import os from pandas import DatetimeIndex, read_csv VERBOSE = True ALERT = f"[!]" INFO = f"[i]" CORRELATION = "corr" # "sem" CORRELATION_THRESHOLD = 0.99 # Less than 0.99 is undesirable sample_data = read_csv( f"data/SPY_D.csv", index_col=0, parse_dates=True, infer_datetime_format=True, keep_date_col=True, ) sample_data.set_index(DatetimeIndex(sample_data["date"]), inplace=True, drop=True) sample_data.drop("date", axis=1, inplace=True) sample_data = sample_data[:200] # First 200 # sample_data = sample_data[100:300] # Decreasing Segment def error_analysis(df, kind, msg, icon=INFO, newline=True): if VERBOSE: s = f"{icon} {df.name}['{kind}']: {msg}" if newline: s = f"\n{s}" print(s)