Special+topic+-+dealing+with+time+series+data.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {
    "tags": []
   },
   "source": [
    "# Review of date and time"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'pandas.core.frame.DataFrame'>\n",
      "RangeIndex: 1258 entries, 0 to 1257\n",
      "Data columns (total 6 columns):\n",
      " #   Column  Non-Null Count  Dtype  \n",
      "---  ------  --------------  -----  \n",
      " 0   Date    1257 non-null   object \n",
      " 1   Open    1258 non-null   float64\n",
      " 2   High    1258 non-null   float64\n",
      " 3   Low     1258 non-null   float64\n",
      " 4   Close   1258 non-null   float64\n",
      " 5   Volume  1258 non-null   int64  \n",
      "dtypes: float64(4), int64(1), object(1)\n",
      "memory usage: 59.1+ KB\n"
     ]
    }
   ],
   "source": [
    "import pandas as pd\n",
    "sp500 = pd.read_csv('sp500.csv')\n",
    "sp500.info()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
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       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Date</th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>NaN</td>\n",
       "      <td>4703.96</td>\n",
       "      <td>4740.74</td>\n",
       "      <td>4703.96</td>\n",
       "      <td>4725.79</td>\n",
       "      <td>2194630000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>Dec. 22, 2021</td>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>Dec. 21, 2021</td>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>Dec. 20, 2021</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>Dec. 17, 2021</td>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Date     Open     High      Low    Close      Volume\n",
       "0            NaN  4703.96  4740.74  4703.96  4725.79  2194630000\n",
       "1  Dec. 22, 2021  4650.36  4697.67  4645.53  4696.56  2439570000\n",
       "2  Dec. 21, 2021  4594.96  4651.14  4583.16  4649.23  2564370000\n",
       "3  Dec. 20, 2021  4587.90  4587.90  4531.10  4568.02  3395780000\n",
       "4  Dec. 17, 2021  4652.50  4666.70  4600.22  4620.64  5609780000"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0             NaT\n",
       "1      2021-12-22\n",
       "2      2021-12-21\n",
       "3      2021-12-20\n",
       "4      2021-12-17\n",
       "          ...    \n",
       "1253   2017-01-03\n",
       "1254   2016-12-30\n",
       "1255   2016-12-29\n",
       "1256   2016-12-28\n",
       "1257   2016-12-27\n",
       "Name: Date, Length: 1258, dtype: datetime64[ns]"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Date'] = pd.to_datetime(sp500['Date'])\n",
    "# pd.to_datetime(sp500['Date'], format='%b. %d, %Y')\n",
    "# https://docs.python.org/3/library/datetime.html#strftime-and-strptime-behavior\n",
    "sp500['Date']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500 = sp500.dropna()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'pandas.core.frame.DataFrame'>\n",
      "Int64Index: 1257 entries, 1 to 1257\n",
      "Data columns (total 6 columns):\n",
      " #   Column  Non-Null Count  Dtype         \n",
      "---  ------  --------------  -----         \n",
      " 0   Date    1257 non-null   datetime64[ns]\n",
      " 1   Open    1257 non-null   float64       \n",
      " 2   High    1257 non-null   float64       \n",
      " 3   Low     1257 non-null   float64       \n",
      " 4   Close   1257 non-null   float64       \n",
      " 5   Volume  1257 non-null   int64         \n",
      "dtypes: datetime64[ns](1), float64(4), int64(1)\n",
      "memory usage: 68.7 KB\n"
     ]
    }
   ],
   "source": [
    "sp500.info()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2016-12-27 00:00:00')"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Date'].min()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2021-12-22 00:00:00')"
      ]
     },
     "execution_count": 7,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Date'].max()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timedelta('1821 days 00:00:00')"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Date'].max() - sp500['Date'].min()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "4.989041095890411"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "(sp500['Date'].max() - sp500['Date'].min())/pd.Timedelta(days=365)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2021-01-01 00:00:00')"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pd.Timestamp('2021-01-01')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timedelta('355 days 00:00:00')"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Date'].max() - pd.Timestamp('2021-01-01')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500['year'] = sp500['Date'].dt.year\n",
    "sp500['month'] = sp500['Date'].dt.month\n",
    "sp500['day'] = sp500['Date'].dt.day\n",
    "sp500['day_name'] = sp500['Date'].dt.day_name()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Date</th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2021-12-22</td>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2021-12-21</td>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2021-12-20</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2021-12-17</td>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2021-12-16</td>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1253</th>\n",
       "      <td>2017-01-03</td>\n",
       "      <td>2251.57</td>\n",
       "      <td>2263.88</td>\n",
       "      <td>2245.13</td>\n",
       "      <td>2257.83</td>\n",
       "      <td>3770530000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1254</th>\n",
       "      <td>2016-12-30</td>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2670900000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>30</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1255</th>\n",
       "      <td>2016-12-29</td>\n",
       "      <td>2249.50</td>\n",
       "      <td>2254.51</td>\n",
       "      <td>2244.56</td>\n",
       "      <td>2249.26</td>\n",
       "      <td>2336370000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>29</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1256</th>\n",
       "      <td>2016-12-28</td>\n",
       "      <td>2270.23</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>2249.11</td>\n",
       "      <td>2249.92</td>\n",
       "      <td>2392360000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>28</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1257</th>\n",
       "      <td>2016-12-27</td>\n",
       "      <td>2266.23</td>\n",
       "      <td>2273.82</td>\n",
       "      <td>2266.15</td>\n",
       "      <td>2268.88</td>\n",
       "      <td>1987080000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>27</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1257 rows × 10 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           Date     Open     High      Low    Close      Volume  year  month  \\\n",
       "1    2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   \n",
       "2    2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   \n",
       "3    2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   \n",
       "4    2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   \n",
       "5    2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   \n",
       "...         ...      ...      ...      ...      ...         ...   ...    ...   \n",
       "1253 2017-01-03  2251.57  2263.88  2245.13  2257.83  3770530000  2017      1   \n",
       "1254 2016-12-30  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   \n",
       "1255 2016-12-29  2249.50  2254.51  2244.56  2249.26  2336370000  2016     12   \n",
       "1256 2016-12-28  2270.23  2271.31  2249.11  2249.92  2392360000  2016     12   \n",
       "1257 2016-12-27  2266.23  2273.82  2266.15  2268.88  1987080000  2016     12   \n",
       "\n",
       "      day   day_name  \n",
       "1      22  Wednesday  \n",
       "2      21    Tuesday  \n",
       "3      20     Monday  \n",
       "4      17     Friday  \n",
       "5      16   Thursday  \n",
       "...   ...        ...  \n",
       "1253    3    Tuesday  \n",
       "1254   30     Friday  \n",
       "1255   29   Thursday  \n",
       "1256   28  Wednesday  \n",
       "1257   27    Tuesday  \n",
       "\n",
       "[1257 rows x 10 columns]"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Manipulating datetime as index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Date</th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>1</th>\n",
       "      <td>2021-12-22</td>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2</th>\n",
       "      <td>2021-12-21</td>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>3</th>\n",
       "      <td>2021-12-20</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>4</th>\n",
       "      <td>2021-12-17</td>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>5</th>\n",
       "      <td>2021-12-16</td>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "        Date     Open     High      Low    Close      Volume  year  month  \\\n",
       "1 2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   \n",
       "2 2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   \n",
       "3 2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   \n",
       "4 2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   \n",
       "5 2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   \n",
       "\n",
       "   day   day_name  \n",
       "1   22  Wednesday  \n",
       "2   21    Tuesday  \n",
       "3   20     Monday  \n",
       "4   17     Friday  \n",
       "5   16   Thursday  "
      ]
     },
     "execution_count": 14,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500 = sp500.set_index('Date')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   20   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   16   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-12-22  Wednesday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-16   Thursday  "
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "DatetimeIndex(['2021-12-22', '2021-12-21', '2021-12-20', '2021-12-17',\n",
       "               '2021-12-16', '2021-12-15', '2021-12-14', '2021-12-13',\n",
       "               '2021-12-10', '2021-12-09',\n",
       "               ...\n",
       "               '2017-01-10', '2017-01-09', '2017-01-06', '2017-01-05',\n",
       "               '2017-01-04', '2017-01-03', '2016-12-30', '2016-12-29',\n",
       "               '2016-12-28', '2016-12-27'],\n",
       "              dtype='datetime64[ns]', name='Date', length=1257, freq=None)"
      ]
     },
     "execution_count": 17,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.index"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500 = sp500.sort_index()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "      <th>Close</th>\n",
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       "      <th>day_name</th>\n",
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       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "  <tbody>\n",
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       "      <th>2016-12-27</th>\n",
       "      <td>2266.23</td>\n",
       "      <td>2273.82</td>\n",
       "      <td>2266.15</td>\n",
       "      <td>2268.88</td>\n",
       "      <td>1987080000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>27</td>\n",
       "      <td>Tuesday</td>\n",
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       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2270.23</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>2249.11</td>\n",
       "      <td>2249.92</td>\n",
       "      <td>2392360000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>28</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.50</td>\n",
       "      <td>2254.51</td>\n",
       "      <td>2244.56</td>\n",
       "      <td>2249.26</td>\n",
       "      <td>2336370000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>29</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2670900000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>30</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>2251.57</td>\n",
       "      <td>2263.88</td>\n",
       "      <td>2245.13</td>\n",
       "      <td>2257.83</td>\n",
       "      <td>3770530000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1257 rows × 9 columns</p>\n",
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       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2016-12-27  2266.23  2273.82  2266.15  2268.88  1987080000  2016     12   27   \n",
       "2016-12-28  2270.23  2271.31  2249.11  2249.92  2392360000  2016     12   28   \n",
       "2016-12-29  2249.50  2254.51  2244.56  2249.26  2336370000  2016     12   29   \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2017-01-03  2251.57  2263.88  2245.13  2257.83  3770530000  2017      1    3   \n",
       "...             ...      ...      ...      ...         ...   ...    ...  ...   \n",
       "2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   16   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   20   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2016-12-27    Tuesday  \n",
       "2016-12-28  Wednesday  \n",
       "2016-12-29   Thursday  \n",
       "2016-12-30     Friday  \n",
       "2017-01-03    Tuesday  \n",
       "...               ...  \n",
       "2021-12-16   Thursday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-22  Wednesday  \n",
       "\n",
       "[1257 rows x 9 columns]"
      ]
     },
     "execution_count": 19,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Open           4650.36\n",
       "High           4697.67\n",
       "Low            4645.53\n",
       "Close          4696.56\n",
       "Volume      2439570000\n",
       "year              2021\n",
       "month               12\n",
       "day                 22\n",
       "day_name     Wednesday\n",
       "Name: 2021-12-22 00:00:00, dtype: object"
      ]
     },
     "execution_count": 20,
     "metadata": {},
     "output_type": "execute_result"
    }
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   "source": [
    "sp500.loc['2021-12-22']"
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  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <td>4510.27</td>\n",
       "      <td>4513.04</td>\n",
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       "      <th>2021-12-02</th>\n",
       "      <td>4504.73</td>\n",
       "      <td>4595.46</td>\n",
       "      <td>4504.73</td>\n",
       "      <td>4577.10</td>\n",
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       "      <td>2021</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>4589.49</td>\n",
       "      <td>4608.03</td>\n",
       "      <td>4495.12</td>\n",
       "      <td>4538.43</td>\n",
       "      <td>3971500000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>3</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-06</th>\n",
       "      <td>4548.37</td>\n",
       "      <td>4612.60</td>\n",
       "      <td>4540.51</td>\n",
       "      <td>4591.67</td>\n",
       "      <td>3305690000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>6</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-07</th>\n",
       "      <td>4631.97</td>\n",
       "      <td>4694.04</td>\n",
