[13w] -2 new data.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "a4a3fcb8",
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd\n",
    "from IPython.core.interactiveshell import InteractiveShell\n",
    "InteractiveShell.ast_node_interactivity = 'all'\n",
    "\n",
    "import numpy as np\n",
    "from tqdm import tqdm\n",
    "import warnings\n",
    "warnings.filterwarnings('ignore')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "b617dfd1",
   "metadata": {},
   "outputs": [],
   "source": [
    "data = pd.read_csv('/data/stock/stock.KOSPI.KOSDAQ.2012to20220301.csv')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "b80d5991",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "array(['date', 'code', 'D-10_open', 'D-10_high', 'D-10_low', 'D-10_close',\n",
       "       'D-10_MA5', 'D-10_MA20', 'D-10_MA60', 'D-10_MA120', 'D-10_MA240',\n",
       "       'D-10_AO', 'D-10_KAMA', 'D-10_ADI', 'D-10_FI', 'D-10_VMAP',\n",
       "       'D-10_BBH', 'D-10_BBL', 'D-10_BBM', 'D-10_DCH', 'D-10_DCL',\n",
       "       'D-10_DCM', 'D-10_KCH', 'D-10_KCL', 'D-10_KCM', 'D-10_DPO',\n",
       "       'D-10_Ichimoku_a', 'D-10_Ichimoku_b', 'D-10_ichimoku_base_line',\n",
       "       'D-10_ichimoku_conversion_line', 'D-10_MACD', 'D-10_MACDdiff',\n",
       "       'D-10_MACDsig', 'D-10_PSARdown', 'D-10_PSARup', 'D-10_CR',\n",
       "       'D-10_DLR', 'D-10_PVO', 'D-10_SRSI', 'D-10_AIdown', 'D-10_STC',\n",
       "       'D-10_RSI', 'D-10_EOMsig', 'D-10_NVI', 'D-10_ADXneg', 'D-10_WR',\n",
       "       'D-10_AIup', 'D-10_rTR', 'D-10_VIneg', 'D-10_PVOsig', 'D-10_SO',\n",
       "       'D-10_ATR', 'D-10_CMF', 'D-10_TSI', 'D-10_ADX', 'D-10_MI',\n",
       "       'D-10_SRSIK', 'D-10_EOM', 'D-10_BBW', 'D-10_UI', 'D-10_ADXpos',\n",
       "       'D-10_PPOsig', 'D-10_TRIX', 'D-10_volume', 'D-10_KSTsig',\n",
       "       'D-10_CCI', 'D-10_tradingvalue', 'D-10_OBV', 'D-10_VPT', 'D-10_UO',\n",
       "       'D-10_SOsig', 'D-10_KCP', 'D-10_DCP', 'D-10_PVOhist', 'D-10_PPO',\n",
       "       'D-10_VIpos', 'D-10_ROC', 'D-10_MFI', 'D-10_KCW', 'D-10_BBP',\n",
       "       'D-10_KST', 'D-10_DCW', 'D-10_SRSID', 'D-10_PPOhist', 'D-9_open',\n",
       "       'D-9_high', 'D-9_low', 'D-9_close', 'D-9_MA5', 'D-9_MA20',\n",
       "       'D-9_MA60', 'D-9_MA120', 'D-9_MA240', 'D-9_AO', 'D-9_KAMA',\n",
       "       'D-9_ADI', 'D-9_FI', 'D-9_VMAP', 'D-9_BBH', 'D-9_BBL', 'D-9_BBM',\n",
