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Fix historical futures plot axes (#4006)

Browse Source 
* change start date to model

* rewrite test

* ruff

* add end date

* move futures and update test

* return if wrong dates

* fix controller test

* record mode rewrite model and view

Co-authored-by: James Maslek <jmaslek11@gmail.com>
This commit is contained in:
montezdesousa
2023-01-18 17:26:30 +00:00
committed by GitHub
parent a9a16016b1
commit 8b96fdbb29
14 changed files with 1505 additions and 8082 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
openbb_terminal/futures/futures_controller.py
View File

@@ -169,6 +169,13 @@ class FuturesController(BaseController):
)
parser.add_argument(
"-e",
"--end",
dest="end",
type=valid_date,
help="Final date. Default: today",
default=datetime.now(),
)
parser.add_argument(
"--expiry",
dest="expiry",
type=valid_expiry_date,
@@ -189,6 +196,7 @@ class FuturesController(BaseController):
symbols=ns_parser.ticker.upper().split(","),
expiry=ns_parser.expiry,
start_date=ns_parser.start.strftime("%Y-%m-%d"),
end_date=ns_parser.end.strftime("%Y-%m-%d"),
raw=ns_parser.raw,
export=ns_parser.export,
)

43
openbb_terminal/futures/yfinance_model.py
View File

@@ -4,13 +4,14 @@ __docformat__ = "numpy"
import os
import sys
import logging
from typing import List
from datetime import datetime
from typing import List, Optional
from datetime import datetime, timedelta
import yfinance as yf
import pandas as pd
from dateutil.relativedelta import relativedelta
from openbb_terminal.rich_config import console
from openbb_terminal.decorators import log_start_end
from openbb_terminal.core.config.paths import MISCELLANEOUS_DIRECTORY
@@ -76,7 +77,12 @@ def get_search_futures(
@log_start_end(log=logger)
def get_historical_futures(symbols: List[str], expiry: str = "") -> pd.DataFrame:
def get_historical_futures(
symbols: List[str],
expiry: str = "",
start_date: Optional[str] = None,
end_date: Optional[str] = None,
) -> pd.DataFrame:
"""Get historical futures [Source: Yahoo Finance]
Parameters
@@ -85,12 +91,27 @@ def get_historical_futures(symbols: List[str], expiry: str = "") -> pd.DataFrame
List of future timeseries symbols to display
expiry: str
Future expiry date with format YYYY-MM
start_date: Optional[str]
Start date of the historical data with format YYYY-MM-DD
end_date: Optional[str]
End date of the historical data with format YYYY-MM-DD
Returns
-------
pd.DataFrame
Dictionary with sector weightings allocation
"""
if start_date is None:
start_date = (datetime.now() - timedelta(days=3 * 365)).strftime("%Y-%m-%d")
if end_date is None:
end_date = datetime.now().strftime("%Y-%m-%d")
if start_date >= end_date:
console.print("[yellow]Start date must be before end date.[/yellow]")
return pd.DataFrame()
if expiry:
symbols_with_expiry = list()
@@ -104,10 +125,22 @@ def get_historical_futures(symbols: List[str], expiry: str = "") -> pd.DataFrame
f"{symbol}{MONTHS[expiry_date.month]}{str(expiry_date.year)[-2:]}.{exchange}"
)
return yf.download(symbols_with_expiry, progress=False, period="max")
return yf.download(
symbols_with_expiry,
start=start_date,
end=end_date,
progress=False,
period="max",
ignore_tz=True,
)
df = yf.download(
[t + "=F" for t in symbols], progress=False, period="max", ignore_tz=True
[t + "=F" for t in symbols],
start=start_date,
end=end_date,
progress=False,
period="max",
ignore_tz=True,
)
if len(symbols) > 1:
df.columns = pd.MultiIndex.from_tuples(