       "      <td>4631.97</td>\n",
       "      <td>4686.75</td>\n",
       "      <td>3334320000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>7</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-08</th>\n",
       "      <td>4690.86</td>\n",
       "      <td>4705.06</td>\n",
       "      <td>4674.52</td>\n",
       "      <td>4701.21</td>\n",
       "      <td>3061550000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>8</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-09</th>\n",
       "      <td>4691.00</td>\n",
       "      <td>4695.26</td>\n",
       "      <td>4665.98</td>\n",
       "      <td>4667.45</td>\n",
       "      <td>2851660000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>9</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>4687.64</td>\n",
       "      <td>4713.57</td>\n",
       "      <td>4670.24</td>\n",
       "      <td>4712.02</td>\n",
       "      <td>2858310000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>10</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-13</th>\n",
       "      <td>4710.30</td>\n",
       "      <td>4710.30</td>\n",
       "      <td>4667.60</td>\n",
       "      <td>4668.97</td>\n",
       "      <td>3322050000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>13</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-14</th>\n",
       "      <td>4642.99</td>\n",
       "      <td>4660.47</td>\n",
       "      <td>4606.52</td>\n",
       "      <td>4634.09</td>\n",
       "      <td>3292740000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>14</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-15</th>\n",
       "      <td>4636.46</td>\n",
       "      <td>4712.60</td>\n",
       "      <td>4611.22</td>\n",
       "      <td>4709.85</td>\n",
       "      <td>3367580000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>15</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-12-01  4602.82  4652.94  4510.27  4513.04  4078260000  2021     12    1   \n",
       "2021-12-02  4504.73  4595.46  4504.73  4577.10  3771510000  2021     12    2   \n",
       "2021-12-03  4589.49  4608.03  4495.12  4538.43  3971500000  2021     12    3   \n",
       "2021-12-06  4548.37  4612.60  4540.51  4591.67  3305690000  2021     12    6   \n",
       "2021-12-07  4631.97  4694.04  4631.97  4686.75  3334320000  2021     12    7   \n",
       "2021-12-08  4690.86  4705.06  4674.52  4701.21  3061550000  2021     12    8   \n",
       "2021-12-09  4691.00  4695.26  4665.98  4667.45  2851660000  2021     12    9   \n",
       "2021-12-10  4687.64  4713.57  4670.24  4712.02  2858310000  2021     12   10   \n",
       "2021-12-13  4710.30  4710.30  4667.60  4668.97  3322050000  2021     12   13   \n",
       "2021-12-14  4642.99  4660.47  4606.52  4634.09  3292740000  2021     12   14   \n",
       "2021-12-15  4636.46  4712.60  4611.22  4709.85  3367580000  2021     12   15   \n",
       "2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   16   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   20   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-12-01  Wednesday  \n",
       "2021-12-02   Thursday  \n",
       "2021-12-03     Friday  \n",
       "2021-12-06     Monday  \n",
       "2021-12-07    Tuesday  \n",
       "2021-12-08  Wednesday  \n",
       "2021-12-09   Thursday  \n",
       "2021-12-10     Friday  \n",
       "2021-12-13     Monday  \n",
       "2021-12-14    Tuesday  \n",
       "2021-12-15  Wednesday  \n",
       "2021-12-16   Thursday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-22  Wednesday  "
      ]
     },
     "execution_count": 21,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.loc['2021-12-01': '2021-12-31']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
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       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
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       "      <th>Date</th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-12-01</th>\n",
       "      <td>4602.82</td>\n",
       "      <td>4652.94</td>\n",
       "      <td>4510.27</td>\n",
       "      <td>4513.04</td>\n",
       "      <td>4078260000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>1</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-02</th>\n",
       "      <td>4504.73</td>\n",
       "      <td>4595.46</td>\n",
       "      <td>4504.73</td>\n",
       "      <td>4577.10</td>\n",
       "      <td>3771510000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>2</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>4589.49</td>\n",
       "      <td>4608.03</td>\n",
       "      <td>4495.12</td>\n",
       "      <td>4538.43</td>\n",
       "      <td>3971500000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>3</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-06</th>\n",
       "      <td>4548.37</td>\n",
       "      <td>4612.60</td>\n",
       "      <td>4540.51</td>\n",
       "      <td>4591.67</td>\n",
       "      <td>3305690000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>6</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-07</th>\n",
       "      <td>4631.97</td>\n",
       "      <td>4694.04</td>\n",
       "      <td>4631.97</td>\n",
       "      <td>4686.75</td>\n",
       "      <td>3334320000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>7</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-08</th>\n",
       "      <td>4690.86</td>\n",
       "      <td>4705.06</td>\n",
       "      <td>4674.52</td>\n",
       "      <td>4701.21</td>\n",
       "      <td>3061550000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>8</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-09</th>\n",
       "      <td>4691.00</td>\n",
       "      <td>4695.26</td>\n",
       "      <td>4665.98</td>\n",
       "      <td>4667.45</td>\n",
       "      <td>2851660000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>9</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>4687.64</td>\n",
       "      <td>4713.57</td>\n",
       "      <td>4670.24</td>\n",
       "      <td>4712.02</td>\n",
       "      <td>2858310000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>10</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-13</th>\n",
       "      <td>4710.30</td>\n",
       "      <td>4710.30</td>\n",
       "      <td>4667.60</td>\n",
       "      <td>4668.97</td>\n",
       "      <td>3322050000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>13</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-14</th>\n",
       "      <td>4642.99</td>\n",
       "      <td>4660.47</td>\n",
       "      <td>4606.52</td>\n",
       "      <td>4634.09</td>\n",
       "      <td>3292740000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>14</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-15</th>\n",
       "      <td>4636.46</td>\n",
       "      <td>4712.60</td>\n",
       "      <td>4611.22</td>\n",
       "      <td>4709.85</td>\n",
       "      <td>3367580000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>15</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-12-01  4602.82  4652.94  4510.27  4513.04  4078260000  2021     12    1   \n",
       "2021-12-02  4504.73  4595.46  4504.73  4577.10  3771510000  2021     12    2   \n",
       "2021-12-03  4589.49  4608.03  4495.12  4538.43  3971500000  2021     12    3   \n",
       "2021-12-06  4548.37  4612.60  4540.51  4591.67  3305690000  2021     12    6   \n",
       "2021-12-07  4631.97  4694.04  4631.97  4686.75  3334320000  2021     12    7   \n",
       "2021-12-08  4690.86  4705.06  4674.52  4701.21  3061550000  2021     12    8   \n",
       "2021-12-09  4691.00  4695.26  4665.98  4667.45  2851660000  2021     12    9   \n",
       "2021-12-10  4687.64  4713.57  4670.24  4712.02  2858310000  2021     12   10   \n",
       "2021-12-13  4710.30  4710.30  4667.60  4668.97  3322050000  2021     12   13   \n",
       "2021-12-14  4642.99  4660.47  4606.52  4634.09  3292740000  2021     12   14   \n",
       "2021-12-15  4636.46  4712.60  4611.22  4709.85  3367580000  2021     12   15   \n",
       "2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   16   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   20   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-12-01  Wednesday  \n",
       "2021-12-02   Thursday  \n",
       "2021-12-03     Friday  \n",
       "2021-12-06     Monday  \n",
       "2021-12-07    Tuesday  \n",
       "2021-12-08  Wednesday  \n",
       "2021-12-09   Thursday  \n",
       "2021-12-10     Friday  \n",
       "2021-12-13     Monday  \n",
       "2021-12-14    Tuesday  \n",
       "2021-12-15  Wednesday  \n",
       "2021-12-16   Thursday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-22  Wednesday  "
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.loc['2021-12']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-11-01</th>\n",
       "      <td>4610.62</td>\n",
       "      <td>4620.34</td>\n",
       "      <td>4595.06</td>\n",
       "      <td>4613.67</td>\n",
       "      <td>2924000000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>1</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-02</th>\n",
       "      <td>4613.34</td>\n",
       "      <td>4635.15</td>\n",
       "      <td>4613.34</td>\n",
       "      <td>4630.65</td>\n",
       "      <td>3309690000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>2</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-03</th>\n",
       "      <td>4630.65</td>\n",
       "      <td>4663.46</td>\n",
       "      <td>4621.19</td>\n",
       "      <td>4660.57</td>\n",
       "      <td>3339440000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>3</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-04</th>\n",
       "      <td>4662.93</td>\n",
       "      <td>4683.00</td>\n",
       "      <td>4662.59</td>\n",
       "      <td>4680.06</td>\n",
       "      <td>3332940000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>4</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-05</th>\n",
       "      <td>4699.26</td>\n",
       "      <td>4718.50</td>\n",
       "      <td>4681.32</td>\n",
       "      <td>4697.53</td>\n",
       "      <td>3491150000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>5</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-08</th>\n",
       "      <td>4701.48</td>\n",
       "      <td>4714.92</td>\n",
       "      <td>4694.39</td>\n",
       "      <td>4701.70</td>\n",
       "      <td>3465720000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>8</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-09</th>\n",
       "      <td>4707.25</td>\n",
       "      <td>4708.53</td>\n",
       "      <td>4670.87</td>\n",
       "      <td>4685.25</td>\n",
       "      <td>3110230000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>9</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-10</th>\n",
       "      <td>4670.26</td>\n",
       "      <td>4684.85</td>\n",
       "      <td>4630.86</td>\n",
       "      <td>4646.71</td>\n",
       "      <td>3581630000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>10</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-11</th>\n",
       "      <td>4659.39</td>\n",
       "      <td>4664.55</td>\n",
       "      <td>4648.31</td>\n",
       "      <td>4649.27</td>\n",
       "      <td>2623140000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>11</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-12</th>\n",
       "      <td>4655.24</td>\n",
       "      <td>4688.47</td>\n",
       "      <td>4650.77</td>\n",
       "      <td>4682.85</td>\n",
       "      <td>2865790000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>12</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-15</th>\n",
       "      <td>4689.30</td>\n",
       "      <td>4697.42</td>\n",
       "      <td>4672.86</td>\n",
       "      <td>4682.80</td>\n",
       "      <td>2618980000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>15</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-16</th>\n",
       "      <td>4679.42</td>\n",
       "      <td>4714.95</td>\n",
       "      <td>4679.42</td>\n",
       "      <td>4700.90</td>\n",
       "      <td>2838210000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>16</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-17</th>\n",
       "      <td>4701.50</td>\n",
       "      <td>4701.50</td>\n",
       "      <td>4684.41</td>\n",
       "      <td>4688.67</td>\n",
       "      <td>3221250000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>17</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-18</th>\n",
       "      <td>4700.72</td>\n",
       "      <td>4708.80</td>\n",
       "      <td>4672.78</td>\n",
       "      <td>4704.54</td>\n",
       "      <td>3335620000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>18</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-19</th>\n",
       "      <td>4708.44</td>\n",
       "      <td>4717.75</td>\n",
       "      <td>4694.22</td>\n",
       "      <td>4697.96</td>\n",
       "      <td>3265600000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>19</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-22</th>\n",
       "      <td>4712.00</td>\n",
       "      <td>4743.83</td>\n",
       "      <td>4682.17</td>\n",
       "      <td>4682.94</td>\n",
       "      <td>3206280000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>22</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-23</th>\n",
       "      <td>4678.48</td>\n",
       "      <td>4699.39</td>\n",
       "      <td>4652.66</td>\n",
       "      <td>4690.70</td>\n",
       "      <td>3428780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>23</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-24</th>\n",
       "      <td>4675.78</td>\n",
       "      <td>4702.87</td>\n",
       "      <td>4659.89</td>\n",
       "      <td>4701.46</td>\n",
       "      <td>2464040000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>24</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-26</th>\n",
       "      <td>4664.63</td>\n",
       "      <td>4664.63</td>\n",
       "      <td>4585.43</td>\n",
       "      <td>4594.62</td>\n",
       "      <td>2676740000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>26</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-29</th>\n",
       "      <td>4628.75</td>\n",
       "      <td>4672.95</td>\n",
       "      <td>4625.26</td>\n",
       "      <td>4655.27</td>\n",
       "      <td>3471380000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>29</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-30</th>\n",
       "      <td>4640.25</td>\n",
       "      <td>4646.02</td>\n",
       "      <td>4560.00</td>\n",
       "      <td>4567.00</td>\n",
       "      <td>4950190000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>30</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-01</th>\n",
       "      <td>4602.82</td>\n",
       "      <td>4652.94</td>\n",
       "      <td>4510.27</td>\n",
       "      <td>4513.04</td>\n",
       "      <td>4078260000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>1</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-02</th>\n",
       "      <td>4504.73</td>\n",
       "      <td>4595.46</td>\n",
       "      <td>4504.73</td>\n",
