Notebook

Need Help useing sklearn inside of this Custom Factor. Why am I not geting the "computed_accuracy" in the Pipeline results?

In [20]:
#import quantopian.algorithm as algo
from quantopian.pipeline import Pipeline
from quantopian.pipeline import CustomFactor, CustomFilter
from quantopian.pipeline.data.builtin import USEquityPricing
from quantopian.pipeline.filters import QTradableStocksUS, Q500US
from sklearn import svm, cross_validation, neighbors, preprocessing
from sklearn.ensemble import RandomForestClassifier
from sklearn.linear_model import LinearRegression
import numpy as np 
import pandas as pd
import Quandl, math


from quantopian.research import run_pipeline
from quantopian.pipeline.factors import SimpleMovingAverage, AverageDollarVolume
In [2]:
class ML(CustomFactor):
    inputs = [USEquityPricing.close, USEquityPricing.open, USEquityPricing.volume, USEquityPricing.high, USEquityPricing.low]
    #outputs = ('accuracy', 'forecast_out')
    window_length = 246  
    def compute(self, today, assets, open, high, close, Volume, low, out):
        print(type(self.inputs))
        #print(self.inputs)
        
        #df = pd.core.frame.DataFrame([['Adj. Close'],['Adj. High'],['Adj. Volume'],['Adj. Open'],['Adj. Low'],['HL_PCT'],['PCT_change']])
        #df = pd.DataFrame.from_items(self.inputs, index = key)
        for i, assets in enumerate(assets): 

            df = pd.DataFrame.from_items(self.inputs, columns =['Adj. Close', 'Adj. Open', 'Adj. Volume', 'Adj. High', 'Adj. Low']) 
        
        #for i, assets in enumerate(): 
        
            #df['Adj. Close'] = nan(USEquityPricing.close, axis=0)
            #df['Adj. High'] = nan(USEquityPricing.high, axis=0)
            #df['Adj. Volume'] = nan(USEquityPricing.volume, axis=0)
            #df['Adj. Open'] = np.nan(USEquityPricing.open, axis=0)
            #df['Adj. Low'] = np.nan(USEquityPricing.low, axis=0)
        
            #df = pd.core.frame.DataFrame([['Adj. Close'],['Adj. High'],['Adj. Volume'],['Adj. Open'],['Adj. Low'],['HL_PCT'],['PCT_change']])
        
        #df['Adj. Close'] = USEquityPricing.close
        #df['Adj. High'] = USEquityPricing.high
        #df['Adj. Volume'] = USEquityPricing.volume
        #df['Adj. Open'] = USEquityPricing.open
        #df['Adj. Low'] = USEquityPricing.low
        #UnboundLocalError: local variable 'df' referenced before assignment
        
        #df['Adj. Close'] = USEquityPricing.close[0:-1]
        #df['Adj. High'] = USEquityPricing.high[0:-1]
        #df['Adj. Volume'] = USEquityPricing.volume[0:-1]
        #df['Adj. Open'] = USEquityPricing.open[0:-1]
        #df['Adj. Low'] = USEquityPricing.low[0:-1]
        #TypeError: Term.__getitem__() expected a value of type Asset for argument 'key', but got slice instead.
        
            #df['Adj. Close'] = close
            #df['Adj. High'] = high
            #df['Adj. Volume'] = volume
            #df['Adj. Open'] = open
            #df['Adj. Low'] = low
        #UnboundLocalError: local variable 'df' referenced before assignment
        
        #df = df[{'Adj. Close': close} , {'Adj. High':high} , {'Adj. Volume':Volume}]
        #daily_returns = np.diff(close, axis = 0) / close[0:-1]
        
            df['HL_PCT'] = (df['Adj. High'] - df['Adj. Close']) / df['Adj. Close'] * 100.0
            df['PCT_change'] = (df['Adj. Close' ] - df[ 'Adj. Open']) / df['Adj. Open'] * 100.0
            df = df[['Adj. Close' , 'HL_PCT' , 'PCT_change' , 'Adj. Volume']]
        
            forecast_col = 'Adj. Close'
            df.fillna(-99999, inplace=True)
            forecast_out = int(math.ceil(0.01*len(df)))

            df['lable'] = df[forecast_col].shift(-forecast_out)
        
        #df.dropna(inplace=True)
        
            X = np.array(df.drop(['lable'],1))
            X = preprocessing.scale(X)
            X = X[:-forecast_out]
            X_lately = X[-forecast_out:]
        
            df.dropna(inplace=True)
            Y = np.array(df['lable'])
        
            X_train, X_test, Y_train, Y_test = cross_validation.train_test_split(X, Y, test_size=0.2) 
            clf = LinerRegression(n_jobs=-1)
            clf.fit(X_train, Y_train)
            computed_accuracy = clf.score(X_test, Y_test)
            forecast_set = clf.predict(X_lately)
        #print(forcast_set, accuracy, forecast_out)
            df['Forecast'] = np.nan
        
        #out.accuracy[:] = computed_accuracy
        #out.forecast_out[:] = forecast_out

        out[:] = computed_accuracy
        #print(forecast_out)
       
In [37]:
class ML_Revised(CustomFactor):
    inputs = [USEquityPricing.close, USEquityPricing.open, USEquityPricing.volume, USEquityPricing.high, USEquityPricing.low]
    #outputs = ('accuracy', 'forecast_out')
    window_length = 246
    
    def compute(self, today, assets, out, close, open, volume, high, low):
        # the order of the parameters must match the order in the input statement
        
        # The best format to store a 2D set of values (ie close, open, volume, high, low by each date)
        # Is a multi indexed dataframe. This is the format a pipeline returns in notebooks
        # index0=date_offset, index1=SID, columns=close, open, volume, high, low
        
        # First, make a dataframe from each input. Then stack.
        # Intial dataframe will have a column for each SID, Stack will leave a single column and add index1
        close_df = pd.DataFrame(close, columns=assets).stack()
        open_df = pd.DataFrame(open, columns=assets).stack()
        volume_df = pd.DataFrame(volume, columns=assets).stack()
        high_df = pd.DataFrame(close, columns=assets).stack()
        low_df = pd.DataFrame(close, columns=assets).stack()

        # Concantenate all the data into one multi-indexed dataframe
        # Index0 will have a length equal to the window_length (0 is the first/earliest date / 245 the most recent) 
        # Index1 are the integer SIDs (not the actual security objects)
        # The columns are close, open, volume, high, low)
        # axis=1 will concantenate by columns and not by adding rows.
        df = pd.concat([close_df, open_df, volume_df, high_df, low_df], axis=1)
        df.columns=['close', 'open', 'volume', 'high', 'low']
        df.index = df.index.rename(['day', 'sid'])
        
        # temp for debug
        print(df.head(2))
        
        def my_df_function(sid_df):
            """
            Put whatever logic one wants to do for each asset
            Here, we simply return the latest close
            """            
            # do any logic here
            my_result = sid_df.iloc[-1].close
            
            # temp for debug
            print(sid_df.tail(2))
            print(my_result)

            return my_result
        
        # Rather than looping over each security it's much faster to group by security and apply a function
        computed_accuracy = df.groupby(level=1).apply(my_df_function)
        out[:] = computed_accuracy

       
In [38]:
def make_pipeline():
    myPipeline = ML_Revised(window_length = 246, mask=Q500US())

    return Pipeline(columns={'ML_computed_accuracy': myPipeline}, screen=Q500US())


