Chapter_03_Preprocessing_Data.ipynb

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      "name": "EN - BG Chapter 5: Data.ipynb",
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      "cell_type": "markdown",
      "source": [
        "<p><img alt=\"Colaboratory logo\" height=\"45px\" src=\"https://www.quantreo.com/wp-content/uploads/2021/10/Original-on-Transparent.png\" align=\"left\" hspace=\"10px\" vspace=\"0px\"></p>\n",
        "\n",
        "# Preprocessing the Data\n",
        "\n",
        "\n",
        "<br>\n",
        "\n",
        "\n",
        "💰Join our community: https://discord.gg/wXjNPAc5BH\n",
        "\n",
        "📚Read our book: https://www.amazon.com/gp/product/B09HG18CYL \n",
        "\n",
        "🖥️Quantreo's YouTube channel: https://www.youtube.com/channel/UCp7jckfiEglNf_Gj62VR0pw"
      ],
      "metadata": {
        "id": "1ZsY5xy5sSf2"
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    {
      "cell_type": "code",
      "source": [
        "!pip install yfinance"
      ],
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          "height": 650
        },
        "id": "SELynRZH3hfA",
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      "outputs": [
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          "text": [
            "Collecting yfinance\n",
            "  Downloading yfinance-0.1.69-py2.py3-none-any.whl (26 kB)\n",
            "Requirement already satisfied: multitasking>=0.0.7 in /usr/local/lib/python3.7/dist-packages (from yfinance) (0.0.10)\n",
            "Collecting lxml>=4.5.1\n",
            "  Downloading lxml-4.7.1-cp37-cp37m-manylinux_2_17_x86_64.manylinux2014_x86_64.manylinux_2_24_x86_64.whl (6.4 MB)\n",
            "\u001b[K     |████████████████████████████████| 6.4 MB 6.4 MB/s \n",
            "\u001b[?25hCollecting requests>=2.26\n",
            "  Downloading requests-2.27.1-py2.py3-none-any.whl (63 kB)\n",
            "\u001b[K     |████████████████████████████████| 63 kB 1.6 MB/s \n",
            "\u001b[?25hRequirement already satisfied: pandas>=0.24 in /usr/local/lib/python3.7/dist-packages (from yfinance) (1.1.5)\n",
            "Requirement already satisfied: numpy>=1.15 in /usr/local/lib/python3.7/dist-packages (from yfinance) (1.19.5)\n",
            "Requirement already satisfied: pytz>=2017.2 in /usr/local/lib/python3.7/dist-packages (from pandas>=0.24->yfinance) (2018.9)\n",
            "Requirement already satisfied: python-dateutil>=2.7.3 in /usr/local/lib/python3.7/dist-packages (from pandas>=0.24->yfinance) (2.8.2)\n",
            "Requirement already satisfied: six>=1.5 in /usr/local/lib/python3.7/dist-packages (from python-dateutil>=2.7.3->pandas>=0.24->yfinance) (1.15.0)\n",
            "Requirement already satisfied: certifi>=2017.4.17 in /usr/local/lib/python3.7/dist-packages (from requests>=2.26->yfinance) (2021.10.8)\n",
            "Requirement already satisfied: idna<4,>=2.5 in /usr/local/lib/python3.7/dist-packages (from requests>=2.26->yfinance) (2.10)\n",
            "Requirement already satisfied: urllib3<1.27,>=1.21.1 in /usr/local/lib/python3.7/dist-packages (from requests>=2.26->yfinance) (1.24.3)\n",
            "Requirement already satisfied: charset-normalizer~=2.0.0 in /usr/local/lib/python3.7/dist-packages (from requests>=2.26->yfinance) (2.0.10)\n",
            "Installing collected packages: requests, lxml, yfinance\n",
            "  Attempting uninstall: requests\n",
            "    Found existing installation: requests 2.23.0\n",
            "    Uninstalling requests-2.23.0:\n",
            "      Successfully uninstalled requests-2.23.0\n",
            "  Attempting uninstall: lxml\n",
            "    Found existing installation: lxml 4.2.6\n",
            "    Uninstalling lxml-4.2.6:\n",
            "      Successfully uninstalled lxml-4.2.6\n",
            "\u001b[31mERROR: pip's dependency resolver does not currently take into account all the packages that are installed. This behaviour is the source of the following dependency conflicts.\n",
            "google-colab 1.0.0 requires requests~=2.23.0, but you have requests 2.27.1 which is incompatible.\n",
            "datascience 0.10.6 requires folium==0.2.1, but you have folium 0.8.3 which is incompatible.\u001b[0m\n",
            "Successfully installed lxml-4.7.1 requests-2.27.1 yfinance-0.1.69\n"
          ]
        },
        {
          "output_type": "display_data",
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        "id": "vjIltp4XqmxX"
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      "source": [
        "import numpy as np\n",
        "import pandas as pd\n",
        "import yfinance as yf\n",
        "import warnings\n",
        "warnings.filterwarnings(\"ignore\")"
      ]
    },
    {
      "cell_type": "markdown",
      "source": [
        "# Manage the data which come from MT5 (manually)\n"
      ],
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        "id": "ojd6NbD3Us06"
