{ "cells": [ { "cell_type": "code", "execution_count": 1, "id": "35efd16b", "metadata": {}, "outputs": [], "source": [ "import yfinance as yf\n", "import pandas as pd\n", "import numpy as np\n", "\n", "from sklearn.feature_selection import mutual_info_regression\n", "from scipy.stats import spearmanr\n", "import matplotlib.pyplot as plt\n", "import seaborn as sns" ] }, { "cell_type": "code", "execution_count": 2, "id": "45b590d3", "metadata": {}, "outputs": [], "source": [ "nasdaq_100_tickers = [\"AAPL\", \"MSFT\", \"AMZN\", \"GOOGL\", \"GOOG\", \"TSLA\", \"META\", \"NVDA\", \"PYPL\", \"NFLX\",\n", " \"ASML\", \"ADBE\", \"INTC\", \"CMCSA\", \"CSCO\", \"PEP\", \"AVGO\", \"TMUS\", \"COST\", \"PDD\",\n", " \"TXN\", \"QCOM\", \"AMAT\", \"MU\", \"AMGN\", \"INTU\", \"ISRG\", \"ZM\", \"CSX\", \"VRTX\",\n", " \"JD\", \"GILD\", \"BIDU\", \"MRVL\", \"REGN\", \"MDLZ\", \"ADSK\", \"ATVI\", \"BIIB\", \"ILMN\",\n", " \"LRCX\", \"ADP\", \"BKNG\", \"MELI\", \"KLAC\", \"DOCU\", \"NXPI\", \"MNST\", \"WDAY\", \"ROST\",\n", " \"KDP\", \"EA\", \"ALGN\", \"ADI\", \"IDXX\", \"DXCM\", \"XEL\", \"CTAS\", \"EXC\", \"MAR\",\n", " \"SNPS\", \"ASAN\", \"CDNS\", \"CPRT\", \"SGEN\", \"SPLK\", \"ORLY\", \"DLTR\", \"MTCH\",\n", " \"MCHP\", \"INCY\", \"PCAR\", \"CTSH\", \"FAST\", \"VRSK\", \"CHKP\", \"FOXA\", \"FOX\", \"ANSS\",\n", " \"SWKS\", \"OKTA\", \"TTD\", \"CDW\", \"TEAM\", \"WBA\", \"LULU\", \"PAYX\",\n", " \"VRSN\", \"AEP\", \"ZBRA\", \"PTON\", \"TCOM\", \"NTES\", \"BMRN\", \"ULTA\", \"EXPE\",\n", " \"CSGP\", \"SIRI\", \"EBAY\", \"WDC\"\n", " ]\n", "\n", "end_date = '2020-12-31'\n", "start_date = '2016-1-1'\n", "\n", "nasdaq_20_tickers=nasdaq_100_tickers[:20]" ] }, { "cell_type": "code", "execution_count": 3, "id": "021ec55b", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "100" ] }, "execution_count": 3, "metadata": {}, "output_type": "execute_result" } ], "source": [ "len(nasdaq_100_tickers)" ] }, { "cell_type": "markdown", "id": "7fc8446b", "metadata": {}, "source": [ "## \"AAPL\"\n", "ticker = \"AAPL\"\n", "AAPL_data = yf.download(ticker, start=start_date, end=end_date, progress=False)\n", "AAPL_data.index = AAPL_data.index.strftime('%Y/%m/%d')\n", "AAPL_data['returns']=AAPL_data['Close']-AAPL_data['Close'].shift(1)\n", "AAPL_data['ret_fwd']=AAPL_data['Close'].pct_change().dropna()\n", "#AAPL_data['returns'] = (AAPL_data['Close']-AAPL_data['Close'].shift(1)) / AAPL_data['Close'].shift(1)\n", "AAPL_data=AAPL_data.dropna()\n", "AAPL_data=pd.concat({'AAPL': AAPL_data}, names=['ticker'])" ] }, { "cell_type": "markdown", "id": "66880dfb", "metadata": {}, "source": [ "data=AAPL_data" ] }, { "cell_type": "markdown", "id": "e742b886", "metadata": {}, "source": [ "for ticker in nasdaq_100_tickers[1:]:\n", " df = yf.download(ticker, start=start_date, end=end_date, progress=False)\n", " df.index = df.index.strftime('%Y/%m/%d')\n", " df['ret_fwd'] = df['Close'].pct_change().dropna()\n", " df['returns'] = df['Close']-df['Close'].shift(1)\n", " df=df.dropna()\n", " df=pd.concat({ticker: df}, names=['ticker'])\n", " data=pd.concat([data, df], axis=0)" ] }, { "cell_type": "markdown", "id": "54ab2910", "metadata": {}, "source": [ "data.to_csv('training_full_data.csv')" ] }, { "cell_type": "code", "execution_count": null, "id": "3b7b77c1", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "markdown", "id": "bb3f8923", "metadata": {}, "source": [ "# import data" ] }, { "cell_type": "code", "execution_count": 10, "id": "661c9d80", "metadata": {}, "outputs": [], "source": [ "data=pd.read_csv('training_full_data.csv', header=0)\n", "data=data.set_index(['ticker', 'Date'])" ] }, { "cell_type": "code", "execution_count": 11, "id": "2090fd3c", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", " | \n", " | Open | \n", "High | \n", "Low | \n", "Close | \n", "Adj Close | \n", "Volume | \n", "returns | \n", "ret_fwd | \n", "
---|---|---|---|---|---|---|---|---|---|
ticker | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
DOCU | \n", "2018/04/30 | \n", "39.904999 | \n", "40.189999 | \n", "37.529999 | \n", "38.630001 | \n", "38.630001 | \n", "3312100 | \n", "-1.099998 | \n", "-0.027687 | \n", "
2018/05/01 | \n", "38.700001 | \n", "39.889999 | \n", "37.849998 | \n", "39.450001 | \n", "39.450001 | \n", "1285600 | \n", "0.820000 | \n", "0.021227 | \n", "|
2018/05/02 | \n", "39.849998 | \n", "40.500000 | \n", "38.750000 | \n", "39.320000 | \n", "39.320000 | \n", "1251300 | \n", "-0.130001 | \n", "-0.003295 | \n", "|
2018/05/03 | \n", "39.689999 | \n", "42.560001 | \n", "38.810001 | \n", "41.959999 | \n", "41.959999 | \n", "2783600 | \n", "2.639999 | \n", "0.067141 | \n", "|
2018/05/04 | \n", "42.400002 | \n", "42.660000 | \n", "41.009998 | \n", "41.090000 | \n", "41.090000 | \n", "763500 | \n", "-0.869999 | \n", "-0.020734 | \n", "|
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "|
2020/12/23 | \n", "252.000000 | \n", "252.479996 | \n", "242.612000 | \n", "244.050003 | \n", "244.050003 | \n", "2062000 | \n", "-7.550003 | \n", "-0.030008 | \n", "|
2020/12/24 | \n", "245.000000 | \n", "250.300003 | \n", "243.500000 | \n", "244.929993 | \n", "244.929993 | \n", "1024500 | \n", "0.879990 | \n", "0.003606 | \n", "|
2020/12/28 | \n", "245.190002 | \n", "246.880005 | \n", "228.369995 | \n", "229.199997 | \n", "229.199997 | \n", "3323500 | \n", "-15.729996 | \n", "-0.064222 | \n", "|
2020/12/29 | \n", "232.970001 | \n", "233.139999 | \n", "226.800003 | \n", "228.160004 | \n", "228.160004 | \n", "2684400 | \n", "-1.039993 | \n", "-0.004537 | \n", "|
2020/12/30 | \n", "229.000000 | \n", "230.139999 | \n", "224.300003 | \n", "225.899994 | \n", "225.899994 | \n", "2074500 | \n", "-2.260010 | \n", "-0.009905 | \n", "
674 rows × 8 columns
\n", "\n", " | \n", " | Open | \n", "High | \n", "Low | \n", "Close | \n", "Adj Close | \n", "Volume | \n", "returns | \n", "ret_fwd | \n", "
---|---|---|---|---|---|---|---|---|---|
ticker | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
DOCU | \n", "2018/04/30 | \n", "39.904999 | \n", "40.189999 | \n", "37.529999 | \n", "38.630001 | \n", "38.630001 | \n", "3312100 | \n", "-1.099998 | \n", "-0.027687 | \n", "
2018/05/01 | \n", "38.700001 | \n", "39.889999 | \n", "37.849998 | \n", "39.450001 | \n", "39.450001 | \n", "1285600 | \n", "0.820000 | \n", "0.021227 | \n", "|
