|
38 | 38 | "!pip install toolz" |
39 | 39 | ] |
40 | 40 | }, |
| 41 | + { |
| 42 | + "cell_type": "markdown", |
| 43 | + "id": "3caf5c69", |
| 44 | + "metadata": {}, |
| 45 | + "source": [ |
| 46 | + "#### 가상환경 정보" |
| 47 | + ] |
| 48 | + }, |
| 49 | + { |
| 50 | + "cell_type": "code", |
| 51 | + "execution_count": 5, |
| 52 | + "id": "7da54cf1", |
| 53 | + "metadata": {}, |
| 54 | + "outputs": [ |
| 55 | + { |
| 56 | + "name": "stdout", |
| 57 | + "output_type": "stream", |
| 58 | + "text": [ |
| 59 | + "Python 3.10.16\n" |
| 60 | + ] |
| 61 | + } |
| 62 | + ], |
| 63 | + "source": [ |
| 64 | + "!python --version" |
| 65 | + ] |
| 66 | + }, |
| 67 | + { |
| 68 | + "cell_type": "code", |
| 69 | + "execution_count": 6, |
| 70 | + "id": "2958a91c", |
| 71 | + "metadata": {}, |
| 72 | + "outputs": [ |
| 73 | + { |
| 74 | + "name": "stdout", |
| 75 | + "output_type": "stream", |
| 76 | + "text": [ |
| 77 | + "aiohappyeyeballs==2.6.1\n", |
| 78 | + "aiohttp==3.12.14\n", |
| 79 | + "aiosignal==1.4.0\n", |
| 80 | + "appnope==0.1.4\n", |
| 81 | + "asttokens==3.0.0\n", |
| 82 | + "async-timeout==5.0.1\n", |
| 83 | + "attrs==25.3.0\n", |
| 84 | + "babel==2.17.0\n", |
| 85 | + "causalml==0.15.5\n", |
| 86 | + "certifi==2025.7.9\n", |
| 87 | + "cffi==2.0.0\n", |
| 88 | + "charset-normalizer==3.4.2\n", |
| 89 | + "citeproc-py==0.8.2\n", |
| 90 | + "cloudpickle==3.1.1\n", |
| 91 | + "comm==0.2.2\n", |
| 92 | + "commonmark==0.9.1\n", |
| 93 | + "contourpy==1.3.2\n", |
| 94 | + "curl_cffi==0.13.0\n", |
| 95 | + "cycler==0.12.1\n", |
| 96 | + "debugpy==1.8.14\n", |
| 97 | + "decorator==5.2.1\n", |
| 98 | + "dill==0.4.0\n", |
| 99 | + "dotenv==0.9.9\n", |
| 100 | + "duecredit==0.10.2\n", |
| 101 | + "econml==0.16.0\n", |
| 102 | + "exceptiongroup==1.3.0\n", |
| 103 | + "executing==2.2.0\n", |
| 104 | + "faicons==0.2.2\n", |
| 105 | + "filelock==3.18.0\n", |
| 106 | + "fonttools==4.58.5\n", |
| 107 | + "forestci==0.6\n", |
| 108 | + "formulaic==1.2.0\n", |
| 109 | + "frozenlist==1.7.0\n", |
| 110 | + "fsspec==2025.7.0\n", |
| 111 | + "graphviz==0.21\n", |
| 112 | + "great-tables==0.18.0\n", |
| 113 | + "hf-xet==1.1.5\n", |
| 114 | + "htmltools==0.6.0\n", |
| 115 | + "huggingface-hub==0.34.1\n", |
| 116 | + "idna==3.10\n", |
| 117 | + "importlib_metadata==8.7.0\n", |
| 118 | + "importlib_resources==6.5.2\n", |
| 119 | + "interface-meta==1.3.0\n", |
| 120 | + "ipykernel==6.29.5\n", |
| 121 | + "ipython==8.37.0\n", |
| 122 | + "jedi==0.19.2\n", |
| 123 | + "joblib==1.5.1\n", |
| 124 | + "jupyter_client==8.6.3\n", |
| 125 | + "jupyter_core==5.8.1\n", |
| 126 | + "kiwisolver==1.4.8\n", |
| 127 | + "lightgbm==4.6.0\n", |
| 128 | + "llvmlite==0.44.0\n", |
| 129 | + "looseversion==1.3.0\n", |
| 130 | + "lxml==6.0.0\n", |
| 131 | + "matplotlib==3.10.3\n", |
| 132 | + "matplotlib-inline==0.1.7\n", |
| 133 | + "multidict==6.6.3\n", |
| 134 | + "multiprocess==0.70.18\n", |
| 135 | + "narwhals==2.5.0\n", |
| 136 | + "nest-asyncio==1.6.0\n", |