       "      <td>4577.10</td>\n",
       "      <td>3771510000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>2</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>4589.49</td>\n",
       "      <td>4608.03</td>\n",
       "      <td>4495.12</td>\n",
       "      <td>4538.43</td>\n",
       "      <td>3971500000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>3</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-06</th>\n",
       "      <td>4548.37</td>\n",
       "      <td>4612.60</td>\n",
       "      <td>4540.51</td>\n",
       "      <td>4591.67</td>\n",
       "      <td>3305690000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>6</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-07</th>\n",
       "      <td>4631.97</td>\n",
       "      <td>4694.04</td>\n",
       "      <td>4631.97</td>\n",
       "      <td>4686.75</td>\n",
       "      <td>3334320000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>7</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-08</th>\n",
       "      <td>4690.86</td>\n",
       "      <td>4705.06</td>\n",
       "      <td>4674.52</td>\n",
       "      <td>4701.21</td>\n",
       "      <td>3061550000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>8</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-09</th>\n",
       "      <td>4691.00</td>\n",
       "      <td>4695.26</td>\n",
       "      <td>4665.98</td>\n",
       "      <td>4667.45</td>\n",
       "      <td>2851660000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>9</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>4687.64</td>\n",
       "      <td>4713.57</td>\n",
       "      <td>4670.24</td>\n",
       "      <td>4712.02</td>\n",
       "      <td>2858310000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>10</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-13</th>\n",
       "      <td>4710.30</td>\n",
       "      <td>4710.30</td>\n",
       "      <td>4667.60</td>\n",
       "      <td>4668.97</td>\n",
       "      <td>3322050000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>13</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-14</th>\n",
       "      <td>4642.99</td>\n",
       "      <td>4660.47</td>\n",
       "      <td>4606.52</td>\n",
       "      <td>4634.09</td>\n",
       "      <td>3292740000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>14</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-15</th>\n",
       "      <td>4636.46</td>\n",
       "      <td>4712.60</td>\n",
       "      <td>4611.22</td>\n",
       "      <td>4709.85</td>\n",
       "      <td>3367580000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>15</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-11-01  4610.62  4620.34  4595.06  4613.67  2924000000  2021     11    1   \n",
       "2021-11-02  4613.34  4635.15  4613.34  4630.65  3309690000  2021     11    2   \n",
       "2021-11-03  4630.65  4663.46  4621.19  4660.57  3339440000  2021     11    3   \n",
       "2021-11-04  4662.93  4683.00  4662.59  4680.06  3332940000  2021     11    4   \n",
       "2021-11-05  4699.26  4718.50  4681.32  4697.53  3491150000  2021     11    5   \n",
       "2021-11-08  4701.48  4714.92  4694.39  4701.70  3465720000  2021     11    8   \n",
       "2021-11-09  4707.25  4708.53  4670.87  4685.25  3110230000  2021     11    9   \n",
       "2021-11-10  4670.26  4684.85  4630.86  4646.71  3581630000  2021     11   10   \n",
       "2021-11-11  4659.39  4664.55  4648.31  4649.27  2623140000  2021     11   11   \n",
       "2021-11-12  4655.24  4688.47  4650.77  4682.85  2865790000  2021     11   12   \n",
       "2021-11-15  4689.30  4697.42  4672.86  4682.80  2618980000  2021     11   15   \n",
       "2021-11-16  4679.42  4714.95  4679.42  4700.90  2838210000  2021     11   16   \n",
       "2021-11-17  4701.50  4701.50  4684.41  4688.67  3221250000  2021     11   17   \n",
       "2021-11-18  4700.72  4708.80  4672.78  4704.54  3335620000  2021     11   18   \n",
       "2021-11-19  4708.44  4717.75  4694.22  4697.96  3265600000  2021     11   19   \n",
       "2021-11-22  4712.00  4743.83  4682.17  4682.94  3206280000  2021     11   22   \n",
       "2021-11-23  4678.48  4699.39  4652.66  4690.70  3428780000  2021     11   23   \n",
       "2021-11-24  4675.78  4702.87  4659.89  4701.46  2464040000  2021     11   24   \n",
       "2021-11-26  4664.63  4664.63  4585.43  4594.62  2676740000  2021     11   26   \n",
       "2021-11-29  4628.75  4672.95  4625.26  4655.27  3471380000  2021     11   29   \n",
       "2021-11-30  4640.25  4646.02  4560.00  4567.00  4950190000  2021     11   30   \n",
       "2021-12-01  4602.82  4652.94  4510.27  4513.04  4078260000  2021     12    1   \n",
       "2021-12-02  4504.73  4595.46  4504.73  4577.10  3771510000  2021     12    2   \n",
       "2021-12-03  4589.49  4608.03  4495.12  4538.43  3971500000  2021     12    3   \n",
       "2021-12-06  4548.37  4612.60  4540.51  4591.67  3305690000  2021     12    6   \n",
       "2021-12-07  4631.97  4694.04  4631.97  4686.75  3334320000  2021     12    7   \n",
       "2021-12-08  4690.86  4705.06  4674.52  4701.21  3061550000  2021     12    8   \n",
       "2021-12-09  4691.00  4695.26  4665.98  4667.45  2851660000  2021     12    9   \n",
       "2021-12-10  4687.64  4713.57  4670.24  4712.02  2858310000  2021     12   10   \n",
       "2021-12-13  4710.30  4710.30  4667.60  4668.97  3322050000  2021     12   13   \n",
       "2021-12-14  4642.99  4660.47  4606.52  4634.09  3292740000  2021     12   14   \n",
       "2021-12-15  4636.46  4712.60  4611.22  4709.85  3367580000  2021     12   15   \n",
       "2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   16   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   20   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-11-01     Monday  \n",
       "2021-11-02    Tuesday  \n",
       "2021-11-03  Wednesday  \n",
       "2021-11-04   Thursday  \n",
       "2021-11-05     Friday  \n",
       "2021-11-08     Monday  \n",
       "2021-11-09    Tuesday  \n",
       "2021-11-10  Wednesday  \n",
       "2021-11-11   Thursday  \n",
       "2021-11-12     Friday  \n",
       "2021-11-15     Monday  \n",
       "2021-11-16    Tuesday  \n",
       "2021-11-17  Wednesday  \n",
       "2021-11-18   Thursday  \n",
       "2021-11-19     Friday  \n",
       "2021-11-22     Monday  \n",
       "2021-11-23    Tuesday  \n",
       "2021-11-24  Wednesday  \n",
       "2021-11-26     Friday  \n",
       "2021-11-29     Monday  \n",
       "2021-11-30    Tuesday  \n",
       "2021-12-01  Wednesday  \n",
       "2021-12-02   Thursday  \n",
       "2021-12-03     Friday  \n",
       "2021-12-06     Monday  \n",
       "2021-12-07    Tuesday  \n",
       "2021-12-08  Wednesday  \n",
       "2021-12-09   Thursday  \n",
       "2021-12-10     Friday  \n",
       "2021-12-13     Monday  \n",
       "2021-12-14    Tuesday  \n",
       "2021-12-15  Wednesday  \n",
       "2021-12-16   Thursday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-22  Wednesday  "
      ]
     },
     "execution_count": 23,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.loc['2021-11': '2021-12']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
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       "      <th>2021-01-07</th>\n",
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       "      <th>2021-01-08</th>\n",
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       "      <th>2021-12-16</th>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
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       "      <td>12</td>\n",
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       "      <td>Friday</td>\n",
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       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
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       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
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       "      <th>2021-12-21</th>\n",
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       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
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       "      <td>12</td>\n",
       "      <td>21</td>\n",
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       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
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       "2021-01-05  3698.02  3737.83  3695.07  3726.86  4582620000  2021      1    5   \n",
       "2021-01-06  3712.20  3783.04  3705.34  3748.14  6049970000  2021      1    6   \n",
       "2021-01-07  3764.71  3811.55  3764.71  3803.79  5080870000  2021      1    7   \n",
       "2021-01-08  3815.05  3826.69  3783.60  3824.68  4764180000  2021      1    8   \n",
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       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-01-04     Monday  \n",
       "2021-01-05    Tuesday  \n",
       "2021-01-06  Wednesday  \n",
       "2021-01-07   Thursday  \n",
       "2021-01-08     Friday  \n",
       "...               ...  \n",
       "2021-12-16   Thursday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-22  Wednesday  \n",
       "\n",
       "[246 rows x 9 columns]"
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     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
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   "source": [
    "sp500.loc['2021']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {},
   "outputs": [
    {
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       "      <th>2021-01-05</th>\n",
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       "      <th>2021-01-06</th>\n",
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       "      <th>2021-01-07</th>\n",
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       "      <th>2021-01-08</th>\n",
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       "      <th>2021-01-11</th>\n",
       "      <td>3803.14</td>\n",
       "      <td>3817.86</td>\n",
       "      <td>3789.02</td>\n",
       "      <td>3799.61</td>\n",
       "      <td>4450500000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>11</td>\n",
       "      <td>Monday</td>\n",
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       "    <tr>\n",
       "      <th>2021-01-12</th>\n",
       "      <td>3801.62</td>\n",
       "      <td>3810.78</td>\n",
       "      <td>3776.51</td>\n",
       "      <td>3801.19</td>\n",
       "      <td>4977210000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>12</td>\n",
       "      <td>Tuesday</td>\n",
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       "    <tr>\n",
       "      <th>2021-01-13</th>\n",
       "      <td>3802.23</td>\n",
       "      <td>3820.96</td>\n",
       "      <td>3791.50</td>\n",
       "      <td>3809.84</td>\n",
       "      <td>4590420000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>13</td>\n",
       "      <td>Wednesday</td>\n",
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       "    <tr>\n",
       "      <th>2021-01-14</th>\n",
       "      <td>3814.98</td>\n",
       "      <td>3823.60</td>\n",
       "      <td>3792.86</td>\n",
       "      <td>3795.54</td>\n",
       "      <td>5180140000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>14</td>\n",
       "      <td>Thursday</td>\n",
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       "    <tr>\n",
       "      <th>2021-01-15</th>\n",
       "      <td>3788.73</td>\n",
       "      <td>3788.73</td>\n",
       "      <td>3749.62</td>\n",
       "      <td>3768.25</td>\n",
       "      <td>5353060000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
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       "      <td>Friday</td>\n",
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       "      <th>2021-01-19</th>\n",
       "      <td>3781.88</td>\n",
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       "      <td>4982940000</td>\n",
       "      <td>2021</td>\n",
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       "    <tr>\n",
       "      <th>2021-01-20</th>\n",
       "      <td>3816.22</td>\n",
       "      <td>3859.75</td>\n",
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       "      <td>4551790000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>20</td>\n",
       "      <td>Wednesday</td>\n",
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       "      <th>2021-01-21</th>\n",
       "      <td>3857.46</td>\n",
       "      <td>3861.45</td>\n",
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       "      <td>4484460000</td>\n",
       "      <td>2021</td>\n",
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       "      <th>2021-01-22</th>\n",
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       "    <tr>\n",
       "      <th>2021-01-25</th>\n",
       "      <td>3851.68</td>\n",
       "      <td>3859.23</td>\n",
       "      <td>3797.16</td>\n",
       "      <td>3855.36</td>\n",
       "      <td>6955860000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>25</td>\n",
       "      <td>Monday</td>\n",
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       "    <tr>\n",
       "      <th>2021-01-26</th>\n",
       "      <td>3862.96</td>\n",
       "      <td>3870.90</td>\n",
       "      <td>3847.78</td>\n",
       "      <td>3849.62</td>\n",
       "      <td>6029090000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>26</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-01-27</th>\n",
       "      <td>3836.83</td>\n",
       "      <td>3836.83</td>\n",
       "      <td>3732.48</td>\n",
       "      <td>3750.77</td>\n",
       "      <td>9878040000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>27</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-01-28</th>\n",
       "      <td>3755.75</td>\n",
       "      <td>3830.50</td>\n",
       "      <td>3755.75</td>\n",
       "      <td>3787.38</td>\n",
       "      <td>6937960000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>28</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-01-29</th>\n",
       "      <td>3778.05</td>\n",
       "      <td>3778.05</td>\n",
       "      <td>3694.12</td>\n",
       "      <td>3714.24</td>\n",
       "      <td>6612570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>1</td>\n",
       "      <td>29</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-02-01</th>\n",
       "      <td>3731.17</td>\n",
       "      <td>3784.32</td>\n",
       "      <td>3725.62</td>\n",
       "      <td>3773.86</td>\n",
       "      <td>5392870000</td>\n",
       "      <td>2021</td>\n",
       "      <td>2</td>\n",
       "      <td>1</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-02-02</th>\n",
       "      <td>3791.84</td>\n",
       "      <td>3843.09</td>\n",
       "      <td>3791.84</td>\n",
       "      <td>3826.31</td>\n",
       "      <td>5495370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>2</td>\n",
       "      <td>2</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-01-04  3764.61  3769.99  3662.71  3700.65  5006680000  2021      1    4   \n",
       "2021-01-05  3698.02  3737.83  3695.07  3726.86  4582620000  2021      1    5   \n",
       "2021-01-06  3712.20  3783.04  3705.34  3748.14  6049970000  2021      1    6   \n",
