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Runtime error
OfirMatzlawi
commited on
Commit
•
5b60579
1
Parent(s):
f8afcf8
Update main.py
Browse files
main.py
CHANGED
@@ -44,7 +44,7 @@ def read_root():
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def data_download(ticker: str):
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# Define the list of tickers
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index_list = [
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-
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]
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data = yf.download(index_list, start="1994-01-01", end=None)['Adj Close']
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@@ -66,7 +66,7 @@ def data_download(ticker: str):
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def data_manipolation(df):
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# MA calculation for all columns
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New_Names=[
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for col in New_Names:
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df[col + "_MA30"] = df[col].rolling(window=30).mean().round(2)
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df[col + "/_MA30"] = (df[col]/df[col + "_MA30"]).round(4)
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@@ -88,7 +88,7 @@ def data_manipolation(df):
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suffixes = ['_p', '_c1', '_MA30', '/_MA30']
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basic_cols = ['T5Y', 'T10Y', 'T30Y', 'VIX']
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to_keep = basic_cols + [f"{col}{suffix}" for col in basic_cols for suffix in suffixes]
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ticker_columns = [
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to_keep.extend(ticker_columns)
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# Filter the DataFrame to keep only specified columns and drop rows with missing values
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@@ -97,8 +97,8 @@ def data_manipolation(df):
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return df
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def data_split_train_test(df):
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X = df.loc[:,df.columns !=
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y = df[
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recent_data_size = int(0.3 * len(X)) # Adjust the percentage as needed
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print (recent_data_size)
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def data_download(ticker: str):
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# Define the list of tickers
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index_list = [
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ticker, '^VIX', '^VVIX', '^VIX9D', '^VIX3M', '^VIX6M', '^FVX', '^TNX', '^TYX'
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]
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data = yf.download(index_list, start="1994-01-01", end=None)['Adj Close']
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def data_manipolation(df):
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# MA calculation for all columns
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New_Names=[ticker,'VIX','VIX_Index','VIX9D','VIX3M','VIX6M','T5Y','T10Y','T30Y']
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for col in New_Names:
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df[col + "_MA30"] = df[col].rolling(window=30).mean().round(2)
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df[col + "/_MA30"] = (df[col]/df[col + "_MA30"]).round(4)
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suffixes = ['_p', '_c1', '_MA30', '/_MA30']
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basic_cols = ['T5Y', 'T10Y', 'T30Y', 'VIX']
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to_keep = basic_cols + [f"{col}{suffix}" for col in basic_cols for suffix in suffixes]
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ticker_columns = [ticker + suffix for suffix in ['_c1']]
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to_keep.extend(ticker_columns)
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# Filter the DataFrame to keep only specified columns and drop rows with missing values
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return df
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def data_split_train_test(df):
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X = df.loc[:,df.columns != ticker + '_c1']
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y = df[ ticker + '_c1']
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recent_data_size = int(0.3 * len(X)) # Adjust the percentage as needed
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print (recent_data_size)
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