OpenFinArena/FinDeepIndicator huggingface dataset:
Question: What was Targa Resources's Expected Shortfall (Historical Simulation) during the period February 19, 2020 to March 31, 2020? (1-day ES; default confidence 95%) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: ES_c = -E[r | r \le Q_{1-c}(r)]
Data:
date,close
2020-02-18,36.86000061035156
2020-02-19,36.95000076293945
2020-02-20,39.45000076293945
2020-02-21,39.13999938964844
2020-02-24,37.7599983215332
2020-02-25,35.66999816894531
2020-02-26,34.7400016784668
2020-02-27,32.27000045776367
2020-02-28,32.400001525878906
2020-03-02,33.90999984741211
2020-03-03,33.06999969482422
2020-03-04,33.959999084472656
2020-03-05,32.5
2020-03-06,27.86000061035156
2020-03-09,13.119999885559082
2020-03-10,14.149999618530272
2020-03-11,14.449999809265137
2020-03-12,11.119999885559082
2020-03-13,12.479999542236328
2020-03-16,9.829999923706056
2020-03-17,7.210000038146973
2020-03-18,4.730000019073486
2020-03-19,6.389999866485596
2020-03-20,7.300000190734863
2020-03-23,7.099999904632568
2020-03-24,8.020000457763672
2020-03-25,8.180000305175781
2020-03-26,7.650000095367432
2020-03-27,6.989999771118164
2020-03-30,6.480000019073486
2020-03-31,6.909999847412109

Indicator data:
Answer: 0.4365
Question: From June 03, 2022 to July 04, 2022, count the number of golden cross occurrences between the 10-day and 30-day Simple Moving Average lines for Thermo Fisher Scientific. Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: SMA_n = 1 / n * \sum_{i=0}^{n-1} P_{t-i}
Data:
date,close
2022-04-22,561.280029296875
2022-04-25,544.1599731445312
2022-04-26,516.4400024414062
2022-04-27,520.47998046875
2022-04-28,558.8900146484375
2022-04-29,552.9199829101562
2022-05-02,545.52001953125
2022-05-03,546.3200073242188
2022-05-04,562.97998046875
2022-05-05,550.510009765625
2022-05-06,546.6799926757812
2022-05-09,517.3900146484375
2022-05-10,526.22998046875
2022-05-11,520.0
2022-05-12,525.7999877929688
2022-05-13,541.4199829101562
2022-05-16,539.3800048828125
2022-05-17,554.5999755859375
2022-05-18,542.1699829101562
2022-05-19,550.739990234375
2022-05-20,555.1500244140625
2022-05-23,555.2100219726562
2022-05-24,548.8200073242188
2022-05-25,534.27001953125
2022-05-26,540.1099853515625
2022-05-27,572.3499755859375
2022-05-31,567.5700073242188
2022-06-01,556.219970703125
2022-06-02,570.0999755859375
2022-06-03,558.0999755859375
2022-06-06,552.8800048828125
2022-06-07,560.6599731445312
2022-06-08,552.0599975585938
2022-06-09,539.8200073242188
2022-06-10,526.8800048828125
2022-06-13,511.9100036621094
2022-06-14,507.4500122070313
2022-06-15,514.760009765625
2022-06-16,504.8900146484375
2022-06-17,500.8999938964844
2022-06-21,513.5399780273438
2022-06-22,519.219970703125
2022-06-23,540.5999755859375
2022-06-24,544.8099975585938
2022-06-27,543.6400146484375
2022-06-28,535.77001953125
2022-06-29,535.9199829101562
2022-06-30,543.280029296875
2022-07-01,548.27001953125

Indicator data:
date,10-day,30-day
2022-06-03,555.7899963378907,546.0603291829427
2022-06-06,555.5629943847656,545.7803283691406
2022-06-07,556.1079895019532,546.3303283691406
2022-06-08,556.4319885253906,547.5176615397136
2022-06-09,556.9869873046875,548.1623291015625
2022-06-10,555.6639892578125,547.0953287760417
2022-06-13,549.6199920654296,545.7283294677734
2022-06-14,543.6079925537109,544.4593292236328
2022-06-15,539.4619964599609,543.407329305013
2022-06-16,532.9410003662109,541.4709971110026
2022-06-17,527.2210021972656,539.8173299153646
2022-06-21,523.2869995117187,538.7126627604167
2022-06-22,519.1429992675781,538.7736612955729
2022-06-23,517.9969970703125,539.2526611328125
2022-06-24,518.49599609375,540.0796610514323
2022-06-27,520.1719970703125,540.6743286132812
2022-06-28,522.5579986572266,540.485996500651
2022-06-29,525.404995727539,540.3706624348958
2022-06-30,528.2569976806641,539.993330891927
2022-07-01,532.5949981689453,540.1966654459635

Answer: 0.0
Question: From August 25, 2024 to September 10, 2024, what proportion of days had Carrier Global's high price less than its 10-day Hull Moving Average line? (Unit: %) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: HMA = WMA_{\sqrt{n}}(2 * WMA_{n/2}(P) - WMA_n(P))
Data:
date,close,high
2024-08-05,63.54999923706055,63.625
2024-08-06,64.13999938964844,65.1500015258789
2024-08-07,63.11000061035156,65.55000305175781
2024-08-08,64.4800033569336,64.80999755859375
2024-08-09,64.37999725341797,65.0
2024-08-12,64.29000091552734,64.80000305175781
2024-08-13,65.47000122070312,65.52999877929688
2024-08-14,65.68000030517578,66.08000183105469
2024-08-15,68.4000015258789,68.72000122070312
2024-08-16,67.37999725341797,68.86000061035156
2024-08-19,68.63999938964844,68.80000305175781
2024-08-20,68.55999755859375,69.06999969482422
2024-08-21,69.66000366210938,69.93499755859375
2024-08-22,69.58000183105469,69.96499633789062
2024-08-23,71.25,71.5199966430664
2024-08-26,71.69999694824219,72.2699966430664
2024-08-27,71.76000213623047,71.83000183105469
2024-08-28,71.11000061035156,72.2249984741211
2024-08-29,71.08999633789062,72.1449966430664
2024-08-30,72.77999877929688,73.04000091552734
2024-09-03,70.05999755859375,73.05999755859375
2024-09-04,69.11000061035156,70.0
2024-09-05,69.04000091552734,69.7300033569336
2024-09-06,69.4800033569336,71.23999786376953
2024-09-09,70.7300033569336,71.41999816894531
2024-09-10,71.83000183105469,72.08999633789062

Indicator data:
date,10-day,high
2024-08-20,68.89277636210123,69.06999969482422
2024-08-21,69.50660534483013,69.93499755859375
2024-08-22,69.87477814645479,69.96499633789062
2024-08-23,70.49899101642649,71.5199966430664
2024-08-26,71.2100509412361,72.2699966430664
2024-08-27,71.86556603788127,71.83000183105469
2024-08-28,72.09714169743086,72.2249984741211
2024-08-29,72.0267165444114,72.1449966430664
2024-08-30,72.15043294116704,73.04000091552734
2024-09-03,71.76678583164407,73.05999755859375
2024-09-04,70.91137189768781,70.0
2024-09-05,69.91118077750157,69.7300033569336
2024-09-06,69.22379864779386,71.23999786376953
2024-09-09,69.16012356690686,71.41999816894531
2024-09-10,69.84770024617512,72.08999633789062

Answer: 80.0