| 137 | + "numba==0.61.2\n", |
| 138 | + "numpy==2.2.6\n", |
| 139 | + "packaging==25.0\n", |
| 140 | + "pandas==2.3.1\n", |
| 141 | + "pandas-datareader==0.10.0\n", |
| 142 | + "parso==0.8.4\n", |
| 143 | + "pathos==0.2.9\n", |
| 144 | + "patsy==1.0.1\n", |
| 145 | + "pexpect==4.9.0\n", |
| 146 | + "pillow==11.3.0\n", |
| 147 | + "platformdirs==4.3.8\n", |
| 148 | + "pox==0.3.6\n", |
| 149 | + "ppft==1.7.7\n", |
| 150 | + "prompt_toolkit==3.0.51\n", |
| 151 | + "propcache==0.3.2\n", |
| 152 | + "psutil==7.0.0\n", |
| 153 | + "psycopg2-binary==2.9.10\n", |
| 154 | + "ptyprocess==0.7.0\n", |
| 155 | + "pure_eval==0.2.3\n", |
| 156 | + "pyarrow==21.0.0\n", |
| 157 | + "pycparser==2.23\n", |
| 158 | + "pydotplus==2.0.2\n", |
| 159 | + "pyfixest==0.30.2\n", |
| 160 | + "Pygments==2.19.2\n", |
| 161 | + "pyparsing==3.2.3\n", |
| 162 | + "python-dateutil==2.9.0.post0\n", |
| 163 | + "python-dotenv==1.1.1\n", |
| 164 | + "pytz==2025.2\n", |
| 165 | + "PyYAML==6.0.2\n", |
| 166 | + "pyzmq==27.0.0\n", |
| 167 | + "requests==2.32.4\n", |
| 168 | + "scikit-learn==1.6.1\n", |
| 169 | + "scipy==1.15.3\n", |
| 170 | + "seaborn==0.13.2\n", |
| 171 | + "shap==0.48.0\n", |
| 172 | + "six==1.17.0\n", |
| 173 | + "slicer==0.0.8\n", |
| 174 | + "sparse==0.17.0\n", |
| 175 | + "SQLAlchemy==2.0.43\n", |
| 176 | + "stack-data==0.6.3\n", |
| 177 | + "statsmodels==0.14.5\n", |
| 178 | + "tabulate==0.9.0\n", |
| 179 | + "threadpoolctl==3.6.0\n", |
| 180 | + "tidyfinance==0.1.2\n", |
| 181 | + "toolz==1.0.0\n", |
| 182 | + "tornado==6.5.1\n", |
| 183 | + "tqdm==4.67.1\n", |
| 184 | + "traitlets==5.14.3\n", |
| 185 | + "typing_extensions==4.14.1\n", |
| 186 | + "tzdata==2025.2\n", |
| 187 | + "urllib3==2.5.0\n", |
| 188 | + "wcwidth==0.2.13\n", |
| 189 | + "wrapt==1.17.3\n", |
| 190 | + "xgboost==3.0.2\n", |
| 191 | + "yarl==1.20.1\n", |
| 192 | + "zipp==3.23.0\n" |
| 193 | + ] |
| 194 | + } |
| 195 | + ], |
| 196 | + "source": [ |
| 197 | + "!pip freeze" |
| 198 | + ] |
| 199 | + }, |
| 200 | + { |
| 201 | + "cell_type": "markdown", |
| 202 | + "id": "ddc5fa7d", |
| 203 | + "metadata": {}, |
| 204 | + "source": [ |
| 205 | + "아래 tidyfinace패키지는 파이썬 3.10 이상의 환경에서 설치됩니다!" |
| 206 | + ] |
| 207 | + }, |
41 | 208 | { |
42 | 209 | "cell_type": "code", |
43 | 210 | "execution_count": 12, |
|
259 | 426 | }, |
260 | 427 | { |
261 | 428 | "cell_type": "code", |
262 | | - "execution_count": 3, |
| 429 | + "execution_count": null, |
263 | 430 | "id": "d17c7963", |
264 | 431 | "metadata": { |
265 | 432 | "ExecuteTime": { |
|
371 | 538 | "import pandas as pd\n", |
372 | 539 | "import numpy as np\n", |
373 | 540 | "\n", |
374 | | - "mkt_data = (pd.read_csv(\"./data/short_offline_mkt_south.csv\")\n", |
| 541 | + "mkt_data = (pd.read_csv(\"../data/matheus_data/short_offline_mkt_south.csv\")\n", |
375 | 542 | " .astype({\"date\":\"datetime64[ns]\"}))\n", |
376 | 543 | "\n", |
377 | 544 | "mkt_data.head()" |
|
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