mlStocks-pred / data_prep /basic_feat.py
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feat : add function - make data index & add daily returns
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import pandas as pd
def indexify_date(df: pd.DataFrame) -> pd.DataFrame:
df["Date"] = pd.to_datetime(df["Date"], dayfirst=True)
df = df.set_index("Date")
df = df.sort_index()
return df
def add_daily_return(df: pd.DataFrame) -> pd.DataFrame:
df["Daily_Return"] = df["Close"].pct_change()
return df