Spaces:
Runtime error
Runtime error
OfirMatzlawi
commited on
Commit
•
fce7cab
1
Parent(s):
859ff24
Update main.py
Browse files
main.py
CHANGED
@@ -41,8 +41,10 @@ def read_root():
|
|
41 |
|
42 |
# XGboost
|
43 |
|
|
|
|
|
44 |
def data_download(ticker: str):
|
45 |
-
ticker= ticker
|
46 |
# Define the list of tickers
|
47 |
index_list = [
|
48 |
ticker, '^VIX', '^VVIX', '^VIX9D', '^VIX3M', '^VIX6M', '^FVX', '^TNX', '^TYX'
|
@@ -65,7 +67,8 @@ def data_download(ticker: str):
|
|
65 |
|
66 |
|
67 |
|
68 |
-
def data_manipolation(df):
|
|
|
69 |
# MA calculation for all columns
|
70 |
New_Names=[ticker,'VIX','VIX_Index','VIX9D','VIX3M','VIX6M','T5Y','T10Y','T30Y']
|
71 |
for col in New_Names:
|
@@ -97,7 +100,8 @@ def data_manipolation(df):
|
|
97 |
|
98 |
return df
|
99 |
|
100 |
-
def data_split_train_test(df):
|
|
|
101 |
X = df.loc[:,df.columns != ticker + '_c1']
|
102 |
y = df[ ticker + '_c1']
|
103 |
recent_data_size = int(0.3 * len(X)) # Adjust the percentage as needed
|
|
|
41 |
|
42 |
# XGboost
|
43 |
|
44 |
+
|
45 |
+
|
46 |
def data_download(ticker: str):
|
47 |
+
ticker = ticker
|
48 |
# Define the list of tickers
|
49 |
index_list = [
|
50 |
ticker, '^VIX', '^VVIX', '^VIX9D', '^VIX3M', '^VIX6M', '^FVX', '^TNX', '^TYX'
|
|
|
67 |
|
68 |
|
69 |
|
70 |
+
def data_manipolation(df,ticker: str):
|
71 |
+
ticker = ticker
|
72 |
# MA calculation for all columns
|
73 |
New_Names=[ticker,'VIX','VIX_Index','VIX9D','VIX3M','VIX6M','T5Y','T10Y','T30Y']
|
74 |
for col in New_Names:
|
|
|
100 |
|
101 |
return df
|
102 |
|
103 |
+
def data_split_train_test(df,ticker: str):
|
104 |
+
ticker = ticker
|
105 |
X = df.loc[:,df.columns != ticker + '_c1']
|
106 |
y = df[ ticker + '_c1']
|
107 |
recent_data_size = int(0.3 * len(X)) # Adjust the percentage as needed
|