result = run_pipeline(make_pipeline(), '2015-05-05', '2015-05-05')
result

             close       open        volume       high        low
day sid                                                          
0   2    13.705130  13.804587  9.147726e+06  13.705130  13.705130
    24   83.701448  83.461777  2.778563e+07  83.701448  83.701448
          close   open      volume    high     low
day sid                                           
244 2    14.150  13.50  47769547.0  14.150  14.150
245 2    14.015  14.13  14378174.0  14.015  14.015
14.015
           close   open      volume     high      low
day sid                                              
244 24   128.949  126.1  50577840.0  128.949  128.949
245 24   128.699  129.5  42250283.0  128.699  128.699
128.699
         close   open     volume   high    low
day sid                                       
244 62   46.68  46.71  2872069.0  46.68  46.68
245 62   47.01  46.78  2726467.0  47.01  47.01
47.01
         close   open     volume   high    low
day sid                                       
244 67   57.60  57.11  1762265.0  57.60  57.60
245 67   57.76  57.65  1202303.0  57.76  57.76
57.76
         close   open    volume   high    low
day sid                                      
244 76   74.03  73.59  784952.0  74.03  74.03
245 76   73.64  74.10  705787.0  73.64  73.64
73.64
         close   open     volume   high    low
day sid                                       
244 114  76.41  76.29  1376832.0  76.41  76.41
245 114  75.86  76.43  1324992.0  75.86  75.86
75.86
         close   open     volume   high    low
day sid                                       
244 122  63.28  62.35  2921864.0  63.28  63.28
245 122  63.24  63.63  1241252.0  63.24  63.24
63.24
         close   open     volume   high    low
day sid                                       
244 128  49.76  48.91  4094220.0  49.76  49.76
245 128  50.34  49.78  3329392.0  50.34  50.34
50.34
         close   open     volume   high    low
day sid                                       
244 161  57.03  56.85  1912987.0  57.03  57.03
245 161  57.36  57.04  1969169.0  57.36  57.36
57.36
          close    open     volume    high     low
day sid                                           
244 168  108.46  107.86  1488573.0  108.46  108.46
245 168  109.20  108.68  1470488.0  109.20  109.20
109.2
         close   open     volume   high    low
day sid                                       
244 185  63.11  63.42  2101032.0  63.11  63.11
245 185  63.53  63.37  1364804.0  63.53  63.53
63.53
         close   open     volume   high    low
day sid                                       
244 216  75.78  77.04  1756851.0  75.78  75.78
245 216  74.70  75.98  2345066.0  74.70  74.70
74.7
         close  open      volume   high    low
day sid                                       
244 239  57.74  56.9  12412724.0  57.74  57.74
245 239  58.18  58.0   4836157.0  58.18  58.18
58.18
         close   open      volume   high    low
day sid                                        
244 328  45.75  44.07  13293852.0  45.75  45.75
245 328  45.03  44.67   4913089.0  45.03  45.03
45.03
          close   open      volume    high     low
day sid                                           
244 337  19.980  19.93  25973522.0  19.980  19.980
245 337  19.873  19.98  13953006.0  19.873  19.873
19.873
         close   open     volume   high    low
day sid                                       
244 357  85.58  84.82  2417898.0  85.58  85.58
245 357  85.89  86.01  2033424.0  85.89  85.89
85.89
          close   open     volume    high     low
day sid                                          
244 368  160.23  159.5  2606596.0  160.23  160.23
245 368  162.11  161.5  2266657.0  162.11  162.11
162.11
         close   open     volume   high    low
day sid                                       
244 438  98.41  96.88  1094982.0  98.41  98.41
245 438  98.82  98.50   618792.0  98.82  98.82
98.82
         close   open     volume   high    low
day sid                                       
244 448  68.47  68.44  1848256.0  68.47  68.47
245 448  68.55  68.50  2801909.0  68.55  68.55
68.55
         close   open     volume   high    low
day sid                                       
244 455  93.89  93.93  1791742.0  93.89  93.89
245 455  93.73  94.43  3869118.0  93.73  93.73
93.73
          close    open     volume    high     low
day sid                                           
244 460  146.59  143.75  1372941.0  146.59  146.59
245 460  147.55  147.93   933776.0  147.55  147.55
147.55
          close     open    volume    high     low
day sid                                           
244 559  128.58  127.030  705946.0  128.58  128.58
245 559  128.52  128.699  381721.0  128.52  128.52
128.52
         close   open     volume   high    low
day sid                                       
244 630  86.03  84.53  1700185.0  86.03  86.03
245 630  86.49  86.46  1555247.0  86.49  86.49
86.49
         close   open      volume  high   low
day sid                                      
244 660   8.15  8.170  16866712.0  8.15  8.15
245 660   8.17  8.109  13680863.0  8.17  8.17
8.17
          close   open     volume    high     low
day sid                                          
244 679  77.690  77.85  3352875.0  77.690  77.690
245 679  78.275  77.96  3434232.0  78.275  78.275
78.275
          close    open    volume    high     low
day sid                                          
244 693  678.82  675.06  197505.0  678.82  678.82
245 693  684.36  683.00  114163.0  684.36  684.36
684.36
          close    open     volume    high     low
day sid                                           
244 698  144.65  144.41  2993668.0  144.65  144.65
245 698  144.07  143.85  7792547.0  144.07  144.07
144.07
         close   open      volume   high    low
day sid                                        
244 700  16.10  16.00  73591988.0  16.10  16.10
245 700  16.45  16.14  72890336.0  16.45  16.45
16.45
         close   open     volume   high    low
day sid                                       
244 734  69.43  68.91  1718832.0  69.43  69.43
245 734  69.94  69.51  1718839.0  69.94  69.94
69.94
         close   open     volume   high    low
day sid                                       
244 739  71.41  70.53  1919441.0  71.41  71.41
245 739  72.01  71.62  1056459.0  72.01  72.01
72.01
         close   open     volume   high    low
day sid                                       
244 754  35.18  34.76  2740179.0  35.18  35.18
245 754  35.65  35.18  2387921.0  35.65  35.65
35.65
          close    open    volume    high     low
day sid                                          
244 779  169.52  168.04  470062.0  169.52  169.52
245 779  170.98  169.70  296994.0  170.98  170.98
170.98
          close    open    volume    high     low
day sid                                          
244 794  142.19  141.05  560985.0  142.19  142.19
245 794  143.93  142.86  796939.0  143.93  143.93
143.93
         close   open     volume   high    low
day sid                                       
244 812  52.13  51.95  2292258.0  52.13  52.13
245 812  52.41  52.42  1975131.0  52.41  52.41
52.41
         close   open     volume   high    low
day sid                                       
244 858  69.02  68.48  1908296.0  69.02  69.02
245 858  69.12  69.27  1487578.0  69.12  69.12
69.12
         close   open     volume   high    low
day sid                                       
244 903  42.73  42.61  2777002.0  42.73  42.73
245 903  43.28  42.77  3196668.0  43.28  43.28
43.28
          close   open     volume    high     low
day sid                                          
244 980  64.680  64.28  3760445.0  64.680  64.680
245 980  65.319  64.75  3943651.0  65.319  65.319
65.319
           close   open      volume    high     low
day sid                                            
244 1131  17.740  17.85  20393009.0  17.740  17.740
245 1131  17.875  17.86   8596189.0  17.875  17.875
17.875
          close   open     volume   high    low
day sid                                        
244 1209  31.85  31.86  1783085.0  31.85  31.85
245 1209  31.80  31.83  1540634.0  31.80  31.80
31.8
          close   open     volume   high    low
day sid                                        
244 1228  36.55  36.10  1284845.0  36.55  36.55
245 1228  37.13  36.58  1844649.0  37.13  37.13
37.13
          close   open     volume   high    low
day sid                                        
244 1267  87.36  87.69  3757555.0  87.36  87.36
245 1267  87.28  87.73  2393041.0  87.28  87.28
87.28
          close   open    volume   high    low
day sid                                       
244 1274  99.03  98.52  967904.0  99.03  99.03
245 1274  99.30  99.25  510456.0  99.30  99.30
99.3
          close   open     volume   high    low
day sid                                        
244 1287  49.89  47.90  1946917.0  49.89  49.89
245 1287  49.78  49.97   992519.0  49.78  49.78
49.78
          close   open     volume   high    low
day sid                                        
244 1332  46.04  44.69  3244705.0  46.04  46.04
245 1332  45.64  45.97  1654634.0  45.64  45.64
45.64
          close   open      volume   high    low
day sid                                         
244 1335  53.76  53.64  11783944.0  53.76  53.76
245 1335  54.16  53.85  14743861.0  54.16  54.16
54.16
          close   open     volume   high    low
day sid                                        
244 1376  85.54  84.53  2394927.0  85.54  85.54
245 1376  85.62  85.77  1458868.0  85.62  85.62
85.62
           close    open     volume    high     low
day sid                                            
244 1406  110.52  108.06  5586484.0  110.52  110.52
245 1406  109.87  111.08  3973971.0  109.87  109.87
109.87
          close   open     volume   high    low
day sid                                        
244 1419  72.10  72.32   916667.0  72.10  72.10
245 1419  73.06  72.30  1130566.0  73.06  73.06
73.06
           close    open     volume    high     low
day sid                                            
244 1539  125.44  125.64  1892772.0  125.44  125.44
245 1539  126.69  126.07  1665533.0  126.69  126.69
126.69
          close   open     volume   high    low
day sid                                        
244 1582  67.66  67.28  2744418.0  67.66  67.66
245 1582  67.86  67.83  1986121.0  67.86  67.86
67.86
          close  open     volume  high   low
day sid                                     
244 1595   5.70  6.05  9303271.0  5.70  5.70
245 1595   5.86  5.78  5885601.0  5.86  5.86
5.86
           close    open     volume    high     low
day sid                                            
244 1616  106.18  106.97  1069576.0  106.18  106.18
245 1616  106.49  106.51   782568.0  106.49  106.49
106.49
          close   open    volume   high    low
day sid                                       
244 1620  47.35  47.64  751766.0  47.35  47.35
245 1620  48.28  47.47  854790.0  48.28  48.28
48.28
          close   open      volume   high    low
day sid                                         
244 1637  58.38  57.80  13436671.0  58.38  58.38
245 1637  58.78  60.05  18969271.0  58.78  58.78
58.78
          close   open     volume   high    low
day sid                                        
244 1665  34.24  34.06  2417322.0  34.24  34.24
245 1665  34.35  34.23  2238045.0  34.35  34.35
34.35
              close       open     volume       high        low
day sid                                                        
244 1746  33.910233  33.770315  4341182.0  33.910233  33.910233
245 1746  34.310000  34.100122  4451167.0  34.310000  34.310000
34.31
           close    open    volume    high     low
day sid                                           
244 1769  177.94  178.19  224693.0  177.94  177.94
245 1769  179.03  178.53  254776.0  179.03  179.03
179.03
           close    open     volume    high     low
day sid                                            
244 1787  145.40  143.46  1113609.0  145.40  145.40
245 1787  145.74  145.39   996189.0  145.74  145.74
145.74
          close   open      volume   high    low
day sid                                         
244 1900  29.12  28.81  16833466.0  29.12  29.12
245 1900  29.17  29.08  14299491.0  29.17  29.17
29.17
          close   open      volume   high    low
day sid                                         
244 1937  37.45  36.42  14506301.0  37.45  37.45
245 1937  36.60  37.46  18943866.0  36.60  36.60
36.6
          close   open     volume   high    low
day sid                                        
244 1960  36.14  36.16  2019155.0  36.14  36.14
245 1960  36.01  36.15  2357220.0  36.01  36.01
36.01
           close    open     volume    high     low
day sid                                            
244 1985  141.10  139.32  1885102.0  141.10  141.10
245 1985  141.09  141.06  1582700.0  141.09  141.09
141.09
          close   open     volume   high    low
day sid                                        
244 2071  71.70  71.80  1787402.0  71.70  71.70
245 2071  71.75  71.45  1901897.0  71.75  71.75
71.75
          close   open     volume   high    low
day sid                                        
244 2119  74.04  73.97  2585045.0  74.04  74.04
245 2119  74.04  74.30  2429007.0  74.04  74.04
74.04
          close   open     volume   high    low
day sid                                        
244 2127  91.36  91.00  2222815.0  91.36  91.36
245 2127  90.89  91.38  2115446.0  90.89  90.89
90.89
          close   open     volume   high    low
day sid                                        
244 2170  82.52  82.09  2273794.0  82.52  82.52
245 2170  82.68  82.60  1667024.0  82.68  82.68
82.68
           close    open     volume    high     low
day sid                                            
244 2190  110.51  109.95  5016331.0  110.51  110.51
245 2190  111.02  111.48  6064069.0  111.02  111.02
111.02
          close   open     volume   high    low
day sid                                        
244 2262  75.29  75.72  2140250.0  75.29  75.29
245 2262  75.51  75.33  1327403.0  75.51  75.51
75.51
          close   open     volume   high    low