40
openbb_terminal/futures/yfinance_view.py
View File

@@ -6,7 +6,6 @@ from itertools import cycle
import logging
import os
from datetime import datetime, timedelta
from matplotlib import pyplot as plt
from openbb_terminal.config_terminal import theme
@@ -66,6 +65,7 @@ def display_historical(
symbols: List[str],
expiry: str = "",
start_date: Optional[str] = None,
end_date: Optional[str] = None,
raw: bool = False,
export: str = "",
external_axes: Optional[List[plt.Axes]] = None,
@@ -78,8 +78,10 @@ def display_historical(
List of future timeseries symbols to display
expiry: str
Future expiry date with format YYYY-MM
start_date : Optional[str]
Initial date like string (e.g., 2021-10-01)
start_date: Optional[str]
Start date of the historical data with format YYYY-MM-DD
end_date: Optional[str]
End date of the historical data with format YYYY-MM-DD
raw: bool
Display futures timeseries in raw format
export: str
@@ -88,9 +90,6 @@ def display_historical(
External axes (1 axis is expected in the list), by default None
"""
if start_date is None:
start_date = (datetime.now() - timedelta(days=3 * 365)).strftime("%Y-%m-%d")
symbols_validated = list()
for symbol in symbols:
if symbol in yfinance_model.FUTURES_DATA["Ticker"].unique().tolist():
@@ -104,10 +103,11 @@ def display_historical(
console.print("No symbol was provided.\n")
return
historicals = yfinance_model.get_historical_futures(symbols, expiry)
historicals = yfinance_model.get_historical_futures(
symbols, expiry, start_date, end_date
)
if historicals.empty:
console.print(f"No data was found for the symbols: {', '.join(symbols)}\n")
return
if raw or len(historicals) == 1:
@@ -118,7 +118,7 @@ def display_historical(
)
print_rich_table(
historicals[historicals.index > datetime.strptime(start_date, "%Y-%m-%d")],
historicals,
headers=list(historicals.columns),
show_index=True,
title="Futures timeseries",
@@ -147,12 +147,7 @@ def display_historical(
yfinance_model.FUTURES_DATA["Ticker"] == tick
]["Description"].values[0]
print_rich_table(
historicals[
historicals["Adj Close"][tick].index
> datetime.strptime(start_date, "%Y-%m-%d")
]["Adj Close"][tick]
.dropna()
.to_frame(),
historicals["Adj Close"][tick].dropna().to_frame(),
headers=[naming],
show_index=True,
title="Futures timeseries",
@@ -171,10 +166,6 @@ def display_historical(
)
ax.legend(name)
first = datetime.strptime(start_date, "%Y-%m-%d")
if historicals["Adj Close"].index[0] > first:
first = historicals["Adj Close"].index[0]
ax.set_xlim(first, historicals["Adj Close"].index[-1])
theme.style_primary_axis(ax)
make_white(ax)
@@ -187,10 +178,7 @@ def display_historical(
f"\nA single datapoint on {symbols[0]} is not enough to depict a chart, data shown below."
)
print_rich_table(
historicals[
historicals["Adj Close"].index
> datetime.strptime(start_date, "%Y-%m-%d")
],
historicals,
headers=list(historicals["Adj Close"].columns),
show_index=True,
title="Futures timeseries",
@@ -210,10 +198,6 @@ def display_historical(
else:
ax.set_title(name)
first = datetime.strptime(start_date, "%Y-%m-%d")
if historicals["Adj Close"].index[0] > first:
first = historicals["Adj Close"].index[0]
ax.set_xlim(first, historicals["Adj Close"].index[-1])
theme.style_primary_axis(ax)
make_white(ax)
@@ -224,7 +208,7 @@ def display_historical(
export,
os.path.dirname(os.path.abspath(__file__)),
"historical",
historicals[historicals.index > datetime.strptime(start_date, "%Y-%m-%d")],
historicals,
)

4
openbb_terminal/miscellaneous/integration_tests_scripts/test_futures.openbb → openbb_terminal/miscellaneous/integration_tests_scripts/futures/test_futures.openbb vendored
View File

@@ -2,8 +2,8 @@ futures
search -d Cheese
search -c agriculture
search -c agriculture -d orange
historical OJ
historical OJ -s 2022-01-01 -e 2022-01-20
historical M6B,MSF,M6E
curve OJ
curve CL --raw
exit
exit

260
tests/openbb_terminal/futures/cassettes/test_yfinance_model/test_get_historical_futures[symbols0].yaml vendored
View File