2018/05/02 | \n", "39.849998 | \n", "40.500000 | \n", "38.750000 | \n", "39.320000 | \n", "39.320000 | \n", "1251300 | \n", "-0.130001 | \n", "-0.003295 | \n", "|
2018/05/03 | \n", "39.689999 | \n", "42.560001 | \n", "38.810001 | \n", "41.959999 | \n", "41.959999 | \n", "2783600 | \n", "2.639999 | \n", "0.067141 | \n", "|
2018/05/04 | \n", "42.400002 | \n", "42.660000 | \n", "41.009998 | \n", "41.090000 | \n", "41.090000 | \n", "763500 | \n", "-0.869999 | \n", "-0.020734 | \n", "|
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "|
2020/12/23 | \n", "252.000000 | \n", "252.479996 | \n", "242.612000 | \n", "244.050003 | \n", "244.050003 | \n", "2062000 | \n", "-7.550003 | \n", "-0.030008 | \n", "|
2020/12/24 | \n", "245.000000 | \n", "250.300003 | \n", "243.500000 | \n", "244.929993 | \n", "244.929993 | \n", "1024500 | \n", "0.879990 | \n", "0.003606 | \n", "|
2020/12/28 | \n", "245.190002 | \n", "246.880005 | \n", "228.369995 | \n", "229.199997 | \n", "229.199997 | \n", "3323500 | \n", "-15.729996 | \n", "-0.064222 | \n", "|
2020/12/29 | \n", "232.970001 | \n", "233.139999 | \n", "226.800003 | \n", "228.160004 | \n", "228.160004 | \n", "2684400 | \n", "-1.039993 | \n", "-0.004537 | \n", "|
2020/12/30 | \n", "229.000000 | \n", "230.139999 | \n", "224.300003 | \n", "225.899994 | \n", "225.899994 | \n", "2074500 | \n", "-2.260010 | \n", "-0.009905 | \n", "
674 rows × 8 columns
\n", "\n", " | \n", " | Open | \n", "High | \n", "Low | \n", "Close | \n", "Adj Close | \n", "Volume | \n", "returns | \n", "ret_fwd | \n", "
---|---|---|---|---|---|---|---|---|---|
ticker | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
AAPL | \n", "2016/01/05 | \n", "26.437500 | \n", "26.462500 | \n", "25.602501 | \n", "25.677500 | \n", "23.376617 | \n", "223164000 | \n", "-0.660000 | \n", "-0.025059 | \n", "
2016/01/06 | \n", "25.139999 | \n", "25.592501 | \n", "24.967501 | \n", "25.174999 | \n", "22.919142 | \n", "273829600 | \n", "-0.502501 | \n", "-0.019570 | \n", "|
2016/01/07 | \n", "24.670000 | \n", "25.032499 | \n", "24.107500 | \n", "24.112499 | \n", "21.951851 | \n", "324377600 | \n", "-1.062500 | \n", "-0.042205 | \n", "|
2016/01/08 | \n", "24.637501 | \n", "24.777500 | \n", "24.190001 | \n", "24.240000 | \n", "22.067924 | \n", "283192000 | \n", "0.127501 | \n", "0.005288 | \n", "|
2016/01/11 | \n", "24.742500 | \n", "24.764999 | \n", "24.334999 | \n", "24.632500 | \n", "22.425255 | \n", "198957600 | \n", "0.392500 | \n", "0.016192 | \n", "|
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
WDC | \n", "2020/12/23 | \n", "49.950001 | \n", "50.599998 | \n", "49.410000 | \n", "49.930000 | \n", "49.930000 | \n", "2685500 | \n", "0.209999 | \n", "0.004224 | \n", "
2020/12/24 | \n", "50.310001 | \n", "50.380001 | \n", "49.349998 | \n", "49.919998 | \n", "49.919998 | \n", "1224500 | \n", "-0.010002 | \n", "-0.000200 | \n", "|
2020/12/28 | \n", "50.590000 | \n", "50.970001 | \n", "49.630001 | \n", "50.060001 | \n", "50.060001 | \n", "2763400 | \n", "0.140003 | \n", "0.002805 | \n", "|
2020/12/29 | \n", "50.639999 | \n", "50.639999 | \n", "48.230000 | \n", "48.290001 | \n", "48.290001 | \n", "4622400 | \n", "-1.770000 | \n", "-0.035358 | \n", "|