       "2021-01-07  3764.71  3811.55  3764.71  3803.79  5080870000  2021      1    7   \n",
       "2021-01-08  3815.05  3826.69  3783.60  3824.68  4764180000  2021      1    8   \n",
       "2021-01-11  3803.14  3817.86  3789.02  3799.61  4450500000  2021      1   11   \n",
       "2021-01-12  3801.62  3810.78  3776.51  3801.19  4977210000  2021      1   12   \n",
       "2021-01-13  3802.23  3820.96  3791.50  3809.84  4590420000  2021      1   13   \n",
       "2021-01-14  3814.98  3823.60  3792.86  3795.54  5180140000  2021      1   14   \n",
       "2021-01-15  3788.73  3788.73  3749.62  3768.25  5353060000  2021      1   15   \n",
       "2021-01-19  3781.88  3804.53  3780.37  3798.91  4982940000  2021      1   19   \n",
       "2021-01-20  3816.22  3859.75  3816.22  3851.85  4551790000  2021      1   20   \n",
       "2021-01-21  3857.46  3861.45  3845.05  3853.07  4484460000  2021      1   21   \n",
       "2021-01-22  3844.24  3852.31  3830.41  3841.47  5080430000  2021      1   22   \n",
       "2021-01-25  3851.68  3859.23  3797.16  3855.36  6955860000  2021      1   25   \n",
       "2021-01-26  3862.96  3870.90  3847.78  3849.62  6029090000  2021      1   26   \n",
       "2021-01-27  3836.83  3836.83  3732.48  3750.77  9878040000  2021      1   27   \n",
       "2021-01-28  3755.75  3830.50  3755.75  3787.38  6937960000  2021      1   28   \n",
       "2021-01-29  3778.05  3778.05  3694.12  3714.24  6612570000  2021      1   29   \n",
       "2021-02-01  3731.17  3784.32  3725.62  3773.86  5392870000  2021      2    1   \n",
       "2021-02-02  3791.84  3843.09  3791.84  3826.31  5495370000  2021      2    2   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-01-04     Monday  \n",
       "2021-01-05    Tuesday  \n",
       "2021-01-06  Wednesday  \n",
       "2021-01-07   Thursday  \n",
       "2021-01-08     Friday  \n",
       "2021-01-11     Monday  \n",
       "2021-01-12    Tuesday  \n",
       "2021-01-13  Wednesday  \n",
       "2021-01-14   Thursday  \n",
       "2021-01-15     Friday  \n",
       "2021-01-19    Tuesday  \n",
       "2021-01-20  Wednesday  \n",
       "2021-01-21   Thursday  \n",
       "2021-01-22     Friday  \n",
       "2021-01-25     Monday  \n",
       "2021-01-26    Tuesday  \n",
       "2021-01-27  Wednesday  \n",
       "2021-01-28   Thursday  \n",
       "2021-01-29     Friday  \n",
       "2021-02-01     Monday  \n",
       "2021-02-02    Tuesday  "
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.loc['2021-01': '2021-02-02']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<AxesSubplot:xlabel='Date'>"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    },
    {
     "data": {
      "image/png": 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\n",
      "text/plain": [
       "<Figure size 432x288 with 1 Axes>"
      ]
     },
     "metadata": {
      "needs_background": "light"
     },
     "output_type": "display_data"
    }
   ],
   "source": [
    "sp500.loc['2020':, 'Close'].plot()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "tags": []
   },
   "source": [
    "# Resampling frequency: downsampling"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-27</th>\n",
       "      <td>2266.23</td>\n",
       "      <td>2273.82</td>\n",
       "      <td>2266.15</td>\n",
       "      <td>2268.88</td>\n",
       "      <td>1987080000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>27</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2270.23</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>2249.11</td>\n",
       "      <td>2249.92</td>\n",
       "      <td>2392360000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>28</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.50</td>\n",
       "      <td>2254.51</td>\n",
       "      <td>2244.56</td>\n",
       "      <td>2249.26</td>\n",
       "      <td>2336370000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>29</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2670900000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>30</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>2251.57</td>\n",
       "      <td>2263.88</td>\n",
       "      <td>2245.13</td>\n",
       "      <td>2257.83</td>\n",
       "      <td>3770530000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>2261.60</td>\n",
       "      <td>2272.82</td>\n",
       "      <td>2261.60</td>\n",
       "      <td>2270.75</td>\n",
       "      <td>3764890000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>4</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>2268.18</td>\n",
       "      <td>2271.50</td>\n",
       "      <td>2260.45</td>\n",
       "      <td>2269.00</td>\n",
       "      <td>3761820000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>5</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>2271.14</td>\n",
       "      <td>2282.10</td>\n",
       "      <td>2264.06</td>\n",
       "      <td>2276.98</td>\n",
       "      <td>3339890000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>6</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>2273.59</td>\n",
       "      <td>2275.49</td>\n",
       "      <td>2268.90</td>\n",
       "      <td>2268.90</td>\n",
       "      <td>3217610000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>9</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>2269.72</td>\n",
       "      <td>2279.27</td>\n",
       "      <td>2265.27</td>\n",
       "      <td>2268.90</td>\n",
       "      <td>3638790000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>10</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2016-12-27  2266.23  2273.82  2266.15  2268.88  1987080000  2016     12   27   \n",
       "2016-12-28  2270.23  2271.31  2249.11  2249.92  2392360000  2016     12   28   \n",
       "2016-12-29  2249.50  2254.51  2244.56  2249.26  2336370000  2016     12   29   \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2017-01-03  2251.57  2263.88  2245.13  2257.83  3770530000  2017      1    3   \n",
       "2017-01-04  2261.60  2272.82  2261.60  2270.75  3764890000  2017      1    4   \n",
       "2017-01-05  2268.18  2271.50  2260.45  2269.00  3761820000  2017      1    5   \n",
       "2017-01-06  2271.14  2282.10  2264.06  2276.98  3339890000  2017      1    6   \n",
       "2017-01-09  2273.59  2275.49  2268.90  2268.90  3217610000  2017      1    9   \n",
       "2017-01-10  2269.72  2279.27  2265.27  2268.90  3638790000  2017      1   10   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2016-12-27    Tuesday  \n",
       "2016-12-28  Wednesday  \n",
       "2016-12-29   Thursday  \n",
       "2016-12-30     Friday  \n",
       "2017-01-03    Tuesday  \n",
       "2017-01-04  Wednesday  \n",
       "2017-01-05   Thursday  \n",
       "2017-01-06     Friday  \n",
       "2017-01-09     Monday  \n",
       "2017-01-10    Tuesday  "
      ]
     },
     "execution_count": 27,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.head(10)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "tags": []
   },
   "source": [
    "### `asfreq`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-08</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-15</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-22</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-29</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-21</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-28</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-05</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-12</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-19</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>260 rows × 9 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "            Open  High  Low  Close  Volume  year  month  day day_name\n",
       "Date                                                                 \n",
       "2017-01-01   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2017-01-08   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2017-01-15   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2017-01-22   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2017-01-29   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "...          ...   ...  ...    ...     ...   ...    ...  ...      ...\n",
       "2021-11-21   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2021-11-28   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2021-12-05   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2021-12-12   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2021-12-19   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "\n",
       "[260 rows x 9 columns]"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.asfreq(freq='1W')\n",
    "# https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#offset-aliases"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500_1w_asfreq = sp500.asfreq('1W-FRI')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
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       "    .dataframe thead th {\n",
       "        text-align: right;\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2.670900e+09</td>\n",
       "      <td>2016.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>30.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>2271.14</td>\n",
       "      <td>2282.10</td>\n",
       "      <td>2264.06</td>\n",
       "      <td>2276.98</td>\n",
       "      <td>3.339890e+09</td>\n",
       "      <td>2017.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>6.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>2272.74</td>\n",
       "      <td>2278.68</td>\n",
       "      <td>2271.51</td>\n",
       "      <td>2274.64</td>\n",
       "      <td>3.081270e+09</td>\n",
       "      <td>2017.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>13.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>2269.96</td>\n",
       "      <td>2276.96</td>\n",
       "      <td>2265.01</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>3.524970e+09</td>\n",
       "      <td>2017.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27</th>\n",
       "      <td>2299.02</td>\n",
       "      <td>2299.02</td>\n",
       "      <td>2291.62</td>\n",
       "      <td>2294.69</td>\n",
       "      <td>3.135890e+09</td>\n",
       "      <td>2017.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-19</th>\n",
       "      <td>4708.44</td>\n",
       "      <td>4717.75</td>\n",
       "      <td>4694.22</td>\n",
       "      <td>4697.96</td>\n",
       "      <td>3.265600e+09</td>\n",
       "      <td>2021.0</td>\n",
       "      <td>11.0</td>\n",
       "      <td>19.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-26</th>\n",
       "      <td>4664.63</td>\n",
       "      <td>4664.63</td>\n",
       "      <td>4585.43</td>\n",
       "      <td>4594.62</td>\n",
       "      <td>2.676740e+09</td>\n",
       "      <td>2021.0</td>\n",
       "      <td>11.0</td>\n",
       "      <td>26.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>4589.49</td>\n",
       "      <td>4608.03</td>\n",
       "      <td>4495.12</td>\n",
       "      <td>4538.43</td>\n",
       "      <td>3.971500e+09</td>\n",
       "      <td>2021.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>4687.64</td>\n",
       "      <td>4713.57</td>\n",
       "      <td>4670.24</td>\n",
       "      <td>4712.02</td>\n",
       "      <td>2.858310e+09</td>\n",
       "      <td>2021.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>10.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5.609780e+09</td>\n",
       "      <td>2021.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>17.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>260 rows × 9 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close        Volume    year  month  \\\n",
       "Date                                                                          \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2.670900e+09  2016.0   12.0   \n",
       "2017-01-06  2271.14  2282.10  2264.06  2276.98  3.339890e+09  2017.0    1.0   \n",
       "2017-01-13  2272.74  2278.68  2271.51  2274.64  3.081270e+09  2017.0    1.0   \n",
       "2017-01-20  2269.96  2276.96  2265.01  2271.31  3.524970e+09  2017.0    1.0   \n",
       "2017-01-27  2299.02  2299.02  2291.62  2294.69  3.135890e+09  2017.0    1.0   \n",
       "...             ...      ...      ...      ...           ...     ...    ...   \n",
       "2021-11-19  4708.44  4717.75  4694.22  4697.96  3.265600e+09  2021.0   11.0   \n",
       "2021-11-26  4664.63  4664.63  4585.43  4594.62  2.676740e+09  2021.0   11.0   \n",
       "2021-12-03  4589.49  4608.03  4495.12  4538.43  3.971500e+09  2021.0   12.0   \n",
       "2021-12-10  4687.64  4713.57  4670.24  4712.02  2.858310e+09  2021.0   12.0   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5.609780e+09  2021.0   12.0   \n",
       "\n",
       "             day day_name  \n",
       "Date                       \n",
       "2016-12-30  30.0   Friday  \n",
       "2017-01-06   6.0   Friday  \n",
       "2017-01-13  13.0   Friday  \n",
       "2017-01-20  20.0   Friday  \n",
       "2017-01-27  27.0   Friday  \n",
       "...          ...      ...  \n",
       "2021-11-19  19.0   Friday  \n",
       "2021-11-26  26.0   Friday  \n",
       "2021-12-03   3.0   Friday  \n",
       "2021-12-10  10.0   Friday  \n",
       "2021-12-17  17.0   Friday  \n",
       "\n",
       "[260 rows x 9 columns]"
      ]
     },
     "execution_count": 30,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500_1w_asfreq"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-04-14</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-03-30</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2019-04-19</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-04-10</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-07-03</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-25</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-01-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-04-02</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "            Open  High  Low  Close  Volume  year  month  day day_name\n",
       "Date                                                                 \n",
       "2017-04-14   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2018-03-30   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2019-04-19   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2020-04-10   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2020-07-03   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2020-12-25   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2021-01-01   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN\n",
       "2021-04-02   NaN   NaN  NaN    NaN     NaN   NaN    NaN  NaN      NaN"
      ]
     },
     "execution_count": 31,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500_1w_asfreq[sp500_1w_asfreq['Close'].isna()]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500_1w_asfreq = sp500.asfreq('1W-FRI', method='bfill')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2020-12-04</th>\n",
       "      <td>3670.94</td>\n",
       "      <td>3699.20</td>\n",
       "      <td>3670.94</td>\n",
       "      <td>3699.12</td>\n",
       "      <td>5086370000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>4</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-11</th>\n",
       "      <td>3656.08</td>\n",