      }
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    {
      "cell_type": "code",
      "source": [
        "# Import brut data\n",
        "df = pd.read_csv(\"EURUSD_D1.csv\")\n",
        "df"
      ],
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              "      <button class=\"colab-df-convert\" onclick=\"convertToInteractive('df-24a8ef6b-715a-46be-a80c-e8365416ba6a')\"\n",
              "              title=\"Convert this dataframe to an interactive table.\"\n",
              "              style=\"display:none;\">\n",
              "        \n",
              "  <svg xmlns=\"http://www.w3.org/2000/svg\" height=\"24px\"viewBox=\"0 0 24 24\"\n",
              "       width=\"24px\">\n",
              "    <path d=\"M0 0h24v24H0V0z\" fill=\"none\"/>\n",
              "    <path d=\"M18.56 5.44l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94zm-11 1L8.5 8.5l.94-2.06 2.06-.94-2.06-.94L8.5 2.5l-.94 2.06-2.06.94zm10 10l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94z\"/><path d=\"M17.41 7.96l-1.37-1.37c-.4-.4-.92-.59-1.43-.59-.52 0-1.04.2-1.43.59L10.3 9.45l-7.72 7.72c-.78.78-.78 2.05 0 2.83L4 21.41c.39.39.9.59 1.41.59.51 0 1.02-.2 1.41-.59l7.78-7.78 2.81-2.81c.8-.78.8-2.07 0-2.86zM5.41 20L4 18.59l7.72-7.72 1.47 1.35L5.41 20z\"/>\n",
              "  </svg>\n",
              "      </button>\n",
              "      \n",
              "  <style>\n",
              "    .colab-df-container {\n",
              "      display:flex;\n",
              "      flex-wrap:wrap;\n",
              "      gap: 12px;\n",
              "    }\n",
              "\n",
              "    .colab-df-convert {\n",
              "      background-color: #E8F0FE;\n",
              "      border: none;\n",
              "      border-radius: 50%;\n",
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              "      padding: 0 0 0 0;\n",
              "      width: 32px;\n",
              "    }\n",
              "\n",
              "    .colab-df-convert:hover {\n",
              "      background-color: #E2EBFA;\n",
              "      box-shadow: 0px 1px 2px rgba(60, 64, 67, 0.3), 0px 1px 3px 1px rgba(60, 64, 67, 0.15);\n",
              "      fill: #174EA6;\n",
              "    }\n",
              "\n",
              "    [theme=dark] .colab-df-convert {\n",
              "      background-color: #3B4455;\n",
              "      fill: #D2E3FC;\n",
              "    }\n",
              "\n",
              "    [theme=dark] .colab-df-convert:hover {\n",
              "      background-color: #434B5C;\n",
              "      box-shadow: 0px 1px 3px 1px rgba(0, 0, 0, 0.15);\n",
              "      filter: drop-shadow(0px 1px 2px rgba(0, 0, 0, 0.3));\n",
              "      fill: #FFFFFF;\n",
              "    }\n",
              "  </style>\n",
              "\n",
              "      <script>\n",
              "        const buttonEl =\n",
              "          document.querySelector('#df-24a8ef6b-715a-46be-a80c-e8365416ba6a button.colab-df-convert');\n",
              "        buttonEl.style.display =\n",
              "          google.colab.kernel.accessAllowed ? 'block' : 'none';\n",
              "\n",
              "        async function convertToInteractive(key) {\n",
              "          const element = document.querySelector('#df-24a8ef6b-715a-46be-a80c-e8365416ba6a');\n",
              "          const dataTable =\n",
              "            await google.colab.kernel.invokeFunction('convertToInteractive',\n",
              "                                                     [key], {});\n",
              "          if (!dataTable) return;\n",
              "\n",
              "          const docLinkHtml = 'Like what you see? Visit the ' +\n",
              "            '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n",
              "            + ' to learn more about interactive tables.';\n",
              "          element.innerHTML = '';\n",
              "          dataTable['output_type'] = 'display_data';\n",
              "          await google.colab.output.renderOutput(dataTable, element);\n",
              "          const docLink = document.createElement('div');\n",
              "          docLink.innerHTML = docLinkHtml;\n",
              "          element.appendChild(docLink);\n",
              "        }\n",
              "      </script>\n",
              "    </div>\n",
              "  </div>\n",
              "  "
            ],
            "text/plain": [
              "          <DATE>   <OPEN>   <HIGH>  ...  <TICKVOL>  <VOL>  <SPREAD>\n",
              "0     2011.01.03  1.33443  1.33945  ...      63214      0         9\n",
              "1     2011.01.04  1.33507  1.34330  ...      80673      0         8\n",
              "2     2011.01.05  1.33099  1.33247  ...      83725      0         8\n",
              "3     2011.01.06  1.31495  1.31699  ...      73723      0         8\n",
