debug.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "from libs import common\n",
    "\n",
    "from importlib import reload"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Concatenate `train` and `test` datasets to extract temporal features"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [],
   "source": [
    "hist = pd.read_csv('./data/Historical_Data.csv', parse_dates=['Date'], index_col='Date')\n",
    "test = pd.read_csv('./data/Evaluation_Data.csv', parse_dates=['Date'], index_col='Date')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
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       "           TS_ID    V2    V3      V4      V5   V6      V7   V8   V9  V10  V11  \\\n",
       "Date                                                                            \n",
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       "\n",
       "            V12    V13  V14  V15     V16  Target  \n",
       "Date                                              \n",
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     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
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   "source": [
    "comb = pd.concat([hist, test], axis='index')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
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       "Date                                                                      \n",
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     "metadata": {},
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    "comb.head(3)"
   ]
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       "      <td>2683.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3171.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
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       "      <td>0.017213</td>\n",
       "      <td>0.999852</td>\n",
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       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>3 rows × 35 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TS_ID    V2    V3      V4      V5   V6      V7   V8   V9  V10  ...  \\\n",
       "2017-01-01   TS4  ABC0  XYZ1  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "2017-01-01   TS5  ABC0  XYZ1  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "2017-01-01   TS6  ABC2  XYZ7  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "\n",
       "            cos_woy   sin_doy   cos_doy  sin_moy   cos_moy  sin_qtr  \\\n",
       "2017-01-01      1.0  0.017213  0.999852      0.5  0.866025      1.0   \n",
       "2017-01-01      1.0  0.017213  0.999852      0.5  0.866025      1.0   \n",
       "2017-01-01      1.0  0.017213  0.999852      0.5  0.866025      1.0   \n",
       "\n",
       "                 cos_qtr  is_weekend  is_nat_holiday  is_holiday  \n",
       "2017-01-01  6.123234e-17           1               0           1  \n",
       "2017-01-01  6.123234e-17           1               0           1  \n",
       "2017-01-01  6.123234e-17           1               0           1  \n",
       "\n",
       "[3 rows x 35 columns]"
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "reload(common)\n",
    "\n",
    "comb = common.define_holidays(comb)\n",
    "comb.head(3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [
    {
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       "      <th>TS_ID</th>\n",
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       "  <tbody>\n",
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       "      <th>2017-01-01</th>\n",
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       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
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       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>2.0</td>\n",
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       "</table>\n",
       "<p>3 rows × 36 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TS_ID    V2    V3      V4      V5   V6      V7   V8   V9  V10  ...  \\\n",
       "2017-01-01   TS4  ABC0  XYZ1  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "2017-01-01   TS5  ABC0  XYZ1  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "2017-01-01   TS6  ABC2  XYZ7  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "\n",
       "             sin_doy   cos_doy  sin_moy   cos_moy  sin_qtr       cos_qtr  \\\n",
       "2017-01-01  0.017213  0.999852      0.5  0.866025      1.0  6.123234e-17   \n",
       "2017-01-01  0.017213  0.999852      0.5  0.866025      1.0  6.123234e-17   \n",
       "2017-01-01  0.017213  0.999852      0.5  0.866025      1.0  6.123234e-17   \n",
       "\n",
       "            is_weekend  is_nat_holiday  is_holiday  holidays_in_last_10_days  \n",
       "2017-01-01           1               0           1                       NaN  \n",
       "2017-01-01           1               0           1                       1.0  \n",
       "2017-01-01           1               0           1                       2.0  \n",
       "\n",
       "[3 rows x 36 columns]"
      ]
     },
     "execution_count": 45,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "reload(common)\n",
    "\n",
    "common.holidays_in_N_days(comb, 10)\n",
    "comb.head(3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 62,
   "metadata": {},
   "outputs": [
    {
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       "      <th>2017-01-02</th>\n",
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS13</td>\n",
       "      <td>ABC2</td>\n",
       "      <td>XYZ7</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>14.0</td>\n",
       "      <td>125.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS14</td>\n",
       "      <td>ABC1</td>\n",
       "      <td>XYZ3</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>15.0</td>\n",
       "      <td>40.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS15</td>\n",
       "      <td>ABC1</td>\n",
       "      <td>XYZ4</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>16.0</td>\n",
       "      <td>397.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS16</td>\n",
       "      <td>ABC1</td>\n",
       "      <td>XYZ5</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>17.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS18</td>\n",
       "      <td>ABC1</td>\n",
       "      <td>XYZ4</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>18.0</td>\n",
       "      <td>616.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS6</td>\n",
       "      <td>ABC2</td>\n",
       "      <td>XYZ7</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>10.0</td>\n",
       "      <td>104.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS7</td>\n",
       "      <td>ABC2</td>\n",
       "      <td>XYZ7</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>11.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS9</td>\n",
       "      <td>ABC2</td>\n",
       "      <td>XYZ6</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>1</td>\n",
       "      <td>12.0</td>\n",
       "      <td>191.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5639.0</td>\n",
       "      <td>2131.0</td>\n",
       "      <td>1607.0</td>\n",
       "      <td>787.0</td>\n",
       "      <td>328.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1016.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.5</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>53.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>20 rows × 38 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TS_ID    V2    V3      V4      V5      V6      V7     V8      V9  \\\n",
       "2017-01-01  TS13  ABC2  XYZ7  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-01  TS18  ABC1  XYZ4  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-01  TS19  ABC1  XYZ4  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-01  TS20  ABC0  XYZ1  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-01   TS4  ABC0  XYZ1  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-01   TS5  ABC0  XYZ1  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-01   TS6  ABC2  XYZ7  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-01   TS7  ABC2  XYZ7  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-01   TS9  ABC2  XYZ6  4390.0  2683.0     0.0  3171.0    0.0     0.0   \n",
       "2017-01-02   TS0  ABC0  XYZ2  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02  TS10  ABC2  XYZ6  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02  TS13  ABC2  XYZ7  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02  TS14  ABC1  XYZ3  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02  TS15  ABC1  XYZ4  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02  TS16  ABC1  XYZ5  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02  TS18  ABC1  XYZ4  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02   TS6  ABC2  XYZ7  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02   TS7  ABC2  XYZ7  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-02   TS9  ABC2  XYZ6  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-03   TS0  ABC0  XYZ2  5639.0  2131.0  1607.0   787.0  328.0  1672.0   \n",
       "\n",
       "               V10  ...  sin_moy   cos_moy  sin_qtr       cos_qtr  is_weekend  \\\n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-01     0.0  ...      0.5  0.866025      1.0  6.123234e-17           1   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-02     0.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "2017-01-03  1016.0  ...      0.5  0.866025      1.0  6.123234e-17           0   \n",
       "\n",
       "            is_nat_holiday  is_holiday  holidays_in_last_10_days    t-5  t-6  \n",
       "2017-01-01               0           1                       5.0    5.0  NaN  \n",
       "2017-01-01               0           1                       6.0    5.0  NaN  \n",
       "2017-01-01               0           1                       7.0   28.0  NaN  \n",
       "2017-01-01               0           1                       8.0  134.0  NaN  \n",
       "2017-01-01               0           1                       NaN    NaN  NaN  \n",
       "2017-01-01               0           1                       1.0    NaN  NaN  \n",
       "2017-01-01               0           1                       2.0    NaN  NaN  \n",
       "2017-01-01               0           1                       3.0    NaN  NaN  \n",
       "2017-01-01               0           1                       4.0    NaN  NaN  \n",
       "2017-01-02               1           1                       9.0   37.0  NaN  \n",
       "2017-01-02               1           1                      13.0    4.0  NaN  \n",
       "2017-01-02               1           1                      14.0  125.0  NaN  \n",
       "2017-01-02               1           1                      15.0   40.0  NaN  \n",
       "2017-01-02               1           1                      16.0  397.0  NaN  \n",
       "2017-01-02               1           1                      17.0   21.0  NaN  \n",
       "2017-01-02               1           1                      18.0  616.0  NaN  \n",
       "2017-01-02               1           1                      10.0  104.0  NaN  \n",
       "2017-01-02               1           1                      11.0   25.0  NaN  \n",
       "2017-01-02               1           1                      12.0  191.0  NaN  \n",
       "2017-01-03               0           0                      19.0   53.0  NaN  \n",
       "\n",
       "[20 rows x 38 columns]"
      ]
     },
     "execution_count": 62,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "reload(common)\n",
    "\n",
    "gb = comb.groupby('TS_ID').apply(common.create_lags, 'Target', 6)\n",
    "gb.head(20)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 179,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>TS_ID</th>\n",
       "      <th>V2</th>\n",
       "      <th>V3</th>\n",
       "      <th>V4</th>\n",
       "      <th>V5</th>\n",
       "      <th>V6</th>\n",
       "      <th>V7</th>\n",
       "      <th>V8</th>\n",
       "      <th>V9</th>\n",
       "      <th>V10</th>\n",
       "      <th>...</th>\n",
       "      <th>cos_moy</th>\n",
       "      <th>sin_qtr</th>\n",
       "      <th>cos_qtr</th>\n",
       "      <th>is_weekend</th>\n",
       "      <th>is_nat_holiday</th>\n",
       "      <th>is_holiday</th>\n",
       "      <th>holidays_in_last_10_days</th>\n",
       "      <th>t-5</th>\n",
       "      <th>t-6</th>\n",
       "      <th>5_day_rolling_mean</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>TS13</td>\n",
       "      <td>ABC2</td>\n",
       "      <td>XYZ7</td>\n",
       "      <td>4390.0</td>\n",
       "      <td>2683.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3171.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>5.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>TS18</td>\n",
       "      <td>ABC1</td>\n",
       "      <td>XYZ4</td>\n",
       "      <td>4390.0</td>\n",
       "      <td>2683.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3171.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>6.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>TS19</td>\n",
       "      <td>ABC1</td>\n",
       "      <td>XYZ4</td>\n",
       "      <td>4390.0</td>\n",
       "      <td>2683.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3171.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1</td>\n",
       "      <td>0</td>\n",
       "      <td>1</td>\n",
       "      <td>7.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>3 rows × 39 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TS_ID    V2    V3      V4      V5   V6      V7   V8   V9  V10  ...  \\\n",
       "2017-01-01  TS13  ABC2  XYZ7  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "2017-01-01  TS18  ABC1  XYZ4  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "2017-01-01  TS19  ABC1  XYZ4  4390.0  2683.0  0.0  3171.0  0.0  0.0  0.0  ...   \n",
       "\n",
       "             cos_moy  sin_qtr       cos_qtr  is_weekend  is_nat_holiday  \\\n",
       "2017-01-01  0.866025      1.0  6.123234e-17           1               0   \n",
       "2017-01-01  0.866025      1.0  6.123234e-17           1               0   \n",
       "2017-01-01  0.866025      1.0  6.123234e-17           1               0   \n",
       "\n",
       "            is_holiday  holidays_in_last_10_days   t-5  t-6  \\\n",
       "2017-01-01           1                       5.0   5.0  NaN   \n",
       "2017-01-01           1                       6.0   5.0  NaN   \n",
       "2017-01-01           1                       7.0  28.0  NaN   \n",
       "\n",
       "            5_day_rolling_mean  \n",
       "2017-01-01                 NaN  \n",
       "2017-01-01                 NaN  \n",
       "2017-01-01                 NaN  \n",
       "\n",
       "[3 rows x 39 columns]"
      ]
     },
     "execution_count": 179,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "reload(common)\n",
    "\n",
    "a = gb.groupby('TS_ID').apply(common.rolling_mean, 'Target', 5)\n",
    "a.head(3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 75,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Target</th>\n",
       "      <th>5_day_rolling_mean</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>125.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>672.0</td>\n",
       "      <td>125.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>892.0</td>\n",
       "      <td>398.50</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>80.0</td>\n",
       "      <td>563.00</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>529.0</td>\n",
       "      <td>442.25</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-27</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-28</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-29</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-30</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-01-31</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>896 rows × 2 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            Target  5_day_rolling_mean\n",
       "2017-01-02   125.0                 NaN\n",
       "2017-01-03   672.0              125.00\n",
       "2017-01-04   892.0              398.50\n",
       "2017-01-05    80.0              563.00\n",
       "2017-01-06   529.0              442.25\n",
       "...            ...                 ...\n",
       "2020-01-27     NaN                 NaN\n",
       "2020-01-28     NaN                 NaN\n",
       "2020-01-29     NaN                 NaN\n",
       "2020-01-30     NaN                 NaN\n",
       "2020-01-31     NaN                 NaN\n",
       "\n",
       "[896 rows x 2 columns]"
      ]
     },
     "execution_count": 75,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "a.loc[a['TS_ID']=='TS0', ['Target', '5_day_rolling_mean']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 178,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "0    TS0\n",
      "dtype: object\n",
      "0    TS1\n",
      "dtype: object\n",
      "0    TS10\n",
      "dtype: object\n",
      "0    TS11\n",
      "dtype: object\n",
      "0    TS12\n",
      "dtype: object\n",
      "0    TS13\n",