day sid                                        
244 2263  51.68  51.26  4557317.0  51.68  51.68
245 2263  51.65  51.84  3717524.0  51.65  51.65
51.65
           close   open     volume    high     low
day sid                                           
244 2298  25.790  25.53  3404603.0  25.790  25.790
245 2298  25.615  25.82  3035658.0  25.615  25.615
25.615
          close   open     volume   high    low
day sid                                        
244 2351  77.89  77.71  2469456.0  77.89  77.89
245 2351  77.97  77.90  2290848.0  77.97  77.97
77.97
          close   open     volume   high    low
day sid                                        
244 2368  68.60  67.90  4584889.0  68.60  68.60
245 2368  69.03  68.78  2520547.0  69.03  69.03
69.03
           close    open     volume    high     low
day sid                                            
244 2427  113.95  112.28  1242919.0  113.95  113.95
245 2427  113.98  114.25   803363.0  113.98  113.98
113.98
          close   open     volume   high    low
day sid                                        
244 2434  61.65  61.52  1686810.0  61.65  61.65
245 2434  62.10  61.64  1347218.0  62.10  62.10
62.1
           close   open      volume    high     low
day sid                                            
244 2518  27.115  27.00  11222577.0  27.115  27.115
245 2518  27.200  27.12   8037894.0  27.200  27.200
27.2
          close   open     volume   high    low
day sid                                        
244 2530  59.33  59.04  2469470.0  59.33  59.33
245 2530  59.49  59.59  3282007.0  59.49  59.49
59.49
          close   open     volume   high    low
day sid                                        
244 2564  98.90  99.21  2948603.0  98.90  98.90
245 2564  99.36  99.11  6722364.0  99.36  99.36
99.36
          close   open     volume   high    low
day sid                                        
244 2587  90.00  90.15  1352698.0  90.00  90.00
245 2587  89.67  90.01   703189.0  89.67  89.67
89.67
          close   open     volume   high    low
day sid                                        
244 2602  59.33  58.25  1892769.0  59.33  59.33
245 2602  59.32  59.52  3056391.0  59.32  59.32
59.32
          close   open     volume   high    low
day sid                                        
244 2618  86.51  86.95  2303783.0  86.51  86.51
245 2618  87.40  86.47  1952445.0  87.40  87.40
87.4
          close   open     volume   high    low
day sid                                        
244 2621  27.37  26.92  7161439.0  27.37  27.37
245 2621  26.79  27.46  3980491.0  26.79  26.79
26.79
          close   open     volume   high    low
day sid                                        
244 2633  70.52  69.27  2843944.0  70.52  70.52
245 2633  70.81  70.55  2320713.0  70.81  70.81
70.81
          close   open    volume   high    low
day sid                                       
244 2637  77.17  77.20  633888.0  77.17  77.17
245 2637  77.83  77.18  685873.0  77.83  77.83
77.83
          close   open      volume   high    low
day sid                                         
244 2673  15.80  15.90  19029173.0  15.80  15.80
245 2673  15.78  15.81  13984610.0  15.78  15.78
15.78
          close   open     volume   high    low
day sid                                        
244 2696  42.84  42.71  2102355.0  42.84  42.84
245 2696  43.15  42.83  1794599.0  43.15  43.15
43.15
          close   open     volume   high    low
day sid                                        
244 2754  65.06  64.16  2978385.0  65.06  65.06
245 2754  65.31  65.11  1751445.0  65.31  65.31
65.31
          close   open    volume   high    low
day sid                                       
244 2760  78.53  78.27  289117.0  78.53  78.53
245 2760  78.43  78.52  168051.0  78.43  78.43
78.43
           close    open    volume    high     low
day sid                                           
244 2765  171.71  170.00  919000.0  171.71  171.71
245 2765  172.36  171.61  737204.0  172.36  172.36
172.36
          close   open     volume   high    low
day sid                                        
244 2855  20.24  20.08  8416066.0  20.24  20.24
245 2855  20.44  20.27  6073655.0  20.44  20.44
20.44
          close  open      volume  high   low
day sid                                      
244 2938   5.21  5.15  10420371.0  5.21  5.21
245 2938   5.15  5.20  26845575.0  5.15  5.15
5.15
           close    open     volume    high     low
day sid                                            
244 2968  101.86  101.00  1745422.0  101.86  101.86
245 2968  102.76  101.85  1582067.0  102.76  102.76
102.76
           close    open     volume    high     low
day sid                                            
244 3136  140.10  137.82  1497067.0  140.10  140.10
245 3136  140.56  139.84  1388453.0  140.56  140.56
140.56
          close   open      volume   high    low
day sid                                         
244 3149  27.31  27.09  24241392.0  27.31  27.31
245 3149  27.28  27.36  21817461.0  27.28  27.28
27.28
           close    open      volume    high     low
day sid                                             
244 3212  105.02  103.20  19368783.0  105.02  105.02
245 3212  105.66  105.65   9048641.0  105.66  105.66
105.66
           close   open     volume    high     low
day sid                                           
244 3214  55.695  55.51  1586114.0  55.695  55.695
245 3214  55.850  55.73  1218175.0  55.850  55.850
55.85
          close   open     volume   high    low
day sid                                        
244 3241  21.43  21.02  9309019.0  21.43  21.43
245 3241  21.43  21.45  5876298.0  21.43  21.43
21.43
           close   open     volume    high     low
day sid                                           
244 3321  40.165  39.80  1629415.0  40.165  40.165
245 3321  40.065  40.09  1507621.0  40.065  40.065
40.065
          close   open     volume   high    low
day sid                                        
244 3384  28.39  28.60  4717384.0  28.39  28.39
245 3384  28.34  28.38  2866191.0  28.34  28.34
28.34
           close    open    volume    high     low
day sid                                           
244 3421  248.91  249.02  356310.0  248.91  248.91
245 3421  248.78  249.01  303239.0  248.78  248.78
248.78
          close   open     volume   high    low
day sid                                        
244 3443  49.11  48.89  9310089.0  49.11  49.11
245 3443  49.21  49.29  9082613.0  49.21  49.21
49.21
           close    open     volume    high     low
day sid                                            
244 3450  141.13  137.24  1246905.0  141.13  141.13
245 3450  141.81  140.73  1163436.0  141.81  141.81
141.81
           close    open     volume    high     low
day sid                                            
244 3455  126.42  130.59  2351359.0  126.42  126.42
245 3455  127.30  126.27  1080305.0  127.30  127.30
127.3
          close   open     volume   high    low
day sid                                        
244 3472  10.89  10.96  4278204.0  10.89  10.89
245 3472  11.05  10.92  6320601.0  11.05  11.05
11.05
           close   open     volume    high     low
day sid                                           
244 3488  72.230  72.25  1624212.0  72.230  72.230
245 3488  72.115  72.59  1213821.0  72.115  72.115
72.115
          close   open     volume  high   low
day sid                                      
244 3490   40.6  40.26  3001668.0  40.6  40.6
245 3490   40.7  40.81  2422187.0  40.7  40.7
40.7
           close    open     volume    high     low
day sid                                            
244 3496  109.50  106.98  5521830.0  109.50  109.50
245 3496  110.06  109.94  2808530.0  110.06  110.06
110.06
           close   open     volume    high     low
day sid                                           
244 3499  56.581  56.69  1631171.0  56.581  56.581
245 3499  56.690  56.78  2079246.0  56.690  56.690
56.69
          close   open     volume   high    low
day sid                                        
244 3620  39.70  38.78  1864896.0  39.70  39.70
245 3620  38.94  39.78  1270280.0  38.94  38.94
38.94
          close   open     volume   high    low
day sid                                        
244 3642  86.54  86.20  2806807.0  86.54  86.54
245 3642  86.21  86.14  2135441.0  86.21  86.21
86.21
          close   open     volume   high    low
day sid                                        
244 3647  78.45  77.72  1281320.0  78.45  78.45
245 3647  77.52  78.88   830754.0  77.52  77.52
77.52
           close   open     volume    high     low
day sid                                           
244 3695  93.591  92.31  1936877.0  93.591  93.591
245 3695  94.230  93.87  1129768.0  94.230  94.230
94.23
           close    open    volume    high     low
day sid                                           
244 3718  166.30  167.00  817391.0  166.30  166.30
245 3718  168.65  166.29  818674.0  168.65  168.65
168.65
           close  open     volume    high     low
day sid                                          
244 3735  33.790  33.2  7186437.0  33.790  33.790
245 3735  33.655  33.8  4104071.0  33.655  33.655
33.655
           close    open     volume    high     low
day sid                                            
244 3766  173.57  173.20  2588799.0  173.57  173.57
245 3766  174.00  174.47  2983210.0  174.00  174.00
174.0
           close    open     volume    high     low
day sid                                            
244 3806  386.15  377.52  1887539.0  386.15  386.15
245 3806  386.00  389.45  1143339.0  386.00  386.00
386.0
          close       open      volume   high    low
day sid                                             
244 3951  33.19  32.395743  24418807.0  33.19  33.19
245 3951  33.19  33.031149  17533444.0  33.19  33.19
33.19
          close   open     volume   high    low
day sid                                        
244 3971  54.00  53.94  1898737.0  54.00  54.00
245 3971  53.73  53.81  1792452.0  53.73  53.73
53.73
          close   open     volume   high    low
day sid                                        
244 4010  66.82  65.98  1420481.0  66.82  66.82
245 4010  66.90  66.97  1054692.0  66.90  66.90
66.9
          close   open     volume   high    low
day sid                                        
244 4031  58.25  57.75  2198491.0  58.25  58.25
245 4031  59.62  60.00  4744825.0  59.62  59.62
59.62
          close   open     volume   high    low
day sid                                        
244 4080  95.03  94.07  1611349.0  95.03  95.03
245 4080  95.60  95.33  1008871.0  95.60  95.60
95.6
           close   open     volume    high     low
day sid                                           
244 4117  51.100  50.66  2549813.0  51.100  51.100
245 4117  51.045  51.16  1426823.0  51.045  51.045
51.045
          close  open     volume   high    low
day sid                                       
244 4118  8.435  8.31  7084481.0  8.435  8.435
245 4118  8.370  8.45  9370973.0  8.370  8.370
8.37
           close    open     volume    high     low
day sid                                            
244 4151  100.12   99.62  5255904.0  100.12  100.12
245 4151  100.35  100.33  4766528.0  100.35  100.35
100.35
          close   open     volume   high    low
day sid                                        
244 4192  63.89  63.42  1178108.0  63.89  63.89
245 4192  64.14  63.87  1992482.0  64.14  64.14
64.14
          close   open     volume   high    low
day sid                                        
244 4221  14.39  14.52  6032100.0  14.39  14.39
245 4221  14.62  14.50  6527418.0  14.62  14.62
14.62
          close   open    volume   high    low
day sid                                       
244 4246  60.08  59.11  764448.0  60.08  60.08
245 4246  60.28  60.17  554451.0  60.28  60.28
60.28
           close    open     volume    high     low
day sid                                            
244 4263  111.01  109.72   931924.0  111.01  111.01
245 4263  110.44  111.17  1190666.0  110.44  110.44
110.44
          close   open     volume   high    low
day sid                                        
244 4283  40.91  40.58  9559824.0  40.91  40.91
245 4283  40.96  40.88  8344941.0  40.96  40.96
40.96
           close   open     volume    high     low
day sid                                           
244 4297  70.120  69.05  4569940.0  70.120  70.120
245 4297  69.985  70.07  2263688.0  69.985  69.985
69.985
          close   open     volume   high    low
day sid                                        
244 4313  73.08  71.59  1956855.0  73.08  73.08
245 4313  73.14  73.12  1495300.0  73.14  73.14
73.14
           close    open     volume    high     low
day sid                                            
244 4315  103.70  103.27  1067538.0  103.70  103.70
245 4315  103.44  103.89   572242.0  103.44  103.44
103.44
          close   open     volume   high    low
day sid                                        
244 4417  46.80  45.72  2432508.0  46.80  46.80
245 4417  46.37  46.94  1867069.0  46.37  46.37
46.37
          close   open     volume   high    low
day sid                                        
244 4485  46.99  46.43  1480804.0  46.99  46.99
245 4485  47.03  47.21  1516495.0  47.03  47.03
47.03
          close   open     volume   high    low
day sid                                        
244 4487  73.12  72.26  5895547.0  73.12  73.12
245 4487  73.04  73.25  3531211.0  73.04  73.04
73.04
          close   open     volume   high    low
day sid                                        
244 4498  57.47  56.93  2291671.0  57.47  57.47
245 4498  58.01  57.51  1854802.0  58.01  58.01
58.01
          close   open     volume   high    low
day sid                                        
244 4521  70.71  67.67  8597107.0  70.71  70.71
245 4521  71.25  70.89  3707910.0  71.25  71.25
71.25
          close   open     volume   high    low
day sid                                        
244 4537  77.23  76.09  1097979.0  77.23  77.23
245 4537  76.88  77.20   852655.0  76.88  76.88
76.88
          close   open     volume   high    low
day sid                                        