              "4     2011.01.07  1.30018  1.30206  ...      82379      0         8\n",
              "...          ...      ...      ...  ...        ...    ...       ...\n",
              "2861  2022.01.10  1.13550  1.13599  ...      53457      0         0\n",
              "2862  2022.01.11  1.13230  1.13753  ...      49386      0         0\n",
              "2863  2022.01.12  1.13655  1.14528  ...      51872      0         0\n",
              "2864  2022.01.13  1.14402  1.14817  ...      53078      0         0\n",
              "2865  2022.01.14  1.14531  1.14829  ...      59882      0         0\n",
              "\n",
              "[2866 rows x 8 columns]"
            ]
          },
          "metadata": {},
          "execution_count": 5
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "# Preprocessing function\n",
        "\n",
        "def preprocessing(name):\n",
        "  \n",
        "  # Import the data\n",
        "  df = pd.read_csv(name, delimiter=\"\\t\", index_col=\"<DATE>\", parse_dates=True).dropna()\n",
        "\n",
        "  # Delete the two last columns\n",
        "  df = df.iloc[:,:-2]\n",
        "\n",
        "  # Rename\n",
        "  df.columns = [\"open\", \"high\", \"low\", \"close\", \"volume\"]\n",
        "  df.index.name = \"time\"\n",
        "\n",
        "  return df"
      ],
      "metadata": {
        "id": "3nkP0bhO4pMq"
      },
      "execution_count": null,
      "outputs": []
    },
    {
      "cell_type": "code",
      "source": [
        "df = preprocessing(\"EURUSD_D1.csv\")\n",
        "df"
      ],
      "metadata": {
        "id": "vIxzE2pJ-l0a",
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 450
        },
        "outputId": "ad4dae8d-f656-4d03-b9c9-6a06638fd2cb"
      },
      "execution_count": null,
      "outputs": [
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "\n",
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              "      <th></th>\n",
              "      <th>open</th>\n",
              "      <th>high</th>\n",
              "      <th>low</th>\n",
              "      <th>close</th>\n",
              "      <th>volume</th>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>time</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>2011-01-03</th>\n",
              "      <td>1.33443</td>\n",
              "      <td>1.33945</td>\n",
              "      <td>1.32501</td>\n",
              "      <td>1.33499</td>\n",
              "      <td>63214</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2011-01-04</th>\n",
              "      <td>1.33507</td>\n",
              "      <td>1.34330</td>\n",
              "      <td>1.32919</td>\n",
              "      <td>1.33104</td>\n",
              "      <td>80673</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2011-01-05</th>\n",
              "      <td>1.33099</td>\n",
              "      <td>1.33247</td>\n",
              "      <td>1.31255</td>\n",
              "      <td>1.31485</td>\n",
              "      <td>83725</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2011-01-06</th>\n",
              "      <td>1.31495</td>\n",
              "      <td>1.31699</td>\n",
              "      <td>1.29834</td>\n",
              "      <td>1.30022</td>\n",
              "      <td>73723</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2011-01-07</th>\n",
              "      <td>1.30018</td>\n",
              "      <td>1.30206</td>\n",
              "      <td>1.29044</td>\n",
              "      <td>1.29055</td>\n",
              "      <td>82379</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>...</th>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-10</th>\n",
              "      <td>1.13550</td>\n",
              "      <td>1.13599</td>\n",
              "      <td>1.12853</td>\n",
              "      <td>1.13252</td>\n",
              "      <td>53457</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-11</th>\n",
              "      <td>1.13230</td>\n",
              "      <td>1.13753</td>\n",
              "      <td>1.13131</td>\n",
              "      <td>1.13666</td>\n",
              "      <td>49386</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-12</th>\n",
              "      <td>1.13655</td>\n",
              "      <td>1.14528</td>\n",
              "      <td>1.13545</td>\n",
              "      <td>1.14411</td>\n",
              "      <td>51872</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-13</th>\n",
              "      <td>1.14402</td>\n",
              "      <td>1.14817</td>\n",
              "      <td>1.14357</td>\n",
              "      <td>1.14539</td>\n",
              "      <td>53078</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-14</th>\n",
              "      <td>1.14531</td>\n",
              "      <td>1.14829</td>\n",
              "      <td>1.13987</td>\n",
              "      <td>1.14151</td>\n",