       "       'D-9_DCH', 'D-9_DCL', 'D-9_DCM', 'D-9_KCH', 'D-9_KCL', 'D-9_KCM',\n",
       "       'D-9_DPO', 'D-9_Ichimoku_a', 'D-9_Ichimoku_b',\n",
       "       'D-9_ichimoku_base_line', 'D-9_ichimoku_conversion_line',\n",
       "       'D-9_MACD', 'D-9_MACDdiff', 'D-9_MACDsig', 'D-9_PSARdown',\n",
       "       'D-9_PSARup', 'D-9_CR', 'D-9_DLR', 'D-9_PVO', 'D-9_SRSI',\n",
       "       'D-9_AIdown', 'D-9_STC', 'D-9_RSI', 'D-9_EOMsig', 'D-9_NVI',\n",
       "       'D-9_ADXneg', 'D-9_WR', 'D-9_AIup', 'D-9_rTR', 'D-9_VIneg',\n",
       "       'D-9_PVOsig', 'D-9_SO', 'D-9_ATR', 'D-9_CMF', 'D-9_TSI', 'D-9_ADX',\n",
       "       'D-9_MI', 'D-9_SRSIK', 'D-9_EOM', 'D-9_BBW', 'D-9_UI',\n",
       "       'D-9_ADXpos', 'D-9_PPOsig', 'D-9_TRIX', 'D-9_volume', 'D-9_KSTsig',\n",
       "       'D-9_CCI', 'D-9_tradingvalue', 'D-9_OBV', 'D-9_VPT', 'D-9_UO',\n",
       "       'D-9_SOsig', 'D-9_KCP', 'D-9_DCP', 'D-9_PVOhist', 'D-9_PPO',\n",
       "       'D-9_VIpos', 'D-9_ROC', 'D-9_MFI', 'D-9_KCW', 'D-9_BBP', 'D-9_KST',\n",
       "       'D-9_DCW', 'D-9_SRSID', 'D-9_PPOhist', 'D-8_open', 'D-8_high',\n",
       "       'D-8_low', 'D-8_close', 'D-8_MA5', 'D-8_MA20', 'D-8_MA60',\n",
       "       'D-8_MA120', 'D-8_MA240', 'D-8_AO', 'D-8_KAMA', 'D-8_ADI',\n",
       "       'D-8_FI', 'D-8_VMAP', 'D-8_BBH', 'D-8_BBL', 'D-8_BBM', 'D-8_DCH',\n",
       "       'D-8_DCL', 'D-8_DCM', 'D-8_KCH', 'D-8_KCL', 'D-8_KCM', 'D-8_DPO',\n",
       "       'D-8_Ichimoku_a', 'D-8_Ichimoku_b', 'D-8_ichimoku_base_line',\n",
       "       'D-8_ichimoku_conversion_line', 'D-8_MACD', 'D-8_MACDdiff',\n",
       "       'D-8_MACDsig', 'D-8_PSARdown', 'D-8_PSARup', 'D-8_CR', 'D-8_DLR',\n",
       "       'D-8_PVO', 'D-8_SRSI', 'D-8_AIdown', 'D-8_STC', 'D-8_RSI',\n",
       "       'D-8_EOMsig', 'D-8_NVI', 'D-8_ADXneg', 'D-8_WR', 'D-8_AIup',\n",
       "       'D-8_rTR', 'D-8_VIneg', 'D-8_PVOsig', 'D-8_SO', 'D-8_ATR',\n",
       "       'D-8_CMF', 'D-8_TSI', 'D-8_ADX', 'D-8_MI', 'D-8_SRSIK', 'D-8_EOM',\n",
       "       'D-8_BBW', 'D-8_UI', 'D-8_ADXpos', 'D-8_PPOsig', 'D-8_TRIX',\n",
       "       'D-8_volume', 'D-8_KSTsig', 'D-8_CCI', 'D-8_tradingvalue',\n",
       "       'D-8_OBV', 'D-8_VPT', 'D-8_UO', 'D-8_SOsig', 'D-8_KCP', 'D-8_DCP',\n",
       "       'D-8_PVOhist', 'D-8_PPO', 'D-8_VIpos', 'D-8_ROC', 'D-8_MFI',\n",
       "       'D-8_KCW', 'D-8_BBP', 'D-8_KST', 'D-8_DCW', 'D-8_SRSID',\n",
