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quantra-go-algo/Preparing_dataset.py Secret

Created May 4, 2023 19:12
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Preparing_dataset.py
# Preparing the dataset
price_AAPL['H-L'] = price_AAPL['High'] - price_AAPL['Low']
price_AAPL['O-C'] = price_AAPL['Close'] - price_AAPL['Open']
price_AAPL['3day MA'] = price_AAPL['Close'].shift(1).rolling(window = 3).mean()
price_AAPL['10day MA'] = price_AAPL['Close'].shift(1).rolling(window = 10).mean()
price_AAPL['30day MA'] = price_AAPL['Close'].shift(1).rolling(window = 30).mean()
price_AAPL['Std_dev']= price_AAPL['Close'].rolling(5).std()
price_AAPL['RSI'] = talib.RSI(price_AAPL['Close'].values, timeperiod = 9)
price_AAPL['Williams %R'] = talib.WILLR(dataset['High'].values, price_AAPL['Low'].values, price_AAPL['Close'].values, 7)
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