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@vedranmarkulj vedranmarkulj/ Secret
Last active Feb 25, 2018

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from get_historical_data import AlphaVantage
import pandas as pd
import json
def get_main_data_frame(symbol):
# convert data to data frame
df = pd.read_json(json.dumps(list_historical_data__daily))
# prepare data, and add calculated fields to data frame
df['date_str'] = df['date']
df.set_index('date', inplace=True)
df['price_close_lag'] = df['price_close'].shift(1)
df['price_close_lead'] = df['price_close'].shift(-1)
df.insert(0, 'date_id', range(1, 1 + len(df)))
# returns data frame
return df
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