+
    i                     T   ^ 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 t]R8X  d   ]! 4       t]! ]P'                  4       4       ]! ]P)                  4       4       ]! R]R,          P+                  4       R	]R,          P-                  4       4       ]! R
]! ]4      4       ]! R4       ]! ]P0                  P3                  4       4       R# R# )    N)Pathsrc)
load_ratesc                  ,   \        4       P                  4       p V P                  R 4      P                  RR7      p V R,          P	                  4       V R&   V R,          V R,          P                  ^4      ,
          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,          P	                  4       V R	&   V R,          V R,          P                  ^4      ,
          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 # )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!   