+
    蠶i
                        ^ RI t^ RIHt ^ RIt]! ]4      P                  4       P                  ^,          t]R,          t	]
! ]	4      ]P                  9  d"   ]P                  P                  ]
! ]	4      4       ^ RIHt ^ RIHt R tR t]R8X  d   ]! 4       t. ROt]! ]],          P/                  ^
4      4       ]! ]],          P1                  ^
4      4       ]! R]! ]4      4       ]! R]R	,          P5                  4       R]R	,          P7                  4       4       ]! R4       ]! ]R
,          P9                  RR7      P;                  4       4       R# R# )    N)Pathsrc)load_eurusd)build_rolling_beta_modelc                  0   \        4       P                  4       p \        ^x^R7      P                  4       pV R,          P                  P	                  4       V R&   . ROpW,          P                  4       pV P                  VRRR7      pV Uu. uF  qDR8w  g   K  VNK  	  ppW5,          P                  4       W5&   VR,          P                  ^4      VR&   VR,          VR,          ,
          VR	&   VR	,          P                  ^<^<R
7      P                  4       pVR	,          P                  ^<^<R
7      P                  4       pVR	,          V,
          V,          VR&   ^ VR&   ^VP                  VR,          R8  R3&   RVP                  VR,          R8  R3&   V# u upi )x   )windowsmooth_spandatetimedatepredicted_return_1dleft)onhowcloseeurusd_return_24hlag_gap_24h_v3)min_periodslag_zscore_24h_v3signal_direction_v3g      ?)r   spread_2y_change_1dspread_10y_change_1dbeta_2ybeta_10yr   g      )r   copyr   dt	normalizemergeffill
pct_changerollingmeanstdloc)pricesdaily_model
daily_colsdfc	fill_colslag_meanlag_stds           EC:\Users\paul_\OneDrive\fx_macro_intraday\src\features\spot_lag_v3.pybuild_spot_lag_v3r/      s   ]!F*#2FKKMK J'**446F6NJ )..0K 
kf&	9B '6Jqv+JI6M'')BM !k44R8B 34r:M7NNB "#++BB+?DDFH!"**22*>BBDG!"23h>'IB !"BCDBFF2!"S(*??@DFBFF2!"T)+@@AI) 7s   
FFc                      \        4       P                  4       p . ROpV P                  VR7      P                  RR7      pV# )r   )subsetT)drop)r   r   r   r   r   )r/   r   dropnareset_index)r)   required_colsmodel_dfs      r.   get_model_ready_spot_lag_v3r7   <   s?    			!	!	#BM yyy.:::EHO    __main__r   r   z
Rows:zDate range:toz
Signal counts:F)r3   )r   r   r   r   r   r   r   )pandaspdpathlibr   sys__file__resolveparents	BASE_PATHSRC_PATHstrpathappendingestion.price_loaderr   models.rolling_beta_modelr   r/   r7   __name__r)   colsprintheadtaillenminmaxvalue_counts
sort_index r8   r.   <module>rT      s     
N""$,,Q/	ux= HHOOCM" . >*Z z	$	&BD 
"T(--
	"T(--
	)SW	-J++-tR
^5G5G5IJ	
	""
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KL) r8   