              "      <td>59882</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>2866 rows × 5 columns</p>\n",
              "</div>\n",
              "      <button class=\"colab-df-convert\" onclick=\"convertToInteractive('df-8dc87773-490f-4c2e-b73f-4577262c19e0')\"\n",
              "              title=\"Convert this dataframe to an interactive table.\"\n",
              "              style=\"display:none;\">\n",
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              "  <svg xmlns=\"http://www.w3.org/2000/svg\" height=\"24px\"viewBox=\"0 0 24 24\"\n",
              "       width=\"24px\">\n",
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              "    <path d=\"M18.56 5.44l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94zm-11 1L8.5 8.5l.94-2.06 2.06-.94-2.06-.94L8.5 2.5l-.94 2.06-2.06.94zm10 10l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94z\"/><path d=\"M17.41 7.96l-1.37-1.37c-.4-.4-.92-.59-1.43-.59-.52 0-1.04.2-1.43.59L10.3 9.45l-7.72 7.72c-.78.78-.78 2.05 0 2.83L4 21.41c.39.39.9.59 1.41.59.51 0 1.02-.2 1.41-.59l7.78-7.78 2.81-2.81c.8-.78.8-2.07 0-2.86zM5.41 20L4 18.59l7.72-7.72 1.47 1.35L5.41 20z\"/>\n",
              "  </svg>\n",
              "      </button>\n",
              "      \n",
              "  <style>\n",
              "    .colab-df-container {\n",
              "      display:flex;\n",
              "      flex-wrap:wrap;\n",
              "      gap: 12px;\n",
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              "\n",
              "    .colab-df-convert {\n",
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              "      width: 32px;\n",
              "    }\n",
              "\n",
              "    .colab-df-convert:hover {\n",
              "      background-color: #E2EBFA;\n",
              "      box-shadow: 0px 1px 2px rgba(60, 64, 67, 0.3), 0px 1px 3px 1px rgba(60, 64, 67, 0.15);\n",
              "      fill: #174EA6;\n",
              "    }\n",
              "\n",
              "    [theme=dark] .colab-df-convert {\n",
              "      background-color: #3B4455;\n",
              "      fill: #D2E3FC;\n",
              "    }\n",
              "\n",
              "    [theme=dark] .colab-df-convert:hover {\n",
              "      background-color: #434B5C;\n",
              "      box-shadow: 0px 1px 3px 1px rgba(0, 0, 0, 0.15);\n",
              "      filter: drop-shadow(0px 1px 2px rgba(0, 0, 0, 0.3));\n",
              "      fill: #FFFFFF;\n",
              "    }\n",
              "  </style>\n",
              "\n",
              "      <script>\n",
              "        const buttonEl =\n",
              "          document.querySelector('#df-8dc87773-490f-4c2e-b73f-4577262c19e0 button.colab-df-convert');\n",
              "        buttonEl.style.display =\n",
              "          google.colab.kernel.accessAllowed ? 'block' : 'none';\n",
              "\n",
              "        async function convertToInteractive(key) {\n",
              "          const element = document.querySelector('#df-8dc87773-490f-4c2e-b73f-4577262c19e0');\n",
              "          const dataTable =\n",
              "            await google.colab.kernel.invokeFunction('convertToInteractive',\n",
              "                                                     [key], {});\n",
              "          if (!dataTable) return;\n",
              "\n",
              "          const docLinkHtml = 'Like what you see? Visit the ' +\n",
              "            '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n",
              "            + ' to learn more about interactive tables.';\n",
              "          element.innerHTML = '';\n",
              "          dataTable['output_type'] = 'display_data';\n",
              "          await google.colab.output.renderOutput(dataTable, element);\n",
              "          const docLink = document.createElement('div');\n",
              "          docLink.innerHTML = docLinkHtml;\n",
              "          element.appendChild(docLink);\n",
              "        }\n",
              "      </script>\n",
              "    </div>\n",
              "  </div>\n",
              "  "
            ],
            "text/plain": [
              "               open     high      low    close  volume\n",
              "time                                                  \n",
              "2011-01-03  1.33443  1.33945  1.32501  1.33499   63214\n",
              "2011-01-04  1.33507  1.34330  1.32919  1.33104   80673\n",
              "2011-01-05  1.33099  1.33247  1.31255  1.31485   83725\n",
              "2011-01-06  1.31495  1.31699  1.29834  1.30022   73723\n",
              "2011-01-07  1.30018  1.30206  1.29044  1.29055   82379\n",
              "...             ...      ...      ...      ...     ...\n",
              "2022-01-10  1.13550  1.13599  1.12853  1.13252   53457\n",
              "2022-01-11  1.13230  1.13753  1.13131  1.13666   49386\n",
              "2022-01-12  1.13655  1.14528  1.13545  1.14411   51872\n",
