111Untitled2.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import matplotlib.pyplot as plt\n",
    "%matplotlib inline"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 105,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pickle\n",
    "with open('raw_data_20190115.pickle', 'rb') as f:\n",
    "    raw_data = pickle.load(f)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 106,
   "metadata": {},
   "outputs": [],
   "source": [
    "df = raw_data['삼성전자']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 107,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Adj Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2000-01-04</th>\n",
       "      <td>6000.0</td>\n",
       "      <td>6110.0</td>\n",
       "      <td>5660.0</td>\n",
       "      <td>6110.0</td>\n",
       "      <td>0.091443</td>\n",
       "      <td>74195000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-05</th>\n",
       "      <td>5800.0</td>\n",
       "      <td>6060.0</td>\n",
       "      <td>5520.0</td>\n",
       "      <td>5580.0</td>\n",
       "      <td>0.083511</td>\n",
       "      <td>74680000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-06</th>\n",
       "      <td>5750.0</td>\n",
       "      <td>5780.0</td>\n",
       "      <td>5580.0</td>\n",
       "      <td>5620.0</td>\n",
       "      <td>0.084110</td>\n",
       "      <td>54390000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-07</th>\n",
       "      <td>5560.0</td>\n",
       "      <td>5670.0</td>\n",
       "      <td>5360.0</td>\n",
       "      <td>5540.0</td>\n",
       "      <td>0.082912</td>\n",
       "      <td>40305000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-10</th>\n",
       "      <td>5600.0</td>\n",
       "      <td>5770.0</td>\n",
       "      <td>5580.0</td>\n",
       "      <td>5770.0</td>\n",
       "      <td>0.086355</td>\n",
       "      <td>46880000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              Open    High     Low   Close  Adj Close    Volume\n",
       "Date                                                           \n",
       "2000-01-04  6000.0  6110.0  5660.0  6110.0   0.091443  74195000\n",
       "2000-01-05  5800.0  6060.0  5520.0  5580.0   0.083511  74680000\n",
       "2000-01-06  5750.0  5780.0  5580.0  5620.0   0.084110  54390000\n",
       "2000-01-07  5560.0  5670.0  5360.0  5540.0   0.082912  40305000\n",
       "2000-01-10  5600.0  5770.0  5580.0  5770.0   0.086355  46880000"
      ]
     },
     "execution_count": 107,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 108,
   "metadata": {},
   "outputs": [],
   "source": [
    "class StockData:\n",
    "    \n",
    "    def __init__(self, df=None):\n",
    "        self.df = df\n",
    "        vacant_df = pd.DataFrame(index=self.df.index)\n",
    "        self.X_df = vacant_df.copy()\n",
    "        self.y_df = vacant_df.copy()\n",
    "        self.y_df_dict = {}\n",
    "        self.X_train = None\n",
    "        self.y_train = None\n",
    "        self.X_test = None\n",
    "        self.y_test = None\n",
    "        self.split_ratio = None\n",
    "        self.split_date = None\n",
    "        \n",
    "        \n",
    "    def set_df(self, df=None):\n",
    "        self.df = df\n",
    "    \n",
    "    def reset(self):\n",
    "        vacant_df = pd.DataFrame(index=self.df.index)\n",
    "        self.X_df = vacant_df\n",
    "        self.y_df = vacant_df\n",
    "        self.y_df_dict = {}\n",
    "        self.X_train = None\n",
    "        self.y_train = None\n",
    "        self.X_test = None\n",
    "        self.y_test = None\n",
    "        self.split_ratio = None\n",
    "        self.split_date = None\n",
    "        \n",
    "    def get_price_ratio(self, OHLC=None):\n",
    "        if OHLC == None:\n",
    "            OPEN, HIGH, LOW, CLOSE, VOLUME = 'Open', 'High', 'Low', 'Close', 'Volume'\n",
    "        else:\n",
    "            OPEN, HIGH, LOW, CLOSE, VOLUME = OHLCV\n",
    "        \n",
    "        self.X_df['open_lastclose_ratio'] = self.df[OPEN] / self.df[CLOSE].shift(-1) - 1\n",
    "        self.X_df['high_close_ratio'] = self.df[HIGH] / self.df[CLOSE] - 1\n",
    "        self.X_df['low_close_ratio'] = self.df[LOW] / self.df[CLOSE] - 1\n",
    "        self.X_df['close_lastclose_ratio'] = self.df[CLOSE] / self.df[CLOSE].shift(-1) - 1\n",
    "        self.X_df['volume_lastvolume_ratio'] = self.df[VOLUME] / self.df[VOLUME].shift(-1) - 1\n",
    "    \n",
    "    def get_ma_ratio(self, window, x, exp=False):\n",
    "        if x.upper() not in ['CLOSE', 'VOLUME']:\n",
    "            print('Must use CLOSE or VOLUME')\n",
    "            return None\n",
    "        e = 'e' if exp else ''\n",
    "        if type(window) == tuple:\n",
    "            windows = range(*window)\n",
    "        elif type(window) == list:\n",
    "            windows = window\n",
    "        else:\n",
    "            print(\"window's type is must to be LIST or TUPLE\")\n",
    "        for i in windows:\n",
    "            if e:\n",
    "                self.X_df['{}_{}ma{}_ratio'.format(x, e, i)] = \\\n",
    "                    self.df[x] / self.df[x].ewm(span=i).mean()\n",
    "            else:\n",
    "                self.X_df['{}_{}ma{}_ratio'.format(x, e, i)] = \\\n",
    "                    self.df[x] / self.df[x].rolling(i).mean()        \n",
    "                \n",
    "    def make_target(self, use_fn='f', period=1, window=1, \n",
    "                    method='regress', thresh=.02):\n",
    "        f = lambda x, i : np.log(x.shift(-1 * i) / x)\n",
    "        g = lambda x, i, j : np.log(x.shift(-1 * i) / x.rolling(j).mean())\n",
    "#         y = 'sh{:02}_Y'.format(i)\n",
    "        self.y_df['target'] = f(self.df['Close'], period) if use_fn == 'f' \\\n",
    "                            else g(self.df['Close'], period, window)\n",
    "        if method != 'regress':\n",
    "            self.y_df['target'] = \\\n",
    "                np.where(self.y_df['target'] > thresh, 1,\n",
    "                         np.where(self.y_df['target'] < -1 * thresh, -1, 0))\n",
    "    \n",
    "    def set_index(self, start, end):\n",
    "        self.df = self.df.loc[start:end]\n",
    "        self.X_df = self.X_df.loc[start:end]\n",
    "        self.y_df = self.y_df.loc[start:end]\n",
    "    \n",
    "    def set_target(self):\n",
    "        d\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 85,
   "metadata": {},
   "outputs": [],
   "source": [
    "import seaborn as sns\n",
    "color='#899ab8'\n",
    "color='#bbc2e0'\n",
    "color='#2e3642' # 각 cell의 color\n",
    "color='#384152' # 실행창의 색깔\n",
    "sns.set(rc={'axes.facecolor':color, 'figure.facecolor':color})\n",
    "# sns.set_style('darkgrid')\n",
    "# plt.style.use(['tableau-colorblind10'])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 109,
   "metadata": {},
   "outputs": [],
   "source": [
    "test = StockData(raw_data['삼성전자'])\n",
    "test.get_price_ratio()\n",
    "test.get_ma_ratio(window=(1, 90, 3), x='Close')\n",
    "test.get_ma_ratio(window=(1, 90, 3), x='Volume')\n",
    "test.make_target(use_fn='f', period=1, window=1, method='classification')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 111,
   "metadata": {},
   "outputs": [],
   "source": [
    "test.set_index(start='2007-01-01', end='2019-01-01')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 112,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "(            target\n",
       " Date              \n",
       " 2007-01-02       0\n",
       " 2007-01-03       0\n",
       " 2007-01-04       0\n",
       " 2007-01-05       0\n",
       " 2007-01-08       0,             target\n",
       " Date              \n",
       " 2018-09-20       0\n",
       " 2018-09-21       0\n",
       " 2018-09-27      -1\n",
       " 2018-09-28       0\n",
       " 2018-10-01       0)"
      ]
     },
     "execution_count": 112,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "test.y_df.head(), test.y_df.tail()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 118,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       " 0    2171\n",
       " 1     376\n",
       "-1     367\n",
       "Name: target, dtype: int64"
      ]
     },
     "execution_count": 118,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "test.y_df['target'].value_counts()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 119,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'X_df의 instance는 2914개이고 feature는 65입니다.'"