       "       'D-8_PPOhist', 'D-7_open', 'D-7_high', 'D-7_low', 'D-7_close',\n",
       "       'D-7_MA5', 'D-7_MA20', 'D-7_MA60', 'D-7_MA120', 'D-7_MA240',\n",
       "       'D-7_AO', 'D-7_KAMA', 'D-7_ADI', 'D-7_FI', 'D-7_VMAP', 'D-7_BBH',\n",
       "       'D-7_BBL', 'D-7_BBM', 'D-7_DCH', 'D-7_DCL', 'D-7_DCM', 'D-7_KCH',\n",
       "       'D-7_KCL', 'D-7_KCM', 'D-7_DPO', 'D-7_Ichimoku_a',\n",
       "       'D-7_Ichimoku_b', 'D-7_ichimoku_base_line',\n",
       "       'D-7_ichimoku_conversion_line', 'D-7_MACD', 'D-7_MACDdiff',\n",
       "       'D-7_MACDsig', 'D-7_PSARdown', 'D-7_PSARup', 'D-7_CR', 'D-7_DLR',\n",
       "       'D-7_PVO', 'D-7_SRSI', 'D-7_AIdown', 'D-7_STC', 'D-7_RSI',\n",
       "       'D-7_EOMsig', 'D-7_NVI', 'D-7_ADXneg', 'D-7_WR', 'D-7_AIup',\n",
       "       'D-7_rTR', 'D-7_VIneg', 'D-7_PVOsig', 'D-7_SO', 'D-7_ATR',\n",
       "       'D-7_CMF', 'D-7_TSI', 'D-7_ADX', 'D-7_MI', 'D-7_SRSIK', 'D-7_EOM',\n",
       "       'D-7_BBW', 'D-7_UI', 'D-7_ADXpos', 'D-7_PPOsig', 'D-7_TRIX',\n",
       "       'D-7_volume', 'D-7_KSTsig', 'D-7_CCI', 'D-7_tradingvalue',\n",
       "       'D-7_OBV', 'D-7_VPT', 'D-7_UO', 'D-7_SOsig', 'D-7_KCP', 'D-7_DCP',\n",
       "       'D-7_PVOhist', 'D-7_PPO', 'D-7_VIpos', 'D-7_ROC', 'D-7_MFI',\n",
       "       'D-7_KCW', 'D-7_BBP', 'D-7_KST', 'D-7_DCW', 'D-7_SRSID',\n",
       "       'D-7_PPOhist', 'D-6_open', 'D-6_high', 'D-6_low', 'D-6_close',\n",
       "       'D-6_MA5', 'D-6_MA20', 'D-6_MA60', 'D-6_MA120', 'D-6_MA240',\n",
       "       'D-6_AO', 'D-6_KAMA', 'D-6_ADI', 'D-6_FI', 'D-6_VMAP', 'D-6_BBH',\n",
       "       'D-6_BBL', 'D-6_BBM', 'D-6_DCH', 'D-6_DCL', 'D-6_DCM', 'D-6_KCH',\n",
       "       'D-6_KCL', 'D-6_KCM', 'D-6_DPO', 'D-6_Ichimoku_a',\n",
       "       'D-6_Ichimoku_b', 'D-6_ichimoku_base_line',\n",
       "       'D-6_ichimoku_conversion_line', 'D-6_MACD', 'D-6_MACDdiff',\n",
       "       'D-6_MACDsig', 'D-6_PSARdown', 'D-6_PSARup', 'D-6_CR', 'D-6_DLR',\n",
       "       'D-6_PVO', 'D-6_SRSI', 'D-6_AIdown', 'D-6_STC', 'D-6_RSI',\n",
       "       'D-6_EOMsig', 'D-6_NVI', 'D-6_ADXneg', 'D-6_WR', 'D-6_AIup',\n",
       "       'D-6_rTR', 'D-6_VIneg', 'D-6_PVOsig', 'D-6_SO', 'D-6_ATR',\n",
       "       'D-6_CMF', 'D-6_TSI', 'D-6_ADX', 'D-6_MI', 'D-6_SRSIK', 'D-6_EOM',\n",
       "       'D-6_BBW', 'D-6_UI', 'D-6_ADXpos', 'D-6_PPOsig', 'D-6_TRIX',\n",
       "       'D-6_volume', 'D-6_KSTsig', 'D-6_CCI', 'D-6_tradingvalue',\n",