      "dtype: object\n",
      "0    TS14\n",
      "dtype: object\n",
      "0    TS15\n",
      "dtype: object\n",
      "0    TS16\n",
      "dtype: object\n",
      "0    TS17\n",
      "dtype: object\n",
      "0    TS18\n",
      "dtype: object\n",
      "0    TS19\n",
      "dtype: object\n",
      "0    TS2\n",
      "dtype: object\n",
      "0    TS20\n",
      "dtype: object\n",
      "0    TS3\n",
      "dtype: object\n",
      "0    TS4\n",
      "dtype: object\n",
      "0    TS5\n",
      "dtype: object\n",
      "0    TS6\n",
      "dtype: object\n",
      "0    TS7\n",
      "dtype: object\n",
      "0    TS8\n",
      "dtype: object\n",
      "0    TS9\n",
      "dtype: object\n"
     ]
    }
   ],
   "source": [
    "reload(common)\n",
    "\n",
    "b = a.groupby('TS_ID', group_keys=False).apply(common.reindex_by_date, '2017-01-01', '2020-01-31', 'TS_ID')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 174,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "NaN    23646\n",
       "Name: TS_ID, dtype: int64"
      ]
     },
     "execution_count": 174,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "b['TS_ID'].value_counts(dropna=False)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 169,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>TS_ID</th>\n",
       "      <th>V2</th>\n",
       "      <th>V3</th>\n",
       "      <th>V4</th>\n",
       "      <th>V5</th>\n",
       "      <th>V6</th>\n",
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       "      <th>V10</th>\n",
       "      <th>...</th>\n",
       "      <th>cos_moy</th>\n",
       "      <th>sin_qtr</th>\n",
       "      <th>cos_qtr</th>\n",
       "      <th>is_weekend</th>\n",
       "      <th>is_nat_holiday</th>\n",
       "      <th>is_holiday</th>\n",
       "      <th>holidays_in_last_10_days</th>\n",
       "      <th>t-5</th>\n",
       "      <th>t-6</th>\n",
       "      <th>5_day_rolling_mean</th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5639.0</td>\n",
       "      <td>2131.0</td>\n",
       "      <td>1607.0</td>\n",
       "      <td>787.0</td>\n",
       "      <td>328.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1016.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6332.0</td>\n",
       "      <td>1504.0</td>\n",
       "      <td>1425.0</td>\n",
       "      <td>158.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>1583.0</td>\n",
       "      <td>369.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>120.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3218.000000</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6063.0</td>\n",
       "      <td>1365.0</td>\n",
       "      <td>1937.0</td>\n",
       "      <td>222.0</td>\n",
       "      <td>286.0</td>\n",
       "      <td>1079.0</td>\n",
       "      <td>698.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>97.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2989.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5411.0</td>\n",
       "      <td>2785.0</td>\n",
       "      <td>1108.0</td>\n",
       "      <td>918.0</td>\n",
       "      <td>918.0</td>\n",
       "      <td>1234.0</td>\n",
       "      <td>696.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>98.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1885.333333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-07</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7821.0</td>\n",
       "      <td>1026.0</td>\n",
       "      <td>128.0</td>\n",
       "      <td>1282.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2179.0</td>\n",
       "      <td>128.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>154.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2249.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5484.0</td>\n",
       "      <td>2375.0</td>\n",
       "      <td>1496.0</td>\n",
       "      <td>59.0</td>\n",
       "      <td>792.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1320.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>3218.0</td>\n",
       "      <td>1295.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6703.0</td>\n",
       "      <td>1063.0</td>\n",
       "      <td>1608.0</td>\n",
       "      <td>490.0</td>\n",
       "      <td>736.0</td>\n",
       "      <td>1335.0</td>\n",
       "      <td>436.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>75.0</td>\n",
       "      <td>2760.0</td>\n",
       "      <td>1212.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6129.0</td>\n",
       "      <td>1848.0</td>\n",
       "      <td>1554.0</td>\n",
       "      <td>411.0</td>\n",
       "      <td>821.0</td>\n",
       "      <td>1466.0</td>\n",
       "      <td>909.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>179.0</td>\n",
       "      <td>-322.0</td>\n",
       "      <td>802.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5855.0</td>\n",
       "      <td>1513.0</td>\n",
       "      <td>1645.0</td>\n",
       "      <td>493.0</td>\n",
       "      <td>428.0</td>\n",
       "      <td>1678.0</td>\n",
       "      <td>592.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>36.0</td>\n",
       "      <td>235.0</td>\n",
       "      <td>3343.0</td>\n",
       "      <td>69.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6425.0</td>\n",
       "      <td>1559.0</td>\n",
       "      <td>1667.0</td>\n",
       "      <td>538.0</td>\n",
       "      <td>565.0</td>\n",
       "      <td>1102.0</td>\n",
       "      <td>269.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>479.0</td>\n",
       "      <td>-601.0</td>\n",
       "      <td>835.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-16</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6331.0</td>\n",
       "      <td>1450.0</td>\n",
       "      <td>1598.0</td>\n",
       "      <td>207.0</td>\n",
       "      <td>533.0</td>\n",
       "      <td>1331.0</td>\n",
       "      <td>621.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>-1960.0</td>\n",
       "      <td>2597.666667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5439.0</td>\n",
       "      <td>2222.0</td>\n",
       "      <td>1550.0</td>\n",
       "      <td>263.0</td>\n",
       "      <td>965.0</td>\n",
       "      <td>1170.0</td>\n",
       "      <td>731.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>409.0</td>\n",
       "      <td>2443.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-18</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7278.0</td>\n",
       "      <td>1124.0</td>\n",
       "      <td>828.0</td>\n",
       "      <td>89.0</td>\n",
       "      <td>621.0</td>\n",
       "      <td>1420.0</td>\n",
       "      <td>917.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>146.0</td>\n",
       "      <td>2464.0</td>\n",
       "      <td>1546.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-19</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6981.0</td>\n",
       "      <td>778.0</td>\n",
       "      <td>1580.0</td>\n",
       "      <td>566.0</td>\n",
       "      <td>425.0</td>\n",
       "      <td>1486.0</td>\n",
       "      <td>330.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>132.0</td>\n",
       "      <td>4920.0</td>\n",
       "      <td>179.666667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5657.0</td>\n",
       "      <td>1800.0</td>\n",
       "      <td>1971.0</td>\n",
       "      <td>943.0</td>\n",
       "      <td>486.0</td>\n",
       "      <td>914.0</td>\n",
       "      <td>400.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>461.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>627.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-21</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7302.0</td>\n",
       "      <td>1270.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1429.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>635.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>181.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1069.400000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-23</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6333.0</td>\n",
       "      <td>1750.0</td>\n",
       "      <td>1194.0</td>\n",
       "      <td>167.0</td>\n",
       "      <td>500.0</td>\n",
       "      <td>1806.0</td>\n",
       "      <td>694.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>53.0</td>\n",
       "      <td>-227.0</td>\n",
       "      <td>1528.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-24</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6387.0</td>\n",
       "      <td>949.0</td>\n",
       "      <td>2409.0</td>\n",
       "      <td>146.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1241.0</td>\n",
       "      <td>401.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>124.0</td>\n",
       "      <td>821.0</td>\n",
       "      <td>2193.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-25</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5907.0</td>\n",
       "      <td>2005.0</td>\n",
       "      <td>1593.0</td>\n",
       "      <td>522.0</td>\n",
       "      <td>879.0</td>\n",
       "      <td>1236.0</td>\n",
       "      <td>467.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>33.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>1972.0</td>\n",
       "      <td>1801.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-26</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>4310.0</td>\n",
       "      <td>2254.0</td>\n",
       "      <td>2338.0</td>\n",
       "      <td>169.0</td>\n",
       "      <td>817.0</td>\n",
       "      <td>930.0</td>\n",
       "      <td>1211.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>232.0</td>\n",
       "      <td>2836.0</td>\n",
       "      <td>1237.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5215.0</td>\n",
       "      <td>1815.0</td>\n",
       "      <td>2508.0</td>\n",
       "      <td>231.0</td>\n",
       "      <td>429.0</td>\n",
       "      <td>957.0</td>\n",
       "      <td>1023.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>369.0</td>\n",
       "      <td>485.0</td>\n",
       "      <td>2242.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-28</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7264.0</td>\n",
       "      <td>849.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>755.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1132.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>163.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2369.200000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-30</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5125.0</td>\n",
       "      <td>1253.0</td>\n",
       "      <td>3008.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>613.0</td>\n",
       "      <td>1476.0</td>\n",
       "      <td>390.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>52.0</td>\n",
       "      <td>55.0</td>\n",
       "      <td>402.0</td>\n",
       "      <td>1835.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-31</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>3819.0</td>\n",
       "      <td>3928.0</td>\n",
       "      <td>1108.0</td>\n",
       "      <td>169.0</td>\n",
       "      <td>205.0</td>\n",
       "      <td>843.0</td>\n",
       "      <td>1843.0</td>\n",
       "      <td>...</td>\n",
       "      <td>8.660254e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>52.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>581.0</td>\n",
       "      <td>1806.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-01</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7059.0</td>\n",
       "      <td>1434.0</td>\n",
       "      <td>809.0</td>\n",
       "      <td>368.0</td>\n",
       "      <td>1618.0</td>\n",
       "      <td>956.0</td>\n",
       "      <td>331.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>35.0</td>\n",
       "      <td>118.0</td>\n",
       "      <td>4507.0</td>\n",
       "      <td>864.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-02</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>4489.0</td>\n",
       "      <td>2883.0</td>\n",
       "      <td>1496.0</td>\n",
       "      <td>255.0</td>\n",
       "      <td>328.0</td>\n",
       "      <td>1058.0</td>\n",
       "      <td>1715.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>100.0</td>\n",
       "      <td>2875.0</td>\n",
       "      <td>-81.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-03</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5514.0</td>\n",
       "      <td>2343.0</td>\n",
       "      <td>1171.0</td>\n",
       "      <td>1029.0</td>\n",
       "      <td>343.0</td>\n",
       "      <td>1771.0</td>\n",
       "      <td>1057.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>407.0</td>\n",
       "      <td>-622.0</td>\n",
       "      <td>1199.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-05</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5577.0</td>\n",
       "      <td>2692.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>962.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>38.0</td>\n",
       "      <td>143.0</td>\n",
       "      <td>465.0</td>\n",
       "      <td>1352.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-06</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5572.0</td>\n",
       "      <td>1439.0</td>\n",
       "      <td>1845.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>738.0</td>\n",
       "      <td>1218.0</td>\n",
       "      <td>849.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>47.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>740.0</td>\n",
       "      <td>1380.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-07</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5688.0</td>\n",
       "      <td>942.0</td>\n",
       "      <td>2681.0</td>\n",
       "      <td>326.0</td>\n",
       "      <td>471.0</td>\n",
       "      <td>1812.0</td>\n",
       "      <td>181.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>47.0</td>\n",
       "      <td>98.0</td>\n",
       "      <td>-907.0</td>\n",
       "      <td>2594.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-08</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6070.0</td>\n",
       "      <td>2702.0</td>\n",
       "      <td>807.0</td>\n",
       "      <td>526.0</td>\n",
       "      <td>281.0</td>\n",
       "      <td>947.0</td>\n",
       "      <td>526.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>30.0</td>\n",
       "      <td>40.0</td>\n",
       "      <td>4498.0</td>\n",
       "      <td>1402.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-09</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>4524.0</td>\n",
       "      <td>2381.0</td>\n",
       "      <td>1984.0</td>\n",
       "      <td>198.0</td>\n",
       "      <td>476.0</td>\n",
       "      <td>1746.0</td>\n",
       "      <td>595.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>22.0</td>\n",
       "      <td>277.0</td>\n",
       "      <td>1080.0</td>\n",
       "      <td>1011.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-10</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5544.0</td>\n",
       "      <td>1769.0</td>\n",
       "      <td>1531.0</td>\n",
       "      <td>646.0</td>\n",
       "      <td>1395.0</td>\n",
       "      <td>578.0</td>\n",
       "      <td>884.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>22.0</td>\n",
       "      <td>117.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1185.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-13</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>3119.0</td>\n",
       "      <td>644.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>1485.0</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>2772.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>48.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>-268.0</td>\n",
       "      <td>700.333333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-14</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5732.0</td>\n",
       "      <td>1752.0</td>\n",
       "      <td>2229.0</td>\n",
       "      <td>669.0</td>\n",
       "      <td>382.0</td>\n",
       "      <td>1847.0</td>\n",
       "      <td>350.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>48.0</td>\n",
       "      <td>281.0</td>\n",
       "      <td>-487.0</td>\n",
       "      <td>990.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-15</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5793.0</td>\n",
       "      <td>1402.0</td>\n",
       "      <td>2472.0</td>\n",
       "      <td>258.0</td>\n",
       "      <td>185.0</td>\n",
       "      <td>1144.0</td>\n",
       "      <td>74.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>35.0</td>\n",
       "      <td>184.0</td>\n",
       "      <td>1881.0</td>\n",
       "      <td>902.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-16</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5083.0</td>\n",
       "      <td>1889.0</td>\n",
       "      <td>2111.0</td>\n",
       "      <td>528.0</td>\n",
       "      <td>306.0</td>\n",
       "      <td>1278.0</td>\n",
