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feat : add function - make data index & add daily returns
Browse files- data_prep/basic_feat.py +13 -0
data_prep/basic_feat.py
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import pandas as pd
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def indexify_date(df: pd.DataFrame) -> pd.DataFrame:
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df["Date"] = pd.to_datetime(df["Date"], dayfirst=True)
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df = df.set_index("Date")
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df = df.sort_index()
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return df
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def add_daily_return(df: pd.DataFrame) -> pd.DataFrame:
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df["Daily_Return"] = df["Close"].pct_change()
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return df
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