import os, sys sys.path.append(os.path.dirname(os.path.dirname(os.path.abspath(__file__)))) import pandas as pd from database import get_pg_engine import os os.environ["DATABASE_URL"] = "sqlite:///portfolio_db.sqlite3" engine = get_pg_engine() tickers = ['AAPL', 'MSFT', 'GOOGL', 'AMZN', 'NVDA', 'META', 'TSLA', 'JPM', 'GS', 'XOM', 'CVX', 'TLT', 'IEF', 'SHY', 'LQD', 'HYG', 'GLD', 'SLV', 'USO', 'SPY', 'QQQ', 'DIA', 'ES=F', 'NQ=F', 'GC=F', 'CL=F'] all_rets = {} for t in tickers: df = pd.read_sql("SELECT date, close_price FROM daily_prices WHERE ticker=? ORDER BY date", engine, params=(t,)) df['date'] = pd.to_datetime(df['date']) df = df.set_index('date') all_rets[t] = df['close_price'].pct_change() print(f"{t}: {len(all_rets[t].dropna())}") comb = pd.DataFrame(all_rets).dropna() print("Combined dropna shape:", comb.shape)