20181008 작업.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "%run moon_code"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "import matplotlib\n",
    "matplotlib.rcParams['axes.unicode_minus'] = False"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "#raw_data = load_raw_data('raw_data_20180824.pickle')\n",
    "kospi200, name_dict, code_dict = load_code_name_data(\"./data/data.csv\", True)\n",
    "party_df = load_party_data('party_df.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from pandas_datareader import data as pdr\n",
    "import fix_yahoo_finance as yf\n",
    "yf.pdr_override()\n",
    "raw_data = {}\n",
    "for code in code_dict.keys():\n",
    "     raw_data[code_dict[code]] = \\\n",
    "        pdr.get_data_yahoo(\"{}.KS\".format(code), start=\"2010-01-01\", end=\"2018-10-01\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "with open('raw_data_20181008.pickle', 'wb') as handle:\n",
    "    pickle.dump(raw_data, handle, protocol=pickle.HIGHEST_PROTOCOL)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 75,
   "metadata": {},
   "outputs": [],
   "source": [
    "with open('raw_data_20181008.pickle', 'rb') as handle:\n",
    "    raw_data = pickle.load(handle)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 76,
   "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>2010-01-04</th>\n",
       "      <td>16060.0</td>\n",
       "      <td>16180.0</td>\n",
       "      <td>16000.0</td>\n",
       "      <td>16180.0</td>\n",
       "      <td>5.953252</td>\n",
       "      <td>11950800</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-05</th>\n",
       "      <td>16520.0</td>\n",
       "      <td>16580.0</td>\n",
       "      <td>16300.0</td>\n",
       "      <td>16440.0</td>\n",
       "      <td>6.048919</td>\n",
       "      <td>27925850</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-06</th>\n",
       "      <td>16580.0</td>\n",
       "      <td>16820.0</td>\n",
       "      <td>16520.0</td>\n",
       "      <td>16820.0</td>\n",
       "      <td>6.188735</td>\n",
       "      <td>22948850</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-07</th>\n",
       "      <td>16820.0</td>\n",
       "      <td>16820.0</td>\n",
       "      <td>16260.0</td>\n",
       "      <td>16260.0</td>\n",
       "      <td>5.982689</td>\n",
       "      <td>22107950</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-08</th>\n",
       "      <td>16400.0</td>\n",
       "      <td>16420.0</td>\n",
       "      <td>16120.0</td>\n",
       "      <td>16420.0</td>\n",
       "      <td>6.041558</td>\n",
       "      <td>14777550</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close  Adj Close    Volume\n",
       "Date                                                               \n",
       "2010-01-04  16060.0  16180.0  16000.0  16180.0   5.953252  11950800\n",
       "2010-01-05  16520.0  16580.0  16300.0  16440.0   6.048919  27925850\n",
       "2010-01-06  16580.0  16820.0  16520.0  16820.0   6.188735  22948850\n",
       "2010-01-07  16820.0  16820.0  16260.0  16260.0   5.982689  22107950\n",
       "2010-01-08  16400.0  16420.0  16120.0  16420.0   6.041558  14777550"
      ]
     },
     "execution_count": 76,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "raw_data['삼성전자'].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 77,
   "metadata": {},
   "outputs": [],
   "source": [
    "import datetime"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from collections import defaultdict\n",
    "check_li = defaultdict(int)\n",
    "for key in data.keys():\n",
    "    for i in list(map(lambda x: str(x)[:10], data[key][data[key].Volume==0].Date.values)):\n",
    "        check_li[i] += 1\n",
    "check_ = defaultdict(list)\n",
    "for key in data.keys():\n",
    "    for i in list(map(lambda x: str(x)[:10], data[key][data[key].Volume==0].Date.values)):\n",
    "        check_[i].append(key)\n",
    "merge_li = []\n",
    "for i in check_.values():\n",
    "    merge_li.extend(i)\n",
    "res = {}\n",
    "for i in merge_li:\n",
    "    try:\n",
    "        res[i] += 1\n",
    "    except:\n",
    "        res[i] = 1\n",
    "result = {}\n",
    "for key, value in res.items():\n",
    "    if value > 16:\n",
    "        result[key] = value"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "del_li = [key for key, df in raw_data.items() if len(df) < 252*2]\n",
    "for code in del_li+list(result.keys()):\n",
    "    del raw_data[code]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 78,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "202"
      ]
     },
     "execution_count": 78,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(raw_data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 79,
   "metadata": {},
   "outputs": [],
   "source": [
    "stock_li = ['현대차', '삼성물산', 'SK텔레콤', 'LG화학', '셀트리온', 'KB금융', '삼성전자', 'SK하이닉스', 'NAVER', '현대글로비스', '현대건설', '삼성중공업', 'POSCO']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 80,
   "metadata": {},
   "outputs": [],
   "source": [
    "key_li = list(raw_data.keys())\n",
    "for i in key_li:\n",
    "    if i not in stock_li:\n",
    "        del raw_data[i]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 81,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "dict_keys(['KB금융', 'LG화학', 'NAVER', 'POSCO', 'SK텔레콤', 'SK하이닉스', '삼성물산', '삼성전자', '삼성중공업', '셀트리온', '현대건설', '현대글로비스', '현대차'])"
      ]
     },
     "execution_count": 81,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "raw_data.keys()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "data = {}\n",
    "for key, df in raw_data.items():\n",
    "    a = df.copy()\n",
    "    a['Date'] = pd.to_datetime(a.index)\n",
    "    a.index = range(len(a))\n",
    "    a['stockName'] = name_dict[key]\n",
    "    a['stockCode'] = key\n",
    "    a = a[['stockName','stockCode','Date','Close','Open','High','Low','Volume']]\n",
    "    data[key] = a\n",
    "del a"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "for key, df in data.items():\n",
    "    data[key] = df.drop(np.where(df.Volume==0)[0], axis=0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "ks11 = pdr.get_data_yahoo(\"^KS11\", start=\"2010-01-01\", end=\"2018-10-01\")\n",
    "with open('ks11_20181008.pickle', 'wb') as handle:\n",
    "    pickle.dump(ks11, handle, protocol=pickle.HIGHEST_PROTOCOL)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 82,
   "metadata": {},
   "outputs": [],
   "source": [
    "with open('ks11_20181008.pickle', 'rb') as handle:\n",
    "    ks11 = pickle.load(handle)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 83,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    .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>2010-01-04</th>\n",
       "      <td>1681.709961</td>\n",
       "      <td>1696.140015</td>\n",
       "      <td>1681.709961</td>\n",
       "      <td>1696.140015</td>\n",
       "      <td>1696.140015</td>\n",
       "      <td>295600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-05</th>\n",
       "      <td>1701.619995</td>\n",
       "      <td>1702.390015</td>\n",
       "      <td>1686.449951</td>\n",
       "      <td>1690.619995</td>\n",
       "      <td>1690.619995</td>\n",
       "      <td>407600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-06</th>\n",
       "      <td>1697.880005</td>\n",
       "      <td>1706.890015</td>\n",
       "      <td>1696.099976</td>\n",
       "      <td>1705.319946</td>\n",
       "      <td>1705.319946</td>\n",
       "      <td>425400</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-07</th>\n",
       "      <td>1702.920044</td>\n",
       "      <td>1707.900024</td>\n",
       "      <td>1683.449951</td>\n",
       "      <td>1683.449951</td>\n",
       "      <td>1683.449951</td>\n",
       "      <td>461600</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-08</th>\n",
       "      <td>1694.060059</td>\n",
       "      <td>1695.260010</td>\n",
       "      <td>1668.839966</td>\n",
       "      <td>1695.260010</td>\n",
       "      <td>1695.260010</td>\n",
       "      <td>379200</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                   Open         High          Low        Close    Adj Close  \\\n",
       "Date                                                                          \n",
       "2010-01-04  1681.709961  1696.140015  1681.709961  1696.140015  1696.140015   \n",
       "2010-01-05  1701.619995  1702.390015  1686.449951  1690.619995  1690.619995   \n",
       "2010-01-06  1697.880005  1706.890015  1696.099976  1705.319946  1705.319946   \n",
       "2010-01-07  1702.920044  1707.900024  1683.449951  1683.449951  1683.449951   \n",
       "2010-01-08  1694.060059  1695.260010  1668.839966  1695.260010  1695.260010   \n",
       "\n",
       "            Volume  \n",
       "Date                \n",
       "2010-01-04  295600  \n",
       "2010-01-05  407600  \n",
       "2010-01-06  425400  \n",
       "2010-01-07  461600  \n",
       "2010-01-08  379200  "
      ]
     },
     "execution_count": 83,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ks11.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 84,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Text(0,0.5,'frequency')"
      ]
     },
     "execution_count": 84,
     "metadata": {},
     "output_type": "execute_result"
    },
    {
     "data": {
      "image/png": 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\n",
      "text/plain": [
       "<matplotlib.figure.Figure at 0x1a14090def0>"
      ]
     },
     "metadata": {},
     "output_type": "display_data"
    }
   ],
   "source": [
    "import seaborn as sns\n",
    "sns.distplot(np.log(ks11.Open / ks11.Close.shift(10)).fillna(0),bins=200,\n",
    "             hist_kws=dict(alpha=0.5, color='Blue'), color='Red')\n",
    "plt.xlim([-0.1, 0.1])\n",
    "plt.grid(True)\n",
    "plt.title('KOSPI returnsClose10', fontsize=15)\n",
    "plt.xlabel('returns', size=12)\n",
    "plt.ylabel('frequency', size=12)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 85,
   "metadata": {},
   "outputs": [],
   "source": [
    "ks11['returnsClosePrevRaw1'] = np.log(ks11.Open / ks11.Close.shift(1))\n",
    "ks11['returnsClosePrevRaw10'] = np.log(ks11.Open / ks11.Close.shift(10))\n",
    "ks11['returnsOpenPrevRaw1'] = np.log(ks11.Open / ks11.Open.shift(1))\n",
    "ks11['returnsOpenPrevRaw10'] = np.log(ks11.Open / ks11.Open.shift(10))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 86,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2014-01-20', '2014-03-19', '2014-04-14', '2014-11-27',\n",
       "               '2014-12-03', '2014-12-09', '2014-12-15', '2014-12-18',\n",
       "               '2016-03-25', '2016-12-26', '2017-04-14', '2017-11-23'],\n",
       "              dtype='datetime64[ns]', name='Date', freq=None)"