@@ -12,10 +12,10 @@ interactions:
uri: https://query2.finance.yahoo.com/v8/finance/chart/BLK=F?interval=1d&range=1d
response:
body:
string: '{"chart":{"result":[{"meta":{"currency":"USD","symbol":"BLK=F","exchangeName":"CME","instrumentType":"FUTURE","firstTradeDate":1578891600,"regularMarketTime":1673284153,"gmtoffset":-18000,"timezone":"EST","exchangeTimezoneName":"America/New_York","regularMarketPrice":1.985,"chartPreviousClose":1.96,"priceHint":4,"currentTradingPeriod":{"pre":{"timezone":"EST","start":1673586000,"end":1673586000,"gmtoffset":-18000},"regular":{"timezone":"EST","start":1673586000,"end":1673672340,"gmtoffset":-18000},"post":{"timezone":"EST","start":1673672340,"end":1673672340,"gmtoffset":-18000}},"dataGranularity":"1d","range":"1d","validRanges":["1d","5d","1mo","3mo","6mo","1y","2y","5y","ytd","max"]},"indicators":{"quote":[{}],"adjclose":[{}]}}],"error":null}}'
string: '{"chart":{"result":[{"meta":{"currency":"USD","symbol":"BLK=F","exchangeName":"CME","instrumentType":"FUTURE","firstTradeDate":1578891600,"regularMarketTime":1673284153,"gmtoffset":-18000,"timezone":"EST","exchangeTimezoneName":"America/New_York","regularMarketPrice":1.985,"chartPreviousClose":1.985,"priceHint":4,"currentTradingPeriod":{"pre":{"timezone":"EST","start":1674018000,"end":1674018000,"gmtoffset":-18000},"regular":{"timezone":"EST","start":1674018000,"end":1674104340,"gmtoffset":-18000},"post":{"timezone":"EST","start":1674104340,"end":1674104340,"gmtoffset":-18000}},"dataGranularity":"1d","range":"1d","validRanges":["1d","5d","1mo","3mo","6mo","1y","2y","5y","ytd","max"]},"indicators":{"quote":[{}],"adjclose":[{}]}}],"error":null}}'
headers:
Age:
- '0'
- '1'
Connection:
- keep-alive
Expect-CT:
@@ -33,11 +33,11 @@ interactions:
cache-control:
- public, max-age=10, stale-while-revalidate=20
content-length:
- '752'
- '753'
content-type:
- application/json;charset=utf-8
date:
- Fri, 13 Jan 2023 18:02:32 GMT
- Wed, 18 Jan 2023 16:38:58 GMT
server:
- ATS
vary:
@@ -45,13 +45,13 @@ interactions:
x-envoy-decorator-operation:
- finance-chart-api--mtls-production-ir2.finance-k8s.svc.yahoo.local:4080/*
x-envoy-upstream-service-time:
- '3'
- '4'
x-request-id:
- b371f1cb-e956-4713-bedc-35585b6baea7
- d0ca18b3-0958-48af-9c25-bed8cbbf7587
x-yahoo-request-id:
- 3u5iid1hs375o
- dbifpnphsg853
y-rid:
- 3u5iid1hs375o
- dbifpnphsg853
status:
code: 200
message: OK
@@ -69,123 +69,123 @@ interactions:
response:
body:
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DMXonmiHg3U42Ofm7MK16SOBcB2UNQ4Vd0SIPRU42PZFeuF0NFhHg61gdTTYI6LBqofK31trXT4K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=
headers:
Age:
- '0'
@@ -212,7 +212,7 @@ interactions:
content-type:
- application/json;charset=utf-8
date:
- Fri, 13 Jan 2023 18:02:32 GMT
- Wed, 18 Jan 2023 16:38:59 GMT
server:
- ATS
vary:
@@ -220,13 +220,13 @@ interactions:
x-envoy-decorator-operation:
- finance-chart-api--mtls-production-ir2.finance-k8s.svc.yahoo.local:4080/*
x-envoy-upstream-service-time:
- '14'
- '11'
x-request-id:
- 2d60dc04-279a-4da9-9796-0599d0524a0f
- 2b1ab5cb-2e33-445f-8c4e-ef1f27b3b967
x-yahoo-request-id:
- fmj790ths375o
- 7oot4ulhsg853
y-rid:
- fmj790ths375o
- 7oot4ulhsg853
status:
code: 200
message: OK

1219
tests/openbb_terminal/futures/cassettes/test_yfinance_view/test_display_curve[ES].yaml vendored
View File

