Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
What changes are you trying to make? (e.g. Adding or removing code, refactoring existing code, adding reports)
I added code for stock price data, including lag features for Close and Adj Close, daily returns, daily high-low range, and a 10-day rolling average of returns per ticker.
What did you learn from the changes you have made?
I learned how to efficiently use Dask for handling large Parquet datasets, create lag and return features, and apply group-wise rolling calculations in pandas after converting from Dask.
Was there another approach you were thinking about making? If so, what approach(es) were you thinking of?
Yes, I considered calculating the 10-day rolling average directly in Dask using
.groupby().apply()to avoid converting to pandas.Were there any challenges? If so, what issue(s) did you face? How did you overcome it?
N/A
How were these changes tested?
I verified the code by printing the first few rows of the Dask DataFrame and the final pandas DataFrame to ensure all features were correctly computed.
A reference to a related issue in your repository (if applicable)
N/A
Checklist