
    i                     ,   S SK rS SKJr  S SKr\" \5      R                  5       R                  S   r\S-  r	\
" \	5      \R                  ;  a!  \R                  R                  \
" \	5      5        S SKJr  S r\S:X  a  \" 5       r\" \R'                  5       5        \" \R)                  5       5        \" S\S	   R+                  5       S
\S	   R-                  5       5        \" S\" \5      5        \" S5        \" \R0                  R3                  5       5        gg)    N)Path   src)
load_ratesc                  ~   [        5       R                  5       n U R                  S5      R                  SS9n U S   R	                  5       U S'   U S   U S   R                  S5      -
  U S'   U S   R                  SSS	9R                  5       nU S   R                  SSS	9R                  5       nU S   U-
  U-  U S
'   U S   R	                  5       U S'   U S   U S   R                  S5      -
  U S'   U S   R                  SSS	9R                  5       nU S   R                  SSS	9R                  5       nU S   U-
  U-  U S'   U $ )NdateT)drop	spread_2yspread_2y_change_1d   spread_2y_change_5d   )min_periodsspread_2y_zscore_20d
spread_10yspread_10y_change_1dspread_10y_change_5dspread_10y_zscore_20d)	r   copysort_valuesreset_indexdiffshiftrollingmeanstd)dfmean_2ystd_2ymean_10ystd_10ys        GC:\Users\paul_\OneDrive\fx_macro_intraday\src\features\yield_spreads.pybuild_spread_featuresr#      sm   				B			+	+	+	6B !#; 4 4 6B ";"[/2G2G2J JBo%%bb%9>>@G_$$RR$8<<>F"$[/G";v!EB "$L!1!6!6!8B!#L!1B|4D4J4J14M!MB,''';@@BH&&rr&:>>@G#%l#3h#>'"IBI    __main__z
Date range:r   tozRows:z	
Columns:)pandaspdpathlibr   sys__file__resolveparents	BASE_PATHSRC_PATHstrpathappendingestion.rates_loaderr   r#   __name__spreadsprintheadtailminmaxlencolumnstolist r$   r"   <module>r?      s      
N""$,,Q/	ux= HHOOCM" -. z#%G	',,.	',,.	/76?..0$8K8K8MN	'3w< 	,	'//
 
 
"# r$   