244 4564  91.65  89.80  1008660.0  91.65  91.65
245 4564  90.55  91.62   858975.0  90.55  90.55
90.55
          close   open     volume   high    low
day sid                                        
244 4589  42.59  40.83  7119933.0  42.59  42.59
245 4589  41.82  42.57  4850592.0  41.82  41.82
41.82
           close   open     volume    high     low
day sid                                           
244 4664  56.230  57.65  1212182.0  56.230  56.230
245 4664  57.675  56.79  2183643.0  57.675  57.675
57.675
          close   open     volume   high    low
day sid                                        
244 4665  27.13  26.48  3725783.0  27.13  27.13
245 4665  27.39  27.16  3773667.0  27.39  27.39
27.39
          close   open     volume   high    low
day sid                                        
244 4668  28.02  28.15  4044780.0  28.02  28.02
245 4668  27.84  28.05  3083584.0  27.84  27.84
27.84
           close   open     volume    high     low
day sid                                           
244 4707  97.800  96.73  4891915.0  97.800  97.800
245 4707  96.135  96.57  7329826.0  96.135  96.135
96.135
           close   open     volume    high     low
day sid                                           
244 4758  75.590  74.01  5211621.0  75.590  75.590
245 4758  75.891  76.00  2742461.0  75.891  75.891
75.891
           close    open     volume    high     low
day sid                                            
244 4799  100.45  100.93  5606373.0  100.45  100.45
245 4799  100.13  100.57  2805701.0  100.13  100.13
100.13
          close   open      volume   high    low
day sid                                         
244 4831  21.38  21.30   9406121.0  21.38  21.38
245 4831  21.26  20.91  22081269.0  21.26  21.26
21.26
           close    open    volume    high     low
day sid                                           
244 4849  104.21  104.98  857888.0  104.21  104.21
245 4849  105.74  104.39  960156.0  105.74  105.74
105.74
          close   open     volume   high    low
day sid                                        
244 4914  56.65  56.50  1378340.0  56.65  56.65
245 4914  57.08  56.66  1420517.0  57.08  57.08
57.08
           close    open     volume    high     low
day sid                                            
244 4922  157.62  156.79  1675397.0  157.62  157.62
245 4922  159.05  158.40  1756716.0  159.05  159.05
159.05
          close   open     volume   high    low
day sid                                        
244 4954  50.65  50.12  5125653.0  50.65  50.65
245 4954  50.69  50.90  4090465.0  50.69  50.69
50.69
            close    open    volume     high      low
day sid                                              
244 4963  177.604  174.58  716994.0  177.604  177.604
245 4963  178.960  178.87  464153.0  178.960  178.960
178.96
           close   open     volume    high     low
day sid                                           
244 4974  60.260  60.12  1005106.0  60.260  60.260
245 4974  60.675  60.37   852348.0  60.675  60.675
60.675
          close   open     volume   high    low
day sid                                        
244 5029  59.86  59.76  7942224.0  59.86  59.86
245 5029  60.65  60.14  7845250.0  60.65  60.65
60.65
          close   open     volume   high    low
day sid                                        
244 5035  30.77  31.11  4832939.0  30.77  30.77
245 5035  31.09  30.95  7480295.0  31.09  31.09
31.09
          close   open      volume   high    low
day sid                                         
244 5061  48.65  48.58  32389494.0  48.65  48.65
245 5061  48.24  48.37  30328340.0  48.24  48.24
48.24
           close   open      volume    high     low
day sid                                            
244 5121  29.000  28.31  15236639.0  29.000  29.000
245 5121  28.665  29.07  11015733.0  28.665  28.665
28.665
          close   open     volume   high    low
day sid                                        
244 5126  46.54  47.51  2348743.0  46.54  46.54
245 5126  46.47  46.50  2289013.0  46.47  46.47
46.47
          close   open     volume   high    low
day sid                                        
244 5149  33.10  32.91  2288821.0  33.10  33.10
245 5149  33.09  33.26   998667.0  33.09  33.09
33.09
          close   open     volume   high    low
day sid                                        
244 5166  73.85  72.72  7079918.0  73.85  73.85
245 5166  73.04  74.20  2960857.0  73.04  73.04
73.04
          close   open     volume   high    low
day sid                                        
244 5213  50.24  50.76  2107234.0  50.24  50.24
245 5213  50.98  50.36  3330526.0  50.98  50.98
50.98
           close   open     volume    high     low
day sid                                           
244 5214  16.500  16.60  7555672.0  16.500  16.500
245 5214  16.475  16.57  4486770.0  16.475  16.475
16.475
          close   open      volume   high    low
day sid                                         
244 5249  17.46  17.36  13540485.0  17.46  17.46
245 5249  17.37  17.59   8830701.0  17.37  17.37
17.37
          close   open     volume   high    low
day sid                                        
244 5261  26.48  26.17  4124781.0  26.48  26.48
245 5261  26.07  26.66  5189550.0  26.07  26.07
26.07
          close   open     volume   high    low
day sid                                        
244 5310  43.85  43.48  1696415.0  43.85  43.85
245 5310  44.14  43.88   909275.0  44.14  44.14
44.14
           close    open     volume    high     low
day sid                                            
244 5328  100.77   99.88  2857985.0  100.77  100.77
245 5328  100.82  101.00  1803184.0  100.82  100.82
100.82
           close   open     volume    high     low
day sid                                           
244 5343  47.685  48.17   999459.0  47.685  47.685
245 5343  49.580  47.80  2996821.0  49.580  49.580
49.58
          close   open     volume   high    low
day sid                                        
244 5382  76.12  75.43  1517224.0  76.12  76.12
245 5382  76.06  76.26  1107079.0  76.06  76.06
76.06
           close    open    volume    high     low
day sid                                           
244 5387  155.95  154.87  852886.0  155.95  155.95
245 5387  155.80  156.18  779323.0  155.80  155.80
155.8
           close    open     volume    high     low
day sid                                            
244 5442  103.18  101.54  1830799.0  103.18  103.18
245 5442  103.78  103.65  2366018.0  103.78  103.78
103.78
          close   open     volume   high    low
day sid                                        
244 5488  48.99  49.30  1673827.0  48.99  48.99
245 5488  49.22  49.26  2170437.0  49.22  49.22
49.22
          close   open    volume   high    low
day sid                                       
244 5629  55.01  55.16  797767.0  55.01  55.01
245 5629  54.44  55.10  451393.0  54.44  54.44
54.44
          close   open     volume   high    low
day sid                                        
244 5634  48.66  48.12  1073864.0  48.66  48.66
245 5634  48.13  48.65  1145473.0  48.13  48.13
48.13
          close   open    volume   high    low
day sid                                       
244 5651  76.71  76.22  690623.0  76.71  76.71
245 5651  77.05  76.99  666381.0  77.05  77.05
77.05
          close   open     volume   high    low
day sid                                        
244 5692  44.37  43.44  9835932.0  44.37  44.37
245 5692  44.60  44.55  8237930.0  44.60  44.60
44.6
          close   open     volume   high    low
day sid                                        
244 5729  80.50  79.96  2617240.0  80.50  80.50
245 5729  80.03  80.59  2362675.0  80.03  80.03
80.03
          close   open     volume   high    low
day sid                                        
244 5767  48.84  48.51  1531167.0  48.84  48.84
245 5767  49.39  48.95  2739430.0  49.39  49.39
49.39
          close  open     volume   high    low
day sid                                       
244 5787  65.56  65.4  1448649.0  65.56  65.56
245 5787  66.06  65.8  1147770.0  66.06  66.06
66.06
          close   open     volume   high    low
day sid                                        
244 5792  53.50  52.94  1933248.0  53.50  53.50
245 5792  53.68  53.44  3861869.0  53.68  53.68
53.68
           close    open    volume    high     low
day sid                                           
244 5822  208.82  207.93  374632.0  208.82  208.82
245 5822  208.84  208.94  386500.0  208.84  208.84
208.84
          close   open     volume   high    low
day sid                                        
244 5862  41.95  41.34  2322732.0  41.95  41.95
245 5862  42.70  42.02  2826797.0  42.70  42.70
42.7
          close   open     volume   high    low
day sid                                        
244 5885  95.57  95.16  3542292.0  95.57  95.57
245 5885  95.95  95.45  3090186.0  95.95  95.95
95.95
          close   open      volume   high    low
day sid                                         
244 5923  34.07  33.86  17669384.0  34.07  34.07
245 5923  34.32  34.11  18112930.0  34.32  34.32
34.32
          close   open     volume   high    low
day sid                                        
244 5938  80.27  79.76  6018038.0  80.27  80.27
245 5938  80.34  80.48  6241037.0  80.34  80.34
80.34
           close   open     volume    high     low
day sid                                           
244 5950  26.960  26.75  2257758.0  26.960  26.960
245 5950  27.145  26.99  3837839.0  27.145  27.145
27.145
           close    open     volume    high     low
day sid                                            
244 5956  120.69  120.09  1103744.0  120.69  120.69
245 5956  121.64  120.96  1017920.0  121.64  121.64
121.64
          close   open     volume   high    low
day sid                                        
244 5969  19.61  19.39  4472158.0  19.61  19.61
245 5969  19.49  19.69  3228695.0  19.49  19.49
19.49
          close   open     volume   high    low
day sid                                        
244 6068  91.98  92.33  1111195.0  91.98  91.98
245 6068  93.25  92.22  1179449.0  93.25  93.25
93.25
          close   open    volume   high    low
day sid                                       
244 6082  62.10  62.49  946253.0  62.10  62.10
245 6082  62.35  62.31  601266.0  62.35  62.35
62.35
           close    open    volume    high     low
day sid                                           
244 6116  224.45  221.73  581233.0  224.45  224.45
245 6116  225.06  224.88  401813.0  225.06  225.06
225.06
          close   open     volume   high    low
day sid                                        
244 6119  34.20  34.12  4363241.0  34.20  34.20
245 6119  34.46  34.22  2843254.0  34.46  34.46
34.46
           close    open     volume    high     low
day sid                                            
244 6161  186.19  186.80  1897073.0  186.19  186.19
245 6161  187.75  186.28  1090401.0  187.75  187.75
187.75
           close    open     volume    high     low
day sid                                            
244 6257  103.86  103.98  1145060.0  103.86  103.86
245 6257  105.66  104.15   675606.0  105.66  105.66
105.66
           close    open    volume    high     low
day sid                                           
244 6272  122.74  122.25  954211.0  122.74  122.74
245 6272  122.26  123.01  624224.0  122.26  122.26
122.26
          close   open     volume   high    low
day sid                                        
244 6295  68.41  68.31  6104381.0  68.41  68.41
245 6295  69.06  68.45  6229875.0  69.06  69.06
69.06
          close  open      volume  high   low
day sid                                      
244 6330   7.98  7.77  14126033.0  7.98  7.98
245 6330   8.13  8.05  17985474.0  8.13  8.13
8.13
           close    open    volume    high     low
day sid                                           
244 6413  471.16  463.02  481291.0  471.16  471.16
245 6413  474.09  473.45  383755.0  474.09  474.09
474.09
           close    open     volume    high     low
day sid                                            
244 6536  121.24  119.15  1112390.0  121.24  121.24
245 6536  122.25  121.50   765125.0  122.25  122.25
122.25
           close    open    volume    high     low
day sid                                           
244 6546  101.70   99.14  942332.0  101.70  101.70
245 6546  101.29  101.61  634792.0  101.29  101.29
101.29
           close    open     volume    high     low
day sid                                            
244 6583  105.06  104.18   999538.0  105.06  105.06
245 6583  106.41  105.62  1501993.0  106.41  106.41
106.41
          close   open      volume   high    low
day sid                                         
244 6653  34.42  34.56  28677672.0  34.42  34.42
245 6653  34.53  34.41  18684879.0  34.53  34.53
34.53
              close       open     volume       high        low
day sid                                                        
244 6683  50.120508  49.791554  5119312.0  50.120508  50.120508
245 6683  50.280000  50.140444  6056164.0  50.280000  50.280000
50.28
          close   open     volume   high    low
day sid                                        
244 6704  30.71  30.67  3754599.0  30.71  30.71
245 6704  31.36  30.75  7270555.0  31.36  31.36
31.36
          close   open     volume   high    low
day sid                                        
244 6769  46.92  45.79  2832575.0  46.92  46.92
245 6769  47.43  46.96  1583671.0  47.43  47.43
47.43
           close    open    volume    high     low
day sid                                           
244 6868  282.05  279.58  375452.0  282.05  282.05
245 6868  279.99  282.24  393316.0  279.99  279.99
279.99
           close    open    volume    high     low
day sid                                           
244 6872  138.93  138.96  731367.0  138.93  138.93
245 6872  138.95  138.82  489234.0  138.95  138.95
138.95
          close   open     volume   high    low
day sid                                        
244 6928  92.99  94.48  5850848.0  92.99  92.99
245 6928  92.98  94.18  4099508.0  92.98  92.98
92.98
           close    open    volume    high     low