      ]
     },
     "execution_count": 86,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "kospi_index_del = ks11[ks11.Volume == 0][ks11.columns[:6]].index\n",
    "kospi_index_del"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 87,
   "metadata": {},
   "outputs": [],
   "source": [
    "del raw_data['삼성물산']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 88,
   "metadata": {},
   "outputs": [],
   "source": [
    "for key, df in raw_data.items():\n",
    "    raw_data[key] = df.drop(ks11[ks11.Volume == 0][ks11.columns[:6]].index, axis=0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 89,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "KB금융\n",
      "               Open     High      Low    Close     Adj Close  Volume\n",
      "Date                                                                \n",
      "2015-08-14  36400.0  36400.0  36400.0  36400.0  33296.531250       0\n",
      "2017-09-26  55400.0  55400.0  55400.0  55400.0  53732.789063       0\n",
      "LG화학\n",
      "                Open      High       Low     Close  Adj Close  Volume\n",
      "Date                                                                 \n",
      "2015-08-14  225500.0  225500.0  225500.0  225500.0   225500.0       0\n",
      "2017-09-26  379500.0  379500.0  379500.0  379500.0   379500.0       0\n",
      "NAVER\n",
      "                Open      High       Low     Close     Adj Close  Volume\n",
      "Date                                                                    \n",
      "2013-07-30  525260.0  525260.0  525260.0  525260.0  521631.96875       0\n",
      "2013-07-31  525260.0  525260.0  525260.0  525260.0  521631.96875       0\n",
      "2013-08-01  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-02  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-05  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-06  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-07  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-08  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-09  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-12  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-13  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-14  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-16  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-19  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-20  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-21  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-22  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-23  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-26  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-27  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2013-08-28  359750.0  359750.0  359750.0  359750.0  357265.15625       0\n",
      "2015-08-14  519000.0  519000.0  519000.0  519000.0  516494.37500       0\n",
      "2017-09-26  754000.0  754000.0  754000.0  754000.0  752752.56250       0\n",
      "POSCO\n",
      "                Open      High       Low     Close      Adj Close  Volume\n",
      "Date                                                                     \n",
      "2015-08-14  189000.0  189000.0  189000.0  189000.0  170538.734375       0\n",
      "2017-09-26  307500.0  307500.0  307500.0  307500.0  300141.937500       0\n",
      "SK텔레콤\n",
      "                Open      High       Low     Close      Adj Close  Volume\n",
      "Date                                                                     \n",
      "2015-08-14  249500.0  249500.0  249500.0  249500.0  220113.734375       0\n",
      "2017-09-26  249500.0  249500.0  249500.0  249500.0  240395.343750       0\n",
      "SK하이닉스\n",
      "               Open     High      Low    Close     Adj Close  Volume\n",
      "Date                                                                \n",
      "2015-08-14  36900.0  36900.0  36900.0  36900.0  35341.636719       0\n",
      "2017-09-26  86300.0  86300.0  86300.0  86300.0  85133.781250       0\n",
      "삼성전자\n",
      "               Open     High      Low    Close     Adj Close  Volume\n",
      "Date                                                                \n",
      "2015-08-14  22800.0  22800.0  22800.0  22800.0    234.001358       0\n",
      "2017-09-26  53620.0  53620.0  53620.0  53620.0  16225.430664       0\n",
      "2018-04-30  53000.0  53000.0  53000.0  53000.0  52608.718750       0\n",
      "2018-05-02  53000.0  53000.0  53000.0  53000.0  52608.718750       0\n",
      "2018-05-03  53000.0  53000.0  53000.0  53000.0  52608.718750       0\n",
      "삼성중공업\n",
      "                   Open         High          Low        Close    Adj Close  \\\n",
      "Date                                                                          \n",
      "2015-08-14  9621.370117  9621.370117  9621.370117  9621.370117  9621.370117   \n",
      "2017-09-26  9107.599609  9107.599609  9107.599609  9107.599609  9107.599609   \n",
      "\n",
      "            Volume  \n",
      "Date                \n",
      "2015-08-14       0  \n",
      "2017-09-26       0  \n",
      "셀트리온\n",
      "                     Open           High            Low          Close  \\\n",
      "Date                                                                     \n",
      "2013-03-04   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-05   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-06   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-07   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-08   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-11   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-12   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-13   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-14   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-15   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-18   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-19   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-20   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2013-03-21   45011.300781   45011.300781   45011.300781   45011.300781   \n",
      "2015-08-14   73699.398438   73699.398438   73699.398438   73699.398438   \n",
      "2017-09-26  144020.000000  144020.000000  144020.000000  144020.000000   \n",
      "\n",
      "                Adj Close  Volume  \n",
      "Date                               \n",
      "2013-03-04   45011.300781       0  \n",
      "2013-03-05   45011.300781       0  \n",
      "2013-03-06   45011.300781       0  \n",
      "2013-03-07   45011.300781       0  \n",
      "2013-03-08   45011.300781       0  \n",
      "2013-03-11   45011.300781       0  \n",
      "2013-03-12   45011.300781       0  \n",
      "2013-03-13   45011.300781       0  \n",
      "2013-03-14   45011.300781       0  \n",
      "2013-03-15   45011.300781       0  \n",
      "2013-03-18   45011.300781       0  \n",
      "2013-03-19   45011.300781       0  \n",
      "2013-03-20   45011.300781       0  \n",
      "2013-03-21   45011.300781       0  \n",
      "2015-08-14   73699.398438       0  \n",
      "2017-09-26  144020.000000       0  \n",
      "현대건설\n",
      "               Open     High      Low    Close  Adj Close  Volume\n",
      "Date                                                             \n",
      "2015-08-14  34350.0  34350.0  34350.0  34350.0    34350.0       0\n",
      "2017-09-26  36350.0  36350.0  36350.0  36350.0    36350.0       0\n",
      "현대글로비스\n",
      "                Open      High       Low     Close     Adj Close  Volume\n",
      "Date                                                                    \n",
      "2015-08-14  178000.0  178000.0  178000.0  178000.0  168050.15625       0\n",
      "2017-09-26  141000.0  141000.0  141000.0  141000.0  137912.40625       0\n",
      "현대차\n",
      "                Open      High       Low     Close      Adj Close  Volume\n",
      "Date                                                                     \n",
      "2015-08-14  144500.0  144500.0  144500.0  144500.0  133112.609375       0\n",
      "2017-09-26  141000.0  141000.0  141000.0  141000.0  137168.906250       0\n"
     ]
    }
   ],
   "source": [
    "for stock in raw_data.keys():\n",
    "    print(stock)\n",
    "    print(raw_data[stock][raw_data[stock].Volume == 0])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 90,
   "metadata": {},
   "outputs": [],
   "source": [
    "for key, df in raw_data.items():\n",
    "    raw_data[key] = df.drop(df.index[np.where(df.Volume==0)[0]], axis=0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 91,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0"
      ]
     },
     "execution_count": 91,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "res = 0\n",
    "for stock in raw_data.keys():\n",
    "    res += sum(raw_data[stock].Volume == 0)\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 92,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "12"
      ]
     },
     "execution_count": 92,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(raw_data)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 108,
   "metadata": {
    "scrolled": true
   },
   "outputs": [],
   "source": [
    "for key, df in raw_data.items():\n",
    "    df[\"pct_change\"] = df.Close.pct_change()\n",
    "    for i in range(3, 31):\n",
    "        df[\"close_ma_{}\".format(i)] = df.Close.rolling(window = i).mean()\n",
    "        df[\"volume_ma_{}\".format(i)] = df.Volume.rolling(window = i).mean()\n",
    "    for i in [7, 21, 30, 60, 90, 91, 100, 120]:\n",
    "        df[\"his_vol_{}\".format(i)] = df[\"pct_change\"].rolling(window = i).std()*(252**0.5)\n",
    "    df['returnsClosePrevRaw1'] = np.log(df.Open / df.Close.shift(1))\n",
    "    df['returnsClosePrevRaw10'] = np.log(df.Open / df.Close.shift(10))\n",
    "    df['returnsOpenPrevRaw1'] = np.log(df.Open / df.Open.shift(1))\n",
    "    df['returnsOpenPrevRaw10'] = np.log(df.Open / df.Open.shift(10))\n",
    "    df['returnsClosePrevMktres1'] = df['returnsClosePrevRaw1'] - ks11['returnsClosePrevRaw1']\n",
    "    df['returnsClosePrevMktres10'] = df['returnsClosePrevRaw10'] - ks11['returnsClosePrevRaw10']\n",
    "    df['returnsOpenPrevMktres1'] = df['returnsOpenPrevRaw1'] - ks11['returnsOpenPrevRaw1']\n",
    "    df['returnsOpenPrevMktres10'] = df['returnsOpenPrevRaw10'] - ks11['returnsOpenPrevRaw10']\n",
    "    \n",
    "    df['Y1'] = np.where(df.Close - df.Close.shift(1).rolling(7).mean()>=0,1,0)\n",
    "    df['Y2'] = np.where(df['pct_change'] - df['pct_change'].shift(1).rolling(7).mean()>=0,1,0)\n",
    "    df['Y3'] = np.where(df.Close.rolling(7).mean() - df.Close.shift(1).rolling(7).mean()>=0,1,0)\n",
    "    df['returnsOpenNextMktres10'] = df['returnsOpenPrevMktres10']\n",