       "       'D-6_OBV', 'D-6_VPT', 'D-6_UO', 'D-6_SOsig', 'D-6_KCP', 'D-6_DCP',\n",
       "       'D-6_PVOhist', 'D-6_PPO', 'D-6_VIpos', 'D-6_ROC', 'D-6_MFI',\n",
       "       'D-6_KCW', 'D-6_BBP', 'D-6_KST', 'D-6_DCW', 'D-6_SRSID',\n",
       "       'D-6_PPOhist', 'D-5_open', 'D-5_high', 'D-5_low', 'D-5_close',\n",
       "       'D-5_MA5', 'D-5_MA20', 'D-5_MA60', 'D-5_MA120', 'D-5_MA240',\n",
       "       'D-5_AO', 'D-5_KAMA', 'D-5_ADI', 'D-5_FI', 'D-5_VMAP', 'D-5_BBH',\n",
       "       'D-5_BBL', 'D-5_BBM', 'D-5_DCH', 'D-5_DCL', 'D-5_DCM', 'D-5_KCH',\n",
       "       'D-5_KCL', 'D-5_KCM', 'D-5_DPO', 'D-5_Ichimoku_a',\n",
       "       'D-5_Ichimoku_b', 'D-5_ichimoku_base_line',\n",
       "       'D-5_ichimoku_conversion_line', 'D-5_MACD', 'D-5_MACDdiff',\n",
       "       'D-5_MACDsig', 'D-5_PSARdown', 'D-5_PSARup', 'D-5_CR', 'D-5_DLR',\n",
       "       'D-5_PVO', 'D-5_SRSI', 'D-5_AIdown', 'D-5_STC', 'D-5_RSI',\n",
       "       'D-5_EOMsig', 'D-5_NVI', 'D-5_ADXneg', 'D-5_WR', 'D-5_AIup',\n",
       "       'D-5_rTR', 'D-5_VIneg', 'D-5_PVOsig', 'D-5_SO', 'D-5_ATR',\n",
       "       'D-5_CMF', 'D-5_TSI', 'D-5_ADX', 'D-5_MI', 'D-5_SRSIK', 'D-5_EOM',\n",
       "       'D-5_BBW', 'D-5_UI', 'D-5_ADXpos', 'D-5_PPOsig', 'D-5_TRIX',\n",
       "       'D-5_volume', 'D-5_KSTsig', 'D-5_CCI', 'D-5_tradingvalue',\n",
       "       'D-5_OBV', 'D-5_VPT', 'D-5_UO', 'D-5_SOsig', 'D-5_KCP', 'D-5_DCP',\n",
       "       'D-5_PVOhist', 'D-5_PPO', 'D-5_VIpos', 'D-5_ROC', 'D-5_MFI',\n",
       "       'D-5_KCW', 'D-5_BBP', 'D-5_KST', 'D-5_DCW', 'D-5_SRSID',\n",
       "       'D-5_PPOhist', 'D-4_open', 'D-4_high', 'D-4_low', 'D-4_close',\n",
       "       'D-4_MA5', 'D-4_MA20', 'D-4_MA60', 'D-4_MA120', 'D-4_MA240',\n",
       "       'D-4_AO', 'D-4_KAMA', 'D-4_ADI', 'D-4_FI', 'D-4_VMAP', 'D-4_BBH',\n",
       "       'D-4_BBL', 'D-4_BBM', 'D-4_DCH', 'D-4_DCL', 'D-4_DCM', 'D-4_KCH',\n",
       "       'D-4_KCL', 'D-4_KCM', 'D-4_DPO', 'D-4_Ichimoku_a',\n",
       "       'D-4_Ichimoku_b', 'D-4_ichimoku_base_line',\n",
       "       'D-4_ichimoku_conversion_line', 'D-4_MACD', 'D-4_MACDdiff',\n",
       "       'D-4_MACDsig', 'D-4_PSARdown', 'D-4_PSARup', 'D-4_CR', 'D-4_DLR',\n",
       "       'D-4_PVO', 'D-4_SRSI', 'D-4_AIdown', 'D-4_STC', 'D-4_RSI',\n",
       "       'D-4_EOMsig', 'D-4_NVI', 'D-4_ADXneg', 'D-4_WR', 'D-4_AIup',\n",