      ]
     },
     "execution_count": 119,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "'X_df의 instance는 {}개이고 feature는 {}입니다.'.format(*test.X_df.shape)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "class OneStockClient:\n",
    "    def __init__(self, StockData):\n",
    "        self.StockData = StockData\n",
    "        "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## Logging Technique"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 121,
   "metadata": {},
   "outputs": [],
   "source": [
    "import logging\n",
    "import os\n",
    "# import settings"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 125,
   "metadata": {},
   "outputs": [],
   "source": [
    "# settings.py\n",
    "\n",
    "import time\n",
    "import datetime\n",
    "import locale\n",
    "import logging\n",
    "import os\n",
    "import platform\n",
    "\n",
    "import pandas as pd\n",
    "\n",
    "pd.set_option('display.max_rows', 500)\n",
    "pd.set_option('display.max_columns', 500)\n",
    "pd.set_option('display.width', 1000)\n",
    "\n",
    "# Strategy\n",
    "# DEBUG = True\n",
    "DEBUG = False\n",
    "DEMO = True\n",
    "# DEMO = False\n",
    "TRANSACTION_TERM = 2  # 2 seconds\n",
    "PROCESSING_TERM = 2  # 2 seconds\n",
    "MARKET_WAIT_TERM = 10  # 10 seconds\n",
    "MAX_TARGET_STOCK_PRICE = 500000\n",
    "MAX_BUY_PRICE_AGG = 1000000\n",
    "MAX_BUY_PRICE_DEF = 500000\n",
    "BUY_UNIT_AGG = 500000\n",
    "BUY_UNIT_DEF = 100000\n",
    "TGT_TOP_DIFF = 10\n",
    "TGT_BOTTOM_DIFF = -3\n",
    "MIN_PRICE_VOLUME = 10000 * 10000\n",
    "# Number of Holdings\n",
    "MAX_NUM_HOLDINGS_AGG = 12\n",
    "MAX_NUM_HOLDINGS_DEF = 5\n",
    "# MAX_NUM_HOLDINGS_DEF = 0\n",
    "# Monitoring Stocks\n",
    "MAX_STOCKS_MONITOR_ITR = 5 # Each of KOSDAQ and KOSPI\n",
    "FIVEMIN_INCDEC_RATE = 0.025\n",
    "\n",
    "\n",
    "# # Settings for Server/\n",
    "# SERVER_ADDR = \"localhost\"\n",
    "# SERVER_PORT = 8000\n",
    "# SERVER_URL = \"http://%s:%s\" % (SERVER_ADDR, SERVER_PORT)\n",
    "# SERVER_API_URL = \"http://%s:%s/api\" % (SERVER_ADDR, SERVER_PORT)\n",
    "# SERVER_WS_URL = \"ws://%s:%s/ws\" % (SERVER_ADDR, SERVER_PORT)\n",
    "\n",
    "\n",
    "# # Settings for Project\n",
    "# BASE_DIR = os.path.dirname(os.path.abspath(__file__))\n",
    "\n",
    "\n",
    "# # Settings for Templates\n",
    "# TEMPLATES_DIR = os.path.join(BASE_DIR, \"templates\")\n",
    "\n",
    "\n",
    "# # Settings for Static\n",
    "# STATIC_DIR = os.path.join(BASE_DIR, \"static\")\n",
    "# STATIC_URL = \"/static/\"\n",
    "\n",
    "\n",
    "# # Settings for Data\n",
    "# DATA_DIR = os.path.join(BASE_DIR, \"database\")\n",
    "\n",
    "\n",
    "# Date Time Format\n",
    "timestr = None\n",
    "FORMAT_DATE = \"%Y%m%d\"\n",
    "FORMAT_DATETIME = \"%Y%m%d%H%M%S\"\n",
    "\n",
    "\n",
    "# # 로케일 설정\n",
    "# if 'Darwin' in platform.system():\n",
    "#     locale.setlocale(locale.LC_ALL, 'ko_KR.UTF-8')\n",
    "# elif 'Windows' in platform.system():\n",
    "#     locale.setlocale(locale.LC_ALL, '')\n",
    "\n",
    "\n",
    "# Settings on Logging\n",
    "def get_today_str():\n",
    "    today = datetime.datetime.combine(datetime.date.today(), datetime.datetime.min.time())\n",
    "    today_str = today.strftime('%Y%m%d')\n",
    "    return today_str\n",
    "\n",
    "\n",
    "def get_time_str():\n",
    "    global timestr\n",
    "    timestr = datetime.datetime.fromtimestamp(\n",
    "        int(time.time())).strftime(FORMAT_DATETIME)\n",
    "    return timestr\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 130,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'20190527165329'"
      ]
     },
     "execution_count": 130,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "get_time_str()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "import numpy as np\n",
    "\n",
    "\n",
    "def load_chart_data(fpath):\n",
    "    chart_data = pd.read_csv(fpath, thousands=',', header=None)\n",
    "    chart_data.columns = ['date', 'open', 'high', 'low', 'close', 'volume']\n",
    "    return chart_data\n",
    "\n",
    "\n",
    "def preprocess(chart_data):\n",
    "    prep_data = chart_data\n",
    "    windows = [5, 10, 20, 60, 120]\n",
    "    for window in windows:\n",
    "        prep_data['close_ma{}'.format(window)] = prep_data['close'].rolling(window).mean()\n",
    "        prep_data['volume_ma{}'.format(window)] = (\n",
    "            prep_data['volume'].rolling(window).mean())\n",
    "    return prep_data\n",
    "\n",
    "\n",
    "def build_training_data(prep_data):\n",
    "    training_data = prep_data\n",
    "\n",
    "    training_data['open_lastclose_ratio'] = np.zeros(len(training_data))\n",
    "    training_data.loc[1:, 'open_lastclose_ratio'] = \\\n",
    "        (training_data['open'][1:].values - training_data['close'][:-1].values) / \\\n",
    "        training_data['close'][:-1].values\n",
    "    training_data['high_close_ratio'] = \\\n",
    "        (training_data['high'].values - training_data['close'].values) / \\\n",
    "        training_data['close'].values\n",
    "    training_data['low_close_ratio'] = \\\n",
    "        (training_data['low'].values - training_data['close'].values) / \\\n",
    "        training_data['close'].values\n",
    "    training_data['close_lastclose_ratio'] = np.zeros(len(training_data))\n",
    "    training_data.loc[1:, 'close_lastclose_ratio'] = \\\n",
    "        (training_data['close'][1:].values - training_data['close'][:-1].values) / \\\n",
    "        training_data['close'][:-1].values\n",
    "    training_data['volume_lastvolume_ratio'] = np.zeros(len(training_data))\n",
    "    training_data.loc[1:, 'volume_lastvolume_ratio'] = \\\n",
    "        (training_data['volume'][1:].values - training_data['volume'][:-1].values) / \\\n",
    "        training_data['volume'][:-1]\\\n",
    "            .replace(to_replace=0, method='ffill') \\\n",
    "            .replace(to_replace=0, method='bfill').values\n",
    "\n",
    "    windows = [5, 10, 20, 60, 120]\n",
    "    for window in windows:\n",
    "        training_data['close_ma%d_ratio' % window] = \\\n",
    "            (training_data['close'] - training_data['close_ma%d' % window]) / \\\n",
    "            training_data['close_ma%d' % window]\n",
    "        training_data['volume_ma%d_ratio' % window] = \\\n",
    "            (training_data['volume'] - training_data['volume_ma%d' % window]) / \\\n",
    "            training_data['volume_ma%d' % window]\n",
    "\n",
    "    return training_data\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "# main\n",
    "\n",
    "# 주식 데이터 준비\n",
    "chart_data = data_manager.load_chart_data(\n",
    "    os.path.join(settings.BASE_DIR,\n",
    "                 'data/chart_data/{}.csv'.format(stock_code)))\n",
    "prep_data = data_manager.preprocess(chart_data)\n",
    "training_data = data_manager.build_training_data(prep_data)\n",
    "\n",
    "# 기간 필터링\n",
    "training_data = training_data[(training_data['date'] >= '2017-01-01') &\n",
    "                              (training_data['date'] <= '2017-12-31')]\n",
    "training_data = training_data.dropna()\n",
    "\n",
    "# 차트 데이터 분리\n",
    "features_chart_data = ['date', 'open', 'high', 'low', 'close', 'volume']\n",
    "chart_data = training_data[features_chart_data]\n",
    "\n",
    "# 학습 데이터 분리\n",
    "features_training_data = [\n",
    "    'open_lastclose_ratio', 'high_close_ratio', 'low_close_ratio',\n",
    "    'close_lastclose_ratio', 'volume_lastvolume_ratio',\n",
    "    'close_ma5_ratio', 'volume_ma5_ratio',\n",
    "    'close_ma10_ratio', 'volume_ma10_ratio',\n",
    "    'close_ma20_ratio', 'volume_ma20_ratio',\n",
    "    'close_ma60_ratio', 'volume_ma60_ratio',\n",
    "    'close_ma120_ratio', 'volume_ma120_ratio'\n",
    "]\n",
    "training_data = training_data[features_training_data]\n",
    "\n",
    "# 강화학습 시작\n",
    "policy_learner = PolicyLearner(\n",
    "    stock_code=stock_code, chart_data=chart_data, training_data=training_data,\n",
    "    min_trading_unit=1, max_trading_unit=2, delayed_reward_threshold=.2, lr=.001)\n",
    "policy_learner.fit(balance=10000000, num_epoches=1000,\n",
    "                   discount_factor=0, start_epsilon=.5)\n",
    "\n",
    "# 정책 신경망을 파일로 저장\n",
    "model_dir = os.path.join(settings.BASE_DIR, 'models/%s' % stock_code)\n",
    "if not os.path.isdir(model_dir):\n",
    "    os.makedirs(model_dir)\n",
    "model_path = os.path.join(model_dir, 'model_%s.h5' % timestr)\n",
    "policy_learner.policy_network.save_model(model_path)\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 175,
   "metadata": {},
   "outputs": [],
   "source": [
    "class StockData:\n",
    "    \n",
    "    def __init__(self, df=None):\n",
    "        self.df = df\n",
    "        vacant_df = pd.DataFrame(index=self.df.index)\n",
    "        self.X_df = vacant_df\n",
    "        self.y_df = vacant_df\n",
    "        self.y_df_dict = {}\n",
    "        self.X_train = None\n",
    "        self.y_train = None\n",
    "        self.X_test = None\n",
    "        self.y_test = None\n",
    "        self.split_ratio = None\n",
    "        self.split_date = None\n",
    "        \n",
    "        \n",
    "    def set_df(self, df=None):\n",
    "        self.df = df\n",
    "    \n",
    "    def reset(self):\n",