day sid                                           
244 6992  139.51  137.95  694891.0  139.51  139.51
245 6992  141.33  140.11  594338.0  141.33  141.33
141.33
          close   open     volume   high    low
day sid                                        
244 7011  44.82  44.24  5362078.0  44.82  44.82
245 7011  44.97  44.90  3968100.0  44.97  44.97
44.97
           close    open     volume    high     low
day sid                                            
244 7041  102.10  101.85  1513486.0  102.10  102.10
245 7041  102.19  102.18  1215083.0  102.19  102.19
102.19
          close   open     volume   high    low
day sid                                        
244 7061  16.50  16.27  6030384.0  16.50  16.50
245 7061  16.71  16.49  3866923.0  16.71  16.71
16.71
          close   open     volume   high    low
day sid                                        
244 7139  77.65  77.84   991798.0  77.65  77.65
245 7139  78.74  77.90  1409670.0  78.74  78.74
78.74
          close   open     volume   high    low
day sid                                        
244 7152  41.67  41.75  2439092.0  41.67  41.67
245 7152  42.42  41.73  2543667.0  42.42  42.42
42.42
          close   open     volume   high    low
day sid                                        
244 7156  71.46  70.73  1616331.0  71.46  71.46
245 7156  72.58  71.64  1573259.0  72.58  72.58
72.58
          close   open     volume   high    low
day sid                                        
244 7178  93.39  92.81  1020514.0  93.39  93.39
245 7178  93.61  93.65   848840.0  93.61  93.61
93.61
           close   open    volume    high     low
day sid                                          
244 7242   99.32  98.99  584392.0   99.32   99.32
245 7242  100.55  99.48  908246.0  100.55  100.55
100.55
           close   open      volume    high     low
day sid                                            
244 7244  28.760  27.91  10664120.0  28.760  28.760
245 7244  28.865  28.80   6639165.0  28.865  28.865
28.865
          close   open     volume   high    low
day sid                                        
244 7272  25.13  24.99  2435039.0  25.13  25.13
245 7272  25.32  25.03  2651426.0  25.32  25.32
25.32
          close   open     volume   high    low
day sid                                        
244 7285  37.16  37.12  3560943.0  37.16  37.16
245 7285  36.66  36.80  5030256.0  36.66  36.66
36.66
          close   open     volume   high    low
day sid                                        
244 7447  89.17  87.66  1075661.0  89.17  89.17
245 7447  88.82  89.23   686934.0  88.82  88.82
88.82
          close    open     volume   high    low
day sid                                         
244 7457  65.55  64.849  3698990.0  65.55  65.55
245 7457  65.55  65.600  3079554.0  65.55  65.55
65.55
           close     open     volume    high     low
day sid                                             
244 7493  127.65  126.495  1557883.0  127.65  127.65
245 7493  127.77  128.240   936927.0  127.77  127.77
127.77
          close   open     volume   high    low
day sid                                        
244 7530  35.81  35.62  1860757.0  35.81  35.81
245 7530  35.76  35.97  2802145.0  35.76  35.76
35.76
          close   open     volume   high    low
day sid                                        
244 7583  28.96  27.21  5232893.0  28.96  28.96
245 7583  28.66  29.08  3234065.0  28.66  28.66
28.66
          close   open    volume   high    low
day sid                                       
244 7590  81.50  81.45  692395.0  81.50  81.50
245 7590  81.92  81.90  836871.0  81.92  81.92
81.92
          close   open     volume   high    low
day sid                                        
244 7612  89.91  85.91  1712845.0  89.91  89.91
245 7612  89.33  89.94  1326847.0  89.33  89.33
89.33
          close   open     volume   high    low
day sid                                        
244 7671  55.31  54.71  4367984.0  55.31  55.31
245 7671  55.29  55.30  2950260.0  55.29  55.29
55.29
          close   open     volume   high    low
day sid                                        
244 7674  44.41  44.07  1997409.0  44.41  44.41
245 7674  44.61  44.48  1274137.0  44.61  44.61
44.61
          close   open     volume   high    low
day sid                                        
244 7679  39.63  39.43  2506645.0  39.63  39.63
245 7679  39.88  39.65  2130427.0  39.88  39.88
39.88
          close   open     volume   high    low
day sid                                        
244 7684  40.49  39.56  5132585.0  40.49  40.49
245 7684  41.09  40.75  6727970.0  41.09  41.09
41.09
           close    open    volume    high     low
day sid                                           
244 7749  116.79  117.72  613238.0  116.79  116.79
245 7749  119.36  117.25  616481.0  119.36  119.36
119.36
           close    open     volume    high     low
day sid                                            
244 7792  113.20  112.29  4757775.0  113.20  113.20
245 7792  114.59  113.70  2788266.0  114.59  114.59
114.59
           close    open     volume    high     low
day sid                                            
244 7800  107.71  106.66  3858330.0  107.71  107.71
245 7800  108.00  108.40  4027136.0  108.00  108.00
108.0
           close    open     volume    high     low
day sid                                            
244 7883  115.41  114.59  2258500.0  115.41  115.41
245 7883  116.48  115.78  2624229.0  116.48  116.48
116.48
          close   open     volume   high    low
day sid                                        
244 7949  72.02  72.71  3792111.0  72.02  72.02
245 7949  71.25  72.34  2322100.0  71.25  71.25
71.25
          close   open     volume   high    low
day sid                                        
244 7990  58.91  57.05  5441430.0  58.91  58.91
245 7990  58.10  59.01  5905842.0  58.10  58.10
58.1
          close    open    volume   high    low
day sid                                        
244 8045  125.6  123.92  817147.0  125.6  125.6
245 8045  126.3  126.07  797192.0  126.3  126.3
126.3
          close   open     volume   high    low
day sid                                        
244 8089  83.42  82.53  1766296.0  83.42  83.42
245 8089  84.12  83.88  2023235.0  84.12  84.12
84.12
          close   open     volume   high    low
day sid                                        
244 8132  99.33  98.11  2079150.0  99.33  99.33
245 8132  99.50  99.38  1623942.0  99.50  99.50
99.5
          close   open     volume   high    low
day sid                                        
244 8140  49.60  49.04  1371383.0  49.60  49.60
245 8140  49.85  49.56  1201819.0  49.85  49.85
49.85
          close   open      volume   high    low
day sid                                         
244 8151  55.18  55.26  10515001.0  55.18  55.18
245 8151  55.73  55.27   8577573.0  55.73  55.73
55.73
          close   open     volume   high    low
day sid                                        
244 8158  48.18  48.00  3850140.0  48.18  48.18
245 8158  48.78  48.64  4254491.0  48.78  48.78
48.78
           close    open    volume    high     low
day sid                                           
244 8178  179.31  175.87  979006.0  179.31  179.31
245 8178  180.23  179.40  762499.0  180.23  180.23
180.23
          close   open     volume   high    low
day sid                                        
244 8214  51.12  51.18  3865697.0  51.12  51.12
245 8214  50.88  51.30  4422080.0  50.88  50.88
50.88
          close   open     volume   high    low
day sid                                        
244 8229  78.58  78.20  4190999.0  78.58  78.58
245 8229  79.19  78.98  5905608.0  79.19  79.19
79.19
          close   open     volume   high    low
day sid                                        
244 8326  32.00  31.39  7663108.0  32.00  32.00
245 8326  31.59  31.95  4461160.0  31.59  31.59
31.59
          close   open     volume   high    low
day sid                                        
244 8329  23.26  24.30  8360178.0  23.26  23.26
245 8329  23.74  23.47  7925256.0  23.74  23.74
23.74
          close   open     volume   high    low
day sid                                        
244 8340  37.00  37.19  2719701.0  37.00  37.00
245 8340  37.25  37.06  2631211.0  37.25  37.25
37.25
           close   open     volume    high     low
day sid                                           
244 8344  43.975  43.74  2937145.0  43.975  43.975
245 8344  44.250  44.03  1709219.0  44.250  44.250
44.25
          close   open      volume   high    low
day sid                                         
244 8347  88.84  87.85  10232059.0  88.84  88.84
245 8347  89.09  89.42   8024349.0  89.09  89.09
89.09
          close   open      volume   high    low
day sid                                         
244 8354  11.51  11.55  14835106.0  11.51  11.51
245 8354  11.78  11.55   9836784.0  11.78  11.78
11.78
          close   open    volume   high    low
day sid                                       
244 8383  60.32  59.61  963633.0  60.32  60.32
245 8383  60.58  60.72  996471.0  60.58  60.58
60.58
           close   open     volume    high     low
day sid                                           
244 8459  31.125  31.68  1996780.0  31.125  31.125
245 8459  30.985  31.16  1204875.0  30.985  30.985
30.985
          close   open      volume   high    low
day sid                                         
244 8461  16.54  15.79  36266595.0  16.54  16.54
245 8461  16.40  16.58  24755544.0  16.40  16.40
16.4
           close    open     volume    high     low
day sid                                            
244 8572  289.65  285.17  1929277.0  289.65  289.65
245 8572  289.81  290.19  1390080.0  289.81  289.81
289.81
           close    open     volume    high     low
day sid                                            
244 8580  107.63  107.38   604695.0  107.63  107.63
245 8580  107.40  107.68  1143368.0  107.40  107.40
107.4
           close    open    volume    high     low
day sid                                           
244 8655  100.58  100.33  721949.0  100.58  100.58
245 8655  101.29  100.58  648294.0  101.29  101.29
101.29
          close   open     volume   high    low
day sid                                        
244 8677  48.60  48.09  1074392.0  48.60  48.60
245 8677  48.84  48.87  1048176.0  48.84  48.84
48.84
          close   open    volume   high    low
day sid                                       
244 8816  85.03  84.55  624932.0  85.03  85.03
245 8816  85.45  85.03  576105.0  85.45  85.45
85.45
          close   open     volume  high   low
day sid                                      
244 8817   27.9  27.47  4889903.0  27.9  27.9
245 8817   27.5  28.03  5120224.0  27.5  27.5
27.5
           close    open    volume    high     low
day sid                                           
244 8857  222.27  219.00  498831.0  222.27  222.27
245 8857  222.86  221.85  281658.0  222.86  222.86
222.86
          close   open     volume   high    low
day sid                                        
244 8863  67.90  68.24  1971943.0  67.90  67.90
245 8863  68.22  68.70  1509201.0  68.22  68.22
68.22
          close   open      volume   high    low
day sid                                         
244 9038  18.83  18.29  14094695.0  18.83  18.83
245 9038  18.42  18.76  11402297.0  18.42  18.42
18.42
          close   open     volume   high    low
day sid                                        
244 9514  59.50  59.62  2033116.0  59.50  59.50
245 9514  60.52  59.51  2013258.0  60.52  60.52
60.52
          close   open     volume   high    low
day sid                                        
244 9540  74.75  74.12  1265178.0  74.75  74.75
245 9540  75.20  75.14  1057971.0  75.20  75.20
75.2
           close    open     volume    high     low
day sid                                            
244 9736  116.22  116.60   844900.0  116.22  116.22
245 9736  111.59  116.03  2722731.0  111.59  111.59
111.59
           close    open    volume    high     low
day sid                                           
244 9774  136.77  133.24  256129.0  136.77  136.77
245 9774  137.61  137.41  478579.0  137.61  137.61
137.61
          close   open     volume   high    low
day sid                                        
244 9883  23.04  22.79  3300010.0  23.04  23.04
245 9883  23.18  23.11  3222976.0  23.18  23.18
23.18
          close   open     volume   high    low
day sid                                        
244 9947  20.30  20.19  5284256.0  20.30  20.30
245 9947  20.32  20.38  3980577.0  20.32  20.32
20.32
            close   open     volume    high     low
day sid                                            
244 10187   98.28  98.86  1329151.0   98.28   98.28
245 10187  101.00  99.26  1213048.0  101.00  101.00
101.0
           close   open     volume   high    low
day sid                                         
244 10231  38.99  39.15  1511508.0  38.99  38.99
245 10231  38.98  39.09  1705147.0  38.98  38.98
38.98
            close   open     volume    high     low
day sid                                            
244 10254  22.451  22.25  3568576.0  22.451  22.451
245 10254  22.180  22.43  2575656.0  22.180  22.180
22.18
           close   open     volume   high    low
day sid                                         
244 10303  40.40  40.16  1330153.0  40.40  40.40
245 10303  40.53  40.88  1167244.0  40.53  40.53
40.53
            close    open     volume    high     low
day sid                                             
244 10528  183.94  181.76  1510925.0  183.94  183.94
245 10528  183.29  184.91  1229154.0  183.29  183.29
183.29
           close   open     volume   high    low
day sid                                         
244 10594  78.71  76.95  2552566.0  78.71  78.71
245 10594  78.64  79.00  1661453.0  78.64  78.64
78.64
           close    open     volume   high    low
day sid                                          
244 10796  147.9  143.72  1404207.0  147.9  147.9
245 10796  148.4  148.10   657153.0  148.4  148.4
148.4
           close   open    volume   high    low
day sid                                        
244 10898  60.44  60.14  592239.0  60.44  60.44