       "       'D-4_rTR', 'D-4_VIneg', 'D-4_PVOsig', 'D-4_SO', 'D-4_ATR',\n",
       "       'D-4_CMF', 'D-4_TSI', 'D-4_ADX', 'D-4_MI', 'D-4_SRSIK', 'D-4_EOM',\n",
       "       'D-4_BBW', 'D-4_UI', 'D-4_ADXpos', 'D-4_PPOsig', 'D-4_TRIX',\n",
       "       'D-4_volume', 'D-4_KSTsig', 'D-4_CCI', 'D-4_tradingvalue',\n",
       "       'D-4_OBV', 'D-4_VPT', 'D-4_UO', 'D-4_SOsig', 'D-4_KCP', 'D-4_DCP',\n",
       "       'D-4_PVOhist', 'D-4_PPO', 'D-4_VIpos', 'D-4_ROC', 'D-4_MFI',\n",
       "       'D-4_KCW', 'D-4_BBP', 'D-4_KST', 'D-4_DCW', 'D-4_SRSID',\n",
       "       'D-4_PPOhist', 'D-3_open', 'D-3_high', 'D-3_low', 'D-3_close',\n",
       "       'D-3_MA5', 'D-3_MA20', 'D-3_MA60', 'D-3_MA120', 'D-3_MA240',\n",
       "       'D-3_AO', 'D-3_KAMA', 'D-3_ADI', 'D-3_FI', 'D-3_VMAP', 'D-3_BBH',\n",
       "       'D-3_BBL', 'D-3_BBM', 'D-3_DCH', 'D-3_DCL', 'D-3_DCM', 'D-3_KCH',\n",
       "       'D-3_KCL', 'D-3_KCM', 'D-3_DPO', 'D-3_Ichimoku_a',\n",
       "       'D-3_Ichimoku_b', 'D-3_ichimoku_base_line',\n",
       "       'D-3_ichimoku_conversion_line', 'D-3_MACD', 'D-3_MACDdiff',\n",
       "       'D-3_MACDsig', 'D-3_PSARdown', 'D-3_PSARup', 'D-3_CR', 'D-3_DLR',\n",
       "       'D-3_PVO', 'D-3_SRSI', 'D-3_AIdown', 'D-3_STC', 'D-3_RSI',\n",
       "       'D-3_EOMsig', 'D-3_NVI', 'D-3_ADXneg', 'D-3_WR', 'D-3_AIup',\n",
       "       'D-3_rTR', 'D-3_VIneg', 'D-3_PVOsig', 'D-3_SO', 'D-3_ATR',\n",
       "       'D-3_CMF', 'D-3_TSI', 'D-3_ADX', 'D-3_MI', 'D-3_SRSIK', 'D-3_EOM',\n",
       "       'D-3_BBW', 'D-3_UI', 'D-3_ADXpos', 'D-3_PPOsig', 'D-3_TRIX',\n",
       "       'D-3_volume', 'D-3_KSTsig', 'D-3_CCI', 'D-3_tradingvalue',\n",
       "       'D-3_OBV', 'D-3_VPT', 'D-3_UO', 'D-3_SOsig', 'D-3_KCP', 'D-3_DCP',\n",
       "       'D-3_PVOhist', 'D-3_PPO', 'D-3_VIpos', 'D-3_ROC', 'D-3_MFI',\n",
       "       'D-3_KCW', 'D-3_BBP', 'D-3_KST', 'D-3_DCW', 'D-3_SRSID',\n",
       "       'D-3_PPOhist', 'D-2_open', 'D-2_high', 'D-2_low', 'D-2_close',\n",
       "       'D-2_MA5', 'D-2_MA20', 'D-2_MA60', 'D-2_MA120', 'D-2_MA240',\n",
       "       'D-2_AO', 'D-2_KAMA', 'D-2_ADI', 'D-2_FI', 'D-2_VMAP', 'D-2_BBH',\n",
       "       'D-2_BBL', 'D-2_BBM', 'D-2_DCH', 'D-2_DCL', 'D-2_DCM', 'D-2_KCH',\n",
       "       'D-2_KCL', 'D-2_KCM', 'D-2_DPO', 'D-2_Ichimoku_a',\n",
       "       'D-2_Ichimoku_b', 'D-2_ichimoku_base_line',\n",
       "       'D-2_ichimoku_conversion_line', 'D-2_MACD', 'D-2_MACDdiff',\n",