       "      <td>3665.91</td>\n",
       "      <td>3633.40</td>\n",
       "      <td>3663.46</td>\n",
       "      <td>4367150000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>11</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-18</th>\n",
       "      <td>3722.39</td>\n",
       "      <td>3726.70</td>\n",
       "      <td>3685.84</td>\n",
       "      <td>3709.41</td>\n",
       "      <td>7068340000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>18</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-25</th>\n",
       "      <td>3723.03</td>\n",
       "      <td>3740.51</td>\n",
       "      <td>3723.03</td>\n",
       "      <td>3735.36</td>\n",
       "      <td>3527460000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>28</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2020-12-04  3670.94  3699.20  3670.94  3699.12  5086370000  2020     12    4   \n",
       "2020-12-11  3656.08  3665.91  3633.40  3663.46  4367150000  2020     12   11   \n",
       "2020-12-18  3722.39  3726.70  3685.84  3709.41  7068340000  2020     12   18   \n",
       "2020-12-25  3723.03  3740.51  3723.03  3735.36  3527460000  2020     12   28   \n",
       "\n",
       "           day_name  \n",
       "Date                 \n",
       "2020-12-04   Friday  \n",
       "2020-12-11   Friday  \n",
       "2020-12-18   Friday  \n",
       "2020-12-25   Monday  "
      ]
     },
     "execution_count": 33,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500_1w_asfreq.loc['2020-12']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "metadata": {
    "tags": []
   },
   "outputs": [
    {
     "data": {
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       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
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       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2020-12-04</th>\n",
       "      <td>3670.94</td>\n",
       "      <td>3699.20</td>\n",
       "      <td>3670.94</td>\n",
       "      <td>3699.12</td>\n",
       "      <td>5086370000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>4</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-11</th>\n",
       "      <td>3656.08</td>\n",
       "      <td>3665.91</td>\n",
       "      <td>3633.40</td>\n",
       "      <td>3663.46</td>\n",
       "      <td>4367150000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>11</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-18</th>\n",
       "      <td>3722.39</td>\n",
       "      <td>3726.70</td>\n",
       "      <td>3685.84</td>\n",
       "      <td>3709.41</td>\n",
       "      <td>7068340000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>18</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-25</th>\n",
       "      <td>3694.03</td>\n",
       "      <td>3703.82</td>\n",
       "      <td>3689.32</td>\n",
       "      <td>3703.06</td>\n",
       "      <td>1885090000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>24</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2020-12-04  3670.94  3699.20  3670.94  3699.12  5086370000  2020     12    4   \n",
       "2020-12-11  3656.08  3665.91  3633.40  3663.46  4367150000  2020     12   11   \n",
       "2020-12-18  3722.39  3726.70  3685.84  3709.41  7068340000  2020     12   18   \n",
       "2020-12-25  3694.03  3703.82  3689.32  3703.06  1885090000  2020     12   24   \n",
       "\n",
       "            day_name  \n",
       "Date                  \n",
       "2020-12-04    Friday  \n",
       "2020-12-11    Friday  \n",
       "2020-12-18    Friday  \n",
       "2020-12-25  Thursday  "
      ]
     },
     "execution_count": 34,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500_1w_asfreq = sp500.asfreq('1W-FRI', method='ffill')\n",
    "sp500_1w_asfreq.loc['2020-12']"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### `resample`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {
    "tags": []
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "<pandas.core.resample.DatetimeIndexResampler object at 0x0000022D33BDD210>"
      ]
     },
     "execution_count": 35,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.resample(rule='1W-FRI')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500_1w_resample = sp500.resample(rule='1W-FRI').last()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2020-12-04</th>\n",
       "      <td>3670.94</td>\n",
       "      <td>3699.20</td>\n",
       "      <td>3670.94</td>\n",
       "      <td>3699.12</td>\n",
       "      <td>5086370000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>4</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-11</th>\n",
       "      <td>3656.08</td>\n",
       "      <td>3665.91</td>\n",
       "      <td>3633.40</td>\n",
       "      <td>3663.46</td>\n",
       "      <td>4367150000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>11</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-18</th>\n",
       "      <td>3722.39</td>\n",
       "      <td>3726.70</td>\n",
       "      <td>3685.84</td>\n",
       "      <td>3709.41</td>\n",
       "      <td>7068340000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>18</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2020-12-25</th>\n",
       "      <td>3694.03</td>\n",
       "      <td>3703.82</td>\n",
       "      <td>3689.32</td>\n",
       "      <td>3703.06</td>\n",
       "      <td>1885090000</td>\n",
       "      <td>2020</td>\n",
       "      <td>12</td>\n",
       "      <td>24</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2020-12-04  3670.94  3699.20  3670.94  3699.12  5086370000  2020     12    4   \n",
       "2020-12-11  3656.08  3665.91  3633.40  3663.46  4367150000  2020     12   11   \n",
       "2020-12-18  3722.39  3726.70  3685.84  3709.41  7068340000  2020     12   18   \n",
       "2020-12-25  3694.03  3703.82  3689.32  3703.06  1885090000  2020     12   24   \n",
       "\n",
       "            day_name  \n",
       "Date                  \n",
       "2020-12-04    Friday  \n",
       "2020-12-11    Friday  \n",
       "2020-12-18    Friday  \n",
       "2020-12-25  Thursday  "
      ]
     },
     "execution_count": 37,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500_1w_resample.loc['2020-12']"
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  },
  {
   "cell_type": "code",
   "execution_count": 38,
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   "outputs": [
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       "      <th></th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2021-11-19</th>\n",
       "      <td>4708.44</td>\n",
       "      <td>4717.75</td>\n",
       "      <td>4694.22</td>\n",
       "      <td>4697.96</td>\n",
       "      <td>3265600000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>19</td>\n",
       "      <td>Friday</td>\n",
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       "    <tr>\n",
       "      <th>2021-11-26</th>\n",
       "      <td>4664.63</td>\n",
       "      <td>4664.63</td>\n",
       "      <td>4585.43</td>\n",
       "      <td>4594.62</td>\n",
       "      <td>2676740000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>26</td>\n",
       "      <td>Friday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>4589.49</td>\n",
       "      <td>4608.03</td>\n",
       "      <td>4495.12</td>\n",
       "      <td>4538.43</td>\n",
       "      <td>3971500000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>3</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>4687.64</td>\n",
       "      <td>4713.57</td>\n",
       "      <td>4670.24</td>\n",
       "      <td>4712.02</td>\n",
       "      <td>2858310000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>10</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
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       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-11-19  4708.44  4717.75  4694.22  4697.96  3265600000  2021     11   19   \n",
       "2021-11-26  4664.63  4664.63  4585.43  4594.62  2676740000  2021     11   26   \n",
       "2021-12-03  4589.49  4608.03  4495.12  4538.43  3971500000  2021     12    3   \n",
       "2021-12-10  4687.64  4713.57  4670.24  4712.02  2858310000  2021     12   10   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "\n",
       "           day_name  \n",
       "Date                 \n",
       "2021-11-19   Friday  \n",
       "2021-11-26   Friday  \n",
       "2021-12-03   Friday  \n",
       "2021-12-10   Friday  \n",
       "2021-12-17   Friday  "
      ]
     },
     "execution_count": 38,
     "metadata": {},
     "output_type": "execute_result"
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   "source": [
    "sp500_1w_asfreq.tail()"
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  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {},
   "outputs": [
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       "      <th>2021-11-26</th>\n",
       "      <td>4664.63</td>\n",
       "      <td>4664.63</td>\n",
       "      <td>4585.43</td>\n",
       "      <td>4594.62</td>\n",
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       "      <td>3971500000</td>\n",
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       "      <td>4666.70</td>\n",
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       "      <td>Friday</td>\n",
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       "      <th>2021-12-24</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
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      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-11-26  4664.63  4664.63  4585.43  4594.62  2676740000  2021     11   26   \n",
       "2021-12-03  4589.49  4608.03  4495.12  4538.43  3971500000  2021     12    3   \n",
       "2021-12-10  4687.64  4713.57  4670.24  4712.02  2858310000  2021     12   10   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-24  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-11-26     Friday  \n",
       "2021-12-03     Friday  \n",
       "2021-12-10     Friday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-24  Wednesday  "
      ]
     },
     "execution_count": 39,
     "metadata": {},
     "output_type": "execute_result"
    }
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   "source": [
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   "execution_count": 40,
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       "      <th>2021-12-16</th>\n",
       "      <td>4719.13</td>\n",
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       "      <td>Monday</td>\n",
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       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
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       "</table>\n",
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      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   16   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   20   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-12-16   Thursday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-22  Wednesday  "
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.tail()"
   ]
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  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {},
   "outputs": [
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   "execution_count": 42,
   "metadata": {},
   "outputs": [
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       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2670900000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>30</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>2271.14</td>\n",
       "      <td>2282.10</td>\n",
       "      <td>2264.06</td>\n",
       "      <td>2276.98</td>\n",
       "      <td>3339890000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>6</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>2272.74</td>\n",
       "      <td>2278.68</td>\n",
       "      <td>2271.51</td>\n",
       "      <td>2274.64</td>\n",
       "      <td>3081270000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>13</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>2269.96</td>\n",
       "      <td>2276.96</td>\n",
       "      <td>2265.01</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>3524970000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>20</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27</th>\n",
       "      <td>2299.02</td>\n",
       "      <td>2299.02</td>\n",
       "      <td>2291.62</td>\n",
       "      <td>2294.69</td>\n",
       "      <td>3135890000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>27</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2017-01-06  2271.14  2282.10  2264.06  2276.98  3339890000  2017      1    6   \n",
       "2017-01-13  2272.74  2278.68  2271.51  2274.64  3081270000  2017      1   13   \n",
       "2017-01-20  2269.96  2276.96  2265.01  2271.31  3524970000  2017      1   20   \n",
       "2017-01-27  2299.02  2299.02  2291.62  2294.69  3135890000  2017      1   27   \n",
       "\n",
       "           day_name  \n",
       "Date                 \n",
       "2016-12-30   Friday  \n",
       "2017-01-06   Friday  \n",
       "2017-01-13   Friday  \n",
       "2017-01-20   Friday  \n",
       "2017-01-27   Friday  "
      ]
     },
     "execution_count": 42,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500_1w_resample.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-30    2266.23\n",
       "2017-01-06    2251.57\n",
       "2017-01-13    2273.59\n",
       "2017-01-20    2269.14\n",
       "2017-01-27    2267.78\n",
       "               ...   \n",
       "2021-11-26    4712.00\n",
       "2021-12-03    4628.75\n",
       "2021-12-10    4548.37\n",
       "2021-12-17    4710.30\n",
       "2021-12-24    4587.90\n",
       "Freq: W-FRI, Name: Open, Length: 261, dtype: float64"
      ]
     },
     "execution_count": 43,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Open'].resample('1W-FRI').first()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500_1w_resample['Open'] = sp500['Open'].resample('1W-FRI').first()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-30    2273.82\n",
       "2017-01-06    2282.10\n",
       "2017-01-13    2279.27\n",
       "2017-01-20    2276.96\n",
       "2017-01-27    2300.99\n",
       "               ...   \n",
       "2021-11-26    4743.83\n",
       "2021-12-03    4672.95\n",
       "2021-12-10    4713.57\n",
       "2021-12-17    4731.99\n",
       "2021-12-24    4697.67\n",
       "Freq: W-FRI, Name: High, Length: 261, dtype: float64"
      ]
     },
     "execution_count": 45,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['High'].resample('1W-FRI').max()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th>2021-12-13</th>\n",
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       "      <td>4667.60</td>\n",
       "      <td>4668.97</td>\n",
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       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>13</td>\n",
       "      <td>Monday</td>\n",
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       "      <th>2021-12-14</th>\n",
       "      <td>4642.99</td>\n",
       "      <td>4660.47</td>\n",
       "      <td>4606.52</td>\n",
       "      <td>4634.09</td>\n",
       "      <td>3292740000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>14</td>\n",
