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ee34a1f278
* Fixed isort * Fixed issues * FIxed linters --------- Co-authored-by: James Maslek <jmaslek11@gmail.com>
15 lines
447 B
Python
15 lines
447 B
Python
import numpy as np
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import pandas as pd
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pd.options.mode.chained_assignment = None
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def full_stock_df(df: pd.DataFrame) -> pd.DataFrame:
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df["Returns"] = df["Adj Close"].pct_change()
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df["LogRet"] = np.log(df["Adj Close"]) - np.log(df["Adj Close"].shift(1))
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df["LogPrice"] = np.log(df["Adj Close"])
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df = df.rename(columns={"Adj Close": "AdjClose"})
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df = df.dropna()
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df.columns = [x.lower() for x in df.columns]
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return df
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