       "      <td>528.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>131.0</td>\n",
       "      <td>707.0</td>\n",
       "      <td>978.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-17</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5854.0</td>\n",
       "      <td>1916.0</td>\n",
       "      <td>1603.0</td>\n",
       "      <td>348.0</td>\n",
       "      <td>383.0</td>\n",
       "      <td>1010.0</td>\n",
       "      <td>1289.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>33.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1726.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-20</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7679.0</td>\n",
       "      <td>357.0</td>\n",
       "      <td>1250.0</td>\n",
       "      <td>714.0</td>\n",
       "      <td>179.0</td>\n",
       "      <td>238.0</td>\n",
       "      <td>60.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>168.0</td>\n",
       "      <td>1617.0</td>\n",
       "      <td>1971.333333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-21</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5398.0</td>\n",
       "      <td>1818.0</td>\n",
       "      <td>1875.0</td>\n",
       "      <td>170.0</td>\n",
       "      <td>653.0</td>\n",
       "      <td>1080.0</td>\n",
       "      <td>1193.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>68.0</td>\n",
       "      <td>110.0</td>\n",
       "      <td>935.0</td>\n",
       "      <td>2054.666667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-22</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5051.0</td>\n",
       "      <td>1582.0</td>\n",
       "      <td>2391.0</td>\n",
       "      <td>303.0</td>\n",
       "      <td>539.0</td>\n",
       "      <td>741.0</td>\n",
       "      <td>572.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>52.0</td>\n",
       "      <td>93.0</td>\n",
       "      <td>3971.0</td>\n",
       "      <td>1209.333333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-23</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6311.0</td>\n",
       "      <td>1441.0</td>\n",
       "      <td>1844.0</td>\n",
       "      <td>490.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>1210.0</td>\n",
       "      <td>461.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>42.0</td>\n",
       "      <td>510.0</td>\n",
       "      <td>1008.0</td>\n",
       "      <td>873.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-24</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>4820.0</td>\n",
       "      <td>1551.0</td>\n",
       "      <td>3213.0</td>\n",
       "      <td>222.0</td>\n",
       "      <td>277.0</td>\n",
       "      <td>665.0</td>\n",
       "      <td>637.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>42.0</td>\n",
       "      <td>307.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>561.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-25</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>833.0</td>\n",
       "      <td>3167.0</td>\n",
       "      <td>833.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>583.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>43.0</td>\n",
       "      <td>122.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1140.800000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-27</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5090.0</td>\n",
       "      <td>1476.0</td>\n",
       "      <td>2982.0</td>\n",
       "      <td>361.0</td>\n",
       "      <td>813.0</td>\n",
       "      <td>1114.0</td>\n",
       "      <td>361.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>70.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1435.0</td>\n",
       "      <td>952.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-28</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>3773.0</td>\n",
       "      <td>3758.0</td>\n",
       "      <td>1364.0</td>\n",
       "      <td>167.0</td>\n",
       "      <td>242.0</td>\n",
       "      <td>667.0</td>\n",
       "      <td>1803.0</td>\n",
       "      <td>...</td>\n",
       "      <td>5.000000e-01</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>70.0</td>\n",
       "      <td>119.0</td>\n",
       "      <td>-1.0</td>\n",
       "      <td>1814.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-03-01</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6393.0</td>\n",
       "      <td>1443.0</td>\n",
       "      <td>1213.0</td>\n",
       "      <td>295.0</td>\n",
       "      <td>230.0</td>\n",
       "      <td>1180.0</td>\n",
       "      <td>361.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>56.0</td>\n",
       "      <td>109.0</td>\n",
       "      <td>-375.0</td>\n",
       "      <td>2696.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-03-02</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5956.0</td>\n",
       "      <td>1379.0</td>\n",
       "      <td>2006.0</td>\n",
       "      <td>658.0</td>\n",
       "      <td>282.0</td>\n",
       "      <td>564.0</td>\n",
       "      <td>721.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>48.0</td>\n",
       "      <td>108.0</td>\n",
       "      <td>3460.0</td>\n",
       "      <td>2285.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-03-03</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6517.0</td>\n",
       "      <td>1586.0</td>\n",
       "      <td>1552.0</td>\n",
       "      <td>241.0</td>\n",
       "      <td>414.0</td>\n",
       "      <td>1793.0</td>\n",
       "      <td>552.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>22.0</td>\n",
       "      <td>727.0</td>\n",
       "      <td>1873.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-03-06</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7336.0</td>\n",
       "      <td>927.0</td>\n",
       "      <td>1042.0</td>\n",
       "      <td>309.0</td>\n",
       "      <td>734.0</td>\n",
       "      <td>1004.0</td>\n",
       "      <td>425.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>48.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>3153.0</td>\n",
       "      <td>1083.666667</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>50 rows × 39 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TS_ID    V2    V3      V4      V5      V6      V7      V8      V9  \\\n",
       "2017-01-03   TS1  ABC0  XYZ2  5639.0  2131.0  1607.0   787.0   328.0  1672.0   \n",
       "2017-01-04   TS1  ABC0  XYZ2  6332.0  1504.0  1425.0   158.0   317.0  1583.0   \n",
       "2017-01-05   TS1  ABC0  XYZ2  6063.0  1365.0  1937.0   222.0   286.0  1079.0   \n",
       "2017-01-06   TS1  ABC0  XYZ2  5411.0  2785.0  1108.0   918.0   918.0  1234.0   \n",
       "2017-01-07   TS1  ABC0  XYZ2  7821.0  1026.0   128.0  1282.0     0.0  2179.0   \n",
       "2017-01-09   TS1  ABC0  XYZ2  5484.0  2375.0  1496.0    59.0   792.0  1672.0   \n",
       "2017-01-10   TS1  ABC0  XYZ2  6703.0  1063.0  1608.0   490.0   736.0  1335.0   \n",
       "2017-01-11   TS1  ABC0  XYZ2  6129.0  1848.0  1554.0   411.0   821.0  1466.0   \n",
       "2017-01-12   TS1  ABC0  XYZ2  5855.0  1513.0  1645.0   493.0   428.0  1678.0   \n",
       "2017-01-13   TS1  ABC0  XYZ2  6425.0  1559.0  1667.0   538.0   565.0  1102.0   \n",
       "2017-01-16   TS1  ABC0  XYZ2  6331.0  1450.0  1598.0   207.0   533.0  1331.0   \n",
       "2017-01-17   TS1  ABC0  XYZ2  5439.0  2222.0  1550.0   263.0   965.0  1170.0   \n",
       "2017-01-18   TS1  ABC0  XYZ2  7278.0  1124.0   828.0    89.0   621.0  1420.0   \n",
       "2017-01-19   TS1  ABC0  XYZ2  6981.0   778.0  1580.0   566.0   425.0  1486.0   \n",
       "2017-01-20   TS1  ABC0  XYZ2  5657.0  1800.0  1971.0   943.0   486.0   914.0   \n",
       "2017-01-21   TS1  ABC0  XYZ2  7302.0  1270.0     0.0  1429.0     0.0   635.0   \n",
       "2017-01-23   TS1  ABC0  XYZ2  6333.0  1750.0  1194.0   167.0   500.0  1806.0   \n",
       "2017-01-24   TS1  ABC0  XYZ2  6387.0   949.0  2409.0   146.0     0.0  1241.0   \n",
       "2017-01-25   TS1  ABC0  XYZ2  5907.0  2005.0  1593.0   522.0   879.0  1236.0   \n",
       "2017-01-26   TS1  ABC0  XYZ2  4310.0  2254.0  2338.0   169.0   817.0   930.0   \n",
       "2017-01-27   TS1  ABC0  XYZ2  5215.0  1815.0  2508.0   231.0   429.0   957.0   \n",
       "2017-01-28   TS1  ABC0  XYZ2  7264.0   849.0     0.0   755.0     0.0  1132.0   \n",
       "2017-01-30   TS1  ABC0  XYZ2  5125.0  1253.0  3008.0    28.0   613.0  1476.0   \n",
       "2017-01-31   TS1  ABC0  XYZ2  3819.0  3928.0  1108.0   169.0   205.0   843.0   \n",
       "2017-02-01   TS1  ABC0  XYZ2  7059.0  1434.0   809.0   368.0  1618.0   956.0   \n",
       "2017-02-02   TS1  ABC0  XYZ2  4489.0  2883.0  1496.0   255.0   328.0  1058.0   \n",
       "2017-02-03   TS1  ABC0  XYZ2  5514.0  2343.0  1171.0  1029.0   343.0  1771.0   \n",
       "2017-02-05   TS1  ABC0  XYZ2  5577.0  2692.0     0.0  2500.0   962.0     0.0   \n",
       "2017-02-06   TS1  ABC0  XYZ2  5572.0  1439.0  1845.0    37.0   738.0  1218.0   \n",
       "2017-02-07   TS1  ABC0  XYZ2  5688.0   942.0  2681.0   326.0   471.0  1812.0   \n",
       "2017-02-08   TS1  ABC0  XYZ2  6070.0  2702.0   807.0   526.0   281.0   947.0   \n",
       "2017-02-09   TS1  ABC0  XYZ2  4524.0  2381.0  1984.0   198.0   476.0  1746.0   \n",
       "2017-02-10   TS1  ABC0  XYZ2  5544.0  1769.0  1531.0   646.0  1395.0   578.0   \n",
       "2017-02-13   TS1  ABC0  XYZ2  5000.0  3119.0   644.0    50.0  1485.0  2030.0   \n",
       "2017-02-14   TS1  ABC0  XYZ2  5732.0  1752.0  2229.0   669.0   382.0  1847.0   \n",
       "2017-02-15   TS1  ABC0  XYZ2  5793.0  1402.0  2472.0   258.0   185.0  1144.0   \n",
       "2017-02-16   TS1  ABC0  XYZ2  5083.0  1889.0  2111.0   528.0   306.0  1278.0   \n",
       "2017-02-17   TS1  ABC0  XYZ2  5854.0  1916.0  1603.0   348.0   383.0  1010.0   \n",
       "2017-02-20   TS1  ABC0  XYZ2  7679.0   357.0  1250.0   714.0   179.0   238.0   \n",
       "2017-02-21   TS1  ABC0  XYZ2  5398.0  1818.0  1875.0   170.0   653.0  1080.0   \n",
       "2017-02-22   TS1  ABC0  XYZ2  5051.0  1582.0  2391.0   303.0   539.0   741.0   \n",
       "2017-02-23   TS1  ABC0  XYZ2  6311.0  1441.0  1844.0   490.0   317.0  1210.0   \n",
       "2017-02-24   TS1  ABC0  XYZ2  4820.0  1551.0  3213.0   222.0   277.0   665.0   \n",
       "2017-02-25   TS1  ABC0  XYZ2  5000.0   833.0  3167.0   833.0     0.0   583.0   \n",
       "2017-02-27   TS1  ABC0  XYZ2  5090.0  1476.0  2982.0   361.0   813.0  1114.0   \n",
       "2017-02-28   TS1  ABC0  XYZ2  3773.0  3758.0  1364.0   167.0   242.0   667.0   \n",
       "2017-03-01   TS1  ABC0  XYZ2  6393.0  1443.0  1213.0   295.0   230.0  1180.0   \n",
       "2017-03-02   TS1  ABC0  XYZ2  5956.0  1379.0  2006.0   658.0   282.0   564.0   \n",
       "2017-03-03   TS1  ABC0  XYZ2  6517.0  1586.0  1552.0   241.0   414.0  1793.0   \n",
       "2017-03-06   TS1  ABC0  XYZ2  7336.0   927.0  1042.0   309.0   734.0  1004.0   \n",
       "\n",
       "               V10  ...       cos_moy  sin_qtr       cos_qtr  is_weekend  \\\n",
       "2017-01-03  1016.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-04   369.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-05   698.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-06   696.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-07   128.0  ...  8.660254e-01      1.0  6.123234e-17         1.0   \n",
       "2017-01-09  1320.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-10   436.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-11   909.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-12   592.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-13   269.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-16   621.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-17   731.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-18   917.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-19   330.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-20   400.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-21   317.0  ...  8.660254e-01      1.0  6.123234e-17         1.0   \n",
       "2017-01-23   694.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-24   401.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-25   467.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-26  1211.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-27  1023.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-28     0.0  ...  8.660254e-01      1.0  6.123234e-17         1.0   \n",
       "2017-01-30   390.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-01-31  1843.0  ...  8.660254e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-01   331.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-02  1715.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-03  1057.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-05     0.0  ...  5.000000e-01      1.0  6.123234e-17         1.0   \n",
       "2017-02-06   849.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-07   181.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-08   526.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-09   595.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-10   884.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-13  2772.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-14   350.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-15    74.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-16   528.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-17  1289.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-20    60.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-21  1193.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-22   572.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-23   461.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-24   637.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-25     0.0  ...  5.000000e-01      1.0  6.123234e-17         1.0   \n",
       "2017-02-27   361.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-02-28  1803.0  ...  5.000000e-01      1.0  6.123234e-17         0.0   \n",
       "2017-03-01   361.0  ...  6.123234e-17      1.0  6.123234e-17         0.0   \n",
       "2017-03-02   721.0  ...  6.123234e-17      1.0  6.123234e-17         0.0   \n",
       "2017-03-03   552.0  ...  6.123234e-17      1.0  6.123234e-17         0.0   \n",
       "2017-03-06   425.0  ...  6.123234e-17      1.0  6.123234e-17         0.0   \n",
       "\n",
       "            is_nat_holiday  is_holiday  holidays_in_last_10_days    t-5  \\\n",
       "2017-01-03             0.0         0.0                      19.0   25.0   \n",
       "2017-01-04             0.0         0.0                      19.0  120.0   \n",
       "2017-01-05             0.0         0.0                      19.0   97.0   \n",
       "2017-01-06             0.0         0.0                      19.0   98.0   \n",
       "2017-01-07             0.0         1.0                      20.0  154.0   \n",
       "2017-01-09             0.0         0.0                      45.0   27.0   \n",
       "2017-01-10             0.0         0.0                      45.0   75.0   \n",
       "2017-01-11             0.0         0.0                      45.0  179.0   \n",
       "2017-01-12             0.0         0.0                      36.0  235.0   \n",
       "2017-01-13             0.0         0.0                      26.0  479.0   \n",
       "2017-01-16             0.0         0.0                      49.0   26.0   \n",
       "2017-01-17             0.0         0.0                      49.0   23.0   \n",
       "2017-01-18             0.0         0.0                      37.0  146.0   \n",
       "2017-01-19             0.0         0.0                      23.0  132.0   \n",
       "2017-01-20             0.0         0.0                      23.0  461.0   \n",
       "2017-01-21             0.0         1.0                      23.0  181.0   \n",
       "2017-01-23             0.0         0.0                      50.0   53.0   \n",
       "2017-01-24             0.0         0.0                      50.0  124.0   \n",
       "2017-01-25             0.0         0.0                      33.0   23.0   \n",
       "2017-01-26             0.0         0.0                      27.0  232.0   \n",
       "2017-01-27             0.0         0.0                      27.0  369.0   \n",
       "2017-01-28             0.0         1.0                      28.0  163.0   \n",
       "2017-01-30             0.0         0.0                      52.0   55.0   \n",
       "2017-01-31             0.0         0.0                      52.0   27.0   \n",
       "2017-02-01             0.0         0.0                      35.0  118.0   \n",
       "2017-02-02             0.0         0.0                      25.0  100.0   \n",
       "2017-02-03             0.0         0.0                      25.0  407.0   \n",
       "2017-02-05             0.0         1.0                      38.0  143.0   \n",
       "2017-02-06             0.0         0.0                      47.0    1.0   \n",
       "2017-02-07             0.0         0.0                      47.0   98.0   \n",
       "2017-02-08             0.0         0.0                      30.0   40.0   \n",
       "2017-02-09             0.0         0.0                      22.0  277.0   \n",
