cl7805

Hi, marvellous explanation above. The example given in the book is intraday. I'm doing swing trading amd I'm stuck on the distinction between Timedelta and span. What does span=100 mean?...

https://towardsdatascience.com/financial-machine-learning-part-1-labels-7eeed050f32e

No, it's python

getDailyVol(df0['Adj Close'],100) --------------------------------------------------------------------------- UnboundLocalError Traceback (most recent call last) in () 1 ----> 2 getDailyVol(df0['Adj Close'],100) in getDailyVol(Close, span0) 1 def getDailyVol(Close,span0=100): 2 # daily vol reindexed to close ---->...

ser = pd.Series(df0['Adj Close']) print(ser) --------------------------------------------------------------------------- ValueError Traceback (most recent call last) in () ----> 1 ser = pd.Series(df0['Adj Close']) 2 print(ser) 2 frames /usr/local/lib/python3.7/dist-packages/pandas/core/generic.py in __nonzero__(self) 1328 def __nonzero__(self):...

https://towardsdatascience.com/financial-machine-learning-part-1-labels-7eeed050f32e

def get_horizons(prices, delta=pd.Timedelta(days=1)): t1 = prices.index.searchsorted(prices.index + delta) t1 = t1[t1 < prices.shape[0]] t1 = prices.index[t1] t1 = pd.Series(t1, index=prices.index[:t1.shape[0]]) return t1 data_ohlc = data data_ohlc = \ data_ohlc.assign(threshold=get_vol(data_ohlc.Close)).dropna() t1=get_horizons(data_ohlc)...

Hi, what is the python api to install research?