              "2022-01-13  1.14402  1.14817  1.14357  1.14539   53078\n",
              "2022-01-14  1.14531  1.14829  1.13987  1.14151   59882\n",
              "\n",
              "[2866 rows x 5 columns]"
            ]
          },
          "metadata": {},
          "execution_count": 11
        }
      ]
    },
    {
      "cell_type": "markdown",
      "source": [
        "# Manage the data which come from Yfinance\n"
      ],
      "metadata": {
        "id": "d5kArxfa4And"
      }
    },
    {
      "cell_type": "code",
      "source": [
        "yf.download(\"EURUSD=X\")"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 467
        },
        "id": "3zel86pF1CIu",
        "outputId": "f5add25e-8fc3-49e6-f3c1-5f214c738332"
      },
      "execution_count": null,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n"
          ]
        },
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "\n",
              "  <div id=\"df-892af4ef-3561-4d16-a327-694a33996634\">\n",
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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",
              "    </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>2003-12-01</th>\n",
              "      <td>1.203398</td>\n",
              "      <td>1.204007</td>\n",
              "      <td>1.194401</td>\n",
              "      <td>1.196501</td>\n",
              "      <td>1.196501</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2003-12-02</th>\n",
              "      <td>1.196101</td>\n",
              "      <td>1.210903</td>\n",
              "      <td>1.194600</td>\n",
              "      <td>1.208897</td>\n",
              "      <td>1.208897</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2003-12-03</th>\n",
              "      <td>1.209000</td>\n",
              "      <td>1.213003</td>\n",
              "      <td>1.207700</td>\n",
              "      <td>1.212298</td>\n",
              "      <td>1.212298</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2003-12-04</th>\n",
              "      <td>1.212004</td>\n",
              "      <td>1.214403</td>\n",
              "      <td>1.204398</td>\n",
              "      <td>1.208094</td>\n",
              "      <td>1.208094</td>\n",
              "      <td>0</td>\n",
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              "    <tr>\n",
              "      <th>2003-12-05</th>\n",
              "      <td>1.207802</td>\n",
              "      <td>1.219096</td>\n",
              "      <td>1.206593</td>\n",
              "      <td>1.218695</td>\n",
              "      <td>1.218695</td>\n",
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              "    <tr>\n",
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              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-17</th>\n",
              "      <td>1.141214</td>\n",
              "      <td>1.143458</td>\n",
              "      <td>1.139315</td>\n",
              "      <td>1.141070</td>\n",
              "      <td>1.141070</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-18</th>\n",
              "      <td>1.141292</td>\n",
              "      <td>1.142335</td>\n",
              "      <td>1.132965</td>\n",
              "      <td>1.141057</td>\n",
              "      <td>1.141057</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-19</th>\n",
              "      <td>1.133003</td>\n",
              "      <td>1.135680</td>\n",
              "      <td>1.131952</td>\n",
              "      <td>1.132965</td>\n",
              "      <td>1.132965</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-20</th>\n",
              "      <td>1.134353</td>\n",
              "      <td>1.136893</td>\n",
              "      <td>1.133016</td>\n",
              "      <td>1.134340</td>\n",
              "      <td>1.134340</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-21</th>\n",
              "      <td>1.131542</td>\n",
              "      <td>1.136105</td>\n",
              "      <td>1.130224</td>\n",
              "      <td>1.131375</td>\n",
              "      <td>1.131375</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>4706 rows × 6 columns</p>\n",
              "</div>\n",
              "      <button class=\"colab-df-convert\" onclick=\"convertToInteractive('df-892af4ef-3561-4d16-a327-694a33996634')\"\n",
              "              title=\"Convert this dataframe to an interactive table.\"\n",
              "              style=\"display:none;\">\n",
              "        \n",
              "  <svg xmlns=\"http://www.w3.org/2000/svg\" height=\"24px\"viewBox=\"0 0 24 24\"\n",
              "       width=\"24px\">\n",
              "    <path d=\"M0 0h24v24H0V0z\" fill=\"none\"/>\n",