    "        vacant_df = pd.DataFrame(index=self.df.index)\n",
    "        self.X_df = vacant_df\n",
    "        self.y_df = vacant_df\n",
    "        self.y_df_dict = {}\n",
    "        self.X_train = None\n",
    "        self.y_train = None\n",
    "        self.X_test = None\n",
    "        self.y_test = None\n",
    "        self.split_ratio = None\n",
    "        self.split_date = None\n",
    "        \n",
    "    def get_price_ratio(self, OHLC=None):\n",
    "        if OHLC == None:\n",
    "            OPEN, HIGH, LOW, CLOSE, VOLUME = 'Open', 'High', 'Low', 'Close', 'Volume'\n",
    "        else:\n",
    "            OPEN, HIGH, LOW, CLOSE, VOLUME = OHLCV\n",
    "        \n",
    "        self.X_df['open_lastclose_ratio'] = self.df[OPEN] / self.df[CLOSE].shift(-1) - 1\n",
    "        self.X_df['high_close_ratio'] = self.df[HIGH] / self.df[CLOSE] - 1\n",
    "        self.X_df['low_close_ratio'] = self.df[LOW] / self.df[CLOSE] - 1\n",
    "        self.X_df['close_lastclose_ratio'] = self.df[CLOSE] / self.df[CLOSE].shift(-1) - 1\n",
    "        self.X_df['volume_lastvolume_ratio'] = self.df[VOLUME] / self.df[VOLUME].shift(-1) - 1\n",
    "    \n",
    "    def get_ma_ratio(self, window, x, exp=False):\n",
    "        if x.upper() not in ['CLOSE', 'VOLUME']:\n",
    "            print('Must use CLOSE or VOLUME')\n",
    "            return None\n",
    "        e = 'e' if exp else ''\n",
    "        if type(window) == tuple:\n",
    "            windows = range(*window)\n",
    "        elif type(window) == list:\n",
    "            windows = window\n",
    "        else:\n",
    "            print(\"window's type is must to be LIST or TUPLE\")\n",
    "        for i in windows:\n",
    "            if e:\n",
    "                self.X_df['{}_{}ma{}_ratio'.format(x, e, i)] = \\\n",
    "                    self.df[x] / self.df[x].ewm(span=i).mean()\n",
    "            else:\n",
    "                self.X_df['{}_{}ma{}_ratio'.format(x, e, i)] = \\\n",
    "                    self.df[x] / self.df[x].rolling(i).mean()\n",
    "        \n",
    "    def get_cv(self, window):\n",
    "        for i in range(*window):\n",
    "            self.X_df['his_vol_{:02}'.format(i)] = \\\n",
    "                np.log(\n",
    "                    df['Close'] / df['Close'].shift(1)\n",
    "                ).rolling(i).std()*(252**0.5)\n",
    "        \n",
    "    def get_rsi(self, window=(14,15)):\n",
    "        for n in range(*window):\n",
    "            U = np.where(self.df['Close'].diff(1)>0, \n",
    "                         self.df['Close'].diff(1), 0)\n",
    "            D = np.where(self.df['Close'].diff(1)<0, \n",
    "                         self.df['Close'].diff(1)*(-1), 0)\n",
    "\n",
    "            AU = pd.Series(U).rolling(window=n, min_periods=n).mean()\n",
    "            AD = pd.Series(D).rolling(window=n, min_periods=n).mean()\n",
    "\n",
    "            RSI = AU.div(AD+AU) * 100\n",
    "            self.X_df['RSI_{:02}'.format(n)] = RSI.values\n",
    "        \n",
    "#     def get_stochastic(self, window=(14,15)):\n",
    "#         sto_K = 100 * ((df.Close - df.Low.rolling(n).min()) / \n",
    "#                   (df.High.rolling(n).max() - df.Low.rolling(n).min()))\n",
    "#         sto_D = df['sto_K_{}'.format(n)].rolling(3).mean()\n",
    "    \n",
    "#     def get_williamr(self, window):\n",
    "#         d\n",
    "                \n",
    "    def make_target_dict(self, period, window=None):\n",
    "        f = lambda x, i : np.log(x.shift(-1 * i) / x)\n",
    "        g = lambda x, i, j : np.log(x.shift(-1 * i) / x.rolling(j).mean())\n",
    "        for i in range(*period): # Predict period\n",
    "            y = 'sh{:02}_Y'.format(i)\n",
    "            self.y_df_dict[y] = pd.DataFrame(index=self.df.index)\n",
    "            self.y_df_dict[y][y] = f(self.df['Close'], i)\n",
    "            for j in range(*window): # Time window\n",
    "                self.y_df_dict[y][y+'_{:02}'.format(j)] = g(self.df['Close'], i, j)\n",
    "\n",
    "    \n",
    "#     def set_same_index(self):\n",
    "        \n",
    "    \n",
    "#     def train_test_split(self, split_ratio=.8):\n",
    "#         self.split_ratio = split_ratio\n",
    "#         self.X_train = self.X_df.iloc[:int(len(self.X_df) * self.split_ratio)]\n",
    "#         self.y_train = self.y_df.iloc[:int(len(self.y_df) * self.split_ratio)]\n",
    "#         self.X_test = self.X_df.iloc[int(len(self.X_df) * self.split_ratio):]\n",
    "#         self.y_test = self.y_df.iloc[int(len(self.y_df) * self.split_ratio):]\n",
    "        \n",
    "    def train_test_split_with_date(self, split_date=None):\n",
    "        self.split_date = split_date\n",
    "        self.X_train = self.X_df.loc[:split_date]\n",
    "        self.y_train = self.y_df.loc[:split_date]\n",
    "        self.X_test = self.X_df.loc[split_date:]\n",
    "        self.y_test = self.y_df.loc[split_date:]\n",
    "\n",
    "#     def correl_analysis(self):\n",
    "        "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 176,
   "metadata": {},
   "outputs": [],
   "source": [
    "data = StockData(raw_data['SK하이닉스'])\n",
    "data.get_price_ratio()\n",
    "data.get_ma_ratio(window=[5,10,20,60,120], x='Close')\n",
    "data.get_ma_ratio(window=[5,10,20,60,120], x='Volume')\n",
    "# data.get_cv(window=(4, 90, 3))\n",
    "# data.get_rsi(window=(4, 90, 3))\n",
    "\n",
    "data.make_target_dict(period=(1, 90, 3), window=(1, 90, 3))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 178,
   "metadata": {
    "scrolled": true
   },
   "outputs": [
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <th>2000-01-17</th>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2000-01-18</th>\n",
       "      <td>-0.020203</td>\n",
       "      <td>-0.020203</td>\n",
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       "      <td>0.053290</td>\n",
       "      <td>0.066227</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-19</th>\n",
       "      <td>0.097162</td>\n",
       "      <td>0.097162</td>\n",
       "      <td>0.105359</td>\n",
       "      <td>0.132170</td>\n",
       "      <td>0.157302</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-20</th>\n",
       "      <td>-0.014926</td>\n",
       "      <td>-0.014926</td>\n",
       "      <td>0.048132</td>\n",
       "      <td>0.089259</td>\n",
       "      <td>0.120511</td>\n",
       "      <td>0.120478</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-21</th>\n",
       "      <td>0.014926</td>\n",
       "      <td>0.014926</td>\n",
       "      <td>0.046431</td>\n",
       "      <td>0.080968</td>\n",
       "      <td>0.114869</td>\n",
       "      <td>0.132635</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-24</th>\n",
       "      <td>-0.041594</td>\n",
       "      <td>-0.041594</td>\n",
       "      <td>-0.014375</td>\n",
       "      <td>0.019493</td>\n",
       "      <td>0.050683</td>\n",
       "      <td>0.078434</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-25</th>\n",
       "      <td>0.021013</td>\n",
       "      <td>0.021013</td>\n",
       "      <td>-0.006594</td>\n",
       "      <td>0.023221</td>\n",
       "      <td>0.057180</td>\n",
       "      <td>0.086680</td>\n",
       "      <td>0.091877</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-26</th>\n",
       "      <td>-0.017160</td>\n",
       "      <td>-0.017160</td>\n",
       "      <td>-0.018576</td>\n",
       "      <td>-0.002470</td>\n",
       "      <td>0.024726</td>\n",
       "      <td>0.054568</td>\n",
       "      <td>0.072906</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-27</th>\n",
       "      <td>0.063336</td>\n",
       "      <td>0.063336</td>\n",
       "      <td>0.050439</td>\n",
       "      <td>0.055400</td>\n",
       "      <td>0.078254</td>\n",
       "      <td>0.103941</td>\n",
       "      <td>0.128771</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-28</th>\n",
       "      <td>-0.048068</td>\n",
       "      <td>-0.048068</td>\n",
       "      <td>-0.004252</td>\n",
       "      <td>-0.009961</td>\n",
       "      <td>0.011237</td>\n",
       "      <td>0.039372</td>\n",
       "      <td>0.065928</td>\n",
       "      <td>0.073187</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-01-31</th>\n",
       "      <td>-0.074689</td>\n",
       "      <td>-0.074689</td>\n",
       "      <td>-0.083645</td>\n",
       "      <td>-0.081430</td>\n",
       "      <td>-0.069182</td>\n",
       "      <td>-0.046768</td>\n",
       "      <td>-0.020577</td>\n",
       "      <td>-0.002895</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-01</th>\n",
       "      <td>-0.024795</td>\n",
       "      <td>-0.024795</td>\n",
       "      <td>-0.089969</td>\n",
       "      <td>-0.094874</td>\n",
       "      <td>-0.092070</td>\n",
       "      <td>-0.074555</td>\n",
       "      <td>-0.052840</td>\n",
       "      <td>-0.030684</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-02</th>\n",
       "      <td>-0.036213</td>\n",
       "      <td>-0.036213</td>\n",
       "      <td>-0.105902</td>\n",
       "      <td>-0.114091</td>\n",
       "      <td>-0.125991</td>\n",
       "      <td>-0.114048</td>\n",
       "      <td>-0.093014</td>\n",
       "      <td>-0.071159</td>\n",