245 10898  60.11  60.69  717916.0  60.11  60.11
60.11
           close   open     volume   high    low
day sid                                         
244 10984  82.42  82.10  1423966.0  82.42  82.42
245 10984  82.44  82.61  3728709.0  82.44  82.44
82.44
            close    open     volume    high     low
day sid                                             
244 11100  143.26  142.00  2109586.0  143.26  143.26
245 11100  146.13  144.95  3407127.0  146.13  146.13
146.13
           close  open      volume  high   low
day sid                                       
244 11901   3.92  3.94  28677420.0  3.92  3.92
245 11901   3.89  3.93  26895915.0  3.89  3.89
3.89
           close   open     volume   high    low
day sid                                         
244 12087  46.98  46.88  1513143.0  46.98  46.98
245 12087  47.16  47.27  1543121.0  47.16  47.16
47.16
            close   open     volume    high     low
day sid                                            
244 12107  36.705  37.87  2071431.0  36.705  36.705
245 12107  37.710  36.90  1613246.0  37.710  37.710
37.71
           close   open     volume   high    low
day sid                                         
244 12160  81.92  81.24  2374476.0  81.92  81.92
245 12160  82.25  82.00  1666685.0  82.25  82.25
82.25
           close   open     volume   high    low
day sid                                         
244 12213  34.50  34.15  6424533.0  34.50  34.50
245 12213  34.47  34.67  7465840.0  34.47  34.47
34.47
            close    open    volume    high     low
day sid                                            
244 12350  224.91  224.33  647581.0  224.91  224.91
245 12350  225.97  225.41  436644.0  225.97  225.97
225.97
           close   open     volume   high    low
day sid                                         
244 12652  77.72  76.37  1817826.0  77.72  77.72
245 12652  77.31  77.73  1327563.0  77.31  77.31
77.31
            close   open    volume    high     low
day sid                                           
244 12691  188.99  186.8  855786.0  188.99  188.99
245 12691  189.70  189.2  644894.0  189.70  189.70
189.7
           close   open    volume   high    low
day sid                                        
244 12882  63.99  64.17  948732.0  63.99  63.99
245 12882  63.18  64.01  912347.0  63.18  63.18
63.18
            close    open     volume    high     low
day sid                                             
244 12909  119.75  119.70  1165353.0  119.75  119.75
245 12909  119.16  119.33   990032.0  119.16  119.16
119.16
           close   open     volume   high    low
day sid                                         
244 12959  24.91  25.01  1428459.0  24.91  24.91
245 12959  24.74  25.00  2106243.0  24.74  24.74
24.74
           close   open     volume   high    low
day sid                                         
244 13017  68.51  67.62  1047319.0  68.51  68.51
245 13017  68.29  68.84  1049917.0  68.29  68.29
68.29
           close   open     volume   high    low
day sid                                         
244 13176  54.49  54.70  2747443.0  54.49  54.49
245 13176  54.35  54.67  2150804.0  54.35  54.35
54.35
           close   open      volume   high    low
day sid                                          
244 13197  23.66  23.38  18690199.0  23.66  23.66
245 13197  23.40  23.82  12548076.0  23.40  23.40
23.4
           close   open     volume   high    low
day sid                                         
244 13306  25.65  25.28  4364751.0  25.65  25.65
245 13306  25.73  25.80  5435921.0  25.73  25.73
25.73
            close     open    volume    high     low
day sid                                             
244 13508  132.47  131.039  772540.0  132.47  132.47
245 13508  131.02  133.000  389005.0  131.02  131.02
131.02
            close    open    volume    high     low
day sid                                            
244 13711  254.56  256.29  506790.0  254.56  254.56
245 13711  254.80  255.79  557975.0  254.80  254.80
254.8
           close   open     volume   high    low
day sid                                         
244 13841  82.76  81.96  1042118.0  82.76  82.76
245 13841  83.53  82.94  1928179.0  83.53  83.53
83.53
           close   open     volume   high    low
day sid                                         
244 13905  36.67  36.45  1066888.0  36.67  36.67
245 13905  36.71  36.70  1306519.0  36.71  36.71
36.71
           close   open     volume   high    low
day sid                                         
244 13940  68.47  67.48  1944316.0  68.47  68.47
245 13940  67.48  68.33  1973197.0  67.48  67.48
67.48
           close   open     volume   high    low
day sid                                         
244 14014  66.93  67.80  1232030.0  66.93  66.93
245 14014  66.79  67.09   782241.0  66.79  66.79
66.79
           close   open     volume   high    low
day sid                                         
244 14064  41.11  41.07  2026596.0  41.11  41.11
245 14064  41.34  41.10  2052684.0  41.34  41.34
41.34
            close    open    volume    high     low
day sid                                            
244 14328  172.47  170.66  701506.0  172.47  172.47
245 14328  171.29  172.66  979754.0  171.29  171.29
171.29
            close   open     volume    high     low
day sid                                            
244 14372  61.560  61.02  1844225.0  61.560  61.560
245 14372  61.935  61.60  2108124.0  61.935  61.935
61.935
           close   open      volume   high    low
day sid                                          
244 14848  42.51  42.55   9098068.0  42.51  42.51
245 14848  42.03  42.50  11567645.0  42.03  42.03
42.03
           close   open     volume   high    low
day sid                                         
244 15101  83.94  83.77  1950245.0  83.94  83.94
245 15101  84.00  84.28  1824036.0  84.00  84.00
84.0
           close   open     volume   high    low
day sid                                         
244 15622  22.53  22.58  1471085.0  22.53  22.53
245 15622  21.78  22.18  2439357.0  21.78  21.78
21.78
           close  open      volume  high   low
day sid                                       
244 15789   8.58  8.73  10389523.0  8.58  8.58
245 15789   8.56  8.61   9795165.0  8.56  8.56
8.56
            close   open     volume    high     low
day sid                                            
244 16108  22.065  22.36  2257191.0  22.065  22.065
245 16108  22.290  22.17  2346046.0  22.290  22.290
22.29
           close   open    volume   high    low
day sid                                        
244 16348  71.69  71.85  758201.0  71.69  71.69
245 16348  71.65  71.73  778190.0  71.65  71.65
71.65
           close   open     volume   high    low
day sid                                         
244 16511  69.80  68.25  1041021.0  69.80  69.80
245 16511  71.33  70.05  1373097.0  71.33  71.33
71.33
           close   open     volume   high    low
day sid                                         
244 16586  36.14  36.51  2170556.0  36.14  36.14
245 16586  36.66  36.30  1336219.0  36.66  36.66
36.66
           close   open     volume   high    low
day sid                                         
244 16589  41.61  41.75  2652536.0  41.61  41.61
245 16589  41.73  41.82  2303999.0  41.73  41.73
41.73
            close    open     volume    high     low
day sid                                             
244 16841  422.87  423.82  2837424.0  422.87  422.87
245 16841  423.03  424.80  1635657.0  423.03  423.03
423.03
           close   open     volume   high    low
day sid                                         
244 16850  38.46  38.43  3646416.0  38.46  38.46
245 16850  39.09  38.49  3052989.0  39.09  39.09
39.09
            close    open    volume    high     low
day sid                                            
244 17009  132.91  132.90  547484.0  132.91  132.91
245 17009  132.89  133.51  403294.0  132.89  132.89
132.89
           close   open     volume   high    low
day sid                                         
244 17080  37.49  37.50  5812740.0  37.49  37.49
245 17080  37.90  37.58  6788518.0  37.90  37.90
37.9
           close   open     volume   high    low
day sid                                         
244 17207  56.65  57.38  4525244.0  56.65  56.65
245 17207  56.01  56.60  1872186.0  56.01  56.01
56.01
            close    open     volume    high     low
day sid                                             
244 17436  171.48  172.99  1018217.0  171.48  171.48
245 17436  168.45  172.37  4715772.0  168.45  168.45
168.45
           close   open     volume   high    low
day sid                                         
244 17632  64.75  64.72  1541843.0  64.75  64.75
245 17632  66.08  65.83  2511720.0  66.08  66.08
66.08
           close   open     volume   high    low
day sid                                         
244 17702  10.12  10.05  7490616.0  10.12  10.12
245 17702  10.14  10.10  8147566.0  10.14  10.14
10.14
           close   open      volume   high    low
day sid                                          
244 17787  91.88  86.50  14679036.0  91.88  91.88
245 17787  91.01  91.95   8740707.0  91.01  91.01
91.01
               close       open     volume       high        low
day sid                                                         
244 17850  35.893929  35.735501  2882907.0  35.893929  35.893929
245 17850  36.290000  35.943438  2418724.0  36.290000  36.290000
36.29
            close   open     volume    high     low
day sid                                            
244 17991  55.335  54.54  1149789.0  55.335  55.335
245 17991  55.800  55.62  1975615.0  55.800  55.800
55.8
            close   open     volume    high     low
day sid                                            
244 18113  99.330  96.88  1121539.0  99.330  99.330
245 18113  99.037  99.45   662332.0  99.037  99.037
99.037
           close   open     volume   high    low
day sid                                         
244 18529  45.04  44.28  5196161.0  45.04  45.04
245 18529  45.47  45.13  4378273.0  45.47  45.47
45.47
           close   open     volume   high    low
day sid                                         
244 18587  55.71  56.17  1867281.0  55.71  55.71
245 18587  56.90  55.92  1718172.0  56.90  56.90
56.9
            close    open     volume    high     low
day sid                                             
244 18738  114.48  115.00  1093824.0  114.48  114.48
245 18738  115.16  114.32   405515.0  115.16  115.16
115.16
           close   open     volume   high    low
day sid                                         
244 18821  69.31  68.87  1693403.0  69.31  69.31
245 18821  68.77  69.42  1519525.0  68.77  68.77
68.77
            close    open    volume    high     low
day sid                                            
244 18834  167.52  165.42  541845.0  167.52  167.52
245 18834  168.90  168.66  526483.0  168.90  168.90
168.9
           close   open     volume   high    low
day sid                                         
244 18870  59.14  58.65  4474098.0  59.14  59.14
245 18870  62.77  63.61  9997892.0  62.77  62.77
62.77
           close   open     volume   high    low
day sid                                         
244 19181  50.08  49.57  1830454.0  50.08  50.08
245 19181  49.84  50.11  2184281.0  49.84  49.84
49.84
            close    open     volume    high     low
day sid                                             
244 19249  64.760  63.390  2466701.0  64.760  64.760
245 19249  64.129  64.879  2168212.0  64.129  64.129
64.129
           close   open     volume   high    low
day sid                                         
244 19258  83.15  83.59  1546259.0  83.15  83.15
245 19258  83.10  83.44  1533062.0  83.10  83.10
83.1
           close   open     volume   high    low
day sid                                         
244 19336  14.62  14.58  7715484.0  14.62  14.62
245 19336  14.50  14.73  8044269.0  14.50  14.50
14.5
            close   open     volume    high     low
day sid                                            
244 19725  22.750  22.38  5860265.0  22.750  22.750
245 19725  22.615  22.73  3330982.0  22.615  22.615
22.615
              close     open    volume      high       low
day sid                                                   
244 19917  1259.888  1249.15  565632.0  1259.888  1259.888
245 19917  1267.000  1263.89  367680.0  1267.000  1267.000
1267.0
            close    open     volume    high     low
day sid                                             
244 20088  197.47  198.45  1573093.0  197.47  197.47
245 20088  199.29  198.26  1242694.0  199.29  199.29
199.29
             close    open    volume     high      low
day sid                                               
244 20133  183.215  184.00  364081.0  183.215  183.215
245 20133  183.020  183.22  289730.0  183.020  183.020
183.02
            close    open    volume    high     low
day sid                                            
244 20208  123.33  122.28  638747.0  123.33  123.33
245 20208  124.37  121.80  663930.0  124.37  124.37
124.37
            close  open     volume    high     low
day sid                                           
244 20239  26.905  26.7  5405364.0  26.905  26.905
245 20239  27.065  26.9  3226668.0  27.065  27.065
27.065
            close   open     volume    high     low
day sid                                            
244 20277  74.105  73.36  1763724.0  74.105  74.105
245 20277  74.230  74.44  1417307.0  74.230  74.230
74.23
            close    open    volume    high     low
day sid                                            
244 20281  116.20  116.19  671116.0  116.20  116.20
245 20281  116.32  116.10  818047.0  116.32  116.32
116.32
            close    open    volume    high     low
day sid                                            
244 20306  170.90  161.38  768634.0  170.90  170.90
245 20306  169.51  170.07  690782.0  169.51  169.51
169.51
            close    open     volume    high     low
day sid                                             
244 20330  115.92  114.85  1489720.0  115.92  115.92
245 20330  116.37  115.43   800048.0  116.37  116.37
116.37