File diff suppressed because it is too large Load Diff

944
tests/openbb_terminal/futures/cassettes/test_yfinance_view/test_display_curve[YI].yaml vendored
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File diff suppressed because it is too large Load Diff

2176
tests/openbb_terminal/futures/cassettes/test_yfinance_view/test_display_historical[symbols0].yaml vendored
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File diff suppressed because it is too large Load Diff

4723
tests/openbb_terminal/futures/cassettes/test_yfinance_view/test_display_historical[symbols1].yaml vendored
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File diff suppressed because it is too large Load Diff

9
tests/openbb_terminal/futures/csv/test_yfinance_model/test_get_historical_futures[symbols0].csv vendored
View File

@@ -1,9 +1,4 @@
Date,Open,High,Low,Close,Adj Close,Volume
2020-01-13,1.8300000429153442,1.8300000429153442,1.8300000429153442,1.8300000429153442,1.8300000429153442,1
2020-01-14,1.8200000524520874,1.8200000524520874,1.8200000524520874,1.8200000524520874,1.8200000524520874,1
2020-01-15,1.8450000286102295,1.8450000286102295,1.8450000286102295,1.8450000286102295,1.8450000286102295,0
2020-01-16,1.8650000095367432,1.8650000095367432,1.8650000095367432,1.8650000095367432,1.8650000095367432,0
2020-01-17,1.8869999647140503,1.8869999647140503,1.8869999647140503,1.8869999647140503,1.8869999647140503,0
2020-01-21,1.8969999551773071,1.8969999551773071,1.8969999551773071,1.8969999551773071,1.8969999551773071,0
2020-01-22,1.930999994277954,1.930999994277954,1.930999994277954,1.930999994277954,1.930999994277954,0
2020-01-23,1.9529999494552612,1.9529999494552612,1.9529999494552612,1.9529999494552612,1.9529999494552612,0
@@ -752,4 +747,6 @@ Date,Open,High,Low,Close,Adj Close,Volume
2023-01-09,2.109999895095825,2.109999895095825,2.109999895095825,2.109999895095825,2.109999895095825,0
2023-01-10,2.109999895095825,2.109999895095825,2.109999895095825,2.109999895095825,2.109999895095825,5
2023-01-11,2.109999895095825,2.109999895095825,2.109999895095825,2.109999895095825,2.109999895095825,0
2023-01-12,2.118000030517578,2.118000030517578,2.118000030517578,2.118000030517578,2.118000030517578,0
2023-01-12,2.118000030517578,2.118000030517578,2.118000030517578,2.118000030517578,2.118000030517578,3
2023-01-13,2.118000030517578,2.118000030517578,2.118000030517578,2.118000030517578,2.118000030517578,0
2023-01-17,2.118000030517578,2.118000030517578,2.118000030517578,2.118000030517578,2.118000030517578,0
1 Date Open High Low Close Adj Close Volume
2020-01-13 1.8300000429153442 1.8300000429153442 1.8300000429153442 1.8300000429153442 1.8300000429153442 1
2020-01-14 1.8200000524520874 1.8200000524520874 1.8200000524520874 1.8200000524520874 1.8200000524520874 1
2020-01-15 1.8450000286102295 1.8450000286102295 1.8450000286102295 1.8450000286102295 1.8450000286102295 0
2020-01-16 1.8650000095367432 1.8650000095367432 1.8650000095367432 1.8650000095367432 1.8650000095367432 0
2020-01-17 1.8869999647140503 1.8869999647140503 1.8869999647140503 1.8869999647140503 1.8869999647140503 0
2 2020-01-21 1.8969999551773071 1.8969999551773071 1.8969999551773071 1.8969999551773071 1.8969999551773071 0
3 2020-01-22 1.930999994277954 1.930999994277954 1.930999994277954 1.930999994277954 1.930999994277954 0
4 2020-01-23 1.9529999494552612 1.9529999494552612 1.9529999494552612 1.9529999494552612 1.9529999494552612 0
747 2023-01-09 2.109999895095825 2.109999895095825 2.109999895095825 2.109999895095825 2.109999895095825 0
748 2023-01-10 2.109999895095825 2.109999895095825 2.109999895095825 2.109999895095825 2.109999895095825 5
749 2023-01-11 2.109999895095825 2.109999895095825 2.109999895095825 2.109999895095825 2.109999895095825 0
750 2023-01-12 2.118000030517578 2.118000030517578 2.118000030517578 2.118000030517578 2.118000030517578 0 3
751 2023-01-13 2.118000030517578 2.118000030517578 2.118000030517578 2.118000030517578 2.118000030517578 0
752 2023-01-17 2.118000030517578 2.118000030517578 2.118000030517578 2.118000030517578 2.118000030517578 0