    "    df['Y'] = np.where(df['returnsOpenNextMktres10']>=0,1,0)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 109,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "KB금융   \t (2144, 84)\n",
      "LG화학   \t (2144, 84)\n",
      "NAVER   \t (2123, 84)\n",
      "POSCO   \t (2144, 84)\n",
      "SK텔레콤   \t (2144, 84)\n",
      "SK하이닉스   \t (2144, 84)\n",
      "삼성전자   \t (2141, 84)\n",
      "삼성중공업   \t (2144, 84)\n",
      "셀트리온   \t (2130, 84)\n",
      "현대건설   \t (2144, 84)\n",
      "현대글로비스   \t (2144, 84)\n",
      "현대차   \t (2144, 84)\n"
     ]
    }
   ],
   "source": [
    "for key, df in raw_data.items():\n",
    "    print(key, '  \\t', df.shape)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 110,
   "metadata": {
    "scrolled": false
   },
   "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",
       "      <th>pct_change</th>\n",
       "      <th>close_ma_3</th>\n",
       "      <th>volume_ma_3</th>\n",
       "      <th>close_ma_4</th>\n",
       "      <th>...</th>\n",
       "      <th>returnsOpenPrevRaw10</th>\n",
       "      <th>returnsClosePrevMktres1</th>\n",
       "      <th>returnsClosePrevMktres10</th>\n",
       "      <th>returnsOpenPrevMktres1</th>\n",
       "      <th>returnsOpenPrevMktres10</th>\n",
       "      <th>Y1</th>\n",
       "      <th>Y3</th>\n",
       "      <th>returnsOpenNextMktres10</th>\n",
       "      <th>Y</th>\n",
       "      <th>Y2</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",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></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>2010-01-04</th>\n",
       "      <td>59700.0</td>\n",
       "      <td>60100.0</td>\n",
       "      <td>58500.0</td>\n",
       "      <td>59400.0</td>\n",
       "      <td>50653.644531</td>\n",
       "      <td>1197481</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>0</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-05</th>\n",
       "      <td>59100.0</td>\n",
       "      <td>59300.0</td>\n",
       "      <td>58200.0</td>\n",
       "      <td>58700.0</td>\n",
       "      <td>50056.714844</td>\n",
       "      <td>2279425</td>\n",
       "      <td>-0.011785</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.008289</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.021871</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-06</th>\n",
       "      <td>58300.0</td>\n",
       "      <td>59300.0</td>\n",
       "      <td>58300.0</td>\n",
       "      <td>58500.0</td>\n",
       "      <td>49886.164063</td>\n",
       "      <td>1686301</td>\n",
       "      <td>-0.003407</td>\n",
       "      <td>58866.666667</td>\n",
       "      <td>1.721069e+06</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.011123</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.011429</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-07</th>\n",
       "      <td>58600.0</td>\n",
       "      <td>58900.0</td>\n",
       "      <td>57500.0</td>\n",
       "      <td>57800.0</td>\n",
       "      <td>49289.234375</td>\n",
       "      <td>1378161</td>\n",
       "      <td>-0.011966</td>\n",
       "      <td>58333.333333</td>\n",
       "      <td>1.781296e+06</td>\n",
       "      <td>58600.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.003116</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.002169</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2010-01-08</th>\n",
       "      <td>58000.0</td>\n",
       "      <td>58400.0</td>\n",
       "      <td>57300.0</td>\n",
       "      <td>57900.0</td>\n",
       "      <td>49374.511719</td>\n",
       "      <td>1218206</td>\n",
       "      <td>0.001730</td>\n",
       "      <td>58066.666667</td>\n",
       "      <td>1.427556e+06</td>\n",
       "      <td>58225.0</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.002829</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-0.005075</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 84 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close     Adj Close   Volume  \\\n",
       "Date                                                                    \n",
       "2010-01-04  59700.0  60100.0  58500.0  59400.0  50653.644531  1197481   \n",
       "2010-01-05  59100.0  59300.0  58200.0  58700.0  50056.714844  2279425   \n",
       "2010-01-06  58300.0  59300.0  58300.0  58500.0  49886.164063  1686301   \n",
       "2010-01-07  58600.0  58900.0  57500.0  57800.0  49289.234375  1378161   \n",
       "2010-01-08  58000.0  58400.0  57300.0  57900.0  49374.511719  1218206   \n",
       "\n",
       "            pct_change    close_ma_3   volume_ma_3  close_ma_4 ...  \\\n",
       "Date                                                           ...   \n",
       "2010-01-04         NaN           NaN           NaN         NaN ...   \n",
       "2010-01-05   -0.011785           NaN           NaN         NaN ...   \n",
       "2010-01-06   -0.003407  58866.666667  1.721069e+06         NaN ...   \n",
       "2010-01-07   -0.011966  58333.333333  1.781296e+06     58600.0 ...   \n",
       "2010-01-08    0.001730  58066.666667  1.427556e+06     58225.0 ...   \n",
       "\n",
       "            returnsOpenPrevRaw10  returnsClosePrevMktres1  \\\n",
       "Date                                                        \n",
       "2010-01-04                   NaN                      NaN   \n",
       "2010-01-05                   NaN                -0.008289   \n",
       "2010-01-06                   NaN                -0.011123   \n",
       "2010-01-07                   NaN                 0.003116   \n",
       "2010-01-08                   NaN                -0.002829   \n",
       "\n",
       "            returnsClosePrevMktres10  returnsOpenPrevMktres1  \\\n",
       "Date                                                           \n",
       "2010-01-04                       NaN                     NaN   \n",
       "2010-01-05                       NaN               -0.021871   \n",
       "2010-01-06                       NaN               -0.011429   \n",
       "2010-01-07                       NaN                0.002169   \n",
       "2010-01-08                       NaN               -0.005075   \n",
       "\n",
       "            returnsOpenPrevMktres10  Y1  Y3  returnsOpenNextMktres10  Y  Y2  \n",
       "Date                                                                         \n",
       "2010-01-04                      NaN   0   0                      NaN  0   0  \n",
       "2010-01-05                      NaN   0   0                      NaN  0   0  \n",
       "2010-01-06                      NaN   0   0                      NaN  0   0  \n",
       "2010-01-07                      NaN   0   0                      NaN  0   0  \n",
       "2010-01-08                      NaN   0   0                      NaN  0   0  \n",
       "\n",
       "[5 rows x 84 columns]"
      ]
     },
     "execution_count": 110,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "raw_data['KB금융'].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 111,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "84"
      ]
     },
     "execution_count": 111,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "len(raw_data['KB금융'].columns)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Feature window 조정"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 112,
   "metadata": {},
   "outputs": [],
   "source": [
    "target_li = ['Y1','Y2','Y3','returnsOpenNextMktres10','Y']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 116,
   "metadata": {},
   "outputs": [],
   "source": [
    "for stock in raw_data.keys():\n",
    "    raw_data[stock]['Y1'] = raw_data[stock]['Y1'].shift(-5)\n",
    "    raw_data[stock]['Y2'] = raw_data[stock]['Y2'].shift(-5)\n",
    "    raw_data[stock]['Y3'] = raw_data[stock]['Y3'].shift(-1)\n",
    "    raw_data[stock]['returnsOpenNextMktres10'] = \\\n",
    "            raw_data[stock]['returnsOpenNextMktres10'].shift(-10)\n",
    "    raw_data[stock]['Y'] = raw_data[stock]['Y'].shift(-10)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 117,
   "metadata": {},
   "outputs": [],
   "source": [
    "data = adjust_window(raw_data, '2013-07-01', '2018-07-01')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 121,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0"
      ]
     },
     "execution_count": 121,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "res = 0\n",
    "for stock in data.keys():\n",
    "    res += data[stock].isnull().sum().sum()\n",
    "res"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 122,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\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",
       "      <th>pct_change</th>\n",
       "      <th>close_ma_3</th>\n",
       "      <th>volume_ma_3</th>\n",
       "      <th>close_ma_4</th>\n",
       "      <th>...</th>\n",
       "      <th>returnsOpenPrevRaw10</th>\n",
       "      <th>returnsClosePrevMktres1</th>\n",
       "      <th>returnsClosePrevMktres10</th>\n",
       "      <th>returnsOpenPrevMktres1</th>\n",
       "      <th>returnsOpenPrevMktres10</th>\n",
       "      <th>Y1</th>\n",
       "      <th>Y3</th>\n",
       "      <th>returnsOpenNextMktres10</th>\n",
       "      <th>Y</th>\n",
       "      <th>Y2</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",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></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>2013-07-01</th>\n",
       "      <td>26680.0</td>\n",
       "      <td>26920.0</td>\n",
       "      <td>26440.0</td>\n",
       "      <td>26520.0</td>\n",
       "      <td>36.487026</td>\n",
       "      <td>12825950</td>\n",
       "      <td>-0.011923</td>\n",
       "      <td>26713.333333</td>\n",
       "      <td>1.984778e+07</td>\n",
       "      <td>26340.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.026629</td>\n",
       "      <td>0.000347</td>\n",
       "      <td>-0.006819</td>\n",
       "      <td>-0.015694</td>\n",
       "      <td>-0.006377</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.024389</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-02</th>\n",
       "      <td>26800.0</td>\n",
       "      <td>27040.0</td>\n",
       "      <td>26600.0</td>\n",
       "      <td>26700.0</td>\n",
       "      <td>36.734673</td>\n",
       "      <td>10214450</td>\n",
       "      <td>0.006787</td>\n",
       "      <td>26686.666667</td>\n",
       "      <td>1.466722e+07</td>\n",
       "      <td>26710.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.020680</td>\n",
       "      <td>0.007527</td>\n",
       "      <td>-0.013547</td>\n",
       "      <td>-0.000732</td>\n",