       "      <td>-0.064710</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-03</th>\n",
       "      <td>0.000000</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.059475</td>\n",
       "      <td>-0.098207</td>\n",
       "      <td>-0.110768</td>\n",
       "      <td>-0.108525</td>\n",
       "      <td>-0.094125</td>\n",
       "      <td>-0.074026</td>\n",
       "      <td>-0.059707</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-04</th>\n",
       "      <td>-0.002172</td>\n",
       "      <td>-0.002172</td>\n",
       "      <td>-0.026811</td>\n",
       "      <td>-0.081092</td>\n",
       "      <td>-0.099057</td>\n",
       "      <td>-0.104841</td>\n",
       "      <td>-0.095186</td>\n",
       "      <td>-0.079478</td>\n",
       "      <td>-0.061786</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-07</th>\n",
       "      <td>0.036290</td>\n",
       "      <td>0.036290</td>\n",
       "      <td>0.025479</td>\n",
       "      <td>-0.027471</td>\n",
       "      <td>-0.046891</td>\n",
       "      <td>-0.064023</td>\n",
       "      <td>-0.059390</td>\n",
       "      <td>-0.044667</td>\n",
       "      <td>-0.027537</td>\n",
       "      <td>-0.022962</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-08</th>\n",
       "      <td>-0.019048</td>\n",
       "      <td>-0.019048</td>\n",
       "      <td>0.006969</td>\n",
       "      <td>-0.023828</td>\n",
       "      <td>-0.057704</td>\n",
       "      <td>-0.073496</td>\n",
       "      <td>-0.075842</td>\n",
       "      <td>-0.066349</td>\n",
       "      <td>-0.050564</td>\n",
       "      <td>-0.038891</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-09</th>\n",
       "      <td>-0.004283</td>\n",
       "      <td>-0.004283</td>\n",
       "      <td>-0.001072</td>\n",
       "      <td>-0.010066</td>\n",
       "      <td>-0.049607</td>\n",
       "      <td>-0.067957</td>\n",
       "      <td>-0.076155</td>\n",
       "      <td>-0.070422</td>\n",
       "      <td>-0.058349</td>\n",
       "      <td>-0.043667</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-10</th>\n",
       "      <td>-0.043867</td>\n",
       "      <td>-0.043867</td>\n",
       "      <td>-0.047615</td>\n",
       "      <td>-0.046622</td>\n",
       "      <td>-0.082385</td>\n",
       "      <td>-0.100345</td>\n",
       "      <td>-0.117034</td>\n",
       "      <td>-0.115340</td>\n",
       "      <td>-0.104054</td>\n",
       "      <td>-0.089832</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-11</th>\n",
       "      <td>-0.064838</td>\n",
       "      <td>-0.064838</td>\n",
       "      <td>-0.104942</td>\n",
       "      <td>-0.101628</td>\n",
       "      <td>-0.124670</td>\n",
       "      <td>-0.153887</td>\n",
       "      <td>-0.170085</td>\n",
       "      <td>-0.174695</td>\n",
       "      <td>-0.168341</td>\n",
       "      <td>-0.155653</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2000-02-14</th>\n",
       "      <td>0.021303</td>\n",
       "      <td>0.021303</td>\n",
       "      <td>-0.051352</td>\n",
       "      <td>-0.066961</td>\n",
       "      <td>-0.079863</td>\n",
       "      <td>-0.114916</td>\n",
       "      <td>-0.134299</td>\n",
       "      <td>-0.144685</td>\n",
       "      <td>-0.142248</td>\n",
       "      <td>-0.133367</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-16</th>\n",
       "      <td>-0.002681</td>\n",
       "      <td>-0.002681</td>\n",
       "      <td>-0.010349</td>\n",
       "      <td>-0.034119</td>\n",
       "      <td>-0.052936</td>\n",
       "      <td>-0.074396</td>\n",
       "      <td>-0.081333</td>\n",
       "      <td>-0.088317</td>\n",
       "      <td>-0.101669</td>\n",
       "      <td>-0.109534</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.147296</td>\n",
       "      <td>-0.147175</td>\n",
       "      <td>-0.146892</td>\n",
       "      <td>-0.145407</td>\n",
       "      <td>-0.144137</td>\n",
       "      <td>-0.143808</td>\n",
       "      <td>-0.142753</td>\n",
       "      <td>-0.142399</td>\n",
       "      <td>-0.141645</td>\n",
       "      <td>-0.139616</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-17</th>\n",
       "      <td>0.002681</td>\n",
       "      <td>0.002681</td>\n",
       "      <td>-0.005673</td>\n",
       "      <td>-0.019881</td>\n",
       "      <td>-0.039118</td>\n",
       "      <td>-0.060728</td>\n",
       "      <td>-0.074000</td>\n",
       "      <td>-0.076932</td>\n",
       "      <td>-0.091186</td>\n",
       "      <td>-0.101498</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.142067</td>\n",
       "      <td>-0.142664</td>\n",
       "      <td>-0.142255</td>\n",
       "      <td>-0.141316</td>\n",
       "      <td>-0.139863</td>\n",
       "      <td>-0.139918</td>\n",
       "      <td>-0.138613</td>\n",
       "      <td>-0.138539</td>\n",
       "      <td>-0.137661</td>\n",
       "      <td>-0.136126</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-20</th>\n",
       "      <td>0.048344</td>\n",
       "      <td>0.048344</td>\n",
       "      <td>0.045003</td>\n",
       "      <td>0.038070</td>\n",
       "      <td>0.020359</td>\n",
       "      <td>-0.001079</td>\n",
       "      <td>-0.019108</td>\n",
       "      <td>-0.024011</td>\n",
       "      <td>-0.034699</td>\n",
       "      <td>-0.046309</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.090978</td>\n",
       "      <td>-0.092087</td>\n",
       "      <td>-0.091933</td>\n",
       "      <td>-0.091510</td>\n",
       "      <td>-0.090179</td>\n",
       "      <td>-0.089766</td>\n",
       "      <td>-0.088837</td>\n",
       "      <td>-0.088787</td>\n",
       "      <td>-0.088013</td>\n",
       "      <td>-0.087025</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-21</th>\n",
       "      <td>0.017700</td>\n",
       "      <td>0.017700</td>\n",
       "      <td>0.054398</td>\n",
       "      <td>0.055012</td>\n",
       "      <td>0.039361</td>\n",
       "      <td>0.023703</td>\n",
       "      <td>0.004632</td>\n",
       "      <td>-0.002898</td>\n",
       "      <td>-0.010313</td>\n",
       "      <td>-0.023286</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.070047</td>\n",
       "      <td>-0.072878</td>\n",
       "      <td>-0.073017</td>\n",
       "      <td>-0.072978</td>\n",
       "      <td>-0.071761</td>\n",
       "      <td>-0.070730</td>\n",
       "      <td>-0.070591</td>\n",
       "      <td>-0.069734</td>\n",
       "      <td>-0.069543</td>\n",
       "      <td>-0.068953</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-22</th>\n",
       "      <td>0.016159</td>\n",
       "      <td>0.016159</td>\n",
       "      <td>0.053827</td>\n",
       "      <td>0.062321</td>\n",
       "      <td>0.056694</td>\n",
       "      <td>0.043224</td>\n",
       "      <td>0.025602</td>\n",
       "      <td>0.013722</td>\n",
       "      <td>0.010423</td>\n",
       "      <td>-0.002807</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.051049</td>\n",
       "      <td>-0.055243</td>\n",
       "      <td>-0.056023</td>\n",
       "      <td>-0.055820</td>\n",
       "      <td>-0.055090</td>\n",
       "      <td>-0.053849</td>\n",
       "      <td>-0.054047</td>\n",
       "      <td>-0.052919</td>\n",
       "      <td>-0.052971</td>\n",
       "      <td>-0.052235</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-23</th>\n",
       "      <td>0.008594</td>\n",
       "      <td>0.008594</td>\n",
       "      <td>0.041179</td>\n",
       "      <td>0.060286</td>\n",
       "      <td>0.063594</td>\n",
       "      <td>0.053999</td>\n",
       "      <td>0.038316</td>\n",
       "      <td>0.023633</td>\n",
       "      <td>0.019357</td>\n",
       "      <td>0.009828</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.039742</td>\n",
       "      <td>-0.045189</td>\n",
       "      <td>-0.046401</td>\n",
       "      <td>-0.046392</td>\n",
       "      <td>-0.046112</td>\n",
       "      <td>-0.044947</td>\n",
       "      <td>-0.044654</td>\n",
       "      <td>-0.043854</td>\n",
       "      <td>-0.043895</td>\n",
       "      <td>-0.043229</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-24</th>\n",
       "      <td>0.020569</td>\n",
       "      <td>0.020569</td>\n",
       "      <td>0.039388</td>\n",
       "      <td>0.069971</td>\n",
       "      <td>0.079225</td>\n",
       "      <td>0.072189</td>\n",
       "      <td>0.061907</td>\n",
       "      <td>0.047039</td>\n",
       "      <td>0.040947</td>\n",
       "      <td>0.034604</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.016724</td>\n",
       "      <td>-0.022152</td>\n",
       "      <td>-0.024978</td>\n",
       "      <td>-0.025222</td>\n",
       "      <td>-0.025287</td>\n",
       "      <td>-0.024208</td>\n",
       "      <td>-0.023300</td>\n",
       "      <td>-0.023242</td>\n",
       "      <td>-0.022486</td>\n",
       "      <td>-0.022366</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-27</th>\n",
       "      <td>-0.013261</td>\n",
       "      <td>-0.013261</td>\n",
       "      <td>0.010369</td>\n",
       "      <td>0.040692</td>\n",
       "      <td>0.055133</td>\n",
       "      <td>0.056159</td>\n",
       "      <td>0.048407</td>\n",
       "      <td>0.035365</td>\n",
       "      <td>0.025986</td>\n",