       "2017-02-10             0.0         0.0                      22.0  117.0   \n",
       "2017-02-13             0.0         0.0                      48.0   21.0   \n",
       "2017-02-14             0.0         0.0                      48.0  281.0   \n",
       "2017-02-15             0.0         0.0                      35.0  184.0   \n",
       "2017-02-16             0.0         0.0                      26.0  131.0   \n",
       "2017-02-17             0.0         0.0                      26.0   33.0   \n",
       "2017-02-20             1.0         1.0                      49.0  168.0   \n",
       "2017-02-21             0.0         0.0                      68.0  110.0   \n",
       "2017-02-22             0.0         0.0                      52.0   93.0   \n",
       "2017-02-23             0.0         0.0                      42.0  510.0   \n",
       "2017-02-24             0.0         0.0                      42.0  307.0   \n",
       "2017-02-25             0.0         1.0                      43.0  122.0   \n",
       "2017-02-27             0.0         0.0                      70.0    1.0   \n",
       "2017-02-28             0.0         0.0                      70.0  119.0   \n",
       "2017-03-01             0.0         0.0                      56.0  109.0   \n",
       "2017-03-02             0.0         0.0                      48.0  108.0   \n",
       "2017-03-03             0.0         0.0                      28.0   22.0   \n",
       "2017-03-06             0.0         0.0                      48.0   45.0   \n",
       "\n",
       "               t-6  5_day_rolling_mean  \n",
       "2017-01-03     0.0            0.000000  \n",
       "2017-01-04     0.0         3218.000000  \n",
       "2017-01-05     0.0         2989.000000  \n",
       "2017-01-06     0.0         1885.333333  \n",
       "2017-01-07     0.0         2249.750000  \n",
       "2017-01-09  3218.0         1295.000000  \n",
       "2017-01-10  2760.0         1212.000000  \n",
       "2017-01-11  -322.0          802.500000  \n",
       "2017-01-12  3343.0           69.000000  \n",
       "2017-01-13  -601.0          835.250000  \n",
       "2017-01-16 -1960.0         2597.666667  \n",
       "2017-01-17   409.0         2443.000000  \n",
       "2017-01-18  2464.0         1546.000000  \n",
       "2017-01-19  4920.0          179.666667  \n",
       "2017-01-20     0.0          627.750000  \n",
       "2017-01-21     0.0         1069.400000  \n",
       "2017-01-23  -227.0         1528.500000  \n",
       "2017-01-24   821.0         2193.500000  \n",
       "2017-01-25  1972.0         1801.000000  \n",
       "2017-01-26  2836.0         1237.250000  \n",
       "2017-01-27   485.0         2242.750000  \n",
       "2017-01-28     0.0         2369.200000  \n",
       "2017-01-30   402.0         1835.250000  \n",
       "2017-01-31   581.0         1806.250000  \n",
       "2017-02-01  4507.0          864.500000  \n",
       "2017-02-02  2875.0          -81.000000  \n",
       "2017-02-03  -622.0         1199.000000  \n",
       "2017-02-05   465.0         1352.750000  \n",
       "2017-02-06   740.0         1380.750000  \n",
       "2017-02-07  -907.0         2594.250000  \n",
       "2017-02-08  4498.0         1402.750000  \n",
       "2017-02-09  1080.0         1011.000000  \n",
       "2017-02-10     0.0         1185.000000  \n",
       "2017-02-13  -268.0          700.333333  \n",
       "2017-02-14  -487.0          990.000000  \n",
       "2017-02-15  1881.0          902.000000  \n",
       "2017-02-16   707.0          978.000000  \n",
       "2017-02-17     0.0         1726.250000  \n",
       "2017-02-20  1617.0         1971.333333  \n",
       "2017-02-21   935.0         2054.666667  \n",
       "2017-02-22  3971.0         1209.333333  \n",
       "2017-02-23  1008.0          873.000000  \n",
       "2017-02-24     0.0          561.000000  \n",
       "2017-02-25     0.0         1140.800000  \n",
       "2017-02-27  1435.0          952.750000  \n",
       "2017-02-28    -1.0         1814.500000  \n",
       "2017-03-01  -375.0         2696.500000  \n",
       "2017-03-02  3460.0         2285.750000  \n",
       "2017-03-03   727.0         1873.500000  \n",
       "2017-03-06  3153.0         1083.666667  \n",
       "\n",
       "[50 rows x 39 columns]"
      ]
     },
     "execution_count": 169,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "b.loc[b['TS_ID']=='TS1'].head(50)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 180,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "TS0\n",
      "TS1\n",
      "TS10\n",
      "TS11\n",
      "TS12\n",
      "TS13\n",
      "TS14\n",
      "TS15\n",
      "TS16\n",
      "TS17\n",
      "TS18\n",
      "TS19\n",
      "TS2\n",
      "TS20\n",
      "TS3\n",
      "TS4\n",
      "TS5\n",
      "TS6\n",
      "TS7\n",
      "TS8\n",
      "TS9\n"
     ]
    }
   ],
   "source": [
    "b = a.groupby('TS_ID', group_keys=False)\n",
    "date_range = pd.date_range('2017-01-01', '2020-01-31', freq='D')\n",
    "\n",
    "df_list = []\n",
    "\n",
    "for key, group in b:\n",
    "    # df = group.asfreq('D')\n",
    "    df = group.reindex(date_range)\n",
    "    print(key)\n",
    "    df['TS_ID'] = key   \n",
    "    df_list.append(df)\n",
    "    \n",
    "df = pd.concat(df_list)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 183,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "TS0     1126\n",
       "TS19    1126\n",
       "TS8     1126\n",
       "TS7     1126\n",
       "TS6     1126\n",
       "TS5     1126\n",
       "TS4     1126\n",
       "TS3     1126\n",
       "TS20    1126\n",
       "TS2     1126\n",
       "TS18    1126\n",
       "TS1     1126\n",
       "TS17    1126\n",
       "TS16    1126\n",
       "TS15    1126\n",
       "TS14    1126\n",
       "TS13    1126\n",
       "TS12    1126\n",
       "TS11    1126\n",
       "TS10    1126\n",
       "TS9     1126\n",
       "Name: TS_ID, dtype: int64"
      ]
     },
     "execution_count": 183,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['TS_ID'].value_counts(dropna=False)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 155,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0"
      ]
     },
     "execution_count": 155,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df['TS_ID'].isnull().sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 184,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
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       "\n",
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       "        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>TS_ID</th>\n",
       "      <th>V2</th>\n",
       "      <th>V3</th>\n",
       "      <th>V4</th>\n",
       "      <th>V5</th>\n",
       "      <th>V6</th>\n",
       "      <th>V7</th>\n",
       "      <th>V8</th>\n",
       "      <th>V9</th>\n",
       "      <th>V10</th>\n",
       "      <th>...</th>\n",
       "      <th>cos_moy</th>\n",
       "      <th>sin_qtr</th>\n",
       "      <th>cos_qtr</th>\n",
       "      <th>is_weekend</th>\n",
       "      <th>is_nat_holiday</th>\n",
       "      <th>is_holiday</th>\n",
       "      <th>holidays_in_last_10_days</th>\n",
       "      <th>t-5</th>\n",
       "      <th>t-6</th>\n",
       "      <th>5_day_rolling_mean</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5639.0</td>\n",
       "      <td>2131.0</td>\n",
       "      <td>1607.0</td>\n",
       "      <td>787.0</td>\n",
       "      <td>328.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1016.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6332.0</td>\n",
       "      <td>1504.0</td>\n",
       "      <td>1425.0</td>\n",
       "      <td>158.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>1583.0</td>\n",
       "      <td>369.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>120.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>3218.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6063.0</td>\n",
       "      <td>1365.0</td>\n",
       "      <td>1937.0</td>\n",
       "      <td>222.0</td>\n",
       "      <td>286.0</td>\n",
       "      <td>1079.0</td>\n",
       "      <td>698.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>97.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2989.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5411.0</td>\n",
       "      <td>2785.0</td>\n",
       "      <td>1108.0</td>\n",
       "      <td>918.0</td>\n",
       "      <td>918.0</td>\n",
       "      <td>1234.0</td>\n",
       "      <td>696.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>98.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1885.333333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-07</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7821.0</td>\n",
       "      <td>1026.0</td>\n",
       "      <td>128.0</td>\n",
       "      <td>1282.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2179.0</td>\n",
       "      <td>128.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>154.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2249.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-08</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5484.0</td>\n",
       "      <td>2375.0</td>\n",
       "      <td>1496.0</td>\n",
       "      <td>59.0</td>\n",
       "      <td>792.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1320.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>3218.0</td>\n",
       "      <td>1295.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6703.0</td>\n",
       "      <td>1063.0</td>\n",
       "      <td>1608.0</td>\n",
       "      <td>490.0</td>\n",
       "      <td>736.0</td>\n",
       "      <td>1335.0</td>\n",
       "      <td>436.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>75.0</td>\n",
       "      <td>2760.0</td>\n",
       "      <td>1212.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6129.0</td>\n",
       "      <td>1848.0</td>\n",
       "      <td>1554.0</td>\n",
       "      <td>411.0</td>\n",
       "      <td>821.0</td>\n",
       "      <td>1466.0</td>\n",
       "      <td>909.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>179.0</td>\n",
       "      <td>-322.0</td>\n",
       "      <td>802.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5855.0</td>\n",
       "      <td>1513.0</td>\n",
       "      <td>1645.0</td>\n",
       "      <td>493.0</td>\n",
       "      <td>428.0</td>\n",
       "      <td>1678.0</td>\n",
       "      <td>592.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>36.0</td>\n",
       "      <td>235.0</td>\n",
       "      <td>3343.0</td>\n",
       "      <td>69.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6425.0</td>\n",
       "      <td>1559.0</td>\n",
       "      <td>1667.0</td>\n",
       "      <td>538.0</td>\n",
       "      <td>565.0</td>\n",
       "      <td>1102.0</td>\n",
       "      <td>269.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>479.0</td>\n",
       "      <td>-601.0</td>\n",
       "      <td>835.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-14</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-15</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-16</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6331.0</td>\n",
       "      <td>1450.0</td>\n",
       "      <td>1598.0</td>\n",
       "      <td>207.0</td>\n",
       "      <td>533.0</td>\n",
       "      <td>1331.0</td>\n",
       "      <td>621.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>-1960.0</td>\n",
       "      <td>2597.666667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5439.0</td>\n",
       "      <td>2222.0</td>\n",
       "      <td>1550.0</td>\n",
       "      <td>263.0</td>\n",
       "      <td>965.0</td>\n",
       "      <td>1170.0</td>\n",
       "      <td>731.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>409.0</td>\n",
       "      <td>2443.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-18</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7278.0</td>\n",
       "      <td>1124.0</td>\n",
       "      <td>828.0</td>\n",
       "      <td>89.0</td>\n",
       "      <td>621.0</td>\n",
       "      <td>1420.0</td>\n",
       "      <td>917.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>146.0</td>\n",
       "      <td>2464.0</td>\n",
       "      <td>1546.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-19</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6981.0</td>\n",
       "      <td>778.0</td>\n",
       "      <td>1580.0</td>\n",
       "      <td>566.0</td>\n",
       "      <td>425.0</td>\n",
       "      <td>1486.0</td>\n",
       "      <td>330.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>132.0</td>\n",
       "      <td>4920.0</td>\n",
       "      <td>179.666667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5657.0</td>\n",
       "      <td>1800.0</td>\n",
       "      <td>1971.0</td>\n",
       "      <td>943.0</td>\n",
       "      <td>486.0</td>\n",
       "      <td>914.0</td>\n",
       "      <td>400.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>461.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>627.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-21</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7302.0</td>\n",
       "      <td>1270.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1429.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>635.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>181.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1069.400000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-22</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-23</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6333.0</td>\n",
       "      <td>1750.0</td>\n",
       "      <td>1194.0</td>\n",
       "      <td>167.0</td>\n",
       "      <td>500.0</td>\n",
       "      <td>1806.0</td>\n",
       "      <td>694.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>53.0</td>\n",
       "      <td>-227.0</td>\n",
       "      <td>1528.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-24</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6387.0</td>\n",
       "      <td>949.0</td>\n",
       "      <td>2409.0</td>\n",
       "      <td>146.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1241.0</td>\n",
       "      <td>401.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>124.0</td>\n",
       "      <td>821.0</td>\n",
       "      <td>2193.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-25</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5907.0</td>\n",
       "      <td>2005.0</td>\n",
       "      <td>1593.0</td>\n",
       "      <td>522.0</td>\n",
       "      <td>879.0</td>\n",
       "      <td>1236.0</td>\n",
       "      <td>467.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>33.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>1972.0</td>\n",
       "      <td>1801.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-26</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>4310.0</td>\n",
       "      <td>2254.0</td>\n",
       "      <td>2338.0</td>\n",
       "      <td>169.0</td>\n",
       "      <td>817.0</td>\n",
       "      <td>930.0</td>\n",
       "      <td>1211.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>232.0</td>\n",
       "      <td>2836.0</td>\n",
       "      <td>1237.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5215.0</td>\n",
       "      <td>1815.0</td>\n",
       "      <td>2508.0</td>\n",
       "      <td>231.0</td>\n",
       "      <td>429.0</td>\n",
       "      <td>957.0</td>\n",
       "      <td>1023.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>369.0</td>\n",
       "      <td>485.0</td>\n",
       "      <td>2242.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-28</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7264.0</td>\n",
       "      <td>849.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>755.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1132.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>163.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2369.200000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-29</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-30</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5125.0</td>\n",
       "      <td>1253.0</td>\n",
       "      <td>3008.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>613.0</td>\n",
       "      <td>1476.0</td>\n",
       "      <td>390.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>52.0</td>\n",
       "      <td>55.0</td>\n",
       "      <td>402.0</td>\n",
       "      <td>1835.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-31</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>3819.0</td>\n",
       "      <td>3928.0</td>\n",
       "      <td>1108.0</td>\n",
       "      <td>169.0</td>\n",
       "      <td>205.0</td>\n",
       "      <td>843.0</td>\n",
       "      <td>1843.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.866025</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>52.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>581.0</td>\n",