       "      <td>-0.006564</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.024192</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-03</th>\n",
       "      <td>26680.0</td>\n",
       "      <td>26780.0</td>\n",
       "      <td>25900.0</td>\n",
       "      <td>26020.0</td>\n",
       "      <td>35.799110</td>\n",
       "      <td>12822050</td>\n",
       "      <td>-0.025468</td>\n",
       "      <td>26413.333333</td>\n",
       "      <td>1.195415e+07</td>\n",
       "      <td>26520.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.035350</td>\n",
       "      <td>-0.000356</td>\n",
       "      <td>-0.007718</td>\n",
       "      <td>-0.000736</td>\n",
       "      <td>-0.011261</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.034175</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-04</th>\n",
       "      <td>26040.0</td>\n",
       "      <td>26340.0</td>\n",
       "      <td>25920.0</td>\n",
       "      <td>26340.0</td>\n",
       "      <td>36.239376</td>\n",
       "      <td>9042650</td>\n",
       "      <td>0.012298</td>\n",
       "      <td>26353.333333</td>\n",
       "      <td>1.069305e+07</td>\n",
       "      <td>26395.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.031004</td>\n",
       "      <td>-0.002422</td>\n",
       "      <td>-0.009658</td>\n",
       "      <td>-0.011362</td>\n",
       "      <td>-0.012665</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>-0.010809</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-05</th>\n",
       "      <td>25720.0</td>\n",
       "      <td>26300.0</td>\n",
       "      <td>25200.0</td>\n",
       "      <td>25340.0</td>\n",
       "      <td>34.863544</td>\n",
       "      <td>30382800</td>\n",
       "      <td>-0.037965</td>\n",
       "      <td>25900.000000</td>\n",
       "      <td>1.741583e+07</td>\n",
       "      <td>26100.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.006202</td>\n",
       "      <td>-0.029150</td>\n",
       "      <td>-0.044114</td>\n",
       "      <td>-0.022410</td>\n",
       "      <td>-0.029494</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.015323</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 84 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close  Adj Close    Volume  \\\n",
       "Date                                                                  \n",
       "2013-07-01  26680.0  26920.0  26440.0  26520.0  36.487026  12825950   \n",
       "2013-07-02  26800.0  27040.0  26600.0  26700.0  36.734673  10214450   \n",
       "2013-07-03  26680.0  26780.0  25900.0  26020.0  35.799110  12822050   \n",
       "2013-07-04  26040.0  26340.0  25920.0  26340.0  36.239376   9042650   \n",
       "2013-07-05  25720.0  26300.0  25200.0  25340.0  34.863544  30382800   \n",
       "\n",
       "            pct_change    close_ma_3   volume_ma_3  close_ma_4 ...   \\\n",
       "Date                                                           ...    \n",
       "2013-07-01   -0.011923  26713.333333  1.984778e+07     26340.0 ...    \n",
       "2013-07-02    0.006787  26686.666667  1.466722e+07     26710.0 ...    \n",
       "2013-07-03   -0.025468  26413.333333  1.195415e+07     26520.0 ...    \n",
       "2013-07-04    0.012298  26353.333333  1.069305e+07     26395.0 ...    \n",
       "2013-07-05   -0.037965  25900.000000  1.741583e+07     26100.0 ...    \n",
       "\n",
       "            returnsOpenPrevRaw10  returnsClosePrevMktres1  \\\n",
       "Date                                                        \n",
       "2013-07-01             -0.026629                 0.000347   \n",
       "2013-07-02             -0.020680                 0.007527   \n",
       "2013-07-03             -0.035350                -0.000356   \n",
       "2013-07-04             -0.031004                -0.002422   \n",
       "2013-07-05             -0.006202                -0.029150   \n",
       "\n",
       "            returnsClosePrevMktres10  returnsOpenPrevMktres1  \\\n",
       "Date                                                           \n",
       "2013-07-01                 -0.006819               -0.015694   \n",
       "2013-07-02                 -0.013547               -0.000732   \n",
       "2013-07-03                 -0.007718               -0.000736   \n",
       "2013-07-04                 -0.009658               -0.011362   \n",
       "2013-07-05                 -0.044114               -0.022410   \n",
       "\n",
       "            returnsOpenPrevMktres10   Y1   Y3  returnsOpenNextMktres10    Y  \\\n",
       "Date                                                                          \n",
       "2013-07-01                -0.006377  0.0  1.0                -0.024389  0.0   \n",
       "2013-07-02                -0.006564  0.0  0.0                -0.024192  0.0   \n",
       "2013-07-03                -0.011261  0.0  1.0                -0.034175  0.0   \n",
       "2013-07-04                -0.012665  1.0  1.0                -0.010809  0.0   \n",
       "2013-07-05                -0.029494  1.0  0.0                -0.015323  0.0   \n",
       "\n",
       "             Y2  \n",
       "Date             \n",
       "2013-07-01  0.0  \n",
       "2013-07-02  1.0  \n",
       "2013-07-03  1.0  \n",
       "2013-07-04  1.0  \n",
       "2013-07-05  1.0  \n",
       "\n",
       "[5 rows x 84 columns]"
      ]
     },
     "execution_count": 122,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data['삼성전자'].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 123,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<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",
       "      <th>pct_change</th>\n",
       "      <th>close_ma_3</th>\n",
       "      <th>volume_ma_3</th>\n",
       "      <th>close_ma_4</th>\n",
       "      <th>...</th>\n",
       "      <th>returnsOpenPrevRaw10</th>\n",
       "      <th>returnsClosePrevMktres1</th>\n",
       "      <th>returnsClosePrevMktres10</th>\n",
       "      <th>returnsOpenPrevMktres1</th>\n",
       "      <th>returnsOpenPrevMktres10</th>\n",
       "      <th>Y1</th>\n",
       "      <th>Y3</th>\n",
       "      <th>returnsOpenNextMktres10</th>\n",
       "      <th>Y</th>\n",
       "      <th>Y2</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",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></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>2018-06-25</th>\n",
       "      <td>47050.0</td>\n",
       "      <td>47050.0</td>\n",
       "      <td>46150.0</td>\n",
       "      <td>46650.0</td>\n",
       "      <td>46305.597656</td>\n",
       "      <td>10587711</td>\n",
       "      <td>-0.012698</td>\n",
       "      <td>46983.333333</td>\n",
       "      <td>1.030042e+07</td>\n",
       "      <td>46987.5</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.064804</td>\n",
       "      <td>-0.001978</td>\n",
       "      <td>-0.012274</td>\n",
       "      <td>-0.011262</td>\n",
       "      <td>-0.016664</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.001103</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-26</th>\n",
       "      <td>45900.0</td>\n",
       "      <td>47300.0</td>\n",
       "      <td>45900.0</td>\n",
       "      <td>47000.0</td>\n",
       "      <td>46653.011719</td>\n",
       "      <td>11223166</td>\n",
       "      <td>0.007503</td>\n",
       "      <td>46966.666667</td>\n",
       "      <td>1.070296e+07</td>\n",
       "      <td>46987.5</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.080545</td>\n",
       "      <td>-0.006350</td>\n",
       "      <td>-0.027182</td>\n",
       "      <td>-0.017431</td>\n",
       "      <td>-0.030629</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.021906</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-27</th>\n",
       "      <td>47450.0</td>\n",
       "      <td>48500.0</td>\n",
       "      <td>47000.0</td>\n",
       "      <td>47950.0</td>\n",
       "      <td>47596.000000</td>\n",
       "      <td>15274752</td>\n",
       "      <td>0.020213</td>\n",
       "      <td>47200.000000</td>\n",
       "      <td>1.236188e+07</td>\n",
       "      <td>47212.5</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.046328</td>\n",
       "      <td>0.010184</td>\n",
       "      <td>0.009319</td>\n",
       "      <td>0.026965</td>\n",
       "      <td>0.005672</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.008819</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-28</th>\n",
       "      <td>46850.0</td>\n",
       "      <td>47150.0</td>\n",
       "      <td>46600.0</td>\n",
       "      <td>46800.0</td>\n",
       "      <td>46800.000000</td>\n",
       "      <td>12784800</td>\n",
       "      <td>-0.023983</td>\n",
       "      <td>47250.000000</td>\n",
       "      <td>1.309424e+07</td>\n",
       "      <td>47100.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.044869</td>\n",
       "      <td>-0.016929</td>\n",
       "      <td>0.012058</td>\n",
       "      <td>-0.003313</td>\n",
       "      <td>0.006831</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>-0.002520</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-29</th>\n",
       "      <td>46250.0</td>\n",
       "      <td>47150.0</td>\n",
       "      <td>46200.0</td>\n",
       "      <td>46650.0</td>\n",
       "      <td>46650.000000</td>\n",
       "      <td>14099635</td>\n",
       "      <td>-0.003205</td>\n",
       "      <td>47133.333333</td>\n",
       "      <td>1.405306e+07</td>\n",
       "      <td>47100.0</td>\n",
       "      <td>...</td>\n",
       "      <td>-0.047502</td>\n",
       "      <td>-0.016753</td>\n",
       "      <td>0.003317</td>\n",
       "      <td>-0.012163</td>\n",
       "      <td>-0.002727</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.004344</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 84 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close     Adj Close    Volume  \\\n",
       "Date                                                                     \n",
       "2018-06-25  47050.0  47050.0  46150.0  46650.0  46305.597656  10587711   \n",
       "2018-06-26  45900.0  47300.0  45900.0  47000.0  46653.011719  11223166   \n",
       "2018-06-27  47450.0  48500.0  47000.0  47950.0  47596.000000  15274752   \n",
       "2018-06-28  46850.0  47150.0  46600.0  46800.0  46800.000000  12784800   \n",
       "2018-06-29  46250.0  47150.0  46200.0  46650.0  46650.000000  14099635   \n",
       "\n",
       "            pct_change    close_ma_3   volume_ma_3  close_ma_4 ...   \\\n",
       "Date                                                           ...    \n",
       "2018-06-25   -0.012698  46983.333333  1.030042e+07     46987.5 ...    \n",
       "2018-06-26    0.007503  46966.666667  1.070296e+07     46987.5 ...    \n",
       "2018-06-27    0.020213  47200.000000  1.236188e+07     47212.5 ...    \n",