3
tests/openbb_terminal/futures/test_futures_controller.py
View File

@@ -227,6 +227,8 @@ def test_call_func_expect_queue(expected_queue, func, queue):
"YI,BLK",
"--start",
"2022-10-01",
"--end",
"2022-10-12",
],
"yfinance_view.display_historical",
[],
@@ -234,6 +236,7 @@ def test_call_func_expect_queue(expected_queue, func, queue):
symbols=["YI", "BLK"],
expiry="",
start_date="2022-10-01",
end_date="2022-10-12",
raw=False,
export="",
),

10
tests/openbb_terminal/futures/txt/test_yfinance_view/test_display_curve[ES].txt vendored
View File

@@ -1,7 +1,7 @@
Futures
2023-03-01 3998.00
2023-06-01 4032.50
2023-09-01 4059.25
2023-12-01 4106.00
2024-03-01 4137.00
2023-03-01 3985.75
2023-06-01 4023.00
2023-09-01 4089.75
2023-12-01 4111.00
2024-03-01 4143.00

7
tests/openbb_terminal/futures/txt/test_yfinance_view/test_display_historical[symbols0].txt vendored
View File

@@ -1,6 +1,7 @@
Adj Close Close High Low Open Volume
BLK SB BLK SB BLK SB BLK SB BLK SB BLK SB
Date
2022-10-10 2.045 18.610001 2.045 18.610001 2.045 18.780001 2.045 18.530001 2.045 18.680000 0.0 58994
2022-10-11 2.035 18.740000 2.035 18.740000 2.035 18.750000 2.035 18.350000 2.035 18.590000 3.0 72474
2022-10-12 2.043 18.680000 2.043 18.680000 2.043 18.940001 2.043 18.570000 2.043 18.740000 0.0 64102
2022-10-13 2.045 18.809999 2.045 18.809999 2.045 18.830000 2.045 18.410000 2.045 18.690001 0.0 54392
@@ -65,6 +66,8 @@ Date
2023-01-09 2.110 19.170000 2.110 19.170000 2.110 19.280001 2.110 18.920000 2.110 19.020000 0.0 71286
2023-01-10 2.110 19.639999 2.110 19.639999 2.110 19.830000 2.110 19.129999 2.110 19.170000 5.0 80768
2023-01-11 2.110 19.650000 2.110 19.650000 2.110 20.040001 2.110 19.540001 2.110 19.549999 0.0 58355
2023-01-12 2.118 19.590000 2.118 19.590000 2.118 19.809999 2.118 19.450001 2.118 19.650000 0.0 58355
2023-01-13 NaN 19.700001 NaN 19.700001 NaN 19.760000 NaN 19.459999 NaN 19.629999 NaN 34684
2023-01-12 2.118 19.590000 2.118 19.590000 2.118 19.809999 2.118 19.450001 2.118 19.650000 3.0 44801
2023-01-13 2.118 19.730000 2.118 19.730000 2.118 19.809999 2.118 19.459999 2.118 19.629999 0.0 43139
2023-01-16 NaN 19.730000 NaN 19.730000 NaN 19.809999 NaN 19.459999 NaN 19.629999 NaN 43139
2023-01-17 2.118 20.139999 2.118 20.139999 2.118 20.190001 2.118 19.680000 2.118 19.840000 0.0 43139

141
tests/openbb_terminal/futures/txt/test_yfinance_view/test_display_historical[symbols1].txt vendored
View File