              "    <path d=\"M18.56 5.44l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94zm-11 1L8.5 8.5l.94-2.06 2.06-.94-2.06-.94L8.5 2.5l-.94 2.06-2.06.94zm10 10l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94z\"/><path d=\"M17.41 7.96l-1.37-1.37c-.4-.4-.92-.59-1.43-.59-.52 0-1.04.2-1.43.59L10.3 9.45l-7.72 7.72c-.78.78-.78 2.05 0 2.83L4 21.41c.39.39.9.59 1.41.59.51 0 1.02-.2 1.41-.59l7.78-7.78 2.81-2.81c.8-.78.8-2.07 0-2.86zM5.41 20L4 18.59l7.72-7.72 1.47 1.35L5.41 20z\"/>\n",
              "  </svg>\n",
              "      </button>\n",
              "      \n",
              "  <style>\n",
              "    .colab-df-container {\n",
              "      display:flex;\n",
              "      flex-wrap:wrap;\n",
              "      gap: 12px;\n",
              "    }\n",
              "\n",
              "    .colab-df-convert {\n",
              "      background-color: #E8F0FE;\n",
              "      border: none;\n",
              "      border-radius: 50%;\n",
              "      cursor: pointer;\n",
              "      display: none;\n",
              "      fill: #1967D2;\n",
              "      height: 32px;\n",
              "      padding: 0 0 0 0;\n",
              "      width: 32px;\n",
              "    }\n",
              "\n",
              "    .colab-df-convert:hover {\n",
              "      background-color: #E2EBFA;\n",
              "      box-shadow: 0px 1px 2px rgba(60, 64, 67, 0.3), 0px 1px 3px 1px rgba(60, 64, 67, 0.15);\n",
              "      fill: #174EA6;\n",
              "    }\n",
              "\n",
              "    [theme=dark] .colab-df-convert {\n",
              "      background-color: #3B4455;\n",
              "      fill: #D2E3FC;\n",
              "    }\n",
              "\n",
              "    [theme=dark] .colab-df-convert:hover {\n",
              "      background-color: #434B5C;\n",
              "      box-shadow: 0px 1px 3px 1px rgba(0, 0, 0, 0.15);\n",
              "      filter: drop-shadow(0px 1px 2px rgba(0, 0, 0, 0.3));\n",
              "      fill: #FFFFFF;\n",
              "    }\n",
              "  </style>\n",
              "\n",
              "      <script>\n",
              "        const buttonEl =\n",
              "          document.querySelector('#df-892af4ef-3561-4d16-a327-694a33996634 button.colab-df-convert');\n",
              "        buttonEl.style.display =\n",
              "          google.colab.kernel.accessAllowed ? 'block' : 'none';\n",
              "\n",
              "        async function convertToInteractive(key) {\n",
              "          const element = document.querySelector('#df-892af4ef-3561-4d16-a327-694a33996634');\n",
              "          const dataTable =\n",
              "            await google.colab.kernel.invokeFunction('convertToInteractive',\n",
              "                                                     [key], {});\n",
              "          if (!dataTable) return;\n",
              "\n",
              "          const docLinkHtml = 'Like what you see? Visit the ' +\n",
              "            '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n",
              "            + ' to learn more about interactive tables.';\n",
              "          element.innerHTML = '';\n",
              "          dataTable['output_type'] = 'display_data';\n",
              "          await google.colab.output.renderOutput(dataTable, element);\n",
              "          const docLink = document.createElement('div');\n",
              "          docLink.innerHTML = docLinkHtml;\n",
              "          element.appendChild(docLink);\n",
              "        }\n",
              "      </script>\n",
              "    </div>\n",
              "  </div>\n",
              "  "
            ],
            "text/plain": [
              "                Open      High       Low     Close  Adj Close  Volume\n",
              "Date                                                                 \n",
              "2003-12-01  1.203398  1.204007  1.194401  1.196501   1.196501       0\n",
              "2003-12-02  1.196101  1.210903  1.194600  1.208897   1.208897       0\n",
              "2003-12-03  1.209000  1.213003  1.207700  1.212298   1.212298       0\n",
              "2003-12-04  1.212004  1.214403  1.204398  1.208094   1.208094       0\n",
              "2003-12-05  1.207802  1.219096  1.206593  1.218695   1.218695       0\n",
              "...              ...       ...       ...       ...        ...     ...\n",
              "2022-01-17  1.141214  1.143458  1.139315  1.141070   1.141070       0\n",
              "2022-01-18  1.141292  1.142335  1.132965  1.141057   1.141057       0\n",
              "2022-01-19  1.133003  1.135680  1.131952  1.132965   1.132965       0\n",
              "2022-01-20  1.134353  1.136893  1.133016  1.134340   1.134340       0\n",
              "2022-01-21  1.131542  1.136105  1.130224  1.131375   1.131375       0\n",
              "\n",
              "[4706 rows x 6 columns]"
            ]
          },
          "metadata": {},
          "execution_count": 18