2020/12/30 | \n", "48.279999 | \n", "50.290001 | \n", "48.279999 | \n", "49.529999 | \n", "49.529999 | \n", "3965400 | \n", "1.239998 | \n", "0.025678 | \n", "
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---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ticker | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
AAPL | \n", "2016/01/05 | \n", "-1.000000 | \n", "-1.000000 | \n", "NaN | \n", "-0.882696 | \n", "NaN | \n", "NaN | \n", "-0.100901 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "0 | \n", "0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "
2016/01/06 | \n", "-1.000000 | \n", "-1.000000 | \n", "0.502501 | \n", "0.055910 | \n", "0.502501 | \n", "NaN | \n", "-0.329696 | \n", "NaN | \n", "0.549451 | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "0 | \n", "0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "|
2016/01/07 | \n", "-1.000000 | \n", "-1.000000 | \n", "1.062500 | \n", "-0.602053 | \n", "1.062500 | \n", "NaN | \n", "-0.006059 | \n", "NaN | \n", "0.439560 | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "0 | \n", "0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "|
2016/01/08 | \n", "-1.000000 | \n", "-1.000000 | \n", "-0.127501 | \n", "-0.675448 | \n", "0.127501 | \n", "NaN | \n", "-0.092316 | \n", "NaN | \n", "0.087912 | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "0 | \n", "0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "|
2016/01/11 | \n", "-1.000000 | \n", "-1.000000 | \n", "-0.392500 | \n", "-0.255222 | \n", "0.392500 | \n", "NaN | \n", "-0.707448 | \n", "NaN | \n", "0.263736 | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "0 | \n", "0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "|
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
ZM | \n", "2020/12/23 | \n", "25.119995 | \n", "25.119995 | \n", "25.119995 | \n", "-0.754339 | \n", "25.119995 | \n", "-0.0 | \n", "-0.277880 | \n", "0.99 | \n", "0.990000 | \n", "-0.001287 | \n", "... | \n", "-0.174357 | \n", "9.404010 | \n", "0.280261 | \n", "-1 | \n", "-1 | \n", "0 | \n", "1 | \n", "0.909295 | \n", "-0.1444 | \n", "1 | \n", "
2020/12/24 | \n", "8.709991 | \n", "8.709991 | \n", "8.709991 | \n", "-0.881488 | \n", "-8.709991 | \n", "-0.0 | \n", "-0.019300 | \n", "0.99 | \n", "0.990000 | \n", "-0.019206 | \n", "... | \n", "-0.294808 | \n", "-1.663023 | \n", "0.483085 | \n", "-1 | \n", "0 | \n", "0 | \n", "0 | \n", "0.921156 | \n", "-0.0036 | \n", "1 | \n", "|
2020/12/28 | \n", "23.779999 | \n", "23.779999 | \n", "23.779999 | \n", "-0.783561 | \n", "23.779999 | \n", "-0.0 | \n", "-0.127136 | \n", "1.00 | \n", "0.990000 | \n", "-0.002489 | \n", "... | \n", "0.156586 | \n", "-109.522439 | \n", "0.604366 | \n", "-1 | \n", "0 | \n", "0 | \n", "1 | \n", "0.976963 | \n", "-0.0350 | \n", "1 | \n", "|
2020/12/29 | \n", "-2.359985 | \n", "-2.359985 | \n", "-2.359985 | \n", "0.316015 | \n", "2.359985 | \n", "-0.0 | \n", "-0.354365 | \n", "0.06 | \n", "0.100000 | \n", "-0.089743 | \n", "... | \n", "0.105578 | \n", "-131.973341 | \n", "0.549857 | \n", "-1 | \n", "0 | \n", "0 | \n", "1 | \n", "0.981798 | \n", "-0.0650 | \n", "1 | \n", "|
