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Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
2023-10-30 21:01:29 +00:00

14 KiB
Vendored

title, description, keywords
title description keywords
mom For the 'mom' function in a forecasting tool, this page discusses its usage in Python, along with parameters and their values. Various examples of its application on a TSLA dataset are illustrated to demonstrate the addition and cleaning of a 'Momentum_10' column.
forecasting tool
add momentum
Python function usage
dataset handling
TSLA dataset
usage examples
parameters

import HeadTitle from '@site/src/components/General/HeadTitle.tsx';

Add momentum to dataset based on specific column.

Usage

mom [-d {}] [-c TARGET_COLUMN] [--period PERIOD]

Parameters

Name Description Default Optional Choices
target_dataset The name of the dataset you want to select None True None
target_column The name of the specific column you want to use close True None
period The period to use 10 True None

Examples

(🦋) /forecast/ $ show TSLA
TSLA dataset has shape (row, column): (611, 7)

                    Dataset TSLA | Showing 10 of 611 rows
┏━━━┳━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━┳━━━━━━━━━━━┓
┃   ┃ date       ┃ open   ┃ high   ┃ low    ┃ close  ┃ adj_close ┃ volume    ┃
┡━━━╇━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━╇━━━━━━━━━━━┩
│ 0 │ 2020-01-02 │ 84.90  │ 86.14  │ 84.34  │ 86.05  │ 86.05     │ 47660500  │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 1 │ 2020-01-03 │ 88.10  │ 90.80  │ 87.38  │ 88.60  │ 88.60     │ 88892500  │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 2 │ 2020-01-06 │ 88.09  │ 90.31  │ 88.00  │ 90.31  │ 90.31     │ 50665000  │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 3 │ 2020-01-07 │ 92.28  │ 94.33  │ 90.67  │ 93.81  │ 93.81     │ 89410500  │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 4 │ 2020-01-08 │ 94.74  │ 99.70  │ 93.65  │ 98.43  │ 98.43     │ 155721500 │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 5 │ 2020-01-09 │ 99.42  │ 99.76  │ 94.57  │ 96.27  │ 96.27     │ 142202000 │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 6 │ 2020-01-10 │ 96.36  │ 96.99  │ 94.74  │ 95.63  │ 95.63     │ 64797500  │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 7 │ 2020-01-13 │ 98.70  │ 105.13 │ 98.40  │ 104.97 │ 104.97    │ 132588000 │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 8 │ 2020-01-14 │ 108.85 │ 109.48 │ 104.98 │ 107.58 │ 107.58    │ 144981000 │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┤
│ 9 │ 2020-01-15 │ 105.95 │ 107.57 │ 103.36 │ 103.70 │ 103.70    │ 86844000  │
└───┴────────────┴────────┴────────┴────────┴────────┴───────────┴───────────┘

(🦋) /forecast/ $ mom TSLA
Successfully added 'Momentum_10' to 'TSLA' dataset

(🦋) /forecast/ $ show TSLA
TSLA dataset has shape (row, column): (611, 8)

                           Dataset TSLA | Showing 10 of 611 rows
┏━━━┳━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━┳━━━━━━━━━━━┳━━━━━━━━━━━━━┓
┃   ┃ date       ┃ open   ┃ high   ┃ low    ┃ close  ┃ adj_close ┃ volume    ┃ Momentum_10 ┃
┡━━━╇━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━╇━━━━━━━━━━━╇━━━━━━━━━━━━━┩
│ 0 │ 2020-01-02 │ 84.90  │ 86.14  │ 84.34  │ 86.05  │ 86.05     │ 47660500  │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 1 │ 2020-01-03 │ 88.10  │ 90.80  │ 87.38  │ 88.60  │ 88.60     │ 88892500  │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 2 │ 2020-01-06 │ 88.09  │ 90.31  │ 88.00  │ 90.31  │ 90.31     │ 50665000  │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 3 │ 2020-01-07 │ 92.28  │ 94.33  │ 90.67  │ 93.81  │ 93.81     │ 89410500  │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 4 │ 2020-01-08 │ 94.74  │ 99.70  │ 93.65  │ 98.43  │ 98.43     │ 155721500 │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 5 │ 2020-01-09 │ 99.42  │ 99.76  │ 94.57  │ 96.27  │ 96.27     │ 142202000 │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 6 │ 2020-01-10 │ 96.36  │ 96.99  │ 94.74  │ 95.63  │ 95.63     │ 64797500  │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 7 │ 2020-01-13 │ 98.70  │ 105.13 │ 98.40  │ 104.97 │ 104.97    │ 132588000 │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 8 │ 2020-01-14 │ 108.85 │ 109.48 │ 104.98 │ 107.58 │ 107.58    │ 144981000 │ nan         │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 9 │ 2020-01-15 │ 105.95 │ 107.57 │ 103.36 │ 103.70 │ 103.70    │ 86844000  │ nan         │
└───┴────────────┴────────┴────────┴────────┴────────┴───────────┴───────────┴─────────────┘

(🦋) /forecast/ $ clean TSLA
Namespace(drop='', fill='', help=False, limit=5, target_dataset='TSLA')
Successfully cleaned 'TSLA' dataset

(🦋) /forecast/ $ show TSLA
TSLA dataset has shape (row, column): (601, 8)

                           Dataset TSLA | Showing 10 of 601 rows
┏━━━┳━━━━━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━┳━━━━━━━━━━━┳━━━━━━━━━━━┳━━━━━━━━━━━━━┓
┃   ┃ date       ┃ open   ┃ high   ┃ low    ┃ close  ┃ adj_close ┃ volume    ┃ Momentum_10 ┃
┡━━━╇━━━━━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━╇━━━━━━━━━━━╇━━━━━━━━━━━╇━━━━━━━━━━━━━┩
│ 0 │ 2020-01-16 │ 98.75  │ 102.89 │ 98.43  │ 102.70 │ 102.70    │ 108683500 │ 16.65       │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 1 │ 2020-01-17 │ 101.52 │ 103.13 │ 100.63 │ 102.10 │ 102.10    │ 68145500  │ 13.50       │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 2 │ 2020-01-21 │ 106.05 │ 109.72 │ 105.68 │ 109.44 │ 109.44    │ 89017500  │ 19.13       │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 3 │ 2020-01-22 │ 114.38 │ 118.90 │ 111.82 │ 113.91 │ 113.91    │ 156845000 │ 20.10       │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 4 │ 2020-01-23 │ 112.85 │ 116.40 │ 111.12 │ 114.44 │ 114.44    │ 98255000  │ 16.01       │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 5 │ 2020-01-24 │ 114.13 │ 114.77 │ 110.85 │ 112.96 │ 112.96    │ 71768000  │ 16.70       │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 6 │ 2020-01-27 │ 108.40 │ 112.89 │ 107.86 │ 111.60 │ 111.60    │ 68040500  │ 15.97       │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 7 │ 2020-01-28 │ 113.70 │ 115.36 │ 111.62 │ 113.38 │ 113.38    │ 58942500  │ 8.41        │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 8 │ 2020-01-29 │ 115.14 │ 117.96 │ 113.49 │ 116.20 │ 116.20    │ 89007500  │ 8.61        │
├───┼────────────┼────────┼────────┼────────┼────────┼───────────┼───────────┼─────────────┤
│ 9 │ 2020-01-30 │ 126.48 │ 130.18 │ 123.60 │ 128.16 │ 128.16    │ 145028500 │ 24.46       │
└───┴────────────┴────────┴────────┴────────┴────────┴───────────┴───────────┴─────────────┘