       "      <td>1806.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-01</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7059.0</td>\n",
       "      <td>1434.0</td>\n",
       "      <td>809.0</td>\n",
       "      <td>368.0</td>\n",
       "      <td>1618.0</td>\n",
       "      <td>956.0</td>\n",
       "      <td>331.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>35.0</td>\n",
       "      <td>118.0</td>\n",
       "      <td>4507.0</td>\n",
       "      <td>864.500000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-02</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>4489.0</td>\n",
       "      <td>2883.0</td>\n",
       "      <td>1496.0</td>\n",
       "      <td>255.0</td>\n",
       "      <td>328.0</td>\n",
       "      <td>1058.0</td>\n",
       "      <td>1715.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>100.0</td>\n",
       "      <td>2875.0</td>\n",
       "      <td>-81.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-03</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5514.0</td>\n",
       "      <td>2343.0</td>\n",
       "      <td>1171.0</td>\n",
       "      <td>1029.0</td>\n",
       "      <td>343.0</td>\n",
       "      <td>1771.0</td>\n",
       "      <td>1057.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>25.0</td>\n",
       "      <td>407.0</td>\n",
       "      <td>-622.0</td>\n",
       "      <td>1199.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-04</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-05</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5577.0</td>\n",
       "      <td>2692.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2500.0</td>\n",
       "      <td>962.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>38.0</td>\n",
       "      <td>143.0</td>\n",
       "      <td>465.0</td>\n",
       "      <td>1352.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-06</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5572.0</td>\n",
       "      <td>1439.0</td>\n",
       "      <td>1845.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>738.0</td>\n",
       "      <td>1218.0</td>\n",
       "      <td>849.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>47.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>740.0</td>\n",
       "      <td>1380.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-07</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5688.0</td>\n",
       "      <td>942.0</td>\n",
       "      <td>2681.0</td>\n",
       "      <td>326.0</td>\n",
       "      <td>471.0</td>\n",
       "      <td>1812.0</td>\n",
       "      <td>181.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>47.0</td>\n",
       "      <td>98.0</td>\n",
       "      <td>-907.0</td>\n",
       "      <td>2594.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-08</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6070.0</td>\n",
       "      <td>2702.0</td>\n",
       "      <td>807.0</td>\n",
       "      <td>526.0</td>\n",
       "      <td>281.0</td>\n",
       "      <td>947.0</td>\n",
       "      <td>526.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>30.0</td>\n",
       "      <td>40.0</td>\n",
       "      <td>4498.0</td>\n",
       "      <td>1402.750000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-09</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>4524.0</td>\n",
       "      <td>2381.0</td>\n",
       "      <td>1984.0</td>\n",
       "      <td>198.0</td>\n",
       "      <td>476.0</td>\n",
       "      <td>1746.0</td>\n",
       "      <td>595.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>22.0</td>\n",
       "      <td>277.0</td>\n",
       "      <td>1080.0</td>\n",
       "      <td>1011.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-10</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5544.0</td>\n",
       "      <td>1769.0</td>\n",
       "      <td>1531.0</td>\n",
       "      <td>646.0</td>\n",
       "      <td>1395.0</td>\n",
       "      <td>578.0</td>\n",
       "      <td>884.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>22.0</td>\n",
       "      <td>117.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1185.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-11</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-12</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-13</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5000.0</td>\n",
       "      <td>3119.0</td>\n",
       "      <td>644.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>1485.0</td>\n",
       "      <td>2030.0</td>\n",
       "      <td>2772.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>48.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>-268.0</td>\n",
       "      <td>700.333333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-14</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5732.0</td>\n",
       "      <td>1752.0</td>\n",
       "      <td>2229.0</td>\n",
       "      <td>669.0</td>\n",
       "      <td>382.0</td>\n",
       "      <td>1847.0</td>\n",
       "      <td>350.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>48.0</td>\n",
       "      <td>281.0</td>\n",
       "      <td>-487.0</td>\n",
       "      <td>990.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-15</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5793.0</td>\n",
       "      <td>1402.0</td>\n",
       "      <td>2472.0</td>\n",
       "      <td>258.0</td>\n",
       "      <td>185.0</td>\n",
       "      <td>1144.0</td>\n",
       "      <td>74.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>35.0</td>\n",
       "      <td>184.0</td>\n",
       "      <td>1881.0</td>\n",
       "      <td>902.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-16</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5083.0</td>\n",
       "      <td>1889.0</td>\n",
       "      <td>2111.0</td>\n",
       "      <td>528.0</td>\n",
       "      <td>306.0</td>\n",
       "      <td>1278.0</td>\n",
       "      <td>528.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>131.0</td>\n",
       "      <td>707.0</td>\n",
       "      <td>978.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-17</th>\n",
       "      <td>TS1</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5854.0</td>\n",
       "      <td>1916.0</td>\n",
       "      <td>1603.0</td>\n",
       "      <td>348.0</td>\n",
       "      <td>383.0</td>\n",
       "      <td>1010.0</td>\n",
       "      <td>1289.0</td>\n",
       "      <td>...</td>\n",
       "      <td>0.500000</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>33.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>1726.250000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-18</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-19</th>\n",
       "      <td>TS1</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>50 rows × 39 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TS_ID    V2    V3      V4      V5      V6      V7      V8      V9  \\\n",
       "2017-01-01   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-01-02   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-01-03   TS1  ABC0  XYZ2  5639.0  2131.0  1607.0   787.0   328.0  1672.0   \n",
       "2017-01-04   TS1  ABC0  XYZ2  6332.0  1504.0  1425.0   158.0   317.0  1583.0   \n",
       "2017-01-05   TS1  ABC0  XYZ2  6063.0  1365.0  1937.0   222.0   286.0  1079.0   \n",
       "2017-01-06   TS1  ABC0  XYZ2  5411.0  2785.0  1108.0   918.0   918.0  1234.0   \n",
       "2017-01-07   TS1  ABC0  XYZ2  7821.0  1026.0   128.0  1282.0     0.0  2179.0   \n",
       "2017-01-08   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-01-09   TS1  ABC0  XYZ2  5484.0  2375.0  1496.0    59.0   792.0  1672.0   \n",
       "2017-01-10   TS1  ABC0  XYZ2  6703.0  1063.0  1608.0   490.0   736.0  1335.0   \n",
       "2017-01-11   TS1  ABC0  XYZ2  6129.0  1848.0  1554.0   411.0   821.0  1466.0   \n",
       "2017-01-12   TS1  ABC0  XYZ2  5855.0  1513.0  1645.0   493.0   428.0  1678.0   \n",
       "2017-01-13   TS1  ABC0  XYZ2  6425.0  1559.0  1667.0   538.0   565.0  1102.0   \n",
       "2017-01-14   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-01-15   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-01-16   TS1  ABC0  XYZ2  6331.0  1450.0  1598.0   207.0   533.0  1331.0   \n",
       "2017-01-17   TS1  ABC0  XYZ2  5439.0  2222.0  1550.0   263.0   965.0  1170.0   \n",
       "2017-01-18   TS1  ABC0  XYZ2  7278.0  1124.0   828.0    89.0   621.0  1420.0   \n",
       "2017-01-19   TS1  ABC0  XYZ2  6981.0   778.0  1580.0   566.0   425.0  1486.0   \n",
       "2017-01-20   TS1  ABC0  XYZ2  5657.0  1800.0  1971.0   943.0   486.0   914.0   \n",
       "2017-01-21   TS1  ABC0  XYZ2  7302.0  1270.0     0.0  1429.0     0.0   635.0   \n",
       "2017-01-22   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-01-23   TS1  ABC0  XYZ2  6333.0  1750.0  1194.0   167.0   500.0  1806.0   \n",
       "2017-01-24   TS1  ABC0  XYZ2  6387.0   949.0  2409.0   146.0     0.0  1241.0   \n",
       "2017-01-25   TS1  ABC0  XYZ2  5907.0  2005.0  1593.0   522.0   879.0  1236.0   \n",
       "2017-01-26   TS1  ABC0  XYZ2  4310.0  2254.0  2338.0   169.0   817.0   930.0   \n",
       "2017-01-27   TS1  ABC0  XYZ2  5215.0  1815.0  2508.0   231.0   429.0   957.0   \n",
       "2017-01-28   TS1  ABC0  XYZ2  7264.0   849.0     0.0   755.0     0.0  1132.0   \n",
       "2017-01-29   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-01-30   TS1  ABC0  XYZ2  5125.0  1253.0  3008.0    28.0   613.0  1476.0   \n",
       "2017-01-31   TS1  ABC0  XYZ2  3819.0  3928.0  1108.0   169.0   205.0   843.0   \n",
       "2017-02-01   TS1  ABC0  XYZ2  7059.0  1434.0   809.0   368.0  1618.0   956.0   \n",
       "2017-02-02   TS1  ABC0  XYZ2  4489.0  2883.0  1496.0   255.0   328.0  1058.0   \n",
       "2017-02-03   TS1  ABC0  XYZ2  5514.0  2343.0  1171.0  1029.0   343.0  1771.0   \n",
       "2017-02-04   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-02-05   TS1  ABC0  XYZ2  5577.0  2692.0     0.0  2500.0   962.0     0.0   \n",
       "2017-02-06   TS1  ABC0  XYZ2  5572.0  1439.0  1845.0    37.0   738.0  1218.0   \n",
       "2017-02-07   TS1  ABC0  XYZ2  5688.0   942.0  2681.0   326.0   471.0  1812.0   \n",
       "2017-02-08   TS1  ABC0  XYZ2  6070.0  2702.0   807.0   526.0   281.0   947.0   \n",
       "2017-02-09   TS1  ABC0  XYZ2  4524.0  2381.0  1984.0   198.0   476.0  1746.0   \n",
       "2017-02-10   TS1  ABC0  XYZ2  5544.0  1769.0  1531.0   646.0  1395.0   578.0   \n",
       "2017-02-11   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-02-12   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-02-13   TS1  ABC0  XYZ2  5000.0  3119.0   644.0    50.0  1485.0  2030.0   \n",
       "2017-02-14   TS1  ABC0  XYZ2  5732.0  1752.0  2229.0   669.0   382.0  1847.0   \n",
       "2017-02-15   TS1  ABC0  XYZ2  5793.0  1402.0  2472.0   258.0   185.0  1144.0   \n",
       "2017-02-16   TS1  ABC0  XYZ2  5083.0  1889.0  2111.0   528.0   306.0  1278.0   \n",
       "2017-02-17   TS1  ABC0  XYZ2  5854.0  1916.0  1603.0   348.0   383.0  1010.0   \n",
       "2017-02-18   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "2017-02-19   TS1   NaN   NaN     NaN     NaN     NaN     NaN     NaN     NaN   \n",
       "\n",
       "               V10  ...   cos_moy  sin_qtr       cos_qtr  is_weekend  \\\n",
       "2017-01-01     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-01-02     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-01-03  1016.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-04   369.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-05   698.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-06   696.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-07   128.0  ...  0.866025      1.0  6.123234e-17         1.0   \n",
       "2017-01-08     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-01-09  1320.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-10   436.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-11   909.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-12   592.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-13   269.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-14     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-01-15     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-01-16   621.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-17   731.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-18   917.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-19   330.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-20   400.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-21   317.0  ...  0.866025      1.0  6.123234e-17         1.0   \n",
       "2017-01-22     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-01-23   694.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-24   401.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-25   467.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-26  1211.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-27  1023.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-28     0.0  ...  0.866025      1.0  6.123234e-17         1.0   \n",
       "2017-01-29     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-01-30   390.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-01-31  1843.0  ...  0.866025      1.0  6.123234e-17         0.0   \n",
       "2017-02-01   331.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-02  1715.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-03  1057.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-04     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-02-05     0.0  ...  0.500000      1.0  6.123234e-17         1.0   \n",
       "2017-02-06   849.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-07   181.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-08   526.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-09   595.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-10   884.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-11     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-02-12     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-02-13  2772.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-14   350.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-15    74.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-16   528.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-17  1289.0  ...  0.500000      1.0  6.123234e-17         0.0   \n",
       "2017-02-18     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "2017-02-19     NaN  ...       NaN      NaN           NaN         NaN   \n",
       "\n",
       "            is_nat_holiday  is_holiday  holidays_in_last_10_days    t-5  \\\n",
       "2017-01-01             NaN         NaN                       NaN    NaN   \n",
       "2017-01-02             NaN         NaN                       NaN    NaN   \n",
       "2017-01-03             0.0         0.0                      19.0   25.0   \n",
       "2017-01-04             0.0         0.0                      19.0  120.0   \n",
       "2017-01-05             0.0         0.0                      19.0   97.0   \n",
       "2017-01-06             0.0         0.0                      19.0   98.0   \n",
       "2017-01-07             0.0         1.0                      20.0  154.0   \n",
       "2017-01-08             NaN         NaN                       NaN    NaN   \n",
       "2017-01-09             0.0         0.0                      45.0   27.0   \n",
       "2017-01-10             0.0         0.0                      45.0   75.0   \n",
       "2017-01-11             0.0         0.0                      45.0  179.0   \n",
       "2017-01-12             0.0         0.0                      36.0  235.0   \n",
       "2017-01-13             0.0         0.0                      26.0  479.0   \n",
       "2017-01-14             NaN         NaN                       NaN    NaN   \n",
       "2017-01-15             NaN         NaN                       NaN    NaN   \n",
       "2017-01-16             0.0         0.0                      49.0   26.0   \n",
       "2017-01-17             0.0         0.0                      49.0   23.0   \n",
       "2017-01-18             0.0         0.0                      37.0  146.0   \n",
       "2017-01-19             0.0         0.0                      23.0  132.0   \n",
       "2017-01-20             0.0         0.0                      23.0  461.0   \n",
       "2017-01-21             0.0         1.0                      23.0  181.0   \n",
       "2017-01-22             NaN         NaN                       NaN    NaN   \n",
       "2017-01-23             0.0         0.0                      50.0   53.0   \n",
       "2017-01-24             0.0         0.0                      50.0  124.0   \n",
       "2017-01-25             0.0         0.0                      33.0   23.0   \n",
       "2017-01-26             0.0         0.0                      27.0  232.0   \n",
       "2017-01-27             0.0         0.0                      27.0  369.0   \n",
       "2017-01-28             0.0         1.0                      28.0  163.0   \n",
       "2017-01-29             NaN         NaN                       NaN    NaN   \n",