2020/12/30 | \n", "0.350006 | \n", "0.350006 | \n", "0.350006 | \n", "-0.377416 | \n", "-0.350006 | \n", "165.0 | \n", "-0.645456 | \n", "0.88 | \n", "0.710000 | \n", "-0.008649 | \n", "... | \n", "0.017246 | \n", "-95.149086 | \n", "0.722640 | \n", "-1 | \n", "0 | \n", "0 | \n", "1 | \n", "1.000000 | \n", "-0.0361 | \n", "1 | \n", "
125700 rows × 69 columns
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---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
ticker | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
AAPL | \n", "2016/01/05 | \n", "-1.000000 | \n", "-1.000000 | \n", "NaN | \n", "-0.882696 | \n", "NaN | \n", "NaN | \n", "-0.100901 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "0 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "
2016/01/06 | \n", "-1.000000 | \n", "-1.000000 | \n", "0.502501 | \n", "0.055910 | \n", "0.502501 | \n", "NaN | \n", "-0.329696 | \n", "NaN | \n", "0.549451 | \n", "NaN | \n", "... | \n", "0 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "|
2016/01/07 | \n", "-1.000000 | \n", "-1.000000 | \n", "1.062500 | \n", "-0.602053 | \n", "1.062500 | \n", "NaN | \n", "-0.006059 | \n", "NaN | \n", "0.439560 | \n", "NaN | \n", "... | \n", "0 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "|
2016/01/08 | \n", "-1.000000 | \n", "-1.000000 | \n", "-0.127501 | \n", "-0.675448 | \n", "0.127501 | \n", "NaN | \n", "-0.092316 | \n", "NaN | \n", "0.087912 | \n", "NaN | \n", "... | \n", "0 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "1.010989 | \n", "1 | \n", "NaN | \n", "|
2016/01/11 | \n", "-1.000000 | \n", "-1.000000 | \n", "-0.392500 | \n", "-0.255222 | \n", "0.392500 | \n", "NaN | \n", "-0.707448 | \n", "NaN | \n", "0.263736 | \n", "NaN | \n", "... | \n", "0 | \n", "-0.664835 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0 | \n", "0.009057 | \n", "1 | \n", "NaN | \n", "|
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ZM | \n", "2020/12/23 | \n", "25.119995 | \n", "25.119995 | \n", "25.119995 | \n", "-0.754339 | \n", "25.119995 | \n", "-0.0 | \n", "-0.277880 | \n", "0.99 | \n", "0.990000 | \n", "-0.001287 | \n", "... | \n", "0 | \n", "-0.555000 | \n", "-0.516129 | \n", "NaN | \n", "0.01 | \n", "-0.288964 | \n", "0 | \n", "1.227600 | \n", "1 | \n", "-0.004774 | \n", "
2020/12/24 | \n", "8.709991 | \n", "8.709991 | \n", "8.709991 | \n", "-0.881488 | \n", "-8.709991 | \n", "-0.0 | \n", "-0.019300 | \n", "0.99 | \n", "0.990000 | \n", "-0.019206 | \n", "... | \n", "0 | \n", "-0.060000 | \n", "-0.543478 | \n", "NaN | \n", "0.01 | \n", "0.133738 | \n", "0 | \n", "0.271400 | \n", "1 | \n", "-0.002961 | \n", "|
2020/12/28 | \n", "23.779999 | \n", "23.779999 | \n", "23.779999 | \n", "-0.783561 | \n", "23.779999 | \n", "-0.0 | \n", "-0.127136 | \n", "1.00 | \n", "0.990000 | \n", "-0.002489 | \n", "... | \n", "0 | \n", "-0.050000 | \n", "-0.543478 | \n", "0.396203 | \n", "0.01 | \n", "0.407325 | \n", "0 | \n", "1.881000 | \n", "1 | \n", "0.005598 | \n", "|