           close   open     volume   high    low
day sid                                         
244 20541  75.34  75.22   931755.0  75.34  75.34
245 20541  74.76  75.33  1036976.0  74.76  74.76
74.76
           close   open     volume   high    low
day sid                                         
244 20680  74.67  73.95  1168303.0  74.67  74.67
245 20680  75.11  74.93   870723.0  75.11  75.11
75.11
            close    open    volume    high     low
day sid                                            
244 20689  368.35  366.53  270114.0  368.35  368.35
245 20689  370.27  369.79  248402.0  370.27  370.27
370.27
            close    open     volume    high     low
day sid                                             
244 20940  101.36  100.95  2341357.0  101.36  101.36
245 20940  101.41  101.32  2011958.0  101.41  101.41
101.41
           close   open     volume   high    low
day sid                                         
244 21090  79.66  78.70  2629309.0  79.66  79.66
245 21090  80.18  79.74  2439175.0  80.18  80.18
80.18
            close    open     volume    high     low
day sid                                             
244 21382  127.19  127.12  1327332.0  127.19  127.19
245 21382  127.71  127.64   833113.0  127.71  127.71
127.71
           close   open     volume   high    low
day sid                                         
244 21418  52.02  51.75  5431577.0  52.02  52.02
245 21418  52.43  52.23  3226909.0  52.43  52.43
52.43
           close   open     volume   high    low
day sid                                         
244 21608  52.64  53.84  1217776.0  52.64  52.64
245 21608  53.72  52.79  1492676.0  53.72  53.72
53.72
           close   open     volume   high    low
day sid                                         
244 21666  14.30  14.10  3824640.0  14.30  14.30
245 21666  14.18  14.38  3343182.0  14.18  14.18
14.18
           close   open     volume   high    low
day sid                                         
244 21750  85.04  84.84  1192603.0  85.04  85.04
245 21750  86.31  85.04  1276234.0  86.31  86.31
86.31
            close    open     volume    high     low
day sid                                             
244 21774  191.20  185.83  1146520.0  191.20  191.20
245 21774  189.59  190.60   683147.0  189.59  189.59
189.59
           close   open      volume   high    low
day sid                                          
244 21839  50.41  50.75  12270055.0  50.41  50.41
245 21839  50.51  50.42  10312961.0  50.51  50.51
50.51
           close   open     volume   high    low
day sid                                         
244 21964  33.96  33.89  2845860.0  33.96  33.96
245 21964  34.37  33.96  2933084.0  34.37  34.37
34.37
           close   open     volume   high    low
day sid                                         
244 22096  77.71  76.20  2330499.0  77.71  77.71
245 22096  76.88  77.19  1156271.0  76.88  76.88
76.88
           close   open     volume   high    low
day sid                                         
244 22099  37.87  38.25  4304344.0  37.87  37.87
245 22099  38.16  38.00  2731005.0  38.16  38.16
38.16
            close   open     volume    high     low
day sid                                            
244 22114  34.110  34.06  4032164.0  34.110  34.110
245 22114  34.805  34.11  7156780.0  34.805  34.805
34.805
            close    open     volume    high     low
day sid                                             
244 22139  107.22  110.00  1215585.0  107.22  107.22
245 22139  108.39  107.72  1015901.0  108.39  108.39
108.39
            close    open     volume    high     low
day sid                                             
244 22140  118.44  117.88  7421477.0  118.44  118.44
245 22140  115.91  116.67  2533330.0  115.91  115.91
115.91
           close   open     volume   high    low
day sid                                         
244 22316  45.87  45.32   748538.0  45.87  45.87
245 22316  45.70  45.79  1003088.0  45.70  45.70
45.7
           close  open      volume  high   low
day sid                                       
244 22660   4.52  4.78  13765150.0  4.52  4.52
245 22660   4.67  4.57  11794320.0  4.67  4.67
4.67
            close    open    volume    high     low
day sid                                            
244 22747  298.48  300.06  207640.0  298.48  298.48
245 22747  300.48  299.77  325019.0  300.48  300.48
300.48
           close   open     volume   high    low
day sid                                         
244 22784  43.34  43.99  3073145.0  43.34  43.34
245 22784  42.86  43.46  1798288.0  42.86  42.86
42.86
           close   open     volume   high    low
day sid                                         
244 22802  38.63  38.53  6401311.0  38.63  38.63
245 22802  38.62  38.50  5328750.0  38.62  38.62
38.62
            close    open     volume    high     low
day sid                                             
244 22954  114.57  115.12  2435919.0  114.57  114.57
245 22954  115.22  114.67  1398932.0  115.22  115.22
115.22
           close   open     volume   high    low
day sid                                         
244 22959  88.78  86.97  2116760.0  88.78  88.78
245 22959  89.26  88.64   907685.0  89.26  89.26
89.26
            close    open     volume    high     low
day sid                                             
244 23047  110.41  110.17  1164381.0  110.41  110.41
245 23047  110.66  110.72  1090537.0  110.66  110.66
110.66
            close    open     volume    high     low
day sid                                             
244 23103  153.17  151.92   890108.0  153.17  153.17
245 23103  155.84  153.45  1481139.0  155.84  155.84
155.84
            close    open     volume    high     low
day sid                                             
244 23112  108.98  110.28  8919701.0  108.98  108.98
245 23112  108.29  109.38  6373600.0  108.29  108.29
108.29
            close    open    volume    high     low
day sid                                            
244 23175  145.28  143.09  453377.0  145.28  145.28
245 23175  145.49  145.25  499125.0  145.49  145.49
145.49
           close   open     volume   high    low
day sid                                         
244 23328  83.36  82.40  2153534.0  83.36  83.36
245 23328  84.19  83.37  1893790.0  84.19  84.19
84.19
           close   open    volume   high    low
day sid                                        
244 23438  39.16  38.63  638197.0  39.16  39.16
245 23438  40.11  39.31  772962.0  40.11  40.11
40.11
           close   open      volume   high    low
day sid                                          
244 23599  21.56  20.83  10457654.0  21.56  21.56
245 23599  21.58  21.67   8100138.0  21.58  21.58
21.58
            close    open     volume    high     low
day sid                                             
244 23709  557.04  558.99  1008584.0  557.04  557.04
245 23709  554.75  557.00   906666.0  554.75  554.75
554.75
           close   open     volume   high    low
day sid                                         
244 23821  98.33  95.87  6378790.0  98.33  98.33
245 23821  99.12  98.94  3654464.0  99.12  99.12
99.12
           close   open     volume   high    low
day sid                                         
244 23998  67.43  67.74  4918550.0  67.43  67.43
245 23998  67.07  67.41  5664566.0  67.07  67.07
67.07
           close   open     volume   high    low
day sid                                         
244 24064  21.05  21.03  2380753.0  21.05  21.05
245 24064  21.12  21.06  2024954.0  21.12  21.12
21.12
            close    open     volume    high     low
day sid                                             
244 24124  112.71  111.64  2024310.0  112.71  112.71
245 24124  117.18  113.28  3893846.0  117.18  117.18
117.18
            close    open     volume    high     low
day sid                                             
244 24125  122.75  124.01   768321.0  122.75  122.75
245 24125  123.11  123.32  1036528.0  123.11  123.11
123.11
           close   open     volume   high    low
day sid                                         
244 24475  90.76  91.64  1162361.0  90.76  90.76
245 24475  90.82  90.78   698974.0  90.82  90.82
90.82
            close    open    volume    high     low
day sid                                            
244 24482  258.88  258.93  950075.0  258.88  258.88
245 24482  259.13  260.30  645230.0  259.13  259.13
259.13
           close   open     volume   high    low
day sid                                         
244 24489  36.08  36.35   720398.0  36.08  36.08
245 24489  37.63  36.37  1418361.0  37.63  37.63
37.63
           close   open     volume   high    low
day sid                                         
244 24518  59.61  58.98  2871491.0  59.61  59.61
245 24518  59.22  59.56  1823900.0  59.22  59.22
59.22
           close   open     volume   high    low
day sid                                         
244 24692  44.52  43.88  2321637.0  44.52  44.52
245 24692  44.33  44.64  1936522.0  44.33  44.33
44.33
           close   open     volume   high    low
day sid                                         
244 24757  41.81  41.41  1697161.0  41.81  41.81
245 24757  41.95  41.88   947934.0  41.95  41.95
41.95
           close   open     volume   high    low
day sid                                         
244 24758  33.08  32.65  3376391.0  33.08  33.08
245 24758  33.21  33.04  3821554.0  33.21  33.21
33.21
           close   open     volume   high    low
day sid                                         
244 24760  93.43  94.65  2680467.0  93.43  93.43
245 24760  94.63  93.45  2179931.0  94.63  94.63
94.63
            close    open    volume    high     low
day sid                                            
244 24778  106.79  106.17  642672.0  106.79  106.79
245 24778  107.82  107.02  803031.0  107.82  107.82
107.82
           close  open     volume   high    low
day sid                                        
244 24785  40.41  40.4  2621991.0  40.41  40.41
245 24785  40.37  40.6  2672605.0  40.37  40.37
40.37
           close   open     volume   high    low
day sid                                         
244 24809  54.72  54.35  3323321.0  54.72  54.72
245 24809  54.76  54.86  2931533.0  54.76  54.76
54.76
           close   open     volume   high    low
day sid                                         
244 24819  59.30  58.26  5845047.0  59.30  59.30
245 24819  59.11  59.14  3401709.0  59.11  59.11
59.11
            close    open    volume    high     low
day sid                                            
244 24832  136.12  134.11  559170.0  136.12  136.12
245 24832  135.95  136.11  354397.0  135.95  135.95
135.95
           close   open     volume   high    low
day sid                                         
244 24833  58.69  58.24  2331810.0  58.69  58.69
245 24833  58.72  58.86   994805.0  58.72  58.72
58.72
           close   open     volume   high    low
day sid                                         
244 24838  69.95  70.13  2012227.0  69.95  69.95
245 24838  69.84  70.00  3469549.0  69.84  69.84
69.84
            close    open    volume    high     low
day sid                                            
244 24873  117.20  116.47  944435.0  117.20  117.20
245 24873  117.32  117.08  781614.0  117.32  117.32
117.32
            close    open    volume    high     low
day sid                                            
244 24962  190.02  188.36  825595.0  190.02  190.02
245 24962  191.14  190.57  316504.0  191.14  191.14
191.14
            close   open      volume    high     low
day sid                                             
244 25006  63.600  63.70   9703755.0  63.600  63.600
245 25006  64.709  63.68  12823400.0  64.709  64.709
64.709
           close   open     volume   high    low
day sid                                         
244 25010  42.89  43.00  3142099.0  42.89  42.89
245 25010  43.55  43.07  4146745.0  43.55  43.55
43.55
            close    open     volume    high     low
day sid                                             
244 25090  102.47  101.56  1637153.0  102.47  102.47
245 25090  102.59  102.48  1916456.0  102.59  102.59
102.59
             close    open    volume     high      low
day sid                                               
244 25339  497.710  494.51  193036.0  497.710  497.710
245 25339  498.345  500.00  190323.0  498.345  498.345
498.345
           close   open     volume   high    low
day sid                                         
244 25555  93.35  93.32  1498074.0  93.35  93.35
245 25555  94.46  93.84  1622478.0  94.46  94.46
94.46
           close   open     volume   high    low
day sid                                         
244 25707  37.67  37.92  4182117.0  37.67  37.67
245 25707  37.94  38.61  6911923.0  37.94  37.94
37.94
           close   open     volume   high    low
day sid                                         
244 25920  80.95  80.65  1489454.0  80.95  80.95
245 25920  80.51  81.01  1302982.0  80.51  80.51
80.51
            close    open    volume    high     low
day sid                                            
244 25948  105.07  105.05  830378.0  105.07  105.07
245 25948  105.20  105.08  899455.0  105.20  105.20
105.2
           close   open     volume   high    low
day sid                                         
244 26111  90.39  90.79  1530794.0  90.39  90.39
245 26111  90.39  90.19  1226443.0  90.39  90.39
90.39
           close   open     volume   high    low
day sid                                         
244 26143  25.23  25.28  3937654.0  25.23  25.23
245 26143  25.52  25.29  4028305.0  25.52  25.52
25.52
           close   open     volume   high    low
day sid                                         
244 26243  87.29  87.34  1283434.0  87.29  87.29
245 26243  87.73  87.33  1213083.0  87.73  87.73
87.73
           close  open      volume  high   low
day sid                                       
244 26323   9.04  8.85  10136562.0  9.04  9.04
245 26323   9.15  9.11   6175985.0  9.15  9.15
9.15
           close   open     volume   high    low
day sid                                         
244 26401  73.33  73.37  8259355.0  73.33  73.33
245 26401  71.60  72.27  4545452.0  71.60  71.60