@@ -1,70 +1,73 @@
Adj Close Close High Low Open Volume
ES SF ES SF ES SF ES SF ES SF ES SF
Date
2022-10-11 3599.250000 NaN 3599.250000 NaN 3653.25 NaN 3579.00 NaN 3624.75 NaN 2398140.0 NaN
2022-10-12 3588.500000 NaN 3588.500000 NaN 3635.25 NaN 3585.50 NaN 3607.00 NaN 1948173.0 NaN
2022-10-13 3681.750000 NaN 3681.750000 NaN 3697.75 NaN 3502.00 NaN 3596.25 NaN 3288646.0 NaN
2022-10-14 3597.500000 NaN 3597.500000 NaN 3733.75 NaN 3591.25 NaN 3680.25 NaN 2730405.0 NaN
2022-10-17 3689.250000 NaN 3689.250000 NaN 3702.50 NaN 3590.50 NaN 3591.00 NaN 1951998.0 NaN
2022-10-18 3732.750000 NaN 3732.750000 NaN 3777.25 NaN 3697.25 NaN 3706.25 NaN 2746886.0 NaN
2022-10-19 3707.250000 NaN 3707.250000 NaN 3774.25 NaN 3676.75 NaN 3759.75 NaN 2348844.0 NaN
2022-10-20 3675.250000 NaN 3675.250000 NaN 3748.00 NaN 3666.25 NaN 3708.00 NaN 2403705.0 NaN
2022-10-21 3764.000000 NaN 3764.000000 NaN 3773.25 NaN 3641.50 NaN 3677.75 NaN 2681019.0 NaN
2022-10-24 3809.250000 NaN 3809.250000 NaN 3822.00 NaN 3736.50 NaN 3771.00 NaN 2109780.0 NaN
2022-10-25 3870.250000 NaN 3870.250000 NaN 3874.25 NaN 3790.00 NaN 3803.25 NaN 1836723.0 NaN
2022-10-26 3841.000000 NaN 3841.000000 NaN 3897.50 NaN 3824.25 NaN 3841.00 NaN 2118534.0 NaN
2022-10-27 3819.500000 NaN 3819.500000 NaN 3870.75 NaN 3757.50 NaN 3844.25 NaN 2211786.0 NaN
2022-10-28 3911.250000 NaN 3911.250000 NaN 3924.25 NaN 3776.75 NaN 3798.25 NaN 2084386.0 NaN
2022-10-31 3883.000000 NaN 3883.000000 NaN 3914.75 NaN 3872.25 NaN 3911.50 NaN 2002625.0 NaN
2022-11-01 3866.000000 NaN 3866.000000 NaN 3928.00 NaN 3852.50 NaN 3884.00 NaN 1895614.0 NaN
2022-11-02 3768.750000 NaN 3768.750000 NaN 3907.00 NaN 3760.25 NaN 3863.00 NaN 2210708.0 NaN
2022-11-03 3727.750000 NaN 3727.750000 NaN 3782.50 NaN 3704.25 NaN 3766.75 NaN 1887557.0 NaN
2022-11-04 3779.500000 NaN 3779.500000 NaN 3805.50 NaN 3711.00 NaN 3724.00 NaN 2494788.0 NaN
2022-11-07 3815.250000 NaN 3815.250000 NaN 3821.75 NaN 3738.25 NaN 3750.00 NaN 1483146.0 NaN
2022-11-08 3835.250000 NaN 3835.250000 NaN 3867.00 NaN 3792.75 NaN 3812.75 NaN 1878046.0 NaN
2022-11-09 3755.500000 NaN 3755.500000 NaN 3848.75 NaN 3750.00 NaN 3832.50 NaN 1889153.0 NaN
2022-11-10 3961.000000 NaN 3961.000000 NaN 3973.50 NaN 3751.50 NaN 3757.00 NaN 2408104.0 NaN
2022-11-11 4000.250000 NaN 4000.250000 NaN 4009.75 NaN 3951.00 NaN 3973.00 NaN 1927068.0 NaN
2022-11-14 3966.000000 NaN 3966.000000 NaN 4017.50 NaN 3964.00 NaN 3984.00 NaN 1592615.0 NaN
2022-11-15 3999.500000 NaN 3999.500000 NaN 4050.75 NaN 3960.00 NaN 3974.75 NaN 2230543.0 NaN
2022-11-16 3968.500000 NaN 3968.500000 NaN 4015.75 NaN 3962.00 NaN 3992.00 NaN 1502501.0 NaN