       "2018-06-28   -0.023983  47250.000000  1.309424e+07     47100.0 ...    \n",
       "2018-06-29   -0.003205  47133.333333  1.405306e+07     47100.0 ...    \n",
       "\n",
       "            returnsOpenPrevRaw10  returnsClosePrevMktres1  \\\n",
       "Date                                                        \n",
       "2018-06-25             -0.064804                -0.001978   \n",
       "2018-06-26             -0.080545                -0.006350   \n",
       "2018-06-27             -0.046328                 0.010184   \n",
       "2018-06-28             -0.044869                -0.016929   \n",
       "2018-06-29             -0.047502                -0.016753   \n",
       "\n",
       "            returnsClosePrevMktres10  returnsOpenPrevMktres1  \\\n",
       "Date                                                           \n",
       "2018-06-25                 -0.012274               -0.011262   \n",
       "2018-06-26                 -0.027182               -0.017431   \n",
       "2018-06-27                  0.009319                0.026965   \n",
       "2018-06-28                  0.012058               -0.003313   \n",
       "2018-06-29                  0.003317               -0.012163   \n",
       "\n",
       "            returnsOpenPrevMktres10   Y1   Y3  returnsOpenNextMktres10    Y  \\\n",
       "Date                                                                          \n",
       "2018-06-25                -0.016664  0.0  0.0                -0.001103  0.0   \n",
       "2018-06-26                -0.030629  0.0  1.0                 0.021906  1.0   \n",
       "2018-06-27                 0.005672  0.0  0.0                 0.008819  1.0   \n",
       "2018-06-28                 0.006831  0.0  0.0                -0.002520  0.0   \n",
       "2018-06-29                -0.002727  0.0  0.0                 0.004344  1.0   \n",
       "\n",
       "             Y2  \n",
       "Date             \n",
       "2018-06-25  0.0  \n",
       "2018-06-26  1.0  \n",
       "2018-06-27  1.0  \n",
       "2018-06-28  0.0  \n",
       "2018-06-29  0.0  \n",
       "\n",
       "[5 rows x 84 columns]"
      ]
     },
     "execution_count": 123,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "data['삼성전자'].tail()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 139,
   "metadata": {},
   "outputs": [],
   "source": [
    "X_li = [i for i in data['삼성전자'].columns if i not in target_li]\n",
    "scl_X_li = ['scl_'+i for i in X_li]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 141,
   "metadata": {},
   "outputs": [],
   "source": [
    "for key, df in data.items():\n",
    "    for X in X_li:\n",
    "        df['scl_{}'.format(X)] = df[X]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Train, Test 분리"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 144,
   "metadata": {},
   "outputs": [],
   "source": [
    "train, test = multi_train_test_split(data, 0.8, dtrain=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 145,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\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",
       "      <th>pct_change</th>\n",
       "      <th>close_ma_3</th>\n",
       "      <th>volume_ma_3</th>\n",
       "      <th>close_ma_4</th>\n",
       "      <th>...</th>\n",
       "      <th>scl_his_vol_100</th>\n",
       "      <th>scl_his_vol_120</th>\n",
       "      <th>scl_returnsClosePrevRaw1</th>\n",
       "      <th>scl_returnsClosePrevRaw10</th>\n",
       "      <th>scl_returnsOpenPrevRaw1</th>\n",
       "      <th>scl_returnsOpenPrevRaw10</th>\n",
       "      <th>scl_returnsClosePrevMktres1</th>\n",
       "      <th>scl_returnsClosePrevMktres10</th>\n",
       "      <th>scl_returnsOpenPrevMktres1</th>\n",
       "      <th>scl_returnsOpenPrevMktres10</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",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></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>2013-07-01</th>\n",
       "      <td>26680.0</td>\n",
       "      <td>26920.0</td>\n",
       "      <td>26440.0</td>\n",
       "      <td>26520.0</td>\n",
       "      <td>36.487026</td>\n",
       "      <td>12825950</td>\n",
       "      <td>-0.011923</td>\n",
       "      <td>26713.333333</td>\n",
       "      <td>1.984778e+07</td>\n",
       "      <td>26340.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.248252</td>\n",
       "      <td>0.250910</td>\n",
       "      <td>-0.005979</td>\n",
       "      <td>-0.023705</td>\n",
       "      <td>-0.011923</td>\n",
       "      <td>-0.026629</td>\n",
       "      <td>0.000347</td>\n",
       "      <td>-0.006819</td>\n",
       "      <td>-0.015694</td>\n",
       "      <td>-0.006377</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-02</th>\n",
       "      <td>26800.0</td>\n",
       "      <td>27040.0</td>\n",
       "      <td>26600.0</td>\n",
       "      <td>26700.0</td>\n",
       "      <td>36.734673</td>\n",
       "      <td>10214450</td>\n",
       "      <td>0.006787</td>\n",
       "      <td>26686.666667</td>\n",
       "      <td>1.466722e+07</td>\n",
       "      <td>26710.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.248532</td>\n",
       "      <td>0.250530</td>\n",
       "      <td>0.010503</td>\n",
       "      <td>-0.034474</td>\n",
       "      <td>0.004488</td>\n",
       "      <td>-0.020680</td>\n",
       "      <td>0.007527</td>\n",
       "      <td>-0.013547</td>\n",
       "      <td>-0.000732</td>\n",
       "      <td>-0.006564</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-03</th>\n",
       "      <td>26680.0</td>\n",
       "      <td>26780.0</td>\n",
       "      <td>25900.0</td>\n",
       "      <td>26020.0</td>\n",
       "      <td>35.799110</td>\n",
       "      <td>12822050</td>\n",
       "      <td>-0.025468</td>\n",
       "      <td>26413.333333</td>\n",
       "      <td>1.195415e+07</td>\n",
       "      <td>26520.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.251533</td>\n",
       "      <td>0.253053</td>\n",
       "      <td>-0.000749</td>\n",
       "      <td>-0.025899</td>\n",
       "      <td>-0.004488</td>\n",
       "      <td>-0.035350</td>\n",
       "      <td>-0.000356</td>\n",
       "      <td>-0.007718</td>\n",
       "      <td>-0.000736</td>\n",
       "      <td>-0.011261</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-04</th>\n",
       "      <td>26040.0</td>\n",
       "      <td>26340.0</td>\n",
       "      <td>25920.0</td>\n",
       "      <td>26340.0</td>\n",
       "      <td>36.239376</td>\n",
       "      <td>9042650</td>\n",
       "      <td>0.012298</td>\n",
       "      <td>26353.333333</td>\n",
       "      <td>1.069305e+07</td>\n",
       "      <td>26395.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.252300</td>\n",
       "      <td>0.251939</td>\n",
       "      <td>0.000768</td>\n",
       "      <td>-0.020525</td>\n",
       "      <td>-0.024280</td>\n",
       "      <td>-0.031004</td>\n",
       "      <td>-0.002422</td>\n",
       "      <td>-0.009658</td>\n",
       "      <td>-0.011362</td>\n",
       "      <td>-0.012665</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-05</th>\n",
       "      <td>25720.0</td>\n",
       "      <td>26300.0</td>\n",
       "      <td>25200.0</td>\n",
       "      <td>25340.0</td>\n",
       "      <td>34.863544</td>\n",
       "      <td>30382800</td>\n",
       "      <td>-0.037965</td>\n",
       "      <td>25900.000000</td>\n",
       "      <td>1.741583e+07</td>\n",
       "      <td>26100.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.254491</td>\n",
       "      <td>0.257487</td>\n",
       "      <td>-0.023820</td>\n",
       "      <td>-0.029876</td>\n",
       "      <td>-0.012365</td>\n",
       "      <td>-0.006202</td>\n",
       "      <td>-0.029150</td>\n",
       "      <td>-0.044114</td>\n",
       "      <td>-0.022410</td>\n",
       "      <td>-0.029494</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 163 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close  Adj Close    Volume  \\\n",
       "Date                                                                  \n",
       "2013-07-01  26680.0  26920.0  26440.0  26520.0  36.487026  12825950   \n",
       "2013-07-02  26800.0  27040.0  26600.0  26700.0  36.734673  10214450   \n",
       "2013-07-03  26680.0  26780.0  25900.0  26020.0  35.799110  12822050   \n",
       "2013-07-04  26040.0  26340.0  25920.0  26340.0  36.239376   9042650   \n",
       "2013-07-05  25720.0  26300.0  25200.0  25340.0  34.863544  30382800   \n",
       "\n",
       "            pct_change    close_ma_3   volume_ma_3  close_ma_4  \\\n",
       "Date                                                             \n",
       "2013-07-01   -0.011923  26713.333333  1.984778e+07     26340.0   \n",
       "2013-07-02    0.006787  26686.666667  1.466722e+07     26710.0   \n",
       "2013-07-03   -0.025468  26413.333333  1.195415e+07     26520.0   \n",
       "2013-07-04    0.012298  26353.333333  1.069305e+07     26395.0   \n",
       "2013-07-05   -0.037965  25900.000000  1.741583e+07     26100.0   \n",
       "\n",
       "                       ...               scl_his_vol_100  scl_his_vol_120  \\\n",
       "Date                   ...                                                  \n",
       "2013-07-01             ...                      0.248252         0.250910   \n",
       "2013-07-02             ...                      0.248532         0.250530   \n",
       "2013-07-03             ...                      0.251533         0.253053   \n",
       "2013-07-04             ...                      0.252300         0.251939   \n",
       "2013-07-05             ...                      0.254491         0.257487   \n",
       "\n",
       "            scl_returnsClosePrevRaw1  scl_returnsClosePrevRaw10  \\\n",
       "Date                                                              \n",
       "2013-07-01                 -0.005979                  -0.023705   \n",
       "2013-07-02                  0.010503                  -0.034474   \n",
       "2013-07-03                 -0.000749                  -0.025899   \n",
       "2013-07-04                  0.000768                  -0.020525   \n",
       "2013-07-05                 -0.023820                  -0.029876   \n",
       "\n",
       "            scl_returnsOpenPrevRaw1  scl_returnsOpenPrevRaw10  \\\n",
       "Date                                                            \n",
       "2013-07-01                -0.011923                 -0.026629   \n",
       "2013-07-02                 0.004488                 -0.020680   \n",
       "2013-07-03                -0.004488                 -0.035350   \n",
       "2013-07-04                -0.024280                 -0.031004   \n",