       "      <td>Tuesday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-15</th>\n",
       "      <td>4636.46</td>\n",
       "      <td>4712.60</td>\n",
       "      <td>4611.22</td>\n",
       "      <td>4709.85</td>\n",
       "      <td>3367580000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>15</td>\n",
       "      <td>Wednesday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4719.13</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4651.89</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>3592810000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>16</td>\n",
       "      <td>Thursday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
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       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
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       "  </tbody>\n",
       "</table>\n",
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      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2021-12-13  4710.30  4710.30  4667.60  4668.97  3322050000  2021     12   13   \n",
       "2021-12-14  4642.99  4660.47  4606.52  4634.09  3292740000  2021     12   14   \n",
       "2021-12-15  4636.46  4712.60  4611.22  4709.85  3367580000  2021     12   15   \n",
       "2021-12-16  4719.13  4731.99  4651.89  4668.67  3592810000  2021     12   16   \n",
       "2021-12-17  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   20   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2021-12-13     Monday  \n",
       "2021-12-14    Tuesday  \n",
       "2021-12-15  Wednesday  \n",
       "2021-12-16   Thursday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-22  Wednesday  "
      ]
     },
     "execution_count": 46,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.tail(8)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500_1w_resample['High'] = sp500['High'].resample('1W-FRI').max()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 48,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500_1w_resample['Low'] = sp500['Low'].resample('1W-FRI').min()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-30     9386710000\n",
       "2017-01-06    14637130000\n",
       "2017-01-13    17020210000\n",
       "2017-01-20    13591180000\n",
       "2017-01-27    17555940000\n",
       "                 ...     \n",
       "2021-11-26    11775840000\n",
       "2021-12-03    20242840000\n",
       "2021-12-10    15411530000\n",
       "2021-12-17    19184960000\n",
       "2021-12-24     8399720000\n",
       "Freq: W-FRI, Name: Volume, Length: 261, dtype: int64"
      ]
     },
     "execution_count": 49,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Volume'].resample('1W-FRI').sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500_1w_resample['Volume'] = sp500['Volume'].resample('1W-FRI').sum()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th>2016-12-30</th>\n",
       "      <td>2266.23</td>\n",
       "      <td>2273.82</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>2251.57</td>\n",
       "      <td>2282.10</td>\n",
       "      <td>2245.13</td>\n",
       "      <td>2276.98</td>\n",
       "      <td>14637130000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>6</td>\n",
       "      <td>Friday</td>\n",
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       "      <th>2017-01-13</th>\n",
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       "      <td>2279.27</td>\n",
       "      <td>2254.25</td>\n",
       "      <td>2274.64</td>\n",
       "      <td>17020210000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>13</td>\n",
       "      <td>Friday</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>2269.14</td>\n",
       "      <td>2276.96</td>\n",
       "      <td>2258.41</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>13591180000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>20</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27</th>\n",
       "      <td>2267.78</td>\n",
       "      <td>2300.99</td>\n",
       "      <td>2257.02</td>\n",
       "      <td>2294.69</td>\n",
       "      <td>17555940000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>27</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-26</th>\n",
       "      <td>4712.00</td>\n",
       "      <td>4743.83</td>\n",
       "      <td>4585.43</td>\n",
       "      <td>4594.62</td>\n",
       "      <td>11775840000</td>\n",
       "      <td>2021</td>\n",
       "      <td>11</td>\n",
       "      <td>26</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>4628.75</td>\n",
       "      <td>4672.95</td>\n",
       "      <td>4495.12</td>\n",
       "      <td>4538.43</td>\n",
       "      <td>20242840000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>3</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>4548.37</td>\n",
       "      <td>4713.57</td>\n",
       "      <td>4540.51</td>\n",
       "      <td>4712.02</td>\n",
       "      <td>15411530000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>10</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4710.30</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>19184960000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-24</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>8399720000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>261 rows × 9 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close       Volume  year  month  day  \\\n",
       "Date                                                                            \n",
       "2016-12-30  2266.23  2273.82  2233.62  2238.83   9386710000  2016     12   30   \n",
       "2017-01-06  2251.57  2282.10  2245.13  2276.98  14637130000  2017      1    6   \n",
       "2017-01-13  2273.59  2279.27  2254.25  2274.64  17020210000  2017      1   13   \n",
       "2017-01-20  2269.14  2276.96  2258.41  2271.31  13591180000  2017      1   20   \n",
       "2017-01-27  2267.78  2300.99  2257.02  2294.69  17555940000  2017      1   27   \n",
       "...             ...      ...      ...      ...          ...   ...    ...  ...   \n",
       "2021-11-26  4712.00  4743.83  4585.43  4594.62  11775840000  2021     11   26   \n",
       "2021-12-03  4628.75  4672.95  4495.12  4538.43  20242840000  2021     12    3   \n",
       "2021-12-10  4548.37  4713.57  4540.51  4712.02  15411530000  2021     12   10   \n",
       "2021-12-17  4710.30  4731.99  4600.22  4620.64  19184960000  2021     12   17   \n",
       "2021-12-24  4587.90  4697.67  4531.10  4696.56   8399720000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2016-12-30     Friday  \n",
       "2017-01-06     Friday  \n",
       "2017-01-13     Friday  \n",
       "2017-01-20     Friday  \n",
       "2017-01-27     Friday  \n",
       "...               ...  \n",
       "2021-11-26     Friday  \n",
       "2021-12-03     Friday  \n",
       "2021-12-10     Friday  \n",
       "2021-12-17     Friday  \n",
       "2021-12-24  Wednesday  \n",
       "\n",
       "[261 rows x 9 columns]"
      ]
     },
     "execution_count": 51,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500_1w_resample"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 52,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2266.23</td>\n",
       "      <td>2273.82</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>9386710000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>2251.57</td>\n",
       "      <td>2282.10</td>\n",
       "      <td>2245.13</td>\n",
       "      <td>2276.98</td>\n",
       "      <td>14637130000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>2273.59</td>\n",
       "      <td>2279.27</td>\n",
       "      <td>2254.25</td>\n",
       "      <td>2274.64</td>\n",
       "      <td>17020210000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-20</th>\n",
       "      <td>2269.14</td>\n",
       "      <td>2276.96</td>\n",
       "      <td>2258.41</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>13591180000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-27</th>\n",
       "      <td>2267.78</td>\n",
       "      <td>2300.99</td>\n",
       "      <td>2257.02</td>\n",
       "      <td>2294.69</td>\n",
       "      <td>17555940000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-11-26</th>\n",
       "      <td>4712.00</td>\n",
       "      <td>4743.83</td>\n",
       "      <td>4585.43</td>\n",
       "      <td>4594.62</td>\n",
       "      <td>11775840000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-03</th>\n",
       "      <td>4628.75</td>\n",
       "      <td>4672.95</td>\n",
       "      <td>4495.12</td>\n",
       "      <td>4538.43</td>\n",
       "      <td>20242840000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-10</th>\n",
       "      <td>4548.37</td>\n",
       "      <td>4713.57</td>\n",
       "      <td>4540.51</td>\n",
       "      <td>4712.02</td>\n",
       "      <td>15411530000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4710.30</td>\n",
       "      <td>4731.99</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>19184960000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-24</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>8399720000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>261 rows × 5 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close       Volume\n",
       "Date                                                       \n",
       "2016-12-30  2266.23  2273.82  2233.62  2238.83   9386710000\n",
       "2017-01-06  2251.57  2282.10  2245.13  2276.98  14637130000\n",
       "2017-01-13  2273.59  2279.27  2254.25  2274.64  17020210000\n",
       "2017-01-20  2269.14  2276.96  2258.41  2271.31  13591180000\n",
       "2017-01-27  2267.78  2300.99  2257.02  2294.69  17555940000\n",
       "...             ...      ...      ...      ...          ...\n",
       "2021-11-26  4712.00  4743.83  4585.43  4594.62  11775840000\n",
       "2021-12-03  4628.75  4672.95  4495.12  4538.43  20242840000\n",
       "2021-12-10  4548.37  4713.57  4540.51  4712.02  15411530000\n",
       "2021-12-17  4710.30  4731.99  4600.22  4620.64  19184960000\n",
       "2021-12-24  4587.90  4697.67  4531.10  4696.56   8399720000\n",
       "\n",
       "[261 rows x 5 columns]"
      ]
     },
     "execution_count": 52,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.resample('1W-FRI').agg({'Open': 'first', 'High': 'max', 'Low': 'min', 'Close': 'last', 'Volume': 'sum'})"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "# Resampling frequency: upsampling"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 53,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
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       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
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       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-27</th>\n",
       "      <td>2266.23</td>\n",
       "      <td>2273.82</td>\n",
       "      <td>2266.15</td>\n",
       "      <td>2268.88</td>\n",
       "      <td>1987080000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>27</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2270.23</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>2249.11</td>\n",
       "      <td>2249.92</td>\n",
       "      <td>2392360000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>28</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.50</td>\n",
       "      <td>2254.51</td>\n",
       "      <td>2244.56</td>\n",
       "      <td>2249.26</td>\n",
       "      <td>2336370000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>29</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2670900000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>30</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>2251.57</td>\n",
       "      <td>2263.88</td>\n",
       "      <td>2245.13</td>\n",
       "      <td>2257.83</td>\n",
       "      <td>3770530000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2016-12-27  2266.23  2273.82  2266.15  2268.88  1987080000  2016     12   27   \n",
       "2016-12-28  2270.23  2271.31  2249.11  2249.92  2392360000  2016     12   28   \n",
       "2016-12-29  2249.50  2254.51  2244.56  2249.26  2336370000  2016     12   29   \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2017-01-03  2251.57  2263.88  2245.13  2257.83  3770530000  2017      1    3   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2016-12-27    Tuesday  \n",
       "2016-12-28  Wednesday  \n",
       "2016-12-29   Thursday  \n",
       "2016-12-30     Friday  \n",
       "2017-01-03    Tuesday  "
      ]
     },
     "execution_count": 53,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 54,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500_1d_asfreq = sp500.asfreq('1D')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 55,
   "metadata": {},
   "outputs": [
    {
     "data": {
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       "      <th>High</th>\n",
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       "      <th>Close</th>\n",
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       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-27</th>\n",
       "      <td>2266.23</td>\n",
       "      <td>2273.82</td>\n",
       "      <td>2266.15</td>\n",
       "      <td>2268.88</td>\n",
       "      <td>1.987080e+09</td>\n",
       "      <td>2016.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>27.0</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2270.23</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>2249.11</td>\n",
       "      <td>2249.92</td>\n",
       "      <td>2.392360e+09</td>\n",
       "      <td>2016.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.50</td>\n",
       "      <td>2254.51</td>\n",
       "      <td>2244.56</td>\n",
       "      <td>2249.26</td>\n",
       "      <td>2.336370e+09</td>\n",
       "      <td>2016.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>29.0</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2.670900e+09</td>\n",
       "      <td>2016.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>30.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-31</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-01</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>2251.57</td>\n",
       "      <td>2263.88</td>\n",
       "      <td>2245.13</td>\n",
       "      <td>2257.83</td>\n",
       "      <td>3.770530e+09</td>\n",
       "      <td>2017.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>3.0</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
       "      <td>2261.60</td>\n",
       "      <td>2272.82</td>\n",
       "      <td>2261.60</td>\n",
       "      <td>2270.75</td>\n",
       "      <td>3.764890e+09</td>\n",
       "      <td>2017.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>4.0</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-05</th>\n",
       "      <td>2268.18</td>\n",
       "      <td>2271.50</td>\n",
       "      <td>2260.45</td>\n",
       "      <td>2269.00</td>\n",
       "      <td>3.761820e+09</td>\n",
       "      <td>2017.0</td>\n",
       "      <td>1.0</td>\n",
       "      <td>5.0</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close        Volume    year  month  \\\n",
       "Date                                                                          \n",
