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- Trade = pd.read_csv('data/Trade.csv')
- Trade = Trade[Trade['TradeDateKey'] > 20160101]
- # Trade = Trade[Trade['TradeStatus'] != 'Holding']
- Trade['datetime'] = pd.to_datetime(Trade['TradeDateKey'].astype(str).apply(f))
- Trade['is_month_end'] = Trade['datetime'].dt.is_month_end
- Trade['dayofweek'] = Trade['datetime'].dt.dayofweek
- Trade['day_of_week_start'] = Trade['TradeDateKey'] - Trade['dayofweek']
- Trade = Trade[Trade['is_month_end'] != True]
- Trade = Trade.drop(['is_month_end'] , axis=1)
- Trade['BuySell'] = Trade['BuySell'].apply(lambda x: mapa[x])
- week_mapa = {}
- for k, i in enumerate(np.sort(Trade['day_of_week_start'].unique())):
- week_mapa[i] = k
- Trade['week_id'] = Trade['day_of_week_start'].apply(lambda x: week_mapa[x])
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