       "2013-07-05                -0.012365                 -0.006202   \n",
       "\n",
       "            scl_returnsClosePrevMktres1  scl_returnsClosePrevMktres10  \\\n",
       "Date                                                                    \n",
       "2013-07-01                     0.000347                     -0.006819   \n",
       "2013-07-02                     0.007527                     -0.013547   \n",
       "2013-07-03                    -0.000356                     -0.007718   \n",
       "2013-07-04                    -0.002422                     -0.009658   \n",
       "2013-07-05                    -0.029150                     -0.044114   \n",
       "\n",
       "            scl_returnsOpenPrevMktres1  scl_returnsOpenPrevMktres10  \n",
       "Date                                                                 \n",
       "2013-07-01                   -0.015694                    -0.006377  \n",
       "2013-07-02                   -0.000732                    -0.006564  \n",
       "2013-07-03                   -0.000736                    -0.011261  \n",
       "2013-07-04                   -0.011362                    -0.012665  \n",
       "2013-07-05                   -0.022410                    -0.029494  \n",
       "\n",
       "[5 rows x 163 columns]"
      ]
     },
     "execution_count": 145,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "train['삼성전자'].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 146,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
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       "      <th>Open</th>\n",
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       "      <th>Adj Close</th>\n",
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       "      <th>pct_change</th>\n",
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       "      <th>volume_ma_3</th>\n",
       "      <th>close_ma_4</th>\n",
       "      <th>...</th>\n",
       "      <th>scl_his_vol_100</th>\n",
       "      <th>scl_his_vol_120</th>\n",
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       "      <th>scl_returnsClosePrevRaw10</th>\n",
       "      <th>scl_returnsOpenPrevRaw1</th>\n",
       "      <th>scl_returnsOpenPrevRaw10</th>\n",
       "      <th>scl_returnsClosePrevMktres1</th>\n",
       "      <th>scl_returnsClosePrevMktres10</th>\n",
       "      <th>scl_returnsOpenPrevMktres1</th>\n",
       "      <th>scl_returnsOpenPrevMktres10</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",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></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>2017-06-14</th>\n",
       "      <td>45800.0</td>\n",
       "      <td>46060.0</td>\n",
       "      <td>45240.0</td>\n",
       "      <td>45360.0</td>\n",
       "      <td>11711.661133</td>\n",
       "      <td>10166700</td>\n",
       "      <td>-0.000881</td>\n",
       "      <td>45380.0</td>\n",
       "      <td>9.915300e+06</td>\n",
       "      <td>45560.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.219317</td>\n",
       "      <td>0.216763</td>\n",
       "      <td>0.008772</td>\n",
       "      <td>0.025654</td>\n",
       "      <td>0.014515</td>\n",
       "      <td>0.006132</td>\n",
       "      <td>0.004637</td>\n",
       "      <td>0.008370</td>\n",
       "      <td>0.003713</td>\n",
       "      <td>-0.005679</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-06-15</th>\n",
       "      <td>45680.0</td>\n",
       "      <td>45920.0</td>\n",
       "      <td>45180.0</td>\n",
       "      <td>45680.0</td>\n",
       "      <td>11794.284180</td>\n",
       "      <td>9657000</td>\n",
       "      <td>0.007055</td>\n",
       "      <td>45480.0</td>\n",
       "      <td>9.482867e+06</td>\n",
       "      <td>45455.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.211649</td>\n",
       "      <td>0.216799</td>\n",
       "      <td>0.007030</td>\n",
       "      <td>0.021687</td>\n",
       "      <td>-0.002624</td>\n",
       "      <td>0.024375</td>\n",
       "      <td>0.006726</td>\n",
       "      <td>0.010680</td>\n",
       "      <td>0.002076</td>\n",
       "      <td>0.009899</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-06-16</th>\n",
       "      <td>45500.0</td>\n",
       "      <td>45940.0</td>\n",
       "      <td>45460.0</td>\n",
       "      <td>45580.0</td>\n",
       "      <td>11768.463867</td>\n",
       "      <td>17403450</td>\n",
       "      <td>-0.002189</td>\n",
       "      <td>45540.0</td>\n",
       "      <td>1.240905e+07</td>\n",
       "      <td>45505.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.208411</td>\n",
       "      <td>0.216148</td>\n",
       "      <td>-0.003948</td>\n",
       "      <td>0.018186</td>\n",
       "      <td>-0.003948</td>\n",
       "      <td>0.014166</td>\n",
       "      <td>-0.005027</td>\n",
       "      <td>0.009866</td>\n",
       "      <td>-0.000081</td>\n",
       "      <td>0.007422</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-06-19</th>\n",
       "      <td>45580.0</td>\n",
       "      <td>46560.0</td>\n",
       "      <td>45560.0</td>\n",
       "      <td>46560.0</td>\n",
       "      <td>12021.494141</td>\n",
       "      <td>11303900</td>\n",
       "      <td>0.021501</td>\n",
       "      <td>45940.0</td>\n",
       "      <td>1.278812e+07</td>\n",
       "      <td>45795.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.210436</td>\n",
       "      <td>0.216534</td>\n",
       "      <td>0.000000</td>\n",
       "      <td>-0.008302</td>\n",
       "      <td>0.001757</td>\n",
       "      <td>0.011474</td>\n",
       "      <td>-0.000927</td>\n",
       "      <td>-0.005051</td>\n",
       "      <td>0.001833</td>\n",
       "      <td>0.007129</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-06-20</th>\n",
       "      <td>47240.0</td>\n",
       "      <td>48140.0</td>\n",
       "      <td>47220.0</td>\n",
       "      <td>48140.0</td>\n",
       "      <td>12429.440430</td>\n",
       "      <td>15045000</td>\n",
       "      <td>0.033935</td>\n",
       "      <td>46760.0</td>\n",
       "      <td>1.458412e+07</td>\n",
       "      <td>46490.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.216246</td>\n",
       "      <td>0.221333</td>\n",
       "      <td>0.014499</td>\n",
       "      <td>0.027905</td>\n",
       "      <td>0.035772</td>\n",
       "      <td>0.025730</td>\n",
       "      <td>0.009602</td>\n",
       "      <td>0.022045</td>\n",
       "      <td>0.027968</td>\n",
       "      <td>0.023259</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 163 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close     Adj Close    Volume  \\\n",
       "Date                                                                     \n",
       "2017-06-14  45800.0  46060.0  45240.0  45360.0  11711.661133  10166700   \n",
       "2017-06-15  45680.0  45920.0  45180.0  45680.0  11794.284180   9657000   \n",
       "2017-06-16  45500.0  45940.0  45460.0  45580.0  11768.463867  17403450   \n",
       "2017-06-19  45580.0  46560.0  45560.0  46560.0  12021.494141  11303900   \n",
       "2017-06-20  47240.0  48140.0  47220.0  48140.0  12429.440430  15045000   \n",
       "\n",
       "            pct_change  close_ma_3   volume_ma_3  close_ma_4  \\\n",
       "Date                                                           \n",
       "2017-06-14   -0.000881     45380.0  9.915300e+06     45560.0   \n",
       "2017-06-15    0.007055     45480.0  9.482867e+06     45455.0   \n",
       "2017-06-16   -0.002189     45540.0  1.240905e+07     45505.0   \n",
       "2017-06-19    0.021501     45940.0  1.278812e+07     45795.0   \n",
       "2017-06-20    0.033935     46760.0  1.458412e+07     46490.0   \n",
       "\n",
       "                       ...               scl_his_vol_100  scl_his_vol_120  \\\n",
       "Date                   ...                                                  \n",
       "2017-06-14             ...                      0.219317         0.216763   \n",
       "2017-06-15             ...                      0.211649         0.216799   \n",
       "2017-06-16             ...                      0.208411         0.216148   \n",
       "2017-06-19             ...                      0.210436         0.216534   \n",
       "2017-06-20             ...                      0.216246         0.221333   \n",
       "\n",
       "            scl_returnsClosePrevRaw1  scl_returnsClosePrevRaw10  \\\n",
       "Date                                                              \n",
       "2017-06-14                  0.008772                   0.025654   \n",
       "2017-06-15                  0.007030                   0.021687   \n",
       "2017-06-16                 -0.003948                   0.018186   \n",
       "2017-06-19                  0.000000                  -0.008302   \n",
       "2017-06-20                  0.014499                   0.027905   \n",
       "\n",
       "            scl_returnsOpenPrevRaw1  scl_returnsOpenPrevRaw10  \\\n",
       "Date                                                            \n",
       "2017-06-14                 0.014515                  0.006132   \n",
       "2017-06-15                -0.002624                  0.024375   \n",
       "2017-06-16                -0.003948                  0.014166   \n",
       "2017-06-19                 0.001757                  0.011474   \n",
       "2017-06-20                 0.035772                  0.025730   \n",
       "\n",
       "            scl_returnsClosePrevMktres1  scl_returnsClosePrevMktres10  \\\n",
       "Date                                                                    \n",
       "2017-06-14                     0.004637                      0.008370   \n",
       "2017-06-15                     0.006726                      0.010680   \n",
       "2017-06-16                    -0.005027                      0.009866   \n",
       "2017-06-19                    -0.000927                     -0.005051   \n",
       "2017-06-20                     0.009602                      0.022045   \n",
       "\n",
       "            scl_returnsOpenPrevMktres1  scl_returnsOpenPrevMktres10  \n",
       "Date                                                                 \n",
       "2017-06-14                    0.003713                    -0.005679  \n",
       "2017-06-15                    0.002076                     0.009899  \n",
       "2017-06-16                   -0.000081                     0.007422  \n",
       "2017-06-19                    0.001833                     0.007129  \n",
       "2017-06-20                    0.027968                     0.023259  \n",
       "\n",
       "[5 rows x 163 columns]"
      ]
