wnstnb commited on
Commit
ef54379
·
1 Parent(s): 08b8ea5

fixing intraday pulls

Browse files
Files changed (1) hide show
  1. model_intra.py +6 -1
model_intra.py CHANGED
@@ -255,7 +255,12 @@ def get_data(periods_30m = 1):
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  _df['Datetime'] = _df['Datetime'].dt.tz_convert('America/New_York')
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  _df.set_index('Datetime', inplace=True)
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  # Concat them
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- df_inc = pd.concat([yfp, yf_vix, yf_vvix], axis=1)
 
 
 
 
 
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  df_inc = df_inc.loc[
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  (df_inc.index.time >= datetime.time(9,30)) & (df_inc.index.time < datetime.time(16,00))
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  ]
 
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  _df['Datetime'] = _df['Datetime'].dt.tz_convert('America/New_York')
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  _df.set_index('Datetime', inplace=True)
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  # Concat them
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+ df_inc = pd.concat([
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+ yfp[['Open','High','Low','Close']],
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+ yf_vix[['Open','High','Low','Close']],
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+ yf_vvix[['Open','High','Low','Close']]
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+ ], axis=1)
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+ df_inc.columns = df_30m.columns
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  df_inc = df_inc.loc[
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  (df_inc.index.time >= datetime.time(9,30)) & (df_inc.index.time < datetime.time(16,00))
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  ]