       "2017-01-30             0.0         0.0                      52.0   55.0   \n",
       "2017-01-31             0.0         0.0                      52.0   27.0   \n",
       "2017-02-01             0.0         0.0                      35.0  118.0   \n",
       "2017-02-02             0.0         0.0                      25.0  100.0   \n",
       "2017-02-03             0.0         0.0                      25.0  407.0   \n",
       "2017-02-04             NaN         NaN                       NaN    NaN   \n",
       "2017-02-05             0.0         1.0                      38.0  143.0   \n",
       "2017-02-06             0.0         0.0                      47.0    1.0   \n",
       "2017-02-07             0.0         0.0                      47.0   98.0   \n",
       "2017-02-08             0.0         0.0                      30.0   40.0   \n",
       "2017-02-09             0.0         0.0                      22.0  277.0   \n",
       "2017-02-10             0.0         0.0                      22.0  117.0   \n",
       "2017-02-11             NaN         NaN                       NaN    NaN   \n",
       "2017-02-12             NaN         NaN                       NaN    NaN   \n",
       "2017-02-13             0.0         0.0                      48.0   21.0   \n",
       "2017-02-14             0.0         0.0                      48.0  281.0   \n",
       "2017-02-15             0.0         0.0                      35.0  184.0   \n",
       "2017-02-16             0.0         0.0                      26.0  131.0   \n",
       "2017-02-17             0.0         0.0                      26.0   33.0   \n",
       "2017-02-18             NaN         NaN                       NaN    NaN   \n",
       "2017-02-19             NaN         NaN                       NaN    NaN   \n",
       "\n",
       "               t-6  5_day_rolling_mean  \n",
       "2017-01-01     NaN                 NaN  \n",
       "2017-01-02     NaN                 NaN  \n",
       "2017-01-03     NaN                 NaN  \n",
       "2017-01-04     NaN         3218.000000  \n",
       "2017-01-05     NaN         2989.000000  \n",
       "2017-01-06     NaN         1885.333333  \n",
       "2017-01-07     NaN         2249.750000  \n",
       "2017-01-08     NaN                 NaN  \n",
       "2017-01-09  3218.0         1295.000000  \n",
       "2017-01-10  2760.0         1212.000000  \n",
       "2017-01-11  -322.0          802.500000  \n",
       "2017-01-12  3343.0           69.000000  \n",
       "2017-01-13  -601.0          835.250000  \n",
       "2017-01-14     NaN                 NaN  \n",
       "2017-01-15     NaN                 NaN  \n",
       "2017-01-16 -1960.0         2597.666667  \n",
       "2017-01-17   409.0         2443.000000  \n",
       "2017-01-18  2464.0         1546.000000  \n",
       "2017-01-19  4920.0          179.666667  \n",
       "2017-01-20     NaN          627.750000  \n",
       "2017-01-21     NaN         1069.400000  \n",
       "2017-01-22     NaN                 NaN  \n",
       "2017-01-23  -227.0         1528.500000  \n",
       "2017-01-24   821.0         2193.500000  \n",
       "2017-01-25  1972.0         1801.000000  \n",
       "2017-01-26  2836.0         1237.250000  \n",
       "2017-01-27   485.0         2242.750000  \n",
       "2017-01-28     NaN         2369.200000  \n",
       "2017-01-29     NaN                 NaN  \n",
       "2017-01-30   402.0         1835.250000  \n",
       "2017-01-31   581.0         1806.250000  \n",
       "2017-02-01  4507.0          864.500000  \n",
       "2017-02-02  2875.0          -81.000000  \n",
       "2017-02-03  -622.0         1199.000000  \n",
       "2017-02-04     NaN                 NaN  \n",
       "2017-02-05   465.0         1352.750000  \n",
       "2017-02-06   740.0         1380.750000  \n",
       "2017-02-07  -907.0         2594.250000  \n",
       "2017-02-08  4498.0         1402.750000  \n",
       "2017-02-09  1080.0         1011.000000  \n",
       "2017-02-10     NaN         1185.000000  \n",
       "2017-02-11     NaN                 NaN  \n",
       "2017-02-12     NaN                 NaN  \n",
       "2017-02-13  -268.0          700.333333  \n",
       "2017-02-14  -487.0          990.000000  \n",
       "2017-02-15  1881.0          902.000000  \n",
       "2017-02-16   707.0          978.000000  \n",
       "2017-02-17     NaN         1726.250000  \n",
       "2017-02-18     NaN                 NaN  \n",
       "2017-02-19     NaN                 NaN  \n",
       "\n",
       "[50 rows x 39 columns]"
      ]
     },
     "execution_count": 184,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.loc[df['TS_ID']=='TS1'].head(50)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 185,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>TS_ID</th>\n",
       "      <th>V2</th>\n",
       "      <th>V3</th>\n",
       "      <th>V4</th>\n",
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       "      <th>V6</th>\n",
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       "      <th>V10</th>\n",
       "      <th>...</th>\n",
       "      <th>sin_qtr</th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>TS0</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS0</td>\n",
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       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
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       "      <td>0.0</td>\n",
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       "      <td>1.0</td>\n",
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       "      <td>37.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5639.0</td>\n",
       "      <td>2131.0</td>\n",
       "      <td>1607.0</td>\n",
       "      <td>787.0</td>\n",
       "      <td>328.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1016.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>53.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>125.000000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6332.0</td>\n",
       "      <td>1504.0</td>\n",
       "      <td>1425.0</td>\n",
       "      <td>158.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>1583.0</td>\n",
       "      <td>369.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>283.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>398.500000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6063.0</td>\n",
       "      <td>1365.0</td>\n",
       "      <td>1937.0</td>\n",
       "      <td>222.0</td>\n",
       "      <td>286.0</td>\n",
       "      <td>1079.0</td>\n",
       "      <td>698.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>313.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>563.000000</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
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       "      <td>5411.0</td>\n",
       "      <td>2785.0</td>\n",
       "      <td>1108.0</td>\n",
       "      <td>918.0</td>\n",
       "      <td>918.0</td>\n",
       "      <td>1234.0</td>\n",
       "      <td>696.0</td>\n",
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       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>67.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>442.250000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-07</th>\n",
       "      <td>TS0</td>\n",
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       "      <td>7821.0</td>\n",
       "      <td>1026.0</td>\n",
       "      <td>128.0</td>\n",
       "      <td>1282.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2179.0</td>\n",
       "      <td>128.0</td>\n",
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       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>459.600000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-08</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
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       "      <td>5484.0</td>\n",
       "      <td>2375.0</td>\n",
       "      <td>1496.0</td>\n",
       "      <td>59.0</td>\n",
       "      <td>792.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1320.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>672.0</td>\n",
       "      <td>338.500000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6703.0</td>\n",
       "      <td>1063.0</td>\n",
       "      <td>1608.0</td>\n",
       "      <td>490.0</td>\n",
       "      <td>736.0</td>\n",
       "      <td>1335.0</td>\n",
       "      <td>436.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>322.0</td>\n",
       "      <td>892.0</td>\n",
       "      <td>648.500000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6129.0</td>\n",
       "      <td>1848.0</td>\n",
       "      <td>1554.0</td>\n",
       "      <td>411.0</td>\n",
       "      <td>821.0</td>\n",
       "      <td>1466.0</td>\n",
       "      <td>909.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>170.0</td>\n",
       "      <td>80.0</td>\n",
       "      <td>593.500000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5855.0</td>\n",
       "      <td>1513.0</td>\n",
       "      <td>1645.0</td>\n",
       "      <td>493.0</td>\n",
       "      <td>428.0</td>\n",
       "      <td>1678.0</td>\n",
       "      <td>592.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>36.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>529.0</td>\n",
       "      <td>592.750000</td>\n",
       "      <td>401.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>457.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-14</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-15</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-16</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6331.0</td>\n",
       "      <td>1450.0</td>\n",
       "      <td>1598.0</td>\n",
       "      <td>207.0</td>\n",
       "      <td>533.0</td>\n",
       "      <td>1331.0</td>\n",
       "      <td>621.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>442.0</td>\n",
       "      <td>-140.0</td>\n",
       "      <td>827.500000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5439.0</td>\n",
       "      <td>2222.0</td>\n",
       "      <td>1550.0</td>\n",
       "      <td>263.0</td>\n",
       "      <td>965.0</td>\n",
       "      <td>1170.0</td>\n",
       "      <td>731.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>390.0</td>\n",
       "      <td>526.0</td>\n",
       "      <td>516.500000</td>\n",
       "      <td>51.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-18</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7278.0</td>\n",
       "      <td>1124.0</td>\n",
       "      <td>828.0</td>\n",
       "      <td>89.0</td>\n",
       "      <td>621.0</td>\n",
       "      <td>1420.0</td>\n",
       "      <td>917.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>1129.0</td>\n",
       "      <td>1090.000000</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-19</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6981.0</td>\n",
       "      <td>778.0</td>\n",
       "      <td>1580.0</td>\n",
       "      <td>566.0</td>\n",
       "      <td>425.0</td>\n",
       "      <td>1486.0</td>\n",
       "      <td>330.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>203.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>873.666667</td>\n",
       "      <td>-1691.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5657.0</td>\n",
       "      <td>1800.0</td>\n",
       "      <td>1971.0</td>\n",
       "      <td>943.0</td>\n",
       "      <td>486.0</td>\n",
       "      <td>914.0</td>\n",
       "      <td>400.0</td>\n",
       "      <td>...</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>153.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>660.500000</td>\n",
       "      <td>161.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>20 rows × 40 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TS_ID    V2    V3      V4      V5      V6      V7     V8      V9  \\\n",
       "2017-01-01   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-02   TS0  ABC0  XYZ2  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-03   TS0  ABC0  XYZ2  5639.0  2131.0  1607.0   787.0  328.0  1672.0   \n",
       "2017-01-04   TS0  ABC0  XYZ2  6332.0  1504.0  1425.0   158.0  317.0  1583.0   \n",
       "2017-01-05   TS0  ABC0  XYZ2  6063.0  1365.0  1937.0   222.0  286.0  1079.0   \n",
       "2017-01-06   TS0  ABC0  XYZ2  5411.0  2785.0  1108.0   918.0  918.0  1234.0   \n",
       "2017-01-07   TS0  ABC0  XYZ2  7821.0  1026.0   128.0  1282.0    0.0  2179.0   \n",
       "2017-01-08   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-09   TS0  ABC0  XYZ2  5484.0  2375.0  1496.0    59.0  792.0  1672.0   \n",
       "2017-01-10   TS0  ABC0  XYZ2  6703.0  1063.0  1608.0   490.0  736.0  1335.0   \n",
       "2017-01-11   TS0  ABC0  XYZ2  6129.0  1848.0  1554.0   411.0  821.0  1466.0   \n",
       "2017-01-12   TS0  ABC0  XYZ2  5855.0  1513.0  1645.0   493.0  428.0  1678.0   \n",
       "2017-01-13   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-14   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-15   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-16   TS0  ABC0  XYZ2  6331.0  1450.0  1598.0   207.0  533.0  1331.0   \n",
       "2017-01-17   TS0  ABC0  XYZ2  5439.0  2222.0  1550.0   263.0  965.0  1170.0   \n",
       "2017-01-18   TS0  ABC0  XYZ2  7278.0  1124.0   828.0    89.0  621.0  1420.0   \n",
       "2017-01-19   TS0  ABC0  XYZ2  6981.0   778.0  1580.0   566.0  425.0  1486.0   \n",
       "2017-01-20   TS0  ABC0  XYZ2  5657.0  1800.0  1971.0   943.0  486.0   914.0   \n",
       "\n",
       "               V10  ...  sin_qtr       cos_qtr  is_weekend  is_nat_holiday  \\\n",
       "2017-01-01     NaN  ...      NaN           NaN         NaN             NaN   \n",
       "2017-01-02     0.0  ...      1.0  6.123234e-17         0.0             1.0   \n",
       "2017-01-03  1016.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-04   369.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-05   698.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-06   696.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-07   128.0  ...      1.0  6.123234e-17         1.0             0.0   \n",
       "2017-01-08     NaN  ...      NaN           NaN         NaN             NaN   \n",
       "2017-01-09  1320.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-10   436.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-11   909.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-12   592.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-13     NaN  ...      NaN           NaN         NaN             NaN   \n",
       "2017-01-14     NaN  ...      NaN           NaN         NaN             NaN   \n",
       "2017-01-15     NaN  ...      NaN           NaN         NaN             NaN   \n",
       "2017-01-16   621.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-17   731.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-18   917.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-19   330.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "2017-01-20   400.0  ...      1.0  6.123234e-17         0.0             0.0   \n",
       "\n",
       "            is_holiday  holidays_in_last_10_days    t-5     t-6  \\\n",
       "2017-01-01         NaN                       NaN    NaN     NaN   \n",
       "2017-01-02         1.0                       9.0   37.0     NaN   \n",
       "2017-01-03         0.0                      19.0   53.0     NaN   \n",
       "2017-01-04         0.0                      19.0  283.0     NaN   \n",
       "2017-01-05         0.0                      19.0  313.0     NaN   \n",
       "2017-01-06         0.0                      19.0   67.0     NaN   \n",
       "2017-01-07         1.0                      19.0   10.0     NaN   \n",
       "2017-01-08         NaN                       NaN    NaN     NaN   \n",
       "2017-01-09         0.0                      45.0   20.0   672.0   \n",
       "2017-01-10         0.0                      45.0  322.0   892.0   \n",
       "2017-01-11         0.0                      45.0  170.0    80.0   \n",
       "2017-01-12         0.0                      36.0    2.0   529.0   \n",
       "2017-01-13         NaN                       NaN    NaN     NaN   \n",
       "2017-01-14         NaN                       NaN    NaN     NaN   \n",
       "2017-01-15         NaN                       NaN    NaN     NaN   \n",
       "2017-01-16         0.0                      49.0  442.0  -140.0   \n",
       "2017-01-17         0.0                      49.0  390.0   526.0   \n",
       "2017-01-18         0.0                      37.0    7.0  1129.0   \n",
       "2017-01-19         0.0                      23.0  203.0     NaN   \n",
       "2017-01-20         0.0                      23.0  153.0     NaN   \n",
       "\n",
       "            5_day_rolling_mean     M10  \n",
       "2017-01-01                 NaN     NaN  \n",
       "2017-01-02                 NaN     NaN  \n",
       "2017-01-03          125.000000     NaN  \n",
       "2017-01-04          398.500000     NaN  \n",
       "2017-01-05          563.000000     NaN  \n",
       "2017-01-06          442.250000     NaN  \n",
       "2017-01-07          459.600000     NaN  \n",