2022-11-17 3955.250000 NaN 3955.250000 NaN 3990.25 NaN 3912.50 NaN 3977.25 NaN 1560808.0 NaN
2022-11-18 3974.000000 NaN 3974.000000 NaN 3994.00 NaN 3942.50 NaN 3960.50 NaN 1534155.0 NaN
2022-11-21 3958.000000 NaN 3958.000000 NaN 3982.00 NaN 3937.50 NaN 3972.50 NaN 1178421.0 NaN
2022-11-22 4010.250000 NaN 4010.250000 NaN 4012.50 NaN 3945.25 NaN 3957.75 NaN 1161999.0 NaN
2022-11-23 4033.000000 NaN 4033.000000 NaN 4039.50 NaN 4002.00 NaN 4010.00 NaN 1281153.0 NaN
2022-11-25 4032.500000 NaN 4032.500000 NaN 4049.25 NaN 4024.75 NaN 4038.75 NaN 608795.0 NaN
2022-11-28 3970.250000 NaN 3970.250000 NaN 4024.00 NaN 3960.25 NaN 4020.25 NaN 1481503.0 NaN
2022-11-29 3962.000000 NaN 3962.000000 NaN 3990.25 NaN 3941.25 NaN 3972.00 NaN 1500171.0 NaN
2022-11-30 4081.250000 NaN 4081.250000 NaN 4093.50 NaN 3942.75 NaN 3962.25 NaN 2479997.0 NaN
2022-12-01 4081.750000 NaN 4081.750000 NaN 4110.00 NaN 4054.50 NaN 4094.50 NaN 1834073.0 NaN
2022-12-02 4075.500000 NaN 4075.500000 NaN 4085.50 NaN 4006.75 NaN 4077.50 NaN 1849784.0 NaN
2022-12-05 4003.250000 NaN 4003.250000 NaN 4075.75 NaN 3987.25 NaN 4074.00 NaN 1497688.0 NaN
2022-12-06 3945.000000 NaN 3945.000000 NaN 4014.75 NaN 3921.50 NaN 4005.75 NaN 1869101.0 NaN
2022-12-07 3936.750000 NaN 3936.750000 NaN 3961.50 NaN 3914.00 NaN 3944.50 NaN 1756473.0 NaN
2022-12-08 3965.750000 NaN 3965.750000 NaN 3977.25 NaN 3916.00 NaN 3935.75 NaN 1708915.0 NaN
2022-12-09 3936.250000 NaN 3936.250000 NaN 3990.00 NaN 3930.00 NaN 3964.75 NaN 1739761.0 NaN
2022-12-12 3991.750000 NaN 3991.750000 NaN 3992.75 NaN 3924.50 NaN 3933.00 NaN 1619977.0 NaN
2022-12-13 4022.250000 NaN 4022.250000 NaN 4145.00 NaN 3985.00 NaN 3989.25 NaN 1419560.0 NaN
2022-12-14 3998.000000 NaN 3998.000000 NaN 4073.00 NaN 3965.25 NaN 4021.75 NaN 712439.0 NaN
2022-12-15 3897.000000 NaN 3897.000000 NaN 4010.25 NaN 3878.50 NaN 4004.25 NaN 560669.0 NaN
2022-12-16 3871.469971 NaN 3871.469971 NaN 3904.25 NaN 3842.00 NaN 3890.50 NaN 1965701.0 NaN
2022-12-19 3845.500000 NaN 3845.500000 NaN 3899.00 NaN 3827.25 NaN 3874.00 NaN 1405774.0 NaN
2022-12-20 3849.250000 NaN 3849.250000 NaN 3866.50 NaN 3803.50 NaN 3842.75 NaN 1541868.0 NaN
2022-12-21 3905.750000 NaN 3905.750000 NaN 3918.75 NaN 3855.50 NaN 3857.25 NaN 1522069.0 NaN
2022-12-22 3849.250000 NaN 3849.250000 NaN 3919.75 NaN 3788.50 NaN 3915.00 NaN 1842326.0 NaN
2022-12-23 3869.750000 NaN 3869.750000 NaN 3872.50 NaN 3821.25 NaN 3850.00 NaN 1374913.0 NaN
2022-12-27 3855.000000 NaN 3855.000000 NaN 3900.50 NaN 3837.25 NaN 3878.00 NaN 1006414.0 NaN
2022-12-28 3807.500000 NaN 3807.500000 NaN 3875.00 NaN 3804.50 NaN 3858.00 NaN 1282810.0 NaN