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        "def preprocessing_yf(symbol):\n",
        "  \n",
        "  #Import the data\n",
        "  df = yf.download(\"EURUSD=X\").dropna()\n",
        "\n",
        "  #Rename\n",
        "  df.columns = [\"open\", \"high\", \"low\", \"close\", \"adj close\", \"volume\"]\n",
        "  df.index.name = \"time\"\n",
        "\n",
        "  # Remove adj close\n",
        "  del df[\"adj close\"]\n",
        "\n",
        "  return df\n",
        "\n",
        "df = preprocessing_yf(\"EURUSD=X\")\n",
        "df"
      ],
      "metadata": {
        "colab": {
          "base_uri": "https://localhost:8080/",
          "height": 467
        },
        "id": "CAfQp8Jc4D5M",
        "outputId": "e6df1b11-ee05-4702-919f-8d12edbe054a"
      },
      "execution_count": null,
      "outputs": [
        {
          "output_type": "stream",
          "name": "stdout",
          "text": [
            "\r[*********************100%***********************]  1 of 1 completed\n"
          ]
        },
        {
          "output_type": "execute_result",
          "data": {
            "text/html": [
              "\n",
              "  <div id=\"df-38eb15d4-62f1-442f-8d78-43a1ed9f186c\">\n",
              "    <div class=\"colab-df-container\">\n",
              "      <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>volume</th>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>time</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>2003-12-01</th>\n",
              "      <td>1.203398</td>\n",
              "      <td>1.204007</td>\n",
              "      <td>1.194401</td>\n",
              "      <td>1.196501</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2003-12-02</th>\n",
              "      <td>1.196101</td>\n",
              "      <td>1.210903</td>\n",
              "      <td>1.194600</td>\n",
              "      <td>1.208897</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2003-12-03</th>\n",
              "      <td>1.209000</td>\n",
              "      <td>1.213003</td>\n",
              "      <td>1.207700</td>\n",
              "      <td>1.212298</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2003-12-04</th>\n",
              "      <td>1.212004</td>\n",
              "      <td>1.214403</td>\n",
              "      <td>1.204398</td>\n",
              "      <td>1.208094</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2003-12-05</th>\n",
              "      <td>1.207802</td>\n",
              "      <td>1.219096</td>\n",
              "      <td>1.206593</td>\n",
              "      <td>1.218695</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>...</th>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "      <td>...</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-17</th>\n",
              "      <td>1.141214</td>\n",
              "      <td>1.143458</td>\n",
              "      <td>1.139315</td>\n",
              "      <td>1.141070</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-18</th>\n",
              "      <td>1.141292</td>\n",
              "      <td>1.142335</td>\n",
              "      <td>1.132965</td>\n",
              "      <td>1.141057</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-19</th>\n",
              "      <td>1.133003</td>\n",
              "      <td>1.135680</td>\n",
              "      <td>1.131952</td>\n",
              "      <td>1.132965</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-20</th>\n",
              "      <td>1.134353</td>\n",
              "      <td>1.136893</td>\n",
              "      <td>1.133016</td>\n",
              "      <td>1.134340</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "    <tr>\n",
              "      <th>2022-01-21</th>\n",
              "      <td>1.131542</td>\n",
              "      <td>1.136105</td>\n",
              "      <td>1.130224</td>\n",
              "      <td>1.131375</td>\n",
              "      <td>0</td>\n",
              "    </tr>\n",
              "  </tbody>\n",
              "</table>\n",
              "<p>4706 rows × 5 columns</p>\n",
              "</div>\n",
              "      <button class=\"colab-df-convert\" onclick=\"convertToInteractive('df-38eb15d4-62f1-442f-8d78-43a1ed9f186c')\"\n",
              "              title=\"Convert this dataframe to an interactive table.\"\n",
              "              style=\"display:none;\">\n",
              "        \n",
              "  <svg xmlns=\"http://www.w3.org/2000/svg\" height=\"24px\"viewBox=\"0 0 24 24\"\n",
              "       width=\"24px\">\n",
              "    <path d=\"M0 0h24v24H0V0z\" fill=\"none\"/>\n",
              "    <path d=\"M18.56 5.44l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94zm-11 1L8.5 8.5l.94-2.06 2.06-.94-2.06-.94L8.5 2.5l-.94 2.06-2.06.94zm10 10l.94 2.06.94-2.06 2.06-.94-2.06-.94-.94-2.06-.94 2.06-2.06.94z\"/><path d=\"M17.41 7.96l-1.37-1.37c-.4-.4-.92-.59-1.43-.59-.52 0-1.04.2-1.43.59L10.3 9.45l-7.72 7.72c-.78.78-.78 2.05 0 2.83L4 21.41c.39.39.9.59 1.41.59.51 0 1.02-.2 1.41-.59l7.78-7.78 2.81-2.81c.8-.78.8-2.07 0-2.86zM5.41 20L4 18.59l7.72-7.72 1.47 1.35L5.41 20z\"/>\n",