2020/12/29 | \n", "-2.359985 | \n", "-2.359985 | \n", "-2.359985 | \n", "0.316015 | \n", "2.359985 | \n", "-0.0 | \n", "-0.354365 | \n", "0.06 | \n", "0.100000 | \n", "-0.089743 | \n", "... | \n", "0 | \n", "-0.040000 | \n", "-0.543478 | \n", "0.335449 | \n", "0.01 | \n", "0.442800 | \n", "0 | \n", "0.085000 | \n", "1 | \n", "0.107946 | \n", "|
2020/12/30 | \n", "0.350006 | \n", "0.350006 | \n", "0.350006 | \n", "-0.377416 | \n", "-0.350006 | \n", "165.0 | \n", "-0.645456 | \n", "0.88 | \n", "0.710000 | \n", "-0.008649 | \n", "... | \n", "0 | \n", "-0.860000 | \n", "-0.757895 | \n", "0.298437 | \n", "0.01 | \n", "-0.781974 | \n", "-1 | \n", "1.206200 | \n", "1 | \n", "0.036829 | \n", "
125700 rows × 40 columns
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AAPL | \n", "2016/01/05 | \n", "-1.000000 | \n", "-1.000000 | \n", "NaN | \n", "NaN | \n", "-0.100901 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "
2016/01/06 | \n", "-1.000000 | \n", "-1.000000 | \n", "0.502501 | \n", "NaN | \n", "-0.329696 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "|
2016/01/07 | \n", "-1.000000 | \n", "-1.000000 | \n", "1.062500 | \n", "NaN | \n", "-0.006059 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "|
2016/01/08 | \n", "-1.000000 | \n", "-1.000000 | \n", "0.127501 | \n", "NaN | \n", "-0.092316 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.0 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "1.010989 | \n", "1 | \n", "NaN | \n", "|
2016/01/11 | \n", "-1.000000 | \n", "-1.000000 | \n", "0.392500 | \n", "NaN | \n", "-0.707448 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "0.43956 | \n", "... | \n", "NaN | \n", "NaN | \n", "0.0 | \n", "0 | \n", "-0.664835 | \n", "NaN | \n", "0 | \n", "0.009057 | \n", "1 | \n", "NaN | \n", "|
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
ZM | \n", "2020/12/23 | \n", "25.119995 | \n", "25.119995 | \n", "25.119995 | \n", "-0.0 | \n", "-0.277880 | \n", "0.99 | \n", "-0.001287 | \n", "-0.01580 | \n", "-0.02 | \n", "0.65500 | \n", "... | \n", "0.0171 | \n", "0.6480 | \n", "0.0 | \n", "0 | \n", "-0.555000 | \n", "0.01 | \n", "0 | \n", "1.227600 | \n", "1 | \n", "-0.004774 | \n", "
2020/12/24 | \n", "8.709991 | \n", "8.709991 | \n", "-8.709991 | \n", "-0.0 | \n", "-0.019300 | \n", "0.99 | \n", "-0.019206 | \n", "-0.00035 | \n", "-0.04 | \n", "0.81000 | \n", "... | \n", "0.0002 | \n", "-0.6570 | \n", "0.0 | \n", "0 | \n", "-0.060000 | \n", "0.01 | \n", "0 | \n", "0.271400 | \n", "1 | \n", "-0.002961 | \n", "|
2020/12/28 | \n", "23.779999 | \n", "23.779999 | \n", "23.779999 | \n", "-0.0 | \n", "-0.127136 | \n", "1.00 | \n", "-0.002489 | \n", "-0.00105 | \n", "-0.02 | \n", "0.86500 | \n", "... | \n", "0.0001 | \n", "0.6795 | \n", "0.0 | \n", "0 | \n", "-0.050000 | \n", "0.01 | \n", "0 | \n", "1.881000 | \n", "1 | \n", "0.005598 | \n", "|
2020/12/29 | \n", "-2.359985 | \n", "-2.359985 | \n", "2.359985 | \n", "-0.0 | \n", "-0.354365 | \n", "0.06 | \n", "-0.089743 | \n", "-0.04600 | \n", "-0.96 | \n", "0.05000 | \n", "... | \n", "0.0084 | \n", "0.6660 | \n", "0.0 | \n", "0 | \n", "-0.040000 | \n", "0.01 | \n", "0 | \n", "0.085000 | \n", "1 | \n", "0.107946 | \n", "|