       "      <td>0.023527</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.027801</td>\n",
       "      <td>-0.033379</td>\n",
       "      <td>-0.037472</td>\n",
       "      <td>-0.038300</td>\n",
       "      <td>-0.038180</td>\n",
       "      <td>-0.037546</td>\n",
       "      <td>-0.036413</td>\n",
       "      <td>-0.036660</td>\n",
       "      <td>-0.035623</td>\n",
       "      <td>-0.035721</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-28</th>\n",
       "      <td>0.004843</td>\n",
       "      <td>0.004843</td>\n",
       "      <td>0.007273</td>\n",
       "      <td>0.031370</td>\n",
       "      <td>0.051039</td>\n",
       "      <td>0.058438</td>\n",
       "      <td>0.053967</td>\n",
       "      <td>0.042792</td>\n",
       "      <td>0.031225</td>\n",
       "      <td>0.028022</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.020517</td>\n",
       "      <td>-0.026186</td>\n",
       "      <td>-0.031460</td>\n",
       "      <td>-0.032690</td>\n",
       "      <td>-0.032745</td>\n",
       "      <td>-0.032535</td>\n",
       "      <td>-0.031466</td>\n",
       "      <td>-0.031232</td>\n",
       "      <td>-0.030505</td>\n",
       "      <td>-0.030585</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-29</th>\n",
       "      <td>-0.001208</td>\n",
       "      <td>-0.001208</td>\n",
       "      <td>0.000907</td>\n",
       "      <td>0.015844</td>\n",
       "      <td>0.041099</td>\n",
       "      <td>0.052513</td>\n",
       "      <td>0.050053</td>\n",
       "      <td>0.043443</td>\n",
       "      <td>0.031887</td>\n",
       "      <td>0.027211</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.019668</td>\n",
       "      <td>-0.025242</td>\n",
       "      <td>-0.030482</td>\n",
       "      <td>-0.033247</td>\n",
       "      <td>-0.033537</td>\n",
       "      <td>-0.033651</td>\n",
       "      <td>-0.032660</td>\n",
       "      <td>-0.031827</td>\n",
       "      <td>-0.031810</td>\n",
       "      <td>-0.031115</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-30</th>\n",
       "      <td>0.003621</td>\n",
       "      <td>0.003621</td>\n",
       "      <td>0.001809</td>\n",
       "      <td>0.011947</td>\n",
       "      <td>0.034691</td>\n",
       "      <td>0.048711</td>\n",
       "      <td>0.052086</td>\n",
       "      <td>0.047396</td>\n",
       "      <td>0.037325</td>\n",
       "      <td>0.029739</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.014354</td>\n",
       "      <td>-0.019389</td>\n",
       "      <td>-0.024776</td>\n",
       "      <td>-0.028756</td>\n",
       "      <td>-0.029612</td>\n",
       "      <td>-0.029553</td>\n",
       "      <td>-0.028995</td>\n",
       "      <td>-0.027948</td>\n",
       "      <td>-0.028230</td>\n",
       "      <td>-0.027267</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-08-31</th>\n",
       "      <td>-0.029342</td>\n",
       "      <td>-0.029342</td>\n",
       "      <td>-0.026023</td>\n",
       "      <td>-0.022953</td>\n",
       "      <td>-0.005197</td>\n",
       "      <td>0.012001</td>\n",
       "      <td>0.020209</td>\n",
       "      <td>0.018254</td>\n",
       "      <td>0.009861</td>\n",
       "      <td>0.000447</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.042371</td>\n",
       "      <td>-0.046513</td>\n",
       "      <td>-0.051975</td>\n",
       "      <td>-0.057078</td>\n",
       "      <td>-0.058313</td>\n",
       "      <td>-0.058417</td>\n",
       "      <td>-0.058262</td>\n",
       "      <td>-0.057276</td>\n",
       "      <td>-0.057089</td>\n",
       "      <td>-0.056423</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-03</th>\n",
       "      <td>0.007417</td>\n",
       "      <td>0.007417</td>\n",
       "      <td>-0.013152</td>\n",
       "      <td>-0.014670</td>\n",
       "      <td>-0.005037</td>\n",
       "      <td>0.014889</td>\n",
       "      <td>0.025570</td>\n",
       "      <td>0.024872</td>\n",
       "      <td>0.020130</td>\n",
       "      <td>0.010598</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.032925</td>\n",
       "      <td>-0.036725</td>\n",
       "      <td>-0.042112</td>\n",
       "      <td>-0.047197</td>\n",
       "      <td>-0.049917</td>\n",
       "      <td>-0.050261</td>\n",
       "      <td>-0.050431</td>\n",
       "      <td>-0.049531</td>\n",
       "      <td>-0.048776</td>\n",
       "      <td>-0.048806</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-04</th>\n",
       "      <td>-0.014889</td>\n",
       "      <td>-0.014889</td>\n",
       "      <td>-0.023167</td>\n",
       "      <td>-0.028518</td>\n",
       "      <td>-0.023350</td>\n",
       "      <td>-0.006231</td>\n",
       "      <td>0.005877</td>\n",
       "      <td>0.009652</td>\n",
       "      <td>0.006384</td>\n",
       "      <td>-0.001948</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.045917</td>\n",
       "      <td>-0.049720</td>\n",
       "      <td>-0.054601</td>\n",
       "      <td>-0.059834</td>\n",
       "      <td>-0.063730</td>\n",
       "      <td>-0.064626</td>\n",
       "      <td>-0.064637</td>\n",
       "      <td>-0.064162</td>\n",
       "      <td>-0.063210</td>\n",
       "      <td>-0.063535</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-05</th>\n",
       "      <td>-0.015114</td>\n",
       "      <td>-0.015114</td>\n",
       "      <td>-0.030002</td>\n",
       "      <td>-0.037539</td>\n",
       "      <td>-0.038708</td>\n",
       "      <td>-0.026586</td>\n",
       "      <td>-0.012845</td>\n",
       "      <td>-0.005595</td>\n",
       "      <td>-0.006841</td>\n",
       "      <td>-0.013913</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.059385</td>\n",
       "      <td>-0.063011</td>\n",
       "      <td>-0.067062</td>\n",
       "      <td>-0.072388</td>\n",
       "      <td>-0.077381</td>\n",
       "      <td>-0.078660</td>\n",
       "      <td>-0.078846</td>\n",
       "      <td>-0.078775</td>\n",
       "      <td>-0.077895</td>\n",
       "      <td>-0.077782</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-06</th>\n",
       "      <td>-0.037496</td>\n",
       "      <td>-0.037496</td>\n",
       "      <td>-0.054483</td>\n",
       "      <td>-0.068729</td>\n",
       "      <td>-0.073392</td>\n",
       "      <td>-0.067972</td>\n",
       "      <td>-0.052610</td>\n",
       "      <td>-0.043622</td>\n",
       "      <td>-0.043993</td>\n",
       "      <td>-0.047999</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.094841</td>\n",
       "      <td>-0.098233</td>\n",
       "      <td>-0.101969</td>\n",
       "      <td>-0.107233</td>\n",
       "      <td>-0.112219</td>\n",
       "      <td>-0.114936</td>\n",
       "      <td>-0.115362</td>\n",
       "      <td>-0.115613</td>\n",
       "      <td>-0.114825</td>\n",
       "      <td>-0.114170</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-07</th>\n",
       "      <td>0.007874</td>\n",
       "      <td>0.007874</td>\n",
       "      <td>-0.031841</td>\n",
       "      <td>-0.048657</td>\n",
       "      <td>-0.058269</td>\n",
       "      <td>-0.057728</td>\n",
       "      <td>-0.045673</td>\n",
       "      <td>-0.036279</td>\n",
       "      <td>-0.033365</td>\n",
       "      <td>-0.036452</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.084508</td>\n",
       "      <td>-0.087556</td>\n",
       "      <td>-0.091338</td>\n",
       "      <td>-0.096159</td>\n",
       "      <td>-0.101323</td>\n",
       "      <td>-0.105206</td>\n",
       "      <td>-0.106194</td>\n",
       "      <td>-0.106321</td>\n",
       "      <td>-0.105969</td>\n",
       "      <td>-0.105147</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-10</th>\n",
       "      <td>0.001306</td>\n",
       "      <td>0.001306</td>\n",
       "      <td>-0.015544</td>\n",
       "      <td>-0.036261</td>\n",
       "      <td>-0.048293</td>\n",
       "      <td>-0.053285</td>\n",
       "      <td>-0.045926</td>\n",
       "      <td>-0.035702</td>\n",
       "      <td>-0.030160</td>\n",
       "      <td>-0.031711</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.081270</td>\n",
       "      <td>-0.084020</td>\n",
       "      <td>-0.087661</td>\n",
       "      <td>-0.091709</td>\n",
       "      <td>-0.096987</td>\n",
       "      <td>-0.101947</td>\n",
       "      <td>-0.103324</td>\n",
       "      <td>-0.103638</td>\n",
       "      <td>-0.103694</td>\n",
       "      <td>-0.102957</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-11</th>\n",
       "      <td>-0.019777</td>\n",
       "      <td>-0.019777</td>\n",
       "      <td>-0.024335</td>\n",
       "      <td>-0.044460</td>\n",
       "      <td>-0.060828</td>\n",
       "      <td>-0.068768</td>\n",
       "      <td>-0.067183</td>\n",
       "      <td>-0.055943</td>\n",
       "      <td>-0.049130</td>\n",
       "      <td>-0.050070</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.098992</td>\n",
       "      <td>-0.101431</td>\n",
       "      <td>-0.104864</td>\n",
       "      <td>-0.108623</td>\n",
       "      <td>-0.113854</td>\n",
       "      <td>-0.118818</td>\n",
       "      <td>-0.121594</td>\n",
       "      <td>-0.122151</td>\n",
       "      <td>-0.122529</td>\n",
       "      <td>-0.121890</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-12</th>\n",