       "       'D-2_MACDsig', 'D-2_PSARdown', 'D-2_PSARup', 'D-2_CR', 'D-2_DLR',\n",
       "       'D-2_PVO', 'D-2_SRSI', 'D-2_AIdown', 'D-2_STC', 'D-2_RSI',\n",
       "       'D-2_EOMsig', 'D-2_NVI', 'D-2_ADXneg', 'D-2_WR', 'D-2_AIup',\n",
       "       'D-2_rTR', 'D-2_VIneg', 'D-2_PVOsig', 'D-2_SO', 'D-2_ATR',\n",
       "       'D-2_CMF', 'D-2_TSI', 'D-2_ADX', 'D-2_MI', 'D-2_SRSIK', 'D-2_EOM',\n",
       "       'D-2_BBW', 'D-2_UI', 'D-2_ADXpos', 'D-2_PPOsig', 'D-2_TRIX',\n",
       "       'D-2_volume', 'D-2_KSTsig', 'D-2_CCI', 'D-2_tradingvalue',\n",
       "       'D-2_OBV', 'D-2_VPT', 'D-2_UO', 'D-2_SOsig', 'D-2_KCP', 'D-2_DCP',\n",
       "       'D-2_PVOhist', 'D-2_PPO', 'D-2_VIpos', 'D-2_ROC', 'D-2_MFI',\n",
       "       'D-2_KCW', 'D-2_BBP', 'D-2_KST', 'D-2_DCW', 'D-2_SRSID',\n",
       "       'D-2_PPOhist', 'D-1_open', 'D-1_high', 'D-1_low', 'D-1_close',\n",
       "       'D-1_MA5', 'D-1_MA20', 'D-1_MA60', 'D-1_MA120', 'D-1_MA240',\n",
       "       'D-1_AO', 'D-1_KAMA', 'D-1_ADI', 'D-1_FI', 'D-1_VMAP', 'D-1_BBH',\n",
       "       'D-1_BBL', 'D-1_BBM', 'D-1_DCH', 'D-1_DCL', 'D-1_DCM', 'D-1_KCH',\n",
       "       'D-1_KCL', 'D-1_KCM', 'D-1_DPO', 'D-1_Ichimoku_a',\n",
       "       'D-1_Ichimoku_b', 'D-1_ichimoku_base_line',\n",
       "       'D-1_ichimoku_conversion_line', 'D-1_MACD', 'D-1_MACDdiff',\n",
       "       'D-1_MACDsig', 'D-1_PSARdown', 'D-1_PSARup', 'D-1_CR', 'D-1_DLR',\n",
       "       'D-1_PVO', 'D-1_SRSI', 'D-1_AIdown', 'D-1_STC', 'D-1_RSI',\n",
       "       'D-1_EOMsig', 'D-1_NVI', 'D-1_ADXneg', 'D-1_WR', 'D-1_AIup',\n",
       "       'D-1_rTR', 'D-1_VIneg', 'D-1_PVOsig', 'D-1_SO', 'D-1_ATR',\n",
       "       'D-1_CMF', 'D-1_TSI', 'D-1_ADX', 'D-1_MI', 'D-1_SRSIK', 'D-1_EOM',\n",
       "       'D-1_BBW', 'D-1_UI', 'D-1_ADXpos', 'D-1_PPOsig', 'D-1_TRIX',\n",
       "       'D-1_volume', 'D-1_KSTsig', 'D-1_CCI', 'D-1_tradingvalue',\n",
       "       'D-1_OBV', 'D-1_VPT', 'D-1_UO', 'D-1_SOsig', 'D-1_KCP', 'D-1_DCP',\n",
       "       'D-1_PVOhist', 'D-1_PPO', 'D-1_VIpos', 'D-1_ROC', 'D-1_MFI',\n",
       "       'D-1_KCW', 'D-1_BBP', 'D-1_KST', 'D-1_DCW', 'D-1_SRSID',\n",
       "       'D-1_PPOhist', 'NextChange'], dtype=object)"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
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   ]
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