2020/12/30 | \n", "0.350006 | \n", "0.350006 | \n", "-0.350006 | \n", "165.0 | \n", "-0.645456 | \n", "0.88 | \n", "-0.008649 | \n", "-0.00980 | \n", "-0.77 | \n", "0.90500 | \n", "... | \n", "0.0025 | \n", "-0.7110 | \n", "0.0 | \n", "0 | \n", "-0.860000 | \n", "0.01 | \n", "-1 | \n", "1.206200 | \n", "1 | \n", "0.036829 | \n", "
125700 rows × 30 columns
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ticker | \n", "Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
DOCU | \n", "2016/01/05 | \n", "-1.000000 | \n", "-1.000000 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.000000 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "
2016/01/06 | \n", "-1.000000 | \n", "-1.000000 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.000000 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "|
2016/01/07 | \n", "-1.000000 | \n", "-1.000000 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.000000 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "|
2016/01/08 | \n", "-1.000000 | \n", "-1.000000 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.000000 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "|
2016/01/11 | \n", "-1.000000 | \n", "-1.000000 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "NaN | \n", "... | \n", "NaN | \n", "NaN | \n", "0.000000 | \n", "0 | \n", "NaN | \n", "NaN | \n", "0 | \n", "NaN | \n", "1 | \n", "NaN | \n", "|
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "|
2020/12/23 | \n", "7.550003 | \n", "7.550003 | \n", "-7.550003 | \n", "176.0 | \n", "-0.171057 | \n", "0.95 | \n", "-0.025929 | \n", "-0.05845 | \n", "-0.08 | \n", "0.860 | \n", "... | \n", "0.1104 | \n", "-0.5904 | \n", "-2.580002 | \n", "-1 | \n", "-0.96 | \n", "0.86 | \n", "-1 | \n", "0.6572 | \n", "1 | \n", "-0.064971 | \n", "|
2020/12/24 | \n", "-0.879990 | \n", "-0.879990 | \n", "0.879990 | \n", "81.0 | \n", "-0.210594 | \n", "0.08 | \n", "-0.238402 | \n", "-0.22570 | \n", "-0.83 | \n", "0.290 | \n", "... | \n", "0.0996 | \n", "0.0803 | \n", "2.489990 | \n", "-1 | \n", "-0.97 | \n", "0.85 | \n", "-1 | \n", "0.4796 | \n", "1 | \n", "-0.002179 | \n", "|
2020/12/28 | \n", "15.729996 | \n", "15.729996 | \n", "15.729996 | \n", "-0.0 | \n", "-0.062822 | \n", "0.98 | \n", "-0.003801 | \n", "-0.01780 | \n", "-0.03 | \n", "0.585 | \n", "... | \n", "0.0296 | \n", "0.0511 | \n", "5.599991 | \n", "-1 | \n", "-0.12 | \n", "0.03 | \n", "0 | \n", "1.4282 | \n", "1 | \n", "-0.003233 | \n", "|
2020/12/29 | \n", "1.039993 | \n", "1.039993 | \n", "-1.039993 | \n", "360.0 | \n", "-0.238096 | \n", "0.89 | \n", "-0.026408 | \n", "-0.01610 | \n", "-0.74 | \n", "0.485 | \n", "... | \n", "0.0055 | \n", "-0.0504 | \n", "0.000000 | \n", "0 | \n", "-0.07 | \n", "0.04 | \n", "0 | \n", "1.6405 | \n", "1 | \n", "0.033492 | \n", "|
2020/12/30 | \n", "2.260010 | \n", "2.260010 | \n", "-2.260010 | \n", "-0.0 | \n", "-0.293293 | \n", "0.93 | \n", "-0.004418 | \n", "-0.00400 | \n", "-0.81 | \n", "0.970 | \n", "... | \n", "0.0022 | \n", "-0.0936 | \n", "0.000000 | \n", "0 | \n", "-0.03 | \n", "0.04 | \n", "0 | \n", "1.2610 | \n", "1 | \n", "-0.016925 | \n", "
1257 rows × 30 columns
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