       "2016-12-27  2266.23  2273.82  2266.15  2268.88  1.987080e+09  2016.0   12.0   \n",
       "2016-12-28  2270.23  2271.31  2249.11  2249.92  2.392360e+09  2016.0   12.0   \n",
       "2016-12-29  2249.50  2254.51  2244.56  2249.26  2.336370e+09  2016.0   12.0   \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2.670900e+09  2016.0   12.0   \n",
       "2016-12-31      NaN      NaN      NaN      NaN           NaN     NaN    NaN   \n",
       "2017-01-01      NaN      NaN      NaN      NaN           NaN     NaN    NaN   \n",
       "2017-01-02      NaN      NaN      NaN      NaN           NaN     NaN    NaN   \n",
       "2017-01-03  2251.57  2263.88  2245.13  2257.83  3.770530e+09  2017.0    1.0   \n",
       "2017-01-04  2261.60  2272.82  2261.60  2270.75  3.764890e+09  2017.0    1.0   \n",
       "2017-01-05  2268.18  2271.50  2260.45  2269.00  3.761820e+09  2017.0    1.0   \n",
       "\n",
       "             day   day_name  \n",
       "Date                         \n",
       "2016-12-27  27.0    Tuesday  \n",
       "2016-12-28  28.0  Wednesday  \n",
       "2016-12-29  29.0   Thursday  \n",
       "2016-12-30  30.0     Friday  \n",
       "2016-12-31   NaN        NaN  \n",
       "2017-01-01   NaN        NaN  \n",
       "2017-01-02   NaN        NaN  \n",
       "2017-01-03   3.0    Tuesday  \n",
       "2017-01-04   4.0  Wednesday  \n",
       "2017-01-05   5.0   Thursday  "
      ]
     },
     "execution_count": 55,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500_1d_asfreq.head(10)"
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  {
   "cell_type": "code",
   "execution_count": 56,
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       "      <td>2249.92</td>\n",
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       "      <td>2016</td>\n",
       "      <td>12</td>\n",
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       "      <td>Wednesday</td>\n",
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       "      <th>2016-12-29</th>\n",
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       "      <td>2016</td>\n",
       "      <td>12</td>\n",
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       "      <th>2016-12-31</th>\n",
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       "      <td>2670900000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>30</td>\n",
       "      <td>Friday</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-02</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
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       "      <td>2016</td>\n",
       "      <td>12</td>\n",
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       "      <td>Friday</td>\n",
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       "      <th>2017-01-03</th>\n",
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       "      <td>2263.88</td>\n",
       "      <td>2245.13</td>\n",
       "      <td>2257.83</td>\n",
       "      <td>3770530000</td>\n",
       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>3</td>\n",
       "      <td>Tuesday</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-04</th>\n",
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       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>4</td>\n",
       "      <td>Wednesday</td>\n",
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       "      <td>2268.18</td>\n",
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       "      <td>2017</td>\n",
       "      <td>1</td>\n",
       "      <td>5</td>\n",
       "      <td>Thursday</td>\n",
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       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2016-12-27  2266.23  2273.82  2266.15  2268.88  1987080000  2016     12   27   \n",
       "2016-12-28  2270.23  2271.31  2249.11  2249.92  2392360000  2016     12   28   \n",
       "2016-12-29  2249.50  2254.51  2244.56  2249.26  2336370000  2016     12   29   \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2016-12-31  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2017-01-01  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2017-01-02  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2017-01-03  2251.57  2263.88  2245.13  2257.83  3770530000  2017      1    3   \n",
       "2017-01-04  2261.60  2272.82  2261.60  2270.75  3764890000  2017      1    4   \n",
       "2017-01-05  2268.18  2271.50  2260.45  2269.00  3761820000  2017      1    5   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2016-12-27    Tuesday  \n",
       "2016-12-28  Wednesday  \n",
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       "2017-01-04  Wednesday  \n",
       "2017-01-05   Thursday  "
      ]
     },
     "execution_count": 56,
     "metadata": {},
     "output_type": "execute_result"
    }
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   "source": [
    "sp500.asfreq('1D', method='ffill').head(10)"
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  },
  {
   "cell_type": "code",
   "execution_count": 57,
   "metadata": {},
   "outputs": [
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       "      <th>2017-01-04</th>\n",
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       "      <td>2270.75</td>\n",
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       "               Open     High      Low    Close        Volume    year  month  \\\n",
       "Date                                                                          \n",
       "2016-12-27  2266.23  2273.82  2266.15  2268.88  1.987080e+09  2016.0   12.0   \n",
       "2016-12-28  2270.23  2271.31  2249.11  2249.92  2.392360e+09  2016.0   12.0   \n",
       "2016-12-29  2249.50  2254.51  2244.56  2249.26  2.336370e+09  2016.0   12.0   \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2.670900e+09  2016.0   12.0   \n",
       "2016-12-31  2251.61  2253.58  2233.62  2238.83  2.670900e+09  2016.0   12.0   \n",
       "2017-01-01  2251.61  2253.58  2233.62  2238.83  2.670900e+09  2016.0   12.0   \n",
       "2017-01-02  2251.61  2253.58  2233.62  2238.83  2.670900e+09  2016.0   12.0   \n",
       "2017-01-03  2251.57  2263.88  2245.13  2257.83  3.770530e+09  2017.0    1.0   \n",
       "2017-01-04  2261.60  2272.82  2261.60  2270.75  3.764890e+09  2017.0    1.0   \n",
       "2017-01-05  2268.18  2271.50  2260.45  2269.00  3.761820e+09  2017.0    1.0   \n",
       "\n",
       "             day   day_name  \n",
       "Date                         \n",
       "2016-12-27  27.0    Tuesday  \n",
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       "2016-12-31  30.0     Friday  \n",
       "2017-01-01  30.0     Friday  \n",
       "2017-01-02  30.0     Friday  \n",
       "2017-01-03   3.0    Tuesday  \n",
       "2017-01-04   4.0  Wednesday  \n",
       "2017-01-05   5.0   Thursday  "
      ]
     },
     "execution_count": 57,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.asfreq('1D').fillna(method='ffill').head(10)"
   ]
  },
  {
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   "execution_count": 58,
   "metadata": {},
   "outputs": [
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       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2270.23</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>2249.11</td>\n",
       "      <td>2249.92</td>\n",
       "      <td>2.392360e+09</td>\n",
       "      <td>2016.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>28.0</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.50</td>\n",
       "      <td>2254.51</td>\n",
       "      <td>2244.56</td>\n",
       "      <td>2249.26</td>\n",
       "      <td>2.336370e+09</td>\n",
       "      <td>2016.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>29.0</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2.670900e+09</td>\n",
       "      <td>2016.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>30.0</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-31</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-18</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-19</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3.395780e+09</td>\n",
       "      <td>2021.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>20.0</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2.564370e+09</td>\n",
       "      <td>2021.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>21.0</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2.439570e+09</td>\n",
       "      <td>2021.0</td>\n",
       "      <td>12.0</td>\n",
       "      <td>22.0</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1822 rows × 9 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close        Volume    year  month  \\\n",
       "Date                                                                          \n",
       "2016-12-27  2266.23  2273.82  2266.15  2268.88  1.987080e+09  2016.0   12.0   \n",
       "2016-12-28  2270.23  2271.31  2249.11  2249.92  2.392360e+09  2016.0   12.0   \n",
       "2016-12-29  2249.50  2254.51  2244.56  2249.26  2.336370e+09  2016.0   12.0   \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2.670900e+09  2016.0   12.0   \n",
       "2016-12-31      NaN      NaN      NaN      NaN           NaN     NaN    NaN   \n",
       "...             ...      ...      ...      ...           ...     ...    ...   \n",
       "2021-12-18      NaN      NaN      NaN      NaN           NaN     NaN    NaN   \n",
       "2021-12-19      NaN      NaN      NaN      NaN           NaN     NaN    NaN   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3.395780e+09  2021.0   12.0   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2.564370e+09  2021.0   12.0   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2.439570e+09  2021.0   12.0   \n",
       "\n",
       "             day   day_name  \n",
       "Date                         \n",
       "2016-12-27  27.0    Tuesday  \n",
       "2016-12-28  28.0  Wednesday  \n",
       "2016-12-29  29.0   Thursday  \n",
       "2016-12-30  30.0     Friday  \n",
       "2016-12-31   NaN        NaN  \n",
       "...          ...        ...  \n",
       "2021-12-18   NaN        NaN  \n",
       "2021-12-19   NaN        NaN  \n",
       "2021-12-20  20.0     Monday  \n",
       "2021-12-21  21.0    Tuesday  \n",
       "2021-12-22  22.0  Wednesday  \n",
       "\n",
       "[1822 rows x 9 columns]"
      ]
     },
     "execution_count": 59,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.resample('1D').asfreq()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 60,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Open</th>\n",
       "      <th>High</th>\n",
       "      <th>Low</th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "      <th>year</th>\n",
       "      <th>month</th>\n",
       "      <th>day</th>\n",
       "      <th>day_name</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-27</th>\n",
       "      <td>2266.23</td>\n",
       "      <td>2273.82</td>\n",
       "      <td>2266.15</td>\n",
       "      <td>2268.88</td>\n",
       "      <td>1987080000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>27</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2270.23</td>\n",
       "      <td>2271.31</td>\n",
       "      <td>2249.11</td>\n",
       "      <td>2249.92</td>\n",
       "      <td>2392360000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>28</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.50</td>\n",
       "      <td>2254.51</td>\n",
       "      <td>2244.56</td>\n",
       "      <td>2249.26</td>\n",
       "      <td>2336370000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>29</td>\n",
       "      <td>Thursday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2670900000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>30</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-31</th>\n",
       "      <td>2251.61</td>\n",
       "      <td>2253.58</td>\n",
       "      <td>2233.62</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2670900000</td>\n",
       "      <td>2016</td>\n",
       "      <td>12</td>\n",
       "      <td>30</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-18</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-19</th>\n",
       "      <td>4652.50</td>\n",
       "      <td>4666.70</td>\n",
       "      <td>4600.22</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>5609780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>17</td>\n",
       "      <td>Friday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4587.90</td>\n",
       "      <td>4587.90</td>\n",
       "      <td>4531.10</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>3395780000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>20</td>\n",
       "      <td>Monday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4594.96</td>\n",
       "      <td>4651.14</td>\n",
       "      <td>4583.16</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>2564370000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>21</td>\n",
       "      <td>Tuesday</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4650.36</td>\n",
       "      <td>4697.67</td>\n",
       "      <td>4645.53</td>\n",
       "      <td>4696.56</td>\n",
       "      <td>2439570000</td>\n",
       "      <td>2021</td>\n",
       "      <td>12</td>\n",
       "      <td>22</td>\n",
       "      <td>Wednesday</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1822 rows × 9 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "               Open     High      Low    Close      Volume  year  month  day  \\\n",
       "Date                                                                           \n",
       "2016-12-27  2266.23  2273.82  2266.15  2268.88  1987080000  2016     12   27   \n",
       "2016-12-28  2270.23  2271.31  2249.11  2249.92  2392360000  2016     12   28   \n",
       "2016-12-29  2249.50  2254.51  2244.56  2249.26  2336370000  2016     12   29   \n",
       "2016-12-30  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "2016-12-31  2251.61  2253.58  2233.62  2238.83  2670900000  2016     12   30   \n",
       "...             ...      ...      ...      ...         ...   ...    ...  ...   \n",
       "2021-12-18  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-19  4652.50  4666.70  4600.22  4620.64  5609780000  2021     12   17   \n",
       "2021-12-20  4587.90  4587.90  4531.10  4568.02  3395780000  2021     12   20   \n",
       "2021-12-21  4594.96  4651.14  4583.16  4649.23  2564370000  2021     12   21   \n",
       "2021-12-22  4650.36  4697.67  4645.53  4696.56  2439570000  2021     12   22   \n",
       "\n",
       "             day_name  \n",
       "Date                   \n",
       "2016-12-27    Tuesday  \n",
       "2016-12-28  Wednesday  \n",
       "2016-12-29   Thursday  \n",
       "2016-12-30     Friday  \n",
       "2016-12-31     Friday  \n",
       "...               ...  \n",
       "2021-12-18     Friday  \n",
       "2021-12-19     Friday  \n",
       "2021-12-20     Monday  \n",
       "2021-12-21    Tuesday  \n",
       "2021-12-22  Wednesday  \n",
       "\n",
       "[1822 rows x 9 columns]"
      ]
     },
     "execution_count": 60,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500.resample('1D').ffill()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "tags": []
   },
   "source": [