       "2017-01-08                 NaN     NaN  \n",
       "2017-01-09          338.500000     NaN  \n",
       "2017-01-10          648.500000     NaN  \n",
       "2017-01-11          593.500000     NaN  \n",
       "2017-01-12          592.750000   401.0  \n",
       "2017-01-13                 NaN   457.0  \n",
       "2017-01-14                 NaN     NaN  \n",
       "2017-01-15                 NaN     NaN  \n",
       "2017-01-16          827.500000     NaN  \n",
       "2017-01-17          516.500000    51.0  \n",
       "2017-01-18         1090.000000     NaN  \n",
       "2017-01-19          873.666667 -1691.0  \n",
       "2017-01-20          660.500000   161.0  \n",
       "\n",
       "[20 rows x 40 columns]"
      ]
     },
     "execution_count": 185,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "reload(common)\n",
    "\n",
    "b = df.groupby('TS_ID').apply(common.momentum, 'Target', 10)\n",
    "b.head(20)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 186,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Target</th>\n",
       "      <th>M10</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>3218.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>2760.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>-322.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>3343.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-07</th>\n",
       "      <td>-601.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-08</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>2428.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>-1960.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>409.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>2464.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>4920.0</td>\n",
       "      <td>-754.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-14</th>\n",
       "      <td>NaN</td>\n",
       "      <td>2160.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-15</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-16</th>\n",
       "      <td>-55.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17</th>\n",
       "      <td>-227.0</td>\n",
       "      <td>546.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-18</th>\n",
       "      <td>821.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-19</th>\n",
       "      <td>1972.0</td>\n",
       "      <td>-1607.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>2836.0</td>\n",
       "      <td>3932.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-21</th>\n",
       "      <td>485.0</td>\n",
       "      <td>2427.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-22</th>\n",
       "      <td>NaN</td>\n",
       "      <td>-1979.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-23</th>\n",
       "      <td>3481.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-24</th>\n",
       "      <td>402.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-25</th>\n",
       "      <td>581.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-26</th>\n",
       "      <td>4507.0</td>\n",
       "      <td>636.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27</th>\n",
       "      <td>2875.0</td>\n",
       "      <td>4734.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-28</th>\n",
       "      <td>-622.0</td>\n",
       "      <td>2054.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-29</th>\n",
       "      <td>NaN</td>\n",
       "      <td>-2594.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-30</th>\n",
       "      <td>465.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-31</th>\n",
       "      <td>740.0</td>\n",
       "      <td>-20.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-01</th>\n",
       "      <td>-907.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-02</th>\n",
       "      <td>4498.0</td>\n",
       "      <td>-4388.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-03</th>\n",
       "      <td>1080.0</td>\n",
       "      <td>4096.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-04</th>\n",
       "      <td>NaN</td>\n",
       "      <td>499.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-05</th>\n",
       "      <td>852.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-06</th>\n",
       "      <td>3947.0</td>\n",
       "      <td>-2023.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-07</th>\n",
       "      <td>-268.0</td>\n",
       "      <td>4569.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-08</th>\n",
       "      <td>-487.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-09</th>\n",
       "      <td>1881.0</td>\n",
       "      <td>-952.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-10</th>\n",
       "      <td>707.0</td>\n",
       "      <td>1141.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-11</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1614.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-12</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-13</th>\n",
       "      <td>382.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-14</th>\n",
       "      <td>1617.0</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-15</th>\n",
       "      <td>935.0</td>\n",
       "      <td>765.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-16</th>\n",
       "      <td>3971.0</td>\n",
       "      <td>-3012.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-17</th>\n",
       "      <td>1008.0</td>\n",
       "      <td>4239.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-18</th>\n",
       "      <td>NaN</td>\n",
       "      <td>1495.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-19</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Target     M10\n",
       "2017-01-01     NaN     NaN\n",
       "2017-01-02     NaN     NaN\n",
       "2017-01-03  3218.0     NaN\n",
       "2017-01-04  2760.0     NaN\n",
       "2017-01-05  -322.0     NaN\n",
       "2017-01-06  3343.0     NaN\n",
       "2017-01-07  -601.0     NaN\n",
       "2017-01-08     NaN     NaN\n",
       "2017-01-09  2428.0     NaN\n",
       "2017-01-10 -1960.0     NaN\n",
       "2017-01-11   409.0     NaN\n",
       "2017-01-12  2464.0     NaN\n",
       "2017-01-13  4920.0  -754.0\n",
       "2017-01-14     NaN  2160.0\n",
       "2017-01-15     NaN     NaN\n",
       "2017-01-16   -55.0     NaN\n",
       "2017-01-17  -227.0   546.0\n",
       "2017-01-18   821.0     NaN\n",
       "2017-01-19  1972.0 -1607.0\n",
       "2017-01-20  2836.0  3932.0\n",
       "2017-01-21   485.0  2427.0\n",
       "2017-01-22     NaN -1979.0\n",
       "2017-01-23  3481.0     NaN\n",
       "2017-01-24   402.0     NaN\n",
       "2017-01-25   581.0     NaN\n",
       "2017-01-26  4507.0   636.0\n",
       "2017-01-27  2875.0  4734.0\n",
       "2017-01-28  -622.0  2054.0\n",
       "2017-01-29     NaN -2594.0\n",
       "2017-01-30   465.0     NaN\n",
       "2017-01-31   740.0   -20.0\n",
       "2017-02-01  -907.0     NaN\n",
       "2017-02-02  4498.0 -4388.0\n",
       "2017-02-03  1080.0  4096.0\n",
       "2017-02-04     NaN   499.0\n",
       "2017-02-05   852.0     NaN\n",
       "2017-02-06  3947.0 -2023.0\n",
       "2017-02-07  -268.0  4569.0\n",
       "2017-02-08  -487.0     NaN\n",
       "2017-02-09  1881.0  -952.0\n",
       "2017-02-10   707.0  1141.0\n",
       "2017-02-11     NaN  1614.0\n",
       "2017-02-12     NaN     NaN\n",
       "2017-02-13   382.0     NaN\n",
       "2017-02-14  1617.0     NaN\n",
       "2017-02-15   935.0   765.0\n",
       "2017-02-16  3971.0 -3012.0\n",
       "2017-02-17  1008.0  4239.0\n",
       "2017-02-18     NaN  1495.0\n",
       "2017-02-19     NaN     NaN"
      ]
     },
     "execution_count": 186,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "b.loc[df['TS_ID']=='TS1', ['Target', 'M10']].head(50)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 187,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th></th>\n",
       "      <th>TS_ID</th>\n",
       "      <th>V2</th>\n",
       "      <th>V3</th>\n",
       "      <th>V4</th>\n",
       "      <th>V5</th>\n",
       "      <th>V6</th>\n",
       "      <th>V7</th>\n",
       "      <th>V8</th>\n",
       "      <th>V9</th>\n",
       "      <th>V10</th>\n",
       "      <th>...</th>\n",
       "      <th>cos_qtr</th>\n",
       "      <th>is_weekend</th>\n",
       "      <th>is_nat_holiday</th>\n",
       "      <th>is_holiday</th>\n",
       "      <th>holidays_in_last_10_days</th>\n",
       "      <th>t-5</th>\n",
       "      <th>t-6</th>\n",
       "      <th>5_day_rolling_mean</th>\n",
       "      <th>M10</th>\n",
       "      <th>7_14_MACD</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>3750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>3000.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>750.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>9.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5639.0</td>\n",
       "      <td>2131.0</td>\n",
       "      <td>1607.0</td>\n",
       "      <td>787.0</td>\n",
       "      <td>328.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1016.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>53.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>125.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>63.816667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6332.0</td>\n",
       "      <td>1504.0</td>\n",
       "      <td>1425.0</td>\n",
       "      <td>158.0</td>\n",
       "      <td>317.0</td>\n",
       "      <td>1583.0</td>\n",
       "      <td>369.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>283.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>398.500000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>128.836944</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6063.0</td>\n",
       "      <td>1365.0</td>\n",
       "      <td>1937.0</td>\n",
       "      <td>222.0</td>\n",
       "      <td>286.0</td>\n",
       "      <td>1079.0</td>\n",
       "      <td>698.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>313.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>563.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>72.072227</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5411.0</td>\n",
       "      <td>2785.0</td>\n",
       "      <td>1108.0</td>\n",
       "      <td>918.0</td>\n",
       "      <td>918.0</td>\n",
       "      <td>1234.0</td>\n",
       "      <td>696.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>67.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>442.250000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>85.156086</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-07</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7821.0</td>\n",
       "      <td>1026.0</td>\n",
       "      <td>128.0</td>\n",
       "      <td>1282.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>2179.0</td>\n",
       "      <td>128.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>1.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>459.600000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>11.955392</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-08</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>11.955392</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5484.0</td>\n",
       "      <td>2375.0</td>\n",
       "      <td>1496.0</td>\n",
       "      <td>59.0</td>\n",
       "      <td>792.0</td>\n",
       "      <td>1672.0</td>\n",
       "      <td>1320.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>672.0</td>\n",
       "      <td>338.500000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>305.419599</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6703.0</td>\n",
       "      <td>1063.0</td>\n",
       "      <td>1608.0</td>\n",
       "      <td>490.0</td>\n",
       "      <td>736.0</td>\n",
       "      <td>1335.0</td>\n",
       "      <td>436.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>322.0</td>\n",
       "      <td>892.0</td>\n",
       "      <td>648.500000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>151.590764</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6129.0</td>\n",
       "      <td>1848.0</td>\n",
       "      <td>1554.0</td>\n",
       "      <td>411.0</td>\n",
       "      <td>821.0</td>\n",
       "      <td>1466.0</td>\n",
       "      <td>909.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>45.0</td>\n",
       "      <td>170.0</td>\n",
       "      <td>80.0</td>\n",
       "      <td>593.500000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>124.248997</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5855.0</td>\n",
       "      <td>1513.0</td>\n",
       "      <td>1645.0</td>\n",
       "      <td>493.0</td>\n",
       "      <td>428.0</td>\n",
       "      <td>1678.0</td>\n",
       "      <td>592.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>36.0</td>\n",
       "      <td>2.0</td>\n",
       "      <td>529.0</td>\n",
       "      <td>592.750000</td>\n",
       "      <td>401.0</td>\n",
       "      <td>172.685214</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>457.0</td>\n",
       "      <td>172.685214</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-14</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>172.685214</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-15</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>172.685214</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-16</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6331.0</td>\n",
       "      <td>1450.0</td>\n",
       "      <td>1598.0</td>\n",
       "      <td>207.0</td>\n",
       "      <td>533.0</td>\n",
       "      <td>1331.0</td>\n",
       "      <td>621.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>442.0</td>\n",
       "      <td>-140.0</td>\n",
       "      <td>827.500000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-62.284508</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5439.0</td>\n",
       "      <td>2222.0</td>\n",
       "      <td>1550.0</td>\n",
       "      <td>263.0</td>\n",
       "      <td>965.0</td>\n",
       "      <td>1170.0</td>\n",
       "      <td>731.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>49.0</td>\n",
       "      <td>390.0</td>\n",
       "      <td>526.0</td>\n",
       "      <td>516.500000</td>\n",
       "      <td>51.0</td>\n",
       "      <td>170.151131</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-18</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>7278.0</td>\n",
       "      <td>1124.0</td>\n",
       "      <td>828.0</td>\n",
       "      <td>89.0</td>\n",
       "      <td>621.0</td>\n",
       "      <td>1420.0</td>\n",
       "      <td>917.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>37.0</td>\n",
       "      <td>7.0</td>\n",
       "      <td>1129.0</td>\n",
       "      <td>1090.000000</td>\n",
       "      <td>NaN</td>\n",
       "      <td>101.479258</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-19</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6981.0</td>\n",
       "      <td>778.0</td>\n",
       "      <td>1580.0</td>\n",
       "      <td>566.0</td>\n",
       "      <td>425.0</td>\n",
       "      <td>1486.0</td>\n",
       "      <td>330.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>203.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>873.666667</td>\n",
       "      <td>-1691.0</td>\n",
       "      <td>4.459899</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5657.0</td>\n",
       "      <td>1800.0</td>\n",
       "      <td>1971.0</td>\n",
       "      <td>943.0</td>\n",
       "      <td>486.0</td>\n",
       "      <td>914.0</td>\n",
       "      <td>400.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>23.0</td>\n",
       "      <td>153.0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>660.500000</td>\n",
       "      <td>161.0</td>\n",
       "      <td>-29.934681</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-21</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-258.0</td>\n",
       "      <td>-29.934681</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-22</th>\n",
       "      <td>TS0</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>...</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-29.934681</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-23</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6333.0</td>\n",
       "      <td>1750.0</td>\n",
       "      <td>1194.0</td>\n",
       "      <td>167.0</td>\n",
       "      <td>500.0</td>\n",
       "      <td>1806.0</td>\n",
       "      <td>694.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>405.0</td>\n",
       "      <td>2276.0</td>\n",
       "      <td>243.333333</td>\n",
       "      <td>NaN</td>\n",
       "      <td>110.698566</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-24</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>6387.0</td>\n",
       "      <td>949.0</td>\n",
       "      <td>2409.0</td>\n",
       "      <td>146.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>1241.0</td>\n",
       "      <td>401.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>50.0</td>\n",
       "      <td>329.0</td>\n",