       "      <td>-0.008021</td>\n",
       "      <td>-0.008021</td>\n",
       "      <td>-0.020263</td>\n",
       "      <td>-0.042424</td>\n",
       "      <td>-0.059155</td>\n",
       "      <td>-0.070362</td>\n",
       "      <td>-0.072633</td>\n",
       "      <td>-0.064229</td>\n",
       "      <td>-0.057152</td>\n",
       "      <td>-0.055251</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.105253</td>\n",
       "      <td>-0.106949</td>\n",
       "      <td>-0.110053</td>\n",
       "      <td>-0.113859</td>\n",
       "      <td>-0.118663</td>\n",
       "      <td>-0.123801</td>\n",
       "      <td>-0.127704</td>\n",
       "      <td>-0.128806</td>\n",
       "      <td>-0.129066</td>\n",
       "      <td>-0.128853</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-13</th>\n",
       "      <td>0.042056</td>\n",
       "      <td>0.042056</td>\n",
       "      <td>0.026407</td>\n",
       "      <td>0.012023</td>\n",
       "      <td>-0.006670</td>\n",
       "      <td>-0.019607</td>\n",
       "      <td>-0.026433</td>\n",
       "      <td>-0.022173</td>\n",
       "      <td>-0.014577</td>\n",
       "      <td>-0.010498</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.061293</td>\n",
       "      <td>-0.062667</td>\n",
       "      <td>-0.065500</td>\n",
       "      <td>-0.069182</td>\n",
       "      <td>-0.073254</td>\n",
       "      <td>-0.078510</td>\n",
       "      <td>-0.083462</td>\n",
       "      <td>-0.084949</td>\n",
       "      <td>-0.085399</td>\n",
       "      <td>-0.085589</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-14</th>\n",
       "      <td>-0.006456</td>\n",
       "      <td>-0.006456</td>\n",
       "      <td>0.015995</td>\n",
       "      <td>0.009856</td>\n",
       "      <td>-0.006327</td>\n",
       "      <td>-0.021489</td>\n",
       "      <td>-0.030222</td>\n",
       "      <td>-0.030615</td>\n",
       "      <td>-0.022070</td>\n",
       "      <td>-0.016801</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.065743</td>\n",
       "      <td>-0.067364</td>\n",
       "      <td>-0.069884</td>\n",
       "      <td>-0.073353</td>\n",
       "      <td>-0.077134</td>\n",
       "      <td>-0.082332</td>\n",
       "      <td>-0.087276</td>\n",
       "      <td>-0.090107</td>\n",
       "      <td>-0.090784</td>\n",
       "      <td>-0.091280</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-17</th>\n",
       "      <td>0.010309</td>\n",
       "      <td>0.010309</td>\n",
       "      <td>0.024332</td>\n",
       "      <td>0.023160</td>\n",
       "      <td>0.008368</td>\n",
       "      <td>-0.005704</td>\n",
       "      <td>-0.016293</td>\n",
       "      <td>-0.019512</td>\n",
       "      <td>-0.013199</td>\n",
       "      <td>-0.007561</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.053184</td>\n",
       "      <td>-0.055767</td>\n",
       "      <td>-0.057554</td>\n",
       "      <td>-0.060685</td>\n",
       "      <td>-0.064489</td>\n",
       "      <td>-0.069256</td>\n",
       "      <td>-0.074349</td>\n",
       "      <td>-0.078252</td>\n",
       "      <td>-0.079444</td>\n",
       "      <td>-0.079814</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-18</th>\n",
       "      <td>0.010204</td>\n",
       "      <td>0.010204</td>\n",
       "      <td>0.025058</td>\n",
       "      <td>0.029436</td>\n",
       "      <td>0.022718</td>\n",
       "      <td>0.009120</td>\n",
       "      <td>-0.001743</td>\n",
       "      <td>-0.008116</td>\n",
       "      <td>-0.005006</td>\n",
       "      <td>0.001321</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.040686</td>\n",
       "      <td>-0.044407</td>\n",
       "      <td>-0.045849</td>\n",
       "      <td>-0.048687</td>\n",
       "      <td>-0.052340</td>\n",
       "      <td>-0.056372</td>\n",
       "      <td>-0.061550</td>\n",
       "      <td>-0.066441</td>\n",
       "      <td>-0.067985</td>\n",
       "      <td>-0.068520</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-19</th>\n",
       "      <td>0.003800</td>\n",
       "      <td>0.003800</td>\n",
       "      <td>0.014966</td>\n",
       "      <td>0.028950</td>\n",
       "      <td>0.028077</td>\n",
       "      <td>0.017066</td>\n",
       "      <td>0.004911</td>\n",
       "      <td>-0.002791</td>\n",
       "      <td>-0.003556</td>\n",
       "      <td>0.003648</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.035686</td>\n",
       "      <td>-0.038899</td>\n",
       "      <td>-0.040565</td>\n",
       "      <td>-0.043089</td>\n",
       "      <td>-0.046526</td>\n",
       "      <td>-0.050266</td>\n",
       "      <td>-0.055376</td>\n",
       "      <td>-0.060249</td>\n",
       "      <td>-0.063083</td>\n",
       "      <td>-0.063831</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-20</th>\n",
       "      <td>-0.030811</td>\n",
       "      <td>-0.030811</td>\n",
       "      <td>-0.020327</td>\n",
       "      <td>-0.006498</td>\n",
       "      <td>-0.003124</td>\n",
       "      <td>-0.012260</td>\n",
       "      <td>-0.022958</td>\n",
       "      <td>-0.031809</td>\n",
       "      <td>-0.034768</td>\n",
       "      <td>-0.029394</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.065457</td>\n",
       "      <td>-0.067922</td>\n",
       "      <td>-0.070488</td>\n",
       "      <td>-0.072290</td>\n",
       "      <td>-0.075384</td>\n",
       "      <td>-0.079129</td>\n",
       "      <td>-0.083807</td>\n",
       "      <td>-0.088808</td>\n",
       "      <td>-0.092664</td>\n",
       "      <td>-0.093900</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-21</th>\n",
       "      <td>-0.022414</td>\n",
       "      <td>-0.022414</td>\n",
       "      <td>-0.041142</td>\n",
       "      <td>-0.031868</td>\n",
       "      <td>-0.026577</td>\n",
       "      <td>-0.030206</td>\n",
       "      <td>-0.040582</td>\n",
       "      <td>-0.049692</td>\n",
       "      <td>-0.055406</td>\n",
       "      <td>-0.052921</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.086168</td>\n",
       "      <td>-0.087896</td>\n",
       "      <td>-0.091558</td>\n",
       "      <td>-0.093039</td>\n",
       "      <td>-0.095858</td>\n",
       "      <td>-0.099464</td>\n",
       "      <td>-0.103440</td>\n",
       "      <td>-0.108526</td>\n",
       "      <td>-0.113343</td>\n",
       "      <td>-0.114924</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-27</th>\n",
       "      <td>-0.025660</td>\n",
       "      <td>-0.025660</td>\n",
       "      <td>-0.057158</td>\n",
       "      <td>-0.058450</td>\n",
       "      <td>-0.050287</td>\n",
       "      <td>-0.050878</td>\n",
       "      <td>-0.059820</td>\n",
       "      <td>-0.070398</td>\n",
       "      <td>-0.077562</td>\n",
       "      <td>-0.078733</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.110121</td>\n",
       "      <td>-0.111685</td>\n",
       "      <td>-0.114891</td>\n",
       "      <td>-0.116614</td>\n",
       "      <td>-0.119158</td>\n",
       "      <td>-0.122579</td>\n",
       "      <td>-0.126295</td>\n",
       "      <td>-0.131337</td>\n",
       "      <td>-0.136155</td>\n",
       "      <td>-0.139002</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-09-28</th>\n",
       "      <td>0.008174</td>\n",
       "      <td>0.008174</td>\n",
       "      <td>-0.030402</td>\n",
       "      <td>-0.041760</td>\n",
       "      <td>-0.037549</td>\n",
       "      <td>-0.036986</td>\n",
       "      <td>-0.045587</td>\n",
       "      <td>-0.055693</td>\n",
       "      <td>-0.064369</td>\n",
       "      <td>-0.067874</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.099413</td>\n",
       "      <td>-0.101367</td>\n",
       "      <td>-0.103909</td>\n",
       "      <td>-0.106542</td>\n",
       "      <td>-0.108436</td>\n",
       "      <td>-0.111567</td>\n",
       "      <td>-0.115324</td>\n",
       "      <td>-0.119983</td>\n",
       "      <td>-0.124957</td>\n",
       "      <td>-0.128823</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-10-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>4691 rows × 31 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "              sh01_Y  sh01_Y_01  sh01_Y_04  sh01_Y_07  sh01_Y_10  sh01_Y_13  \\\n",
       "Date                                                                          \n",
       "2000-01-04 -0.108600  -0.108600        NaN        NaN        NaN        NaN   \n",
       "2000-01-05 -0.053346  -0.053346        NaN        NaN        NaN        NaN   \n",
       "2000-01-06 -0.009174  -0.009174        NaN        NaN        NaN        NaN   \n",
       "2000-01-07 -0.009259  -0.009259  -0.072320        NaN        NaN        NaN   \n",
       "2000-01-10  0.036534   0.036534   0.011274        NaN        NaN        NaN   \n",
       "2000-01-11  0.013363   0.013363   0.033749        NaN        NaN        NaN   \n",
       "2000-01-12  0.039051   0.039051   0.064822   0.034951        NaN        NaN   \n",
       "2000-01-13 -0.030240  -0.030240   0.014357   0.018976        NaN        NaN   \n",
       "2000-01-14  0.088105   0.088105   0.088105   0.108999        NaN        NaN   \n",
       "2000-01-17  0.004010   0.004010   0.064006   0.093997   0.083165        NaN   \n",
