| " <td>0.866211</td>\n", | |
| " <td>0.5</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>-0.433838</td>\n", | |
| " <td>-0.900879</td>\n", | |
| " <td>0.8125</td>\n", | |
| " <td>0.583008</td>\n", | |
| " <td>0.024414</td>\n", | |
| " <td>NaN</td>\n", | |
| " </tr>\n", | |
| " <tr>\n", | |
| " <th>4964</th>\n", | |
| " <td>2022-02-22</td>\n", | |
| " <td>MSFT</td>\n", | |
| " <td>285.000</td>\n", | |
| " <td>287.750</td>\n", | |
| " <td>291.500</td>\n", | |
| " <td>284.500</td>\n", | |
| " <td>285.000</td>\n", | |
| " <td>41736100.0</td>\n", | |
| " <td>2019-03-31</td>\n", | |
| " <td>310.000</td>\n", | |
| " <td>327.250</td>\n", | |
| " <td>344.250</td>\n", | |
| " <td>304.250</td>\n", | |
| " <td>321.500</td>\n", | |
| " <td>338.750</td>\n", | |
| " <td>10.726562</td>\n", | |
| " <td>0.280518</td>\n", | |
| " <td>331.000</td>\n", | |
| " <td>-2.666016</td>\n", | |
| " <td>-2.703125</td>\n", | |
| " <td>0.036133</td>\n", | |
| " <td>294.00</td>\n", | |
| " <td>2.636719</td>\n", | |
| " <td>0.350586</td>\n", | |
| " <td>296.750</td>\n", | |
| " <td>291.500</td>\n", | |
| " <td>293.750</td>\n", | |
| " <td>287.000</td>\n", | |
| " <td>2.802734</td>\n", | |
| " <td>0.955566</td>\n", | |
| " <td>290.000</td>\n", | |
| " <td>284.500</td>\n", | |
| " <td>286.250</td>\n", | |
| " <td>295.750</td>\n", | |
| " <td>4.027344</td>\n", | |
| " <td>0.525879</td>\n", | |
| " <td>300.750</td>\n", | |
| " <td>291.500</td>\n", | |
| " <td>295.250</td>\n", | |
| " <td>288.500</td>\n", | |
| " <td>4.074219</td>\n", | |
| " <td>0.488037</td>\n", | |
| " <td>293.750</td>\n", | |
| " <td>284.500</td>\n", | |
| " <td>288.250</td>\n", | |
| " <td>296.750</td>\n", | |
| " <td>3.710938</td>\n", | |
| " <td>-0.197632</td>\n", | |
| " <td>300.750</td>\n", | |
| " <td>291.500</td>\n", | |
| " <td>296.750</td>\n", | |
| " <td>290.500</td>\n", | |
| " <td>4.628906</td>\n", | |
| " <td>0.083923</td>\n", | |
| " <td>297.000</td>\n", | |
| " <td>284.500</td>\n", | |
| " <td>290.750</td>\n", | |
| " <td>299.250</td>\n", | |
| " <td>5.714844</td>\n", | |
| " <td>0.458496</td>\n", | |
| " <td>309.000</td>\n", | |
| " <td>291.500</td>\n", | |
| " <td>298.750</td>\n", | |
| " <td>292.250</td>\n", | |
| " <td>5.363281</td>\n", | |
| " <td>0.064087</td>\n", | |
| " <td>300.750</td>\n", | |
| " <td>284.500</td>\n", | |
| " <td>292.500</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>0.197266</td>\n", | |
| " <td>0.177734</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.343018</td>\n", | |
| " <td>0.500000</td>\n", | |
| " <td>0.134155</td>\n", | |
| " <td>0.301270</td>\n", | |
| " <td>0.482422</td>\n", | |
| " <td>0.266602</td>\n", | |
| " <td>0.000000</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.262695</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.965332</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>2.156250</td>\n", | |
| " <td>0.004360</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.067871</td>\n", | |
| " <td>2.355469</td>\n", | |
| " <td>0.133545</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.216187</td>\n", | |
| " <td>0.500977</td>\n", | |
| " <td>-0.451416</td>\n", | |
| " <td>-0.677734</td>\n", | |
| " <td>-0.466797</td>\n", | |
| " <td>-0.066650</td>\n", | |
| " <td>-0.266602</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.119141</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.965332</td>\n", | |
| " <td>5.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>2.042969</td>\n", | |
| " <td>0.017441</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.067932</td>\n", | |
| " <td>2.160156</td>\n", | |
| " <td>0.423828</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.054688</td>\n", | |
| " <td>0.847168</td>\n", | |
| " <td>-0.048431</td>\n", | |
| " <td>-0.919922</td>\n", | |
| " <td>-0.786133</td>\n", | |
| " <td>-0.428467</td>\n", | |
| " <td>0.142822</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.638672</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>3.0</td>\n", | |
| " <td>4.0</td>\n", | |
| " <td>1.560547</td>\n", | |
| " <td>0.074097</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>0.267822</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>0.672852</td>\n", | |
| " <td>0.559082</td>\n", | |
| " <td>-1.511719</td>\n", | |
| " <td>0.275879</td>\n", | |
| " <td>0.119019</td>\n", | |
| " <td>-0.142822</td>\n", | |
| " <td>0.428467</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>1.281250</td>\n", | |
| " <td>1.0</td>\n", | |
| " <td>1.000000</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>2.0</td>\n", | |
| " <td>1.791992</td>\n", | |
| " <td>0.018524</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>0.0</td>\n", | |
| " <td>1.570312</td>\n", | |
| " <td>2022</td>\n", | |
| " <td>2</td>\n", | |
| " <td>1</td>\n", | |
| " <td>1</t |
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