     },
     "execution_count": 146,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "train['삼성전자'].tail()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 147,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
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       "</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",
       "      <th>pct_change</th>\n",
       "      <th>close_ma_3</th>\n",
       "      <th>volume_ma_3</th>\n",
       "      <th>close_ma_4</th>\n",
       "      <th>...</th>\n",
       "      <th>scl_his_vol_100</th>\n",
       "      <th>scl_his_vol_120</th>\n",
       "      <th>scl_returnsClosePrevRaw1</th>\n",
       "      <th>scl_returnsClosePrevRaw10</th>\n",
       "      <th>scl_returnsOpenPrevRaw1</th>\n",
       "      <th>scl_returnsOpenPrevRaw10</th>\n",
       "      <th>scl_returnsClosePrevMktres1</th>\n",
       "      <th>scl_returnsClosePrevMktres10</th>\n",
       "      <th>scl_returnsOpenPrevMktres1</th>\n",
       "      <th>scl_returnsOpenPrevMktres10</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",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></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>2017-06-21</th>\n",
       "      <td>47740.0</td>\n",
       "      <td>48120.0</td>\n",
       "      <td>47480.0</td>\n",
       "      <td>47480.0</td>\n",
       "      <td>12259.031250</td>\n",
       "      <td>9973650</td>\n",
       "      <td>-0.013710</td>\n",
       "      <td>47393.333333</td>\n",
       "      <td>1.210752e+07</td>\n",
       "      <td>46940.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.216961</td>\n",
       "      <td>0.222344</td>\n",
       "      <td>-0.008344</td>\n",
       "      <td>0.052463</td>\n",
       "      <td>0.010529</td>\n",
       "      <td>0.026317</td>\n",
       "      <td>-0.003690</td>\n",
       "      <td>0.053272</td>\n",
       "      <td>0.020784</td>\n",
       "      <td>0.029167</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-06-22</th>\n",
       "      <td>47960.0</td>\n",
       "      <td>48080.0</td>\n",
       "      <td>47720.0</td>\n",
       "      <td>47960.0</td>\n",
       "      <td>12382.965820</td>\n",
       "      <td>11455800</td>\n",
       "      <td>0.010110</td>\n",
       "      <td>47860.000000</td>\n",
       "      <td>1.215815e+07</td>\n",
       "      <td>47535.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.216708</td>\n",
       "      <td>0.222439</td>\n",
       "      <td>0.010059</td>\n",
       "      <td>0.060156</td>\n",
       "      <td>0.004598</td>\n",
       "      <td>0.063705</td>\n",
       "      <td>0.007225</td>\n",
       "      <td>0.059881</td>\n",
       "      <td>0.002061</td>\n",
       "      <td>0.062613</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-06-23</th>\n",
       "      <td>47600.0</td>\n",
       "      <td>47780.0</td>\n",
       "      <td>47420.0</td>\n",
       "      <td>47620.0</td>\n",
       "      <td>12295.179688</td>\n",
       "      <td>9515100</td>\n",
       "      <td>-0.007089</td>\n",
       "      <td>47686.666667</td>\n",
       "      <td>1.031485e+07</td>\n",
       "      <td>47800.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.214737</td>\n",
       "      <td>0.222869</td>\n",
       "      <td>-0.007535</td>\n",
       "      <td>0.032020</td>\n",
       "      <td>-0.007535</td>\n",
       "      <td>0.041172</td>\n",
       "      <td>-0.008028</td>\n",
       "      <td>0.036291</td>\n",
       "      <td>-0.010626</td>\n",
       "      <td>0.041037</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-06-26</th>\n",
       "      <td>47520.0</td>\n",
       "      <td>48360.0</td>\n",
       "      <td>47520.0</td>\n",
       "      <td>48280.0</td>\n",
       "      <td>12465.586914</td>\n",
       "      <td>8552800</td>\n",
       "      <td>0.013860</td>\n",
       "      <td>47953.333333</td>\n",
       "      <td>9.841233e+06</td>\n",
       "      <td>47835.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.215515</td>\n",
       "      <td>0.222036</td>\n",
       "      <td>-0.002102</td>\n",
       "      <td>0.046079</td>\n",
       "      <td>-0.001682</td>\n",
       "      <td>0.045198</td>\n",
       "      <td>-0.003148</td>\n",
       "      <td>0.036280</td>\n",
       "      <td>-0.005701</td>\n",
       "      <td>0.040821</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-06-27</th>\n",
       "      <td>48220.0</td>\n",
       "      <td>48400.0</td>\n",
       "      <td>47900.0</td>\n",
       "      <td>48300.0</td>\n",
       "      <td>12470.751953</td>\n",
       "      <td>9616750</td>\n",
       "      <td>0.000414</td>\n",
       "      <td>48066.666667</td>\n",
       "      <td>9.228217e+06</td>\n",
       "      <td>48040.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.210077</td>\n",
       "      <td>0.221828</td>\n",
       "      <td>-0.001244</td>\n",
       "      <td>0.060262</td>\n",
       "      <td>0.014623</td>\n",
       "      <td>0.066005</td>\n",
       "      <td>-0.000448</td>\n",
       "      <td>0.055196</td>\n",
       "      <td>0.012245</td>\n",
       "      <td>0.054272</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 163 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close     Adj Close    Volume  \\\n",
       "Date                                                                     \n",
       "2017-06-21  47740.0  48120.0  47480.0  47480.0  12259.031250   9973650   \n",
       "2017-06-22  47960.0  48080.0  47720.0  47960.0  12382.965820  11455800   \n",
       "2017-06-23  47600.0  47780.0  47420.0  47620.0  12295.179688   9515100   \n",
       "2017-06-26  47520.0  48360.0  47520.0  48280.0  12465.586914   8552800   \n",
       "2017-06-27  48220.0  48400.0  47900.0  48300.0  12470.751953   9616750   \n",
       "\n",
       "            pct_change    close_ma_3   volume_ma_3  close_ma_4  \\\n",
       "Date                                                             \n",
       "2017-06-21   -0.013710  47393.333333  1.210752e+07     46940.0   \n",
       "2017-06-22    0.010110  47860.000000  1.215815e+07     47535.0   \n",
       "2017-06-23   -0.007089  47686.666667  1.031485e+07     47800.0   \n",
       "2017-06-26    0.013860  47953.333333  9.841233e+06     47835.0   \n",
       "2017-06-27    0.000414  48066.666667  9.228217e+06     48040.0   \n",
       "\n",
       "                       ...               scl_his_vol_100  scl_his_vol_120  \\\n",
       "Date                   ...                                                  \n",
       "2017-06-21             ...                      0.216961         0.222344   \n",
       "2017-06-22             ...                      0.216708         0.222439   \n",
       "2017-06-23             ...                      0.214737         0.222869   \n",
       "2017-06-26             ...                      0.215515         0.222036   \n",
       "2017-06-27             ...                      0.210077         0.221828   \n",
       "\n",
       "            scl_returnsClosePrevRaw1  scl_returnsClosePrevRaw10  \\\n",
       "Date                                                              \n",
       "2017-06-21                 -0.008344                   0.052463   \n",
       "2017-06-22                  0.010059                   0.060156   \n",
       "2017-06-23                 -0.007535                   0.032020   \n",
       "2017-06-26                 -0.002102                   0.046079   \n",
       "2017-06-27                 -0.001244                   0.060262   \n",
       "\n",
       "            scl_returnsOpenPrevRaw1  scl_returnsOpenPrevRaw10  \\\n",
       "Date                                                            \n",
       "2017-06-21                 0.010529                  0.026317   \n",
       "2017-06-22                 0.004598                  0.063705   \n",
       "2017-06-23                -0.007535                  0.041172   \n",
       "2017-06-26                -0.001682                  0.045198   \n",
       "2017-06-27                 0.014623                  0.066005   \n",
       "\n",
       "            scl_returnsClosePrevMktres1  scl_returnsClosePrevMktres10  \\\n",
       "Date                                                                    \n",
       "2017-06-21                    -0.003690                      0.053272   \n",
       "2017-06-22                     0.007225                      0.059881   \n",
       "2017-06-23                    -0.008028                      0.036291   \n",
       "2017-06-26                    -0.003148                      0.036280   \n",
       "2017-06-27                    -0.000448                      0.055196   \n",
       "\n",
       "            scl_returnsOpenPrevMktres1  scl_returnsOpenPrevMktres10  \n",
       "Date                                                                 \n",
       "2017-06-21                    0.020784                     0.029167  \n",
       "2017-06-22                    0.002061                     0.062613  \n",
       "2017-06-23                   -0.010626                     0.041037  \n",
       "2017-06-26                   -0.005701                     0.040821  \n",
       "2017-06-27                    0.012245                     0.054272  \n",
       "\n",
       "[5 rows x 163 columns]"
      ]
     },
     "execution_count": 147,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "test['삼성전자'].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 148,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "</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",
       "      <th>pct_change</th>\n",
       "      <th>close_ma_3</th>\n",
       "      <th>volume_ma_3</th>\n",
       "      <th>close_ma_4</th>\n",
       "      <th>...</th>\n",
       "      <th>scl_his_vol_100</th>\n",
       "      <th>scl_his_vol_120</th>\n",
       "      <th>scl_returnsClosePrevRaw1</th>\n",
       "      <th>scl_returnsClosePrevRaw10</th>\n",
       "      <th>scl_returnsOpenPrevRaw1</th>\n",
       "      <th>scl_returnsOpenPrevRaw10</th>\n",
       "      <th>scl_returnsClosePrevMktres1</th>\n",
       "      <th>scl_returnsClosePrevMktres10</th>\n",
       "      <th>scl_returnsOpenPrevMktres1</th>\n",
       "      <th>scl_returnsOpenPrevMktres10</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",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></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>2018-06-25</th>\n",
       "      <td>47050.0</td>\n",
       "      <td>47050.0</td>\n",
       "      <td>46150.0</td>\n",
       "      <td>46650.0</td>\n",
       "      <td>46305.597656</td>\n",
       "      <td>10587711</td>\n",
       "      <td>-0.012698</td>\n",
       "      <td>46983.333333</td>\n",