       "2000-01-18 -0.020203  -0.020203   0.018539   0.053290   0.066227        NaN   \n",
       "2000-01-19  0.097162   0.097162   0.105359   0.132170   0.157302        NaN   \n",
       "2000-01-20 -0.014926  -0.014926   0.048132   0.089259   0.120511   0.120478   \n",
       "2000-01-21  0.014926   0.014926   0.046431   0.080968   0.114869   0.132635   \n",
       "2000-01-24 -0.041594  -0.041594  -0.014375   0.019493   0.050683   0.078434   \n",
       "2000-01-25  0.021013   0.021013  -0.006594   0.023221   0.057180   0.086680   \n",
       "2000-01-26 -0.017160  -0.017160  -0.018576  -0.002470   0.024726   0.054568   \n",
       "2000-01-27  0.063336   0.063336   0.050439   0.055400   0.078254   0.103941   \n",
       "2000-01-28 -0.048068  -0.048068  -0.004252  -0.009961   0.011237   0.039372   \n",
       "2000-01-31 -0.074689  -0.074689  -0.083645  -0.081430  -0.069182  -0.046768   \n",
       "2000-02-01 -0.024795  -0.024795  -0.089969  -0.094874  -0.092070  -0.074555   \n",
       "2000-02-02 -0.036213  -0.036213  -0.105902  -0.114091  -0.125991  -0.114048   \n",
       "2000-02-03  0.000000   0.000000  -0.059475  -0.098207  -0.110768  -0.108525   \n",
       "2000-02-04 -0.002172  -0.002172  -0.026811  -0.081092  -0.099057  -0.104841   \n",
       "2000-02-07  0.036290   0.036290   0.025479  -0.027471  -0.046891  -0.064023   \n",
       "2000-02-08 -0.019048  -0.019048   0.006969  -0.023828  -0.057704  -0.073496   \n",
       "2000-02-09 -0.004283  -0.004283  -0.001072  -0.010066  -0.049607  -0.067957   \n",
       "2000-02-10 -0.043867  -0.043867  -0.047615  -0.046622  -0.082385  -0.100345   \n",
       "2000-02-11 -0.064838  -0.064838  -0.104942  -0.101628  -0.124670  -0.153887   \n",
       "2000-02-14  0.021303   0.021303  -0.051352  -0.066961  -0.079863  -0.114916   \n",
       "...              ...        ...        ...        ...        ...        ...   \n",
       "2018-08-16 -0.002681  -0.002681  -0.010349  -0.034119  -0.052936  -0.074396   \n",
       "2018-08-17  0.002681   0.002681  -0.005673  -0.019881  -0.039118  -0.060728   \n",
       "2018-08-20  0.048344   0.048344   0.045003   0.038070   0.020359  -0.001079   \n",
       "2018-08-21  0.017700   0.017700   0.054398   0.055012   0.039361   0.023703   \n",
       "2018-08-22  0.016159   0.016159   0.053827   0.062321   0.056694   0.043224   \n",
       "2018-08-23  0.008594   0.008594   0.041179   0.060286   0.063594   0.053999   \n",
       "2018-08-24  0.020569   0.020569   0.039388   0.069971   0.079225   0.072189   \n",
       "2018-08-27 -0.013261  -0.013261   0.010369   0.040692   0.055133   0.056159   \n",
       "2018-08-28  0.004843   0.004843   0.007273   0.031370   0.051039   0.058438   \n",
       "2018-08-29 -0.001208  -0.001208   0.000907   0.015844   0.041099   0.052513   \n",
       "2018-08-30  0.003621   0.003621   0.001809   0.011947   0.034691   0.048711   \n",
       "2018-08-31 -0.029342  -0.029342  -0.026023  -0.022953  -0.005197   0.012001   \n",
       "2018-09-03  0.007417   0.007417  -0.013152  -0.014670  -0.005037   0.014889   \n",
       "2018-09-04 -0.014889  -0.014889  -0.023167  -0.028518  -0.023350  -0.006231   \n",
       "2018-09-05 -0.015114  -0.015114  -0.030002  -0.037539  -0.038708  -0.026586   \n",
       "2018-09-06 -0.037496  -0.037496  -0.054483  -0.068729  -0.073392  -0.067972   \n",
       "2018-09-07  0.007874   0.007874  -0.031841  -0.048657  -0.058269  -0.057728   \n",
       "2018-09-10  0.001306   0.001306  -0.015544  -0.036261  -0.048293  -0.053285   \n",
       "2018-09-11 -0.019777  -0.019777  -0.024335  -0.044460  -0.060828  -0.068768   \n",
       "2018-09-12 -0.008021  -0.008021  -0.020263  -0.042424  -0.059155  -0.070362   \n",
       "2018-09-13  0.042056   0.042056   0.026407   0.012023  -0.006670  -0.019607   \n",
       "2018-09-14 -0.006456  -0.006456   0.015995   0.009856  -0.006327  -0.021489   \n",
       "2018-09-17  0.010309   0.010309   0.024332   0.023160   0.008368  -0.005704   \n",
       "2018-09-18  0.010204   0.010204   0.025058   0.029436   0.022718   0.009120   \n",
       "2018-09-19  0.003800   0.003800   0.014966   0.028950   0.028077   0.017066   \n",
       "2018-09-20 -0.030811  -0.030811  -0.020327  -0.006498  -0.003124  -0.012260   \n",
       "2018-09-21 -0.022414  -0.022414  -0.041142  -0.031868  -0.026577  -0.030206   \n",
       "2018-09-27 -0.025660  -0.025660  -0.057158  -0.058450  -0.050287  -0.050878   \n",
       "2018-09-28  0.008174   0.008174  -0.030402  -0.041760  -0.037549  -0.036986   \n",
       "2018-10-01       NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "\n",
       "            sh01_Y_16  sh01_Y_19  sh01_Y_22  sh01_Y_25    ...      sh01_Y_61  \\\n",
       "Date                                                      ...                  \n",
       "2000-01-04        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-05        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-06        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-07        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-10        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-11        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-12        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-13        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-14        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-17        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-18        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-19        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-20        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-21        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-24        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-25   0.091877        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-26   0.072906        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-27   0.128771        NaN        NaN        NaN    ...            NaN   \n",
       "2000-01-28   0.065928   0.073187        NaN        NaN    ...            NaN   \n",
       "2000-01-31  -0.020577  -0.002895        NaN        NaN    ...            NaN   \n",
       "2000-02-01  -0.052840  -0.030684        NaN        NaN    ...            NaN   \n",
       "2000-02-02  -0.093014  -0.071159  -0.064710        NaN    ...            NaN   \n",
       "2000-02-03  -0.094125  -0.074026  -0.059707        NaN    ...            NaN   \n",
       "2000-02-04  -0.095186  -0.079478  -0.061786        NaN    ...            NaN   \n",
       "2000-02-07  -0.059390  -0.044667  -0.027537  -0.022962    ...            NaN   \n",
       "2000-02-08  -0.075842  -0.066349  -0.050564  -0.038891    ...            NaN   \n",
       "2000-02-09  -0.076155  -0.070422  -0.058349  -0.043667    ...            NaN   \n",
       "2000-02-10  -0.117034  -0.115340  -0.104054  -0.089832    ...            NaN   \n",
       "2000-02-11  -0.170085  -0.174695  -0.168341  -0.155653    ...            NaN   \n",
       "2000-02-14  -0.134299  -0.144685  -0.142248  -0.133367    ...            NaN   \n",
       "...               ...        ...        ...        ...    ...            ...   \n",
       "2018-08-16  -0.081333  -0.088317  -0.101669  -0.109534    ...      -0.147296   \n",
       "2018-08-17  -0.074000  -0.076932  -0.091186  -0.101498    ...      -0.142067   \n",
       "2018-08-20  -0.019108  -0.024011  -0.034699  -0.046309    ...      -0.090978   \n",
       "2018-08-21   0.004632  -0.002898  -0.010313  -0.023286    ...      -0.070047   \n",
       "2018-08-22   0.025602   0.013722   0.010423  -0.002807    ...      -0.051049   \n",
       "2018-08-23   0.038316   0.023633   0.019357   0.009828    ...      -0.039742   \n",
       "2018-08-24   0.061907   0.047039   0.040947   0.034604    ...      -0.016724   \n",
       "2018-08-27   0.048407   0.035365   0.025986   0.023527    ...      -0.027801   \n",
       "2018-08-28   0.053967   0.042792   0.031225   0.028022    ...      -0.020517   \n",
       "2018-08-29   0.050053   0.043443   0.031887   0.027211    ...      -0.019668   \n",
       "2018-08-30   0.052086   0.047396   0.037325   0.029739    ...      -0.014354   \n",
       "2018-08-31   0.020209   0.018254   0.009861   0.000447    ...      -0.042371   \n",
       "2018-09-03   0.025570   0.024872   0.020130   0.010598    ...      -0.032925   \n",
       "2018-09-04   0.005877   0.009652   0.006384  -0.001948    ...      -0.045917   \n",
       "2018-09-05  -0.012845  -0.005595  -0.006841  -0.013913    ...      -0.059385   \n",
       "2018-09-06  -0.052610  -0.043622  -0.043993  -0.047999    ...      -0.094841   \n",
       "2018-09-07  -0.045673  -0.036279  -0.033365  -0.036452    ...      -0.084508   \n",
       "2018-09-10  -0.045926  -0.035702  -0.030160  -0.031711    ...      -0.081270   \n",
       "2018-09-11  -0.067183  -0.055943  -0.049130  -0.050070    ...      -0.098992   \n",
       "2018-09-12  -0.072633  -0.064229  -0.057152  -0.055251    ...      -0.105253   \n",
       "2018-09-13  -0.026433  -0.022173  -0.014577  -0.010498    ...      -0.061293   \n",
       "2018-09-14  -0.030222  -0.030615  -0.022070  -0.016801    ...      -0.065743   \n",
       "2018-09-17  -0.016293  -0.019512  -0.013199  -0.007561    ...      -0.053184   \n",
       "2018-09-18  -0.001743  -0.008116  -0.005006   0.001321    ...      -0.040686   \n",