       "      <td>441.0</td>\n",
       "      <td>481.666667</td>\n",
       "      <td>NaN</td>\n",
       "      <td>86.039180</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-25</th>\n",
       "      <td>TS0</td>\n",
       "      <td>ABC0</td>\n",
       "      <td>XYZ2</td>\n",
       "      <td>5907.0</td>\n",
       "      <td>2005.0</td>\n",
       "      <td>1593.0</td>\n",
       "      <td>522.0</td>\n",
       "      <td>879.0</td>\n",
       "      <td>1236.0</td>\n",
       "      <td>467.0</td>\n",
       "      <td>...</td>\n",
       "      <td>6.123234e-17</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>33.0</td>\n",
       "      <td>155.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>691.333333</td>\n",
       "      <td>NaN</td>\n",
       "      <td>-30.624061</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>25 rows × 41 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           TS_ID    V2    V3      V4      V5      V6      V7     V8      V9  \\\n",
       "2017-01-01   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-02   TS0  ABC0  XYZ2  3750.0     0.0  3000.0   750.0  750.0     0.0   \n",
       "2017-01-03   TS0  ABC0  XYZ2  5639.0  2131.0  1607.0   787.0  328.0  1672.0   \n",
       "2017-01-04   TS0  ABC0  XYZ2  6332.0  1504.0  1425.0   158.0  317.0  1583.0   \n",
       "2017-01-05   TS0  ABC0  XYZ2  6063.0  1365.0  1937.0   222.0  286.0  1079.0   \n",
       "2017-01-06   TS0  ABC0  XYZ2  5411.0  2785.0  1108.0   918.0  918.0  1234.0   \n",
       "2017-01-07   TS0  ABC0  XYZ2  7821.0  1026.0   128.0  1282.0    0.0  2179.0   \n",
       "2017-01-08   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-09   TS0  ABC0  XYZ2  5484.0  2375.0  1496.0    59.0  792.0  1672.0   \n",
       "2017-01-10   TS0  ABC0  XYZ2  6703.0  1063.0  1608.0   490.0  736.0  1335.0   \n",
       "2017-01-11   TS0  ABC0  XYZ2  6129.0  1848.0  1554.0   411.0  821.0  1466.0   \n",
       "2017-01-12   TS0  ABC0  XYZ2  5855.0  1513.0  1645.0   493.0  428.0  1678.0   \n",
       "2017-01-13   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-14   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-15   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-16   TS0  ABC0  XYZ2  6331.0  1450.0  1598.0   207.0  533.0  1331.0   \n",
       "2017-01-17   TS0  ABC0  XYZ2  5439.0  2222.0  1550.0   263.0  965.0  1170.0   \n",
       "2017-01-18   TS0  ABC0  XYZ2  7278.0  1124.0   828.0    89.0  621.0  1420.0   \n",
       "2017-01-19   TS0  ABC0  XYZ2  6981.0   778.0  1580.0   566.0  425.0  1486.0   \n",
       "2017-01-20   TS0  ABC0  XYZ2  5657.0  1800.0  1971.0   943.0  486.0   914.0   \n",
       "2017-01-21   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-22   TS0   NaN   NaN     NaN     NaN     NaN     NaN    NaN     NaN   \n",
       "2017-01-23   TS0  ABC0  XYZ2  6333.0  1750.0  1194.0   167.0  500.0  1806.0   \n",
       "2017-01-24   TS0  ABC0  XYZ2  6387.0   949.0  2409.0   146.0    0.0  1241.0   \n",
       "2017-01-25   TS0  ABC0  XYZ2  5907.0  2005.0  1593.0   522.0  879.0  1236.0   \n",
       "\n",
       "               V10  ...       cos_qtr  is_weekend  is_nat_holiday  is_holiday  \\\n",
       "2017-01-01     NaN  ...           NaN         NaN             NaN         NaN   \n",
       "2017-01-02     0.0  ...  6.123234e-17         0.0             1.0         1.0   \n",
       "2017-01-03  1016.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-04   369.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-05   698.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-06   696.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-07   128.0  ...  6.123234e-17         1.0             0.0         1.0   \n",
       "2017-01-08     NaN  ...           NaN         NaN             NaN         NaN   \n",
       "2017-01-09  1320.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-10   436.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-11   909.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-12   592.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-13     NaN  ...           NaN         NaN             NaN         NaN   \n",
       "2017-01-14     NaN  ...           NaN         NaN             NaN         NaN   \n",
       "2017-01-15     NaN  ...           NaN         NaN             NaN         NaN   \n",
       "2017-01-16   621.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-17   731.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-18   917.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-19   330.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-20   400.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-21     NaN  ...           NaN         NaN             NaN         NaN   \n",
       "2017-01-22     NaN  ...           NaN         NaN             NaN         NaN   \n",
       "2017-01-23   694.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-24   401.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "2017-01-25   467.0  ...  6.123234e-17         0.0             0.0         0.0   \n",
       "\n",
       "            holidays_in_last_10_days    t-5     t-6  5_day_rolling_mean  \\\n",
       "2017-01-01                       NaN    NaN     NaN                 NaN   \n",
       "2017-01-02                       9.0   37.0     NaN                 NaN   \n",
       "2017-01-03                      19.0   53.0     NaN          125.000000   \n",
       "2017-01-04                      19.0  283.0     NaN          398.500000   \n",
       "2017-01-05                      19.0  313.0     NaN          563.000000   \n",
       "2017-01-06                      19.0   67.0     NaN          442.250000   \n",
       "2017-01-07                      19.0   10.0     NaN          459.600000   \n",
       "2017-01-08                       NaN    NaN     NaN                 NaN   \n",
       "2017-01-09                      45.0   20.0   672.0          338.500000   \n",
       "2017-01-10                      45.0  322.0   892.0          648.500000   \n",
       "2017-01-11                      45.0  170.0    80.0          593.500000   \n",
       "2017-01-12                      36.0    2.0   529.0          592.750000   \n",
       "2017-01-13                       NaN    NaN     NaN                 NaN   \n",
       "2017-01-14                       NaN    NaN     NaN                 NaN   \n",
       "2017-01-15                       NaN    NaN     NaN                 NaN   \n",
       "2017-01-16                      49.0  442.0  -140.0          827.500000   \n",
       "2017-01-17                      49.0  390.0   526.0          516.500000   \n",
       "2017-01-18                      37.0    7.0  1129.0         1090.000000   \n",
       "2017-01-19                      23.0  203.0     NaN          873.666667   \n",
       "2017-01-20                      23.0  153.0     NaN          660.500000   \n",
       "2017-01-21                       NaN    NaN     NaN                 NaN   \n",
       "2017-01-22                       NaN    NaN     NaN                 NaN   \n",
       "2017-01-23                      50.0  405.0  2276.0          243.333333   \n",
       "2017-01-24                      50.0  329.0   441.0          481.666667   \n",
       "2017-01-25                      33.0  155.0    21.0          691.333333   \n",
       "\n",
       "               M10   7_14_MACD  \n",
       "2017-01-01     NaN         NaN  \n",
       "2017-01-02     NaN    0.000000  \n",
       "2017-01-03     NaN   63.816667  \n",
       "2017-01-04     NaN  128.836944  \n",
       "2017-01-05     NaN   72.072227  \n",
       "2017-01-06     NaN   85.156086  \n",
       "2017-01-07     NaN   11.955392  \n",
       "2017-01-08     NaN   11.955392  \n",
       "2017-01-09     NaN  305.419599  \n",
       "2017-01-10     NaN  151.590764  \n",
       "2017-01-11     NaN  124.248997  \n",
       "2017-01-12   401.0  172.685214  \n",
       "2017-01-13   457.0  172.685214  \n",
       "2017-01-14     NaN  172.685214  \n",
       "2017-01-15     NaN  172.685214  \n",
       "2017-01-16     NaN  -62.284508  \n",
       "2017-01-17    51.0  170.151131  \n",
       "2017-01-18     NaN  101.479258  \n",
       "2017-01-19 -1691.0    4.459899  \n",
       "2017-01-20   161.0  -29.934681  \n",
       "2017-01-21  -258.0  -29.934681  \n",
       "2017-01-22     NaN  -29.934681  \n",
       "2017-01-23     NaN  110.698566  \n",
       "2017-01-24     NaN   86.039180  \n",
       "2017-01-25     NaN  -30.624061  \n",
       "\n",
       "[25 rows x 41 columns]"
      ]
     },
     "execution_count": 187,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "reload(common)\n",
    "\n",
    "c = b.groupby('TS_ID').apply(common.MACD, 'Target', 7, 14)\n",
    "c.head(25)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 190,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<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>Target</th>\n",
       "      <th>7_14_MACD</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>3218.0</td>\n",
       "      <td>0.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>2760.0</td>\n",
       "      <td>-53.433333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>-322.0</td>\n",
       "      <td>-445.950556</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>3343.0</td>\n",
       "      <td>-258.638398</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-07</th>\n",
       "      <td>-601.0</td>\n",
       "      <td>-588.397549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-08</th>\n",
       "      <td>NaN</td>\n",
       "      <td>-588.397549</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>2428.0</td>\n",
       "      <td>-391.810190</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>-1960.0</td>\n",
       "      <td>-795.978998</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>409.0</td>\n",
       "      <td>-755.772756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>2464.0</td>\n",
       "      <td>-464.696274</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>4920.0</td>\n",
       "      <td>26.526649</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-14</th>\n",
       "      <td>NaN</td>\n",
       "      <td>26.526649</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-15</th>\n",
       "      <td>NaN</td>\n",
       "      <td>26.526649</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-16</th>\n",
       "      <td>-55.0</td>\n",
       "      <td>-425.701489</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-17</th>\n",
       "      <td>-227.0</td>\n",
       "      <td>-551.302509</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-18</th>\n",
       "      <td>821.0</td>\n",
       "      <td>-492.299756</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-19</th>\n",
       "      <td>1972.0</td>\n",
       "      <td>-303.254641</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>2836.0</td>\n",
       "      <td>-69.466828</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-21</th>\n",
       "      <td>485.0</td>\n",
       "      <td>-189.472522</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-22</th>\n",
       "      <td>NaN</td>\n",
       "      <td>-189.472522</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-23</th>\n",
       "      <td>3481.0</td>\n",
       "      <td>178.861829</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-24</th>\n",
       "      <td>402.0</td>\n",
       "      <td>-29.338357</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-25</th>\n",
       "      <td>581.0</td>\n",
       "      <td>-142.807199</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-26</th>\n",
       "      <td>4507.0</td>\n",
       "      <td>246.231626</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27</th>\n",
       "      <td>2875.0</td>\n",
       "      <td>300.499142</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-28</th>\n",
       "      <td>-622.0</td>\n",
       "      <td>-82.226944</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-29</th>\n",
       "      <td>NaN</td>\n",
       "      <td>-82.226944</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-30</th>\n",
       "      <td>465.0</td>\n",
       "      <td>-244.944715</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-31</th>\n",
       "      <td>740.0</td>\n",
       "      <td>-270.325306</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-01</th>\n",
       "      <td>-907.0</td>\n",
       "      <td>-469.961846</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-02</th>\n",
       "      <td>4498.0</td>\n",
       "      <td>46.523130</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-03</th>\n",
       "      <td>1080.0</td>\n",
       "      <td>-18.079072</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-04</th>\n",
       "      <td>NaN</td>\n",
       "      <td>-18.079072</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-05</th>\n",
       "      <td>852.0</td>\n",
       "      <td>-110.053893</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-06</th>\n",
       "      <td>3947.0</td>\n",
       "      <td>216.965289</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-07</th>\n",
       "      <td>-268.0</td>\n",
       "      <td>-69.454419</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-08</th>\n",
       "      <td>-487.0</td>\n",
       "      <td>-278.862082</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-09</th>\n",
       "      <td>1881.0</td>\n",
       "      <td>-129.414994</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-10</th>\n",
       "      <td>707.0</td>\n",
       "      <td>-164.927220</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-11</th>\n",
       "      <td>NaN</td>\n",
       "      <td>-164.927220</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-12</th>\n",
       "      <td>NaN</td>\n",
       "      <td>-164.927220</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-13</th>\n",
       "      <td>382.0</td>\n",
       "      <td>-271.120692</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-14</th>\n",
       "      <td>1617.0</td>\n",
       "      <td>-139.545911</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-15</th>\n",
       "      <td>935.0</td>\n",
       "      <td>-128.937440</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-16</th>\n",
       "      <td>3971.0</td>\n",
       "      <td>236.455981</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-17</th>\n",
       "      <td>1008.0</td>\n",
       "      <td>120.396505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-18</th>\n",
       "      <td>NaN</td>\n",
       "      <td>120.396505</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-02-19</th>\n",
       "      <td>NaN</td>\n",
       "      <td>120.396505</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Target   7_14_MACD\n",
       "2017-01-01     NaN         NaN\n",
       "2017-01-02     NaN         NaN\n",
       "2017-01-03  3218.0    0.000000\n",
       "2017-01-04  2760.0  -53.433333\n",
       "2017-01-05  -322.0 -445.950556\n",
       "2017-01-06  3343.0 -258.638398\n",
       "2017-01-07  -601.0 -588.397549\n",
       "2017-01-08     NaN -588.397549\n",
       "2017-01-09  2428.0 -391.810190\n",
       "2017-01-10 -1960.0 -795.978998\n",
       "2017-01-11   409.0 -755.772756\n",
       "2017-01-12  2464.0 -464.696274\n",
       "2017-01-13  4920.0   26.526649\n",
       "2017-01-14     NaN   26.526649\n",
       "2017-01-15     NaN   26.526649\n",
       "2017-01-16   -55.0 -425.701489\n",
       "2017-01-17  -227.0 -551.302509\n",
       "2017-01-18   821.0 -492.299756\n",
       "2017-01-19  1972.0 -303.254641\n",
       "2017-01-20  2836.0  -69.466828\n",
       "2017-01-21   485.0 -189.472522\n",
       "2017-01-22     NaN -189.472522\n",
       "2017-01-23  3481.0  178.861829\n",
       "2017-01-24   402.0  -29.338357\n",
       "2017-01-25   581.0 -142.807199\n",
       "2017-01-26  4507.0  246.231626\n",
       "2017-01-27  2875.0  300.499142\n",
       "2017-01-28  -622.0  -82.226944\n",
       "2017-01-29     NaN  -82.226944\n",
       "2017-01-30   465.0 -244.944715\n",
       "2017-01-31   740.0 -270.325306\n",
       "2017-02-01  -907.0 -469.961846\n",
       "2017-02-02  4498.0   46.523130\n",
       "2017-02-03  1080.0  -18.079072\n",
       "2017-02-04     NaN  -18.079072\n",
       "2017-02-05   852.0 -110.053893\n",
       "2017-02-06  3947.0  216.965289\n",
       "2017-02-07  -268.0  -69.454419\n",
       "2017-02-08  -487.0 -278.862082\n",
       "2017-02-09  1881.0 -129.414994\n",
       "2017-02-10   707.0 -164.927220\n",
       "2017-02-11     NaN -164.927220\n",
       "2017-02-12     NaN -164.927220\n",
       "2017-02-13   382.0 -271.120692\n",
       "2017-02-14  1617.0 -139.545911\n",
       "2017-02-15   935.0 -128.937440\n",
       "2017-02-16  3971.0  236.455981\n",
       "2017-02-17  1008.0  120.396505\n",
       "2017-02-18     NaN  120.396505\n",
       "2017-02-19     NaN  120.396505"
      ]
     },
     "execution_count": 190,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "c.loc[df['TS_ID']=='TS1', ['Target', '7_14_MACD']].head(50)"
   ]
  }
 ],
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