The avatar for @nickslevine
nickslevine
Published
Edited
Dec 31, 2018
2 forks
40 stars
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z.print([
{
minReturn: z.min(dailyReturns).toFixed(5),
maxReturn: z.max(dailyReturns).toFixed(5),
meanDailyReturn: z.mean(dailyReturns).toFixed(5),
medianDailyReturn: z.median(dailyReturns).toFixed(5),
dailyVolatility: z.std(dailyReturns).toFixed(5)
}
])
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dataGrouped = z.groupBy(x=>x.Day, dataDays)
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dataPiped = z.pipe(
[
z.parseNums(['Open','High','Low','Close', 'Adj Close', 'Volume']),
z.getCol('Close'),
z.pctChange(),
z.mean()
]
)(data)
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