2022-12-29 3871.750000 NaN 3871.750000 NaN 3882.75 NaN 3806.25 NaN 3811.00 NaN 1146984.0 NaN
2022-12-30 3861.000000 NaN 3861.000000 NaN 3871.00 NaN 3821.50 NaN 3869.75 NaN 1401810.0 NaN
2023-01-03 3846.000000 NaN 3846.000000 NaN 3906.75 NaN 3814.50 NaN 3895.00 NaN 1782473.0 NaN
2023-01-04 3874.500000 NaN 3874.500000 NaN 3896.25 NaN 3836.50 NaN 3842.75 NaN 1912155.0 NaN
2023-01-05 3829.000000 NaN 3829.000000 NaN 3885.50 NaN 3822.50 NaN 3871.00 NaN 1679973.0 NaN
2023-01-06 3915.500000 NaN 3915.500000 NaN 3928.75 NaN 3819.00 NaN 3833.00 NaN 2026154.0 NaN
2023-01-09 3913.750000 NaN 3913.750000 NaN 3973.25 NaN 3909.75 NaN 3918.50 NaN 1697887.0 NaN
2023-01-10 3940.750000 NaN 3940.750000 NaN 3943.75 NaN 3891.50 NaN 3914.50 NaN 1520955.0 NaN
2023-01-11 3990.000000 NaN 3990.000000 NaN 3992.50 NaN 3934.50 NaN 3941.00 NaN 1398769.0 NaN
2023-01-12 4003.500000 NaN 4003.500000 NaN 4021.50 NaN 3954.00 NaN 3991.75 NaN 1398769.0 NaN
2023-01-13 3997.750000 36.25 3997.750000 36.25 4008.25 36.25 3961.75 36.25 4003.00 36.25 933691.0 5.0
Adj Close Close High Low Open Volume
ES SF ES SF ES SF ES SF ES SF ES SF
Date
2022-10-10 3625.250000 NaN 3625.250000 NaN 3667.50 NaN 3600.00 NaN 3638.75 NaN 2024447 NaN
2022-10-11 3599.250000 NaN 3599.250000 NaN 3653.25 NaN 3579.00 NaN 3624.75 NaN 2398140 NaN
2022-10-12 3588.500000 NaN 3588.500000 NaN 3635.25 NaN 3585.50 NaN 3607.00 NaN 1948173 NaN
2022-10-13 3681.750000 NaN 3681.750000 NaN 3697.75 NaN 3502.00 NaN 3596.25 NaN 3288646 NaN
2022-10-14 3597.500000 NaN 3597.500000 NaN 3733.75 NaN 3591.25 NaN 3680.25 NaN 2730405 NaN
2022-10-17 3689.250000 NaN 3689.250000 NaN 3702.50 NaN 3590.50 NaN 3591.00 NaN 1951998 NaN
2022-10-18 3732.750000 NaN 3732.750000 NaN 3777.25 NaN 3697.25 NaN 3706.25 NaN 2746886 NaN
2022-10-19 3707.250000 NaN 3707.250000 NaN 3774.25 NaN 3676.75 NaN 3759.75 NaN 2348844 NaN
2022-10-20 3675.250000 NaN 3675.250000 NaN 3748.00 NaN 3666.25 NaN 3708.00 NaN 2403705 NaN
2022-10-21 3764.000000 NaN 3764.000000 NaN 3773.25 NaN 3641.50 NaN 3677.75 NaN 2681019 NaN
2022-10-24 3809.250000 NaN 3809.250000 NaN 3822.00 NaN 3736.50 NaN 3771.00 NaN 2109780 NaN
2022-10-25 3870.250000 NaN 3870.250000 NaN 3874.25 NaN 3790.00 NaN 3803.25 NaN 1836723 NaN
2022-10-26 3841.000000 NaN 3841.000000 NaN 3897.50 NaN 3824.25 NaN 3841.00 NaN 2118534 NaN
2022-10-27 3819.500000 NaN 3819.500000 NaN 3870.75 NaN 3757.50 NaN 3844.25 NaN 2211786 NaN
2022-10-28 3911.250000 NaN 3911.250000 NaN 3924.25 NaN 3776.75 NaN 3798.25 NaN 2084386 NaN
2022-10-31 3883.000000 NaN 3883.000000 NaN 3914.75 NaN 3872.25 NaN 3911.50 NaN 2002625 NaN
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