    "# Rolling/Shifting time windows"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "tags": []
   },
   "source": [
    "## `rolling`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 61,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-27    2268.88\n",
       "2016-12-28    2249.92\n",
       "2016-12-29    2249.26\n",
       "2016-12-30    2238.83\n",
       "2017-01-03    2257.83\n",
       "               ...   \n",
       "2021-12-16    4668.67\n",
       "2021-12-17    4620.64\n",
       "2021-12-20    4568.02\n",
       "2021-12-21    4649.23\n",
       "2021-12-22    4696.56\n",
       "Name: Close, Length: 1257, dtype: float64"
      ]
     },
     "execution_count": 61,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 62,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-27            NaN\n",
       "2016-12-28            NaN\n",
       "2016-12-29    2256.020000\n",
       "2016-12-30    2246.003333\n",
       "2017-01-03    2248.640000\n",
       "                 ...     \n",
       "2021-12-16    4670.870000\n",
       "2021-12-17    4666.386667\n",
       "2021-12-20    4619.110000\n",
       "2021-12-21    4612.630000\n",
       "2021-12-22    4637.936667\n",
       "Name: Close, Length: 1257, dtype: float64"
      ]
     },
     "execution_count": 62,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close'].rolling(window=3).mean() # min, std, sum, agg(['min', 'max'])\n",
    "# https://pandas.pydata.org/pandas-docs/stable/reference/window.html#api-functions-rolling"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 63,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500['Close_3_mean'] = sp500['Close'].rolling(window=3).mean()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 64,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Close_3_mean</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-27</th>\n",
       "      <td>2268.88</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2249.92</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.26</td>\n",
       "      <td>2256.020000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2238.83</td>\n",
       "      <td>2246.003333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>2257.83</td>\n",
       "      <td>2248.640000</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              Close  Close_3_mean\n",
       "Date                             \n",
       "2016-12-27  2268.88           NaN\n",
       "2016-12-28  2249.92           NaN\n",
       "2016-12-29  2249.26   2256.020000\n",
       "2016-12-30  2238.83   2246.003333\n",
       "2017-01-03  2257.83   2248.640000"
      ]
     },
     "execution_count": 64,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500[['Close', 'Close_3_mean']].head()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 65,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-27    2268.88\n",
       "2016-12-28    2249.92\n",
       "2016-12-29    2249.26\n",
       "Name: Close, dtype: float64"
      ]
     },
     "execution_count": 65,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close'].loc[:'2016-12-29']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 66,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "2256.02"
      ]
     },
     "execution_count": 66,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close'].loc[:'2016-12-29'].mean()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 67,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "2248.64"
      ]
     },
     "execution_count": 67,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close'].loc['2016-12-29':'2017-01-03'].mean()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 68,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-27    2268.880000\n",
       "2016-12-28    2259.400000\n",
       "2016-12-29    2256.020000\n",
       "2016-12-30    2246.003333\n",
       "2017-01-03    2248.640000\n",
       "                 ...     \n",
       "2021-12-16    4670.870000\n",
       "2021-12-17    4666.386667\n",
       "2021-12-20    4619.110000\n",
       "2021-12-21    4612.630000\n",
       "2021-12-22    4637.936667\n",
       "Name: Close, Length: 1257, dtype: float64"
      ]
     },
     "execution_count": 68,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close'].rolling(window=3, min_periods=1).mean()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 69,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-27            NaN\n",
       "2016-12-28    2259.400000\n",
       "2016-12-29    2256.020000\n",
       "2016-12-30    2246.003333\n",
       "2017-01-03    2248.640000\n",
       "                 ...     \n",
       "2021-12-16    4670.870000\n",
       "2021-12-17    4666.386667\n",
       "2021-12-20    4619.110000\n",
       "2021-12-21    4612.630000\n",
       "2021-12-22    4637.936667\n",
       "Name: Close, Length: 1257, dtype: float64"
      ]
     },
     "execution_count": 69,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close'].rolling(window=3, min_periods=2).mean()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 70,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500['Close_3d_mean'] = sp500['Close'].rolling('3D').mean()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 71,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Close_3_mean</th>\n",
       "      <th>Close_3d_mean</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-27</th>\n",
       "      <td>2268.88</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2268.880000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2249.92</td>\n",
       "      <td>NaN</td>\n",
       "      <td>2259.400000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.26</td>\n",
       "      <td>2256.020000</td>\n",
       "      <td>2256.020000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2238.83</td>\n",
       "      <td>2246.003333</td>\n",
       "      <td>2246.003333</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>2257.83</td>\n",
       "      <td>2248.640000</td>\n",
       "      <td>2257.830000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4668.67</td>\n",
       "      <td>4670.870000</td>\n",
       "      <td>4670.870000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4620.64</td>\n",
       "      <td>4666.386667</td>\n",
       "      <td>4666.386667</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4568.02</td>\n",
       "      <td>4619.110000</td>\n",
       "      <td>4568.020000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4649.23</td>\n",
       "      <td>4612.630000</td>\n",
       "      <td>4608.625000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4696.56</td>\n",
       "      <td>4637.936667</td>\n",
       "      <td>4637.936667</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1257 rows × 3 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "              Close  Close_3_mean  Close_3d_mean\n",
       "Date                                            \n",
       "2016-12-27  2268.88           NaN    2268.880000\n",
       "2016-12-28  2249.92           NaN    2259.400000\n",
       "2016-12-29  2249.26   2256.020000    2256.020000\n",
       "2016-12-30  2238.83   2246.003333    2246.003333\n",
       "2017-01-03  2257.83   2248.640000    2257.830000\n",
       "...             ...           ...            ...\n",
       "2021-12-16  4668.67   4670.870000    4670.870000\n",
       "2021-12-17  4620.64   4666.386667    4666.386667\n",
       "2021-12-20  4568.02   4619.110000    4568.020000\n",
       "2021-12-21  4649.23   4612.630000    4608.625000\n",
       "2021-12-22  4696.56   4637.936667    4637.936667\n",
       "\n",
       "[1257 rows x 3 columns]"
      ]
     },
     "execution_count": 71,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500[['Close', 'Close_3_mean', 'Close_3d_mean']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 72,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-27    2268.880000\n",
       "2016-12-28    2259.400000\n",
       "2016-12-29    2256.020000\n",
       "2016-12-30    2246.003333\n",
       "2017-01-03    2257.830000\n",
       "                 ...     \n",
       "2021-12-16    4670.870000\n",
       "2021-12-17    4666.386667\n",
       "2021-12-20    4568.020000\n",
       "2021-12-21    4608.625000\n",
       "2021-12-22    4637.936667\n",
       "Name: Close, Length: 1257, dtype: float64"
      ]
     },
     "execution_count": 72,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close'].rolling(pd.Timedelta(days=3)).mean()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "## `shift`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 73,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-27    2268.88\n",
       "2016-12-28    2249.92\n",
       "2016-12-29    2249.26\n",
       "2016-12-30    2238.83\n",
       "2017-01-03    2257.83\n",
       "               ...   \n",
       "2021-12-16    4668.67\n",
       "2021-12-17    4620.64\n",
       "2021-12-20    4568.02\n",
       "2021-12-21    4649.23\n",
       "2021-12-22    4696.56\n",
       "Name: Close, Length: 1257, dtype: float64"
      ]
     },
     "execution_count": 73,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 74,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Date\n",
       "2016-12-27        NaN\n",
       "2016-12-28    2268.88\n",
       "2016-12-29    2249.92\n",
       "2016-12-30    2249.26\n",
       "2017-01-03    2238.83\n",
       "               ...   \n",
       "2021-12-16    4709.85\n",
       "2021-12-17    4668.67\n",
       "2021-12-20    4620.64\n",
       "2021-12-21    4568.02\n",
       "2021-12-22    4649.23\n",
       "Name: Close, Length: 1257, dtype: float64"
      ]
     },
     "execution_count": 74,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500['Close'].shift()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 75,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500['Close_previous'] = sp500['Close'].shift()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 76,
   "metadata": {},
   "outputs": [],
   "source": [
    "sp500['Close_previous_3'] = sp500['Close'].shift(periods=3)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 77,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Close_previous</th>\n",
       "      <th>Close_previous_3</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-27</th>\n",
       "      <td>2268.88</td>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2249.92</td>\n",
       "      <td>2268.88</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2249.26</td>\n",
       "      <td>2249.92</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2238.83</td>\n",
       "      <td>2249.26</td>\n",
       "      <td>2268.88</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>2257.83</td>\n",
       "      <td>2238.83</td>\n",
       "      <td>2249.92</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4668.67</td>\n",
       "      <td>4709.85</td>\n",
       "      <td>4668.97</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4620.64</td>\n",
       "      <td>4668.67</td>\n",
       "      <td>4634.09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4568.02</td>\n",
       "      <td>4620.64</td>\n",
       "      <td>4709.85</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4649.23</td>\n",
       "      <td>4568.02</td>\n",
       "      <td>4668.67</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4696.56</td>\n",
       "      <td>4649.23</td>\n",
       "      <td>4620.64</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1257 rows × 3 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "              Close  Close_previous  Close_previous_3\n",
       "Date                                                 \n",
       "2016-12-27  2268.88             NaN               NaN\n",
       "2016-12-28  2249.92         2268.88               NaN\n",
       "2016-12-29  2249.26         2249.92               NaN\n",
       "2016-12-30  2238.83         2249.26           2268.88\n",
       "2017-01-03  2257.83         2238.83           2249.92\n",
       "...             ...             ...               ...\n",
       "2021-12-16  4668.67         4709.85           4668.97\n",
       "2021-12-17  4620.64         4668.67           4634.09\n",
       "2021-12-20  4568.02         4620.64           4709.85\n",
       "2021-12-21  4649.23         4568.02           4668.67\n",
       "2021-12-22  4696.56         4649.23           4620.64\n",
       "\n",
       "[1257 rows x 3 columns]"
      ]
     },
     "execution_count": 77,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500[['Close', 'Close_previous', 'Close_previous_3']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 78,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
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       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
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       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Close</th>\n",
       "      <th>Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2016-12-27</th>\n",
       "      <td>NaN</td>\n",
       "      <td>NaN</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-28</th>\n",
       "      <td>2268.880000</td>\n",
       "      <td>1.987080e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-29</th>\n",
       "      <td>2259.400000</td>\n",
       "      <td>2.189720e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2016-12-30</th>\n",
       "      <td>2256.020000</td>\n",
       "      <td>2.238603e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-03</th>\n",
       "      <td>2251.722500</td>\n",
       "      <td>2.346678e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-16</th>\n",
       "      <td>4671.501250</td>\n",
       "      <td>3.174238e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-17</th>\n",
       "      <td>4681.126250</td>\n",
       "      <td>3.210128e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-20</th>\n",
       "      <td>4672.862500</td>\n",
       "      <td>3.494560e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-21</th>\n",
       "      <td>4645.040000</td>\n",
       "      <td>3.763457e+09</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-22</th>\n",
       "      <td>4645.638571</td>\n",
       "      <td>3.592159e+09</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1257 rows × 2 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                  Close        Volume\n",
       "Date                                 \n",
       "2016-12-27          NaN           NaN\n",
       "2016-12-28  2268.880000  1.987080e+09\n",
       "2016-12-29  2259.400000  2.189720e+09\n",
       "2016-12-30  2256.020000  2.238603e+09\n",
       "2017-01-03  2251.722500  2.346678e+09\n",
       "...                 ...           ...\n",
       "2021-12-16  4671.501250  3.174238e+09\n",
       "2021-12-17  4681.126250  3.210128e+09\n",
       "2021-12-20  4672.862500  3.494560e+09\n",
       "2021-12-21  4645.040000  3.763457e+09\n",
       "2021-12-22  4645.638571  3.592159e+09\n",
       "\n",
       "[1257 rows x 2 columns]"
      ]
     },
     "execution_count": 78,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "sp500[['Close', 'Volume']].rolling('10D').mean().shift()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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