ishikabansal77

rsi

1

prices['rsi'] = prices.groupby(level='symbol').close.apply(RSI) --------------------------------------------------------------------------- ValueError Traceback (most recent call last) File ~\anaconda3\envs\baclass\lib\site-packages\pandas\core\frame.py:11610, in _reindex_for_setitem(value, index) 11609 try: > 11610 reindexed_value = value.reindex(index)._values 11611 except ValueError as err: 11612 # raised...

Daily historical return deciles

1

by_sym = prices.groupby(level='symbol').close for t in T: prices[f'r{t:02}'] = by_sym.pct_change(t) by_sym = prices.groupby(level='symbol').close for t in T: prices[f'r{t:02}'] = by_sym.pct_change(t) for t in T: prices[f'r{t:02}dec'] = (prices[f'r{t:02}'] .groupby(level='date') .apply(lambda x:...