       "      <td>1.030042e+07</td>\n",
       "      <td>46987.5</td>\n",
       "      <td>...</td>\n",
       "      <td>0.299864</td>\n",
       "      <td>0.305756</td>\n",
       "      <td>-0.004242</td>\n",
       "      <td>-0.053788</td>\n",
       "      <td>0.001063</td>\n",
       "      <td>-0.064804</td>\n",
       "      <td>-0.001978</td>\n",
       "      <td>-0.012274</td>\n",
       "      <td>-0.011262</td>\n",
       "      <td>-0.016664</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-26</th>\n",
       "      <td>45900.0</td>\n",
       "      <td>47300.0</td>\n",
       "      <td>45900.0</td>\n",
       "      <td>47000.0</td>\n",
       "      <td>46653.011719</td>\n",
       "      <td>11223166</td>\n",
       "      <td>0.007503</td>\n",
       "      <td>46966.666667</td>\n",
       "      <td>1.070296e+07</td>\n",
       "      <td>46987.5</td>\n",
       "      <td>...</td>\n",
       "      <td>0.298121</td>\n",
       "      <td>0.305782</td>\n",
       "      <td>-0.016208</td>\n",
       "      <td>-0.083556</td>\n",
       "      <td>-0.024746</td>\n",
       "      <td>-0.080545</td>\n",
       "      <td>-0.006350</td>\n",
       "      <td>-0.027182</td>\n",
       "      <td>-0.017431</td>\n",
       "      <td>-0.030629</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-27</th>\n",
       "      <td>47450.0</td>\n",
       "      <td>48500.0</td>\n",
       "      <td>47000.0</td>\n",
       "      <td>47950.0</td>\n",
       "      <td>47596.000000</td>\n",
       "      <td>15274752</td>\n",
       "      <td>0.020213</td>\n",
       "      <td>47200.000000</td>\n",
       "      <td>1.236188e+07</td>\n",
       "      <td>47212.5</td>\n",
       "      <td>...</td>\n",
       "      <td>0.298313</td>\n",
       "      <td>0.299650</td>\n",
       "      <td>0.009529</td>\n",
       "      <td>-0.040274</td>\n",
       "      <td>0.033211</td>\n",
       "      <td>-0.046328</td>\n",
       "      <td>0.010184</td>\n",
       "      <td>0.009319</td>\n",
       "      <td>0.026965</td>\n",
       "      <td>0.005672</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-28</th>\n",
       "      <td>46850.0</td>\n",
       "      <td>47150.0</td>\n",
       "      <td>46600.0</td>\n",
       "      <td>46800.0</td>\n",
       "      <td>46800.000000</td>\n",
       "      <td>12784800</td>\n",
       "      <td>-0.023983</td>\n",
       "      <td>47250.000000</td>\n",
       "      <td>1.309424e+07</td>\n",
       "      <td>47100.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.300650</td>\n",
       "      <td>0.301176</td>\n",
       "      <td>-0.023208</td>\n",
       "      <td>-0.028408</td>\n",
       "      <td>-0.012726</td>\n",
       "      <td>-0.044869</td>\n",
       "      <td>-0.016929</td>\n",
       "      <td>0.012058</td>\n",
       "      <td>-0.003313</td>\n",
       "      <td>0.006831</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-29</th>\n",
       "      <td>46250.0</td>\n",
       "      <td>47150.0</td>\n",
       "      <td>46200.0</td>\n",
       "      <td>46650.0</td>\n",
       "      <td>46650.000000</td>\n",
       "      <td>14099635</td>\n",
       "      <td>-0.003205</td>\n",
       "      <td>47133.333333</td>\n",
       "      <td>1.405306e+07</td>\n",
       "      <td>47100.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.299133</td>\n",
       "      <td>0.298033</td>\n",
       "      <td>-0.011822</td>\n",
       "      <td>-0.029821</td>\n",
       "      <td>-0.012890</td>\n",
       "      <td>-0.047502</td>\n",
       "      <td>-0.016753</td>\n",
       "      <td>0.003317</td>\n",
       "      <td>-0.012163</td>\n",
       "      <td>-0.002727</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>5 rows × 163 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close     Adj Close    Volume  \\\n",
       "Date                                                                     \n",
       "2018-06-25  47050.0  47050.0  46150.0  46650.0  46305.597656  10587711   \n",
       "2018-06-26  45900.0  47300.0  45900.0  47000.0  46653.011719  11223166   \n",
       "2018-06-27  47450.0  48500.0  47000.0  47950.0  47596.000000  15274752   \n",
       "2018-06-28  46850.0  47150.0  46600.0  46800.0  46800.000000  12784800   \n",
       "2018-06-29  46250.0  47150.0  46200.0  46650.0  46650.000000  14099635   \n",
       "\n",
       "            pct_change    close_ma_3   volume_ma_3  close_ma_4  \\\n",
       "Date                                                             \n",
       "2018-06-25   -0.012698  46983.333333  1.030042e+07     46987.5   \n",
       "2018-06-26    0.007503  46966.666667  1.070296e+07     46987.5   \n",
       "2018-06-27    0.020213  47200.000000  1.236188e+07     47212.5   \n",
       "2018-06-28   -0.023983  47250.000000  1.309424e+07     47100.0   \n",
       "2018-06-29   -0.003205  47133.333333  1.405306e+07     47100.0   \n",
       "\n",
       "                       ...               scl_his_vol_100  scl_his_vol_120  \\\n",
       "Date                   ...                                                  \n",
       "2018-06-25             ...                      0.299864         0.305756   \n",
       "2018-06-26             ...                      0.298121         0.305782   \n",
       "2018-06-27             ...                      0.298313         0.299650   \n",
       "2018-06-28             ...                      0.300650         0.301176   \n",
       "2018-06-29             ...                      0.299133         0.298033   \n",
       "\n",
       "            scl_returnsClosePrevRaw1  scl_returnsClosePrevRaw10  \\\n",
       "Date                                                              \n",
       "2018-06-25                 -0.004242                  -0.053788   \n",
       "2018-06-26                 -0.016208                  -0.083556   \n",
       "2018-06-27                  0.009529                  -0.040274   \n",
       "2018-06-28                 -0.023208                  -0.028408   \n",
       "2018-06-29                 -0.011822                  -0.029821   \n",
       "\n",
       "            scl_returnsOpenPrevRaw1  scl_returnsOpenPrevRaw10  \\\n",
       "Date                                                            \n",
       "2018-06-25                 0.001063                 -0.064804   \n",
       "2018-06-26                -0.024746                 -0.080545   \n",
       "2018-06-27                 0.033211                 -0.046328   \n",
       "2018-06-28                -0.012726                 -0.044869   \n",
       "2018-06-29                -0.012890                 -0.047502   \n",
       "\n",
       "            scl_returnsClosePrevMktres1  scl_returnsClosePrevMktres10  \\\n",
       "Date                                                                    \n",
       "2018-06-25                    -0.001978                     -0.012274   \n",
       "2018-06-26                    -0.006350                     -0.027182   \n",
       "2018-06-27                     0.010184                      0.009319   \n",
       "2018-06-28                    -0.016929                      0.012058   \n",
       "2018-06-29                    -0.016753                      0.003317   \n",
       "\n",
       "            scl_returnsOpenPrevMktres1  scl_returnsOpenPrevMktres10  \n",
       "Date                                                                 \n",
       "2018-06-25                   -0.011262                    -0.016664  \n",
       "2018-06-26                   -0.017431                    -0.030629  \n",
       "2018-06-27                    0.026965                     0.005672  \n",
       "2018-06-28                   -0.003313                     0.006831  \n",
       "2018-06-29                   -0.012163                    -0.002727  \n",
       "\n",
       "[5 rows x 163 columns]"
      ]
     },
     "execution_count": 148,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "test['삼성전자'].tail()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Standard Scaler"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 149,
   "metadata": {},
   "outputs": [],
   "source": [
    "multi_apply_standard_scale(train, test, scl_X_li)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 157,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>pct_change</th>\n",
       "      <th>scl_pct_change</th>\n",
       "      <th>his_vol_7</th>\n",
       "      <th>scl_his_vol_7</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2013-07-01</th>\n",
       "      <td>-0.010234</td>\n",
       "      <td>-0.685730</td>\n",
       "      <td>0.166851</td>\n",
       "      <td>-0.866216</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-02</th>\n",
       "      <td>-0.001477</td>\n",
       "      <td>-0.133083</td>\n",
       "      <td>0.137068</td>\n",
       "      <td>-1.220829</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-03</th>\n",
       "      <td>-0.029586</td>\n",
       "      <td>-1.907035</td>\n",
       "      <td>0.210235</td>\n",
       "      <td>-0.349650</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-04</th>\n",
       "      <td>-0.006098</td>\n",
       "      <td>-0.424682</td>\n",
       "      <td>0.207253</td>\n",
       "      <td>-0.385158</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2013-07-05</th>\n",
       "      <td>0.012270</td>\n",
       "      <td>0.734498</td>\n",
       "      <td>0.230179</td>\n",
       "      <td>-0.112174</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            pct_change  scl_pct_change  his_vol_7  scl_his_vol_7\n",
       "Date                                                            \n",
       "2013-07-01   -0.010234       -0.685730   0.166851      -0.866216\n",
       "2013-07-02   -0.001477       -0.133083   0.137068      -1.220829\n",
       "2013-07-03   -0.029586       -1.907035   0.210235      -0.349650\n",
       "2013-07-04   -0.006098       -0.424682   0.207253      -0.385158\n",
       "2013-07-05    0.012270        0.734498   0.230179      -0.112174"
      ]
     },
     "execution_count": 157,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "train['KB금융'][['pct_change','scl_pct_change','his_vol_7','scl_his_vol_7']].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 158,
   "metadata": {},
   "outputs": [],
   "source": [
    "store = (train, test, X_li, scl_X_li, target_li)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 160,
   "metadata": {},
   "outputs": [],
   "source": [
    "with open('학습준비파일_20181013.pickle', 'wb') as handle:\n",
    "    pickle.dump(store, handle, protocol=pickle.HIGHEST_PROTOCOL)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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