       "2018-09-19   0.004911  -0.002791  -0.003556   0.003648    ...      -0.035686   \n",
       "2018-09-20  -0.022958  -0.031809  -0.034768  -0.029394    ...      -0.065457   \n",
       "2018-09-21  -0.040582  -0.049692  -0.055406  -0.052921    ...      -0.086168   \n",
       "2018-09-27  -0.059820  -0.070398  -0.077562  -0.078733    ...      -0.110121   \n",
       "2018-09-28  -0.045587  -0.055693  -0.064369  -0.067874    ...      -0.099413   \n",
       "2018-10-01        NaN        NaN        NaN        NaN    ...            NaN   \n",
       "\n",
       "            sh01_Y_64  sh01_Y_67  sh01_Y_70  sh01_Y_73  sh01_Y_76  sh01_Y_79  \\\n",
       "Date                                                                           \n",
       "2000-01-04        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-05        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-06        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-07        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-10        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-11        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-12        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-13        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-14        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-17        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-18        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-19        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-20        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-21        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-24        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-25        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-26        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-27        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-28        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-01-31        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-01        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-02        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-03        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-04        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-07        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-08        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-09        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-10        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-11        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "2000-02-14        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "...               ...        ...        ...        ...        ...        ...   \n",
       "2018-08-16  -0.147175  -0.146892  -0.145407  -0.144137  -0.143808  -0.142753   \n",
       "2018-08-17  -0.142664  -0.142255  -0.141316  -0.139863  -0.139918  -0.138613   \n",
       "2018-08-20  -0.092087  -0.091933  -0.091510  -0.090179  -0.089766  -0.088837   \n",
       "2018-08-21  -0.072878  -0.073017  -0.072978  -0.071761  -0.070730  -0.070591   \n",
       "2018-08-22  -0.055243  -0.056023  -0.055820  -0.055090  -0.053849  -0.054047   \n",
       "2018-08-23  -0.045189  -0.046401  -0.046392  -0.046112  -0.044947  -0.044654   \n",
       "2018-08-24  -0.022152  -0.024978  -0.025222  -0.025287  -0.024208  -0.023300   \n",
       "2018-08-27  -0.033379  -0.037472  -0.038300  -0.038180  -0.037546  -0.036413   \n",
       "2018-08-28  -0.026186  -0.031460  -0.032690  -0.032745  -0.032535  -0.031466   \n",
       "2018-08-29  -0.025242  -0.030482  -0.033247  -0.033537  -0.033651  -0.032660   \n",
       "2018-08-30  -0.019389  -0.024776  -0.028756  -0.029612  -0.029553  -0.028995   \n",
       "2018-08-31  -0.046513  -0.051975  -0.057078  -0.058313  -0.058417  -0.058262   \n",
       "2018-09-03  -0.036725  -0.042112  -0.047197  -0.049917  -0.050261  -0.050431   \n",
       "2018-09-04  -0.049720  -0.054601  -0.059834  -0.063730  -0.064626  -0.064637   \n",
       "2018-09-05  -0.063011  -0.067062  -0.072388  -0.077381  -0.078660  -0.078846   \n",
       "2018-09-06  -0.098233  -0.101969  -0.107233  -0.112219  -0.114936  -0.115362   \n",
       "2018-09-07  -0.087556  -0.091338  -0.096159  -0.101323  -0.105206  -0.106194   \n",
       "2018-09-10  -0.084020  -0.087661  -0.091709  -0.096987  -0.101947  -0.103324   \n",
       "2018-09-11  -0.101431  -0.104864  -0.108623  -0.113854  -0.118818  -0.121594   \n",
       "2018-09-12  -0.106949  -0.110053  -0.113859  -0.118663  -0.123801  -0.127704   \n",
       "2018-09-13  -0.062667  -0.065500  -0.069182  -0.073254  -0.078510  -0.083462   \n",
       "2018-09-14  -0.067364  -0.069884  -0.073353  -0.077134  -0.082332  -0.087276   \n",
       "2018-09-17  -0.055767  -0.057554  -0.060685  -0.064489  -0.069256  -0.074349   \n",
       "2018-09-18  -0.044407  -0.045849  -0.048687  -0.052340  -0.056372  -0.061550   \n",
       "2018-09-19  -0.038899  -0.040565  -0.043089  -0.046526  -0.050266  -0.055376   \n",
       "2018-09-20  -0.067922  -0.070488  -0.072290  -0.075384  -0.079129  -0.083807   \n",
       "2018-09-21  -0.087896  -0.091558  -0.093039  -0.095858  -0.099464  -0.103440   \n",
       "2018-09-27  -0.111685  -0.114891  -0.116614  -0.119158  -0.122579  -0.126295   \n",
       "2018-09-28  -0.101367  -0.103909  -0.106542  -0.108436  -0.111567  -0.115324   \n",
       "2018-10-01        NaN        NaN        NaN        NaN        NaN        NaN   \n",
       "\n",
       "            sh01_Y_82  sh01_Y_85  sh01_Y_88  \n",
       "Date                                         \n",
       "2000-01-04        NaN        NaN        NaN  \n",
       "2000-01-05        NaN        NaN        NaN  \n",
       "2000-01-06        NaN        NaN        NaN  \n",
       "2000-01-07        NaN        NaN        NaN  \n",
       "2000-01-10        NaN        NaN        NaN  \n",
       "2000-01-11        NaN        NaN        NaN  \n",
       "2000-01-12        NaN        NaN        NaN  \n",
       "2000-01-13        NaN        NaN        NaN  \n",
       "2000-01-14        NaN        NaN        NaN  \n",
       "2000-01-17        NaN        NaN        NaN  \n",
       "2000-01-18        NaN        NaN        NaN  \n",
       "2000-01-19        NaN        NaN        NaN  \n",
       "2000-01-20        NaN        NaN        NaN  \n",
       "2000-01-21        NaN        NaN        NaN  \n",
       "2000-01-24        NaN        NaN        NaN  \n",
       "2000-01-25        NaN        NaN        NaN  \n",
       "2000-01-26        NaN        NaN        NaN  \n",
       "2000-01-27        NaN        NaN        NaN  \n",
       "2000-01-28        NaN        NaN        NaN  \n",
       "2000-01-31        NaN        NaN        NaN  \n",
       "2000-02-01        NaN        NaN        NaN  \n",
       "2000-02-02        NaN        NaN        NaN  \n",
       "2000-02-03        NaN        NaN        NaN  \n",
       "2000-02-04        NaN        NaN        NaN  \n",
       "2000-02-07        NaN        NaN        NaN  \n",
       "2000-02-08        NaN        NaN        NaN  \n",
       "2000-02-09        NaN        NaN        NaN  \n",
       "2000-02-10        NaN        NaN        NaN  \n",
       "2000-02-11        NaN        NaN        NaN  \n",
       "2000-02-14        NaN        NaN        NaN  \n",
       "...               ...        ...        ...  \n",
       "2018-08-16  -0.142399  -0.141645  -0.139616  \n",
       "2018-08-17  -0.138539  -0.137661  -0.136126  \n",
       "2018-08-20  -0.088787  -0.088013  -0.087025  \n",
       "2018-08-21  -0.069734  -0.069543  -0.068953  \n",
       "2018-08-22  -0.052919  -0.052971  -0.052235  \n",
       "2018-08-23  -0.043854  -0.043895  -0.043229  \n",
       "2018-08-24  -0.023242  -0.022486  -0.022366  \n",
       "2018-08-27  -0.036660  -0.035623  -0.035721  \n",
       "2018-08-28  -0.031232  -0.030505  -0.030585  \n",
       "2018-08-29  -0.031827  -0.031810  -0.031115  \n",
       "2018-08-30  -0.027948  -0.028230  -0.027267  \n",
       "2018-08-31  -0.057276  -0.057089  -0.056423  \n",
       "2018-09-03  -0.049531  -0.048776  -0.048806  \n",
       "2018-09-04  -0.064162  -0.063210  -0.063535  \n",
       "2018-09-05  -0.078775  -0.077895  -0.077782  \n",
       "2018-09-06  -0.115613  -0.114825  -0.114170  \n",
       "2018-09-07  -0.106321  -0.105969  -0.105147  \n",
       "2018-09-10  -0.103638  -0.103694  -0.102957  \n",
       "2018-09-11  -0.122151  -0.122529  -0.121890  \n",
       "2018-09-12  -0.128806  -0.129066  -0.128853  \n",
       "2018-09-13  -0.084949  -0.085399  -0.085589  \n",
       "2018-09-14  -0.090107  -0.090784  -0.091280  \n",
       "2018-09-17  -0.078252  -0.079444  -0.079814  \n",
       "2018-09-18  -0.066441  -0.067985  -0.068520  \n",
       "2018-09-19  -0.060249  -0.063083  -0.063831  \n",
       "2018-09-20  -0.088808  -0.092664  -0.093900  \n",
       "2018-09-21  -0.108526  -0.113343  -0.114924  \n",
       "2018-09-27  -0.131337  -0.136155  -0.139002  \n",
       "2018-09-28  -0.119983  -0.124957  -0.128823  \n",
       "2018-10-01        NaN        NaN        NaN  \n",
       "\n",
       "[4691 rows x 31 columns]"
      ]
     },
     "execution_count": 178,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data.y_df_dict['sh01_Y']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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