              "  </svg>\n",
              "      </button>\n",
              "      \n",
              "  <style>\n",
              "    .colab-df-container {\n",
              "      display:flex;\n",
              "      flex-wrap:wrap;\n",
              "      gap: 12px;\n",
              "    }\n",
              "\n",
              "    .colab-df-convert {\n",
              "      background-color: #E8F0FE;\n",
              "      border: none;\n",
              "      border-radius: 50%;\n",
              "      cursor: pointer;\n",
              "      display: none;\n",
              "      fill: #1967D2;\n",
              "      height: 32px;\n",
              "      padding: 0 0 0 0;\n",
              "      width: 32px;\n",
              "    }\n",
              "\n",
              "    .colab-df-convert:hover {\n",
              "      background-color: #E2EBFA;\n",
              "      box-shadow: 0px 1px 2px rgba(60, 64, 67, 0.3), 0px 1px 3px 1px rgba(60, 64, 67, 0.15);\n",
              "      fill: #174EA6;\n",
              "    }\n",
              "\n",
              "    [theme=dark] .colab-df-convert {\n",
              "      background-color: #3B4455;\n",
              "      fill: #D2E3FC;\n",
              "    }\n",
              "\n",
              "    [theme=dark] .colab-df-convert:hover {\n",
              "      background-color: #434B5C;\n",
              "      box-shadow: 0px 1px 3px 1px rgba(0, 0, 0, 0.15);\n",
              "      filter: drop-shadow(0px 1px 2px rgba(0, 0, 0, 0.3));\n",
              "      fill: #FFFFFF;\n",
              "    }\n",
              "  </style>\n",
              "\n",
              "      <script>\n",
              "        const buttonEl =\n",
              "          document.querySelector('#df-38eb15d4-62f1-442f-8d78-43a1ed9f186c button.colab-df-convert');\n",
              "        buttonEl.style.display =\n",
              "          google.colab.kernel.accessAllowed ? 'block' : 'none';\n",
              "\n",
              "        async function convertToInteractive(key) {\n",
              "          const element = document.querySelector('#df-38eb15d4-62f1-442f-8d78-43a1ed9f186c');\n",
              "          const dataTable =\n",
              "            await google.colab.kernel.invokeFunction('convertToInteractive',\n",
              "                                                     [key], {});\n",
              "          if (!dataTable) return;\n",
              "\n",
              "          const docLinkHtml = 'Like what you see? Visit the ' +\n",
              "            '<a target=\"_blank\" href=https://colab.research.google.com/notebooks/data_table.ipynb>data table notebook</a>'\n",
              "            + ' to learn more about interactive tables.';\n",
              "          element.innerHTML = '';\n",
              "          dataTable['output_type'] = 'display_data';\n",
              "          await google.colab.output.renderOutput(dataTable, element);\n",
              "          const docLink = document.createElement('div');\n",
              "          docLink.innerHTML = docLinkHtml;\n",
              "          element.appendChild(docLink);\n",
              "        }\n",
              "      </script>\n",
              "    </div>\n",
              "  </div>\n",
              "  "
            ],
            "text/plain": [
              "                open      high       low     close  volume\n",
              "time                                                      \n",
              "2003-12-01  1.203398  1.204007  1.194401  1.196501       0\n",
              "2003-12-02  1.196101  1.210903  1.194600  1.208897       0\n",
              "2003-12-03  1.209000  1.213003  1.207700  1.212298       0\n",
              "2003-12-04  1.212004  1.214403  1.204398  1.208094       0\n",
              "2003-12-05  1.207802  1.219096  1.206593  1.218695       0\n",
              "...              ...       ...       ...       ...     ...\n",
              "2022-01-17  1.141214  1.143458  1.139315  1.141070       0\n",
              "2022-01-18  1.141292  1.142335  1.132965  1.141057       0\n",
              "2022-01-19  1.133003  1.135680  1.131952  1.132965       0\n",
              "2022-01-20  1.134353  1.136893  1.133016  1.134340       0\n",
              "2022-01-21  1.131542  1.136105  1.130224  1.131375       0\n",
              "\n",
              "[4706 rows x 5 columns]"
            ]
          },
          "metadata": {},
          "execution_count": 20
        }
      ]
    },
    {
      "cell_type": "code",
      "source": [
        ""
      ],
      "metadata": {
        "id": "vnBDvdnP1EfF"
      },
      "execution_count": null,
      "outputs": []
    }
  ]
}