71.6
            close    open     volume    high     low
day sid                                             
244 26578  551.12  550.51  1211089.0  551.12  551.12
245 26578  552.80  550.99  1073520.0  552.80  552.80
552.8
            close   open     volume    high     low
day sid                                            
244 26740  18.990  18.69  4896851.0  18.990  18.990
245 26740  19.085  19.06  3155965.0  19.085  19.085
19.085
            close   open     volume    high     low
day sid                                            
244 26882  52.865  53.29  3874991.0  52.865  52.865
245 26882  53.460  53.47  6571728.0  53.460  53.460
53.46
           close   open     volume   high    low
day sid                                         
244 26892  41.63  41.68   672763.0  41.63  41.63
245 26892  42.07  41.62  1008431.0  42.07  42.07
42.07
           close   open     volume   high    low
day sid                                         
244 27030  23.41  23.23  2437213.0  23.41  23.41
245 27030  23.17  23.42  1674307.0  23.17  23.17
23.17
           close   open    volume   high    low
day sid                                        
244 27357  53.11  52.17  937798.0  53.11  53.11
245 27357  53.05  53.03  825637.0  53.05  53.05
53.05
           close   open    volume   high    low
day sid                                        
244 27534  82.81  82.65  300518.0  82.81  82.81
245 27534  82.91  82.75  350297.0  82.91  82.91
82.91
            close    open     volume    high     low
day sid                                             
244 27543  101.74  100.10  5129172.0  101.74  101.74
245 27543  100.91  101.35  1504883.0  100.91  100.91
100.91
            close    open    volume    high     low
day sid                                            
244 27558  294.53  289.81  409303.0  294.53  294.53
245 27558  293.86  293.82  312408.0  293.86  293.86
293.86
            close    open    volume    high     low
day sid                                            
244 27676  125.37  126.10  927346.0  125.37  125.37
245 27676  125.99  125.68  803515.0  125.99  125.99
125.99
            close    open    volume    high     low
day sid                                            
244 27809  225.83  224.25  337695.0  225.83  225.83
245 27809  226.85  226.74  666281.0  226.85  226.85
226.85
           close   open     volume   high    low
day sid                                         
244 27822  77.95  77.81  1730674.0  77.95  77.95
245 27822  77.11  78.11  2223083.0  77.11  77.11
77.11
            close    open    volume    high     low
day sid                                            
244 28016  633.87  628.96  382830.0  633.87  633.87
245 28016  633.42  636.69  214954.0  633.42  633.42
633.42
           close   open     volume   high    low
day sid                                         
244 28051  61.39  60.34  3802340.0  61.39  61.39
245 28051  60.90  61.94  2955791.0  60.90  60.90
60.9
           close    open    volume   high    low
day sid                                         
244 28160  125.4  121.94  683884.0  125.4  125.4
245 28160  124.9  125.35  532386.0  124.9  124.9
124.9
           close   open     volume   high    low
day sid                                         
244 32146  91.24  90.36  3504650.0  91.24  91.24
245 32146  91.20  91.49  3801769.0  91.20  91.20
91.2
           close   open     volume   high    low
day sid                                         
244 32497  31.42  31.14  1757840.0  31.42  31.42
245 32497  31.72  31.57  2160689.0  31.72  31.72
31.72
           close   open      volume   high    low
day sid                                          
244 32603  21.25  21.01  14002056.0  21.25  21.25
245 32603  21.18  21.34   4349695.0  21.18  21.18
21.18
            close   open     volume    high     low
day sid                                            
244 32856  36.245  35.42  1376284.0  36.245  36.245
245 32856  36.440  36.58  1201539.0  36.440  36.440
36.44
           close   open     volume   high    low
day sid                                         
244 32887  22.36  20.98  8279929.0  22.36  22.36
245 32887  21.76  22.44  5245332.0  21.76  21.76
21.76
           close   open     volume   high    low
day sid                                         
244 32902  57.34  57.50  5568883.0  57.34  57.34
245 32902  56.79  57.13  2458333.0  56.79  56.79
56.79
           close   open     volume   high    low
day sid                                         
244 33030  37.47  37.28  1906292.0  37.47  37.47
245 33030  37.25  37.58  1935312.0  37.25  37.25
37.25
            close   open     volume    high     low
day sid                                            
244 33133  157.15  156.0  1974793.0  157.15  157.15
245 33133  159.02  158.0  1582829.0  159.02  159.02
159.02
           close   open     volume   high    low
day sid                                         
244 33698  33.84  34.12  2273555.0  33.84  33.84
245 33698  34.16  34.00  1655352.0  34.16  34.16
34.16
           close   open     volume   high    low
day sid                                         
244 33729  45.67  44.81  9277426.0  45.67  45.67
245 33729  45.29  45.91  8378631.0  45.29  45.29
45.29
           close   open     volume   high    low
day sid                                         
244 33856  51.66  52.36  1895364.0  51.66  51.66
245 33856  51.51  51.68  3114223.0  51.51  51.51
51.51
            close    open    volume    high     low
day sid                                            
244 33959  180.66  180.29  447849.0  180.66  180.66
245 33959  183.23  180.24  276083.0  183.23  183.23
183.23
               close       open     volume       high        low
day sid                                                         
244 34011  59.020094  57.935239  2863506.0  59.020094  59.020094
245 34011  59.040000  59.049953  2091078.0  59.040000  59.040000
59.04
            close   open     volume    high     low
day sid                                            
244 34014  68.055  66.94  1352817.0  68.055  68.055
245 34014  69.210  68.08  1551217.0  69.210  69.210
69.21
            close    open     volume    high     low
day sid                                             
244 34395  63.542  63.900  2071873.0  63.542  63.542
245 34395  64.760  64.099  1773355.0  64.760  64.760
64.76
            close    open     volume    high     low
day sid                                             
244 34440  124.61  125.83   661912.0  124.61  124.61
245 34440  126.75  125.27  1924442.0  126.75  126.75
126.75
           close   open     volume   high    low
day sid                                         
244 34545  87.49  88.15  1024014.0  87.49  87.49
245 34545  87.69  87.04  1167985.0  87.69  87.69
87.69
           close  open      volume  high   low
day sid                                       
244 34913   9.83  9.86  11220270.0  9.83  9.83
245 34913   9.99  9.85  11913380.0  9.99  9.99
9.99
            close    open    volume    high     low
day sid                                            
244 34953  154.25  150.41  364256.0  154.25  154.25
245 34953  153.85  154.52  376401.0  153.85  153.85
153.85
           close   open     volume   high    low
day sid                                         
244 35036  27.12  28.06  2000226.0  27.12  27.12
245 35036  27.69  27.08  1523179.0  27.69  27.69
27.69
           close   open     volume   high    low
day sid                                         
244 35531  21.24  21.62  6260007.0  21.24  21.24
245 35531  21.62  21.22  4719539.0  21.62  21.62
21.62
           close   open     volume   high    low
day sid                                         
244 35902  83.39  83.47  2705690.0  83.39  83.39
245 35902  83.21  83.66  2114688.0  83.21  83.21
83.21
           close   open     volume   high    low
day sid                                         
244 35920  65.76  65.22  8668149.0  65.76  65.76
245 35920  65.57  66.05  6425947.0  65.57  65.57
65.57
           close   open    volume   high    low
day sid                                        
244 36118  75.97  74.83  976281.0  75.97  75.97
245 36118  76.15  75.81  612858.0  76.15  76.15
76.15
           close   open     volume   high    low
day sid                                         
244 36243  20.74  20.58  5432975.0  20.74  20.74
245 36243  20.79  20.72  3175272.0  20.79  20.79
20.79
           close   open     volume   high    low
day sid                                         
244 36346  70.20  70.01  2218215.0  70.20  70.20
245 36346  70.21  70.70  3429445.0  70.21  70.21
70.21
           close   open    volume   high    low
day sid                                        
244 36714  53.75  54.12  647444.0  53.75  53.75
245 36714  54.05  53.99  699045.0  54.05  54.05
54.05
           close   open     volume   high    low
day sid                                         
244 36930  32.74  32.58  3072468.0  32.74  32.74
245 36930  33.38  32.89  3306434.0  33.38  33.38
33.38
           close   open     volume   high    low
day sid                                         
244 38084  96.24  96.05  1380321.0  96.24  96.24
245 38084  96.77  96.29   693975.0  96.77  96.77
96.77
            close    open     volume    high     low
day sid                                             
244 38650  122.81  117.92  2050903.0  122.81  122.81
245 38650  121.16  122.83  1097327.0  121.16  121.16
121.16
           close   open     volume   high    low
day sid                                         
244 38936  73.46  73.07  2205465.0  73.46  73.46
245 38936  73.89  73.53  1431568.0  73.89  73.89
73.89
            close    open     volume    high     low
day sid                                             
244 39095  187.57  182.36  1351496.0  187.57  187.57
245 39095  187.37  188.20  1062712.0  187.37  187.37
187.37
            close    open     volume    high     low
day sid                                             
244 39546  104.49  104.31  2880555.0  104.49  104.49
245 39546  103.86  104.75  2528381.0  103.86  103.86
103.86
            close   open     volume    high     low
day sid                                            
244 39797  17.795  17.61  6265640.0  17.795  17.795
245 39797  17.270  17.78  9003497.0  17.270  17.270
17.27
             close    open     volume     high      low
day sid                                                
244 39840  225.960  229.94  4378942.0  225.960  225.960
245 39840  230.555  228.18  3763223.0  230.555  230.555
230.555
           close   open      volume   high    low
day sid                                          
244 40430  35.41  35.17  14215247.0  35.41  35.41
245 40430  35.40  35.50   9536514.0  35.40  35.40
35.4
            close    open     volume    high     low
day sid                                             
244 40597  159.13  161.75  1203035.0  159.13  159.13
245 40597  156.43  159.41   504781.0  156.43  156.43
156.43
           close   open     volume   high    low
day sid                                         
244 40755  44.84  45.01  2166626.0  44.84  44.84
245 40755  45.77  45.15  4189029.0  45.77  45.77
45.77
           close   open     volume   high    low
day sid                                         
244 40852  43.12  43.01  5382742.0  43.12  43.12
245 40852  42.81  43.24  5504465.0  42.81  42.81
42.81
           close   open     volume   high    low
day sid                                         
244 41047  74.50  74.31  1770016.0  74.50  74.50
245 41047  75.43  74.85  1668132.0  75.43  75.43
75.43
           close    open      volume   high    low
day sid                                           
244 41451  205.2  206.86  13535072.0  205.2  205.2
245 41451  203.3  208.40   5191031.0  203.3  203.3
203.3
            close   open     volume    high     low
day sid                                            
244 41462  44.985  44.54  6441385.0  44.985  44.985
245 41462  44.660  44.97  3524472.0  44.660  44.660
44.66
           close   open     volume   high    low
day sid                                         
244 41579  17.57  17.90  4830470.0  17.57  17.57
245 41579  18.13  17.58  2946472.0  18.13  18.13
18.13
            close    open     volume    high     low
day sid                                             
244 41636  102.66   98.99  2319203.0  102.66  102.66
245 41636  101.27  102.43  1703411.0  101.27  101.27
101.27
           close  open     volume   high    low
day sid                                        
244 41730  97.68  97.2  1428664.0  97.68  97.68
245 41730  95.96  98.4  1344795.0  95.96  95.96
95.96
           close  open     volume  high   low
day sid                                      
244 41872   9.26  9.03  7083290.0  9.26  9.26
245 41872   9.25  9.28  4166311.0  9.25  9.25
9.25
           close  open      volume  high   low
day sid                                       
244 42118   6.78  6.96  15925822.0  6.78  6.78
245 42118   7.05  6.81  12018982.0  7.05  7.05
7.05
           close   open     volume   high    low
day sid                                         
244 42173  84.31  83.89  2170249.0  84.31  84.31
245 42173  86.05  84.42  1728043.0  86.05  86.05
86.05
           close   open     volume   high    low
day sid                                         
244 42230  80.83  81.89  1505098.0  80.83  80.83
245 42230  79.87  81.33  1556553.0  79.87  79.87
79.87
           close   open     volume   high    low
day sid                                         
244 42270  62.55  62.11  2143095.0  62.55  62.55
245 42270  62.65  62.55  1625893.0  62.65  62.65
62.65
           close   open     volume   high    low
day sid                                         
244 42436  37.68  37.11  1418156.0  37.68  37.68
245 42436  37.56  37.50  1275689.0  37.56  37.56
37.56
           close   open     volume   high    low
day sid                                         
244 42596  39.76  39.31  5388676.0  39.76  39.76
245 42596  39.61  39.69  4810623.0  39.61  39.61
39.61
           close   open     volume   high    low
day sid                                         
244 42788  81.61  79.41  2587529.0  81.61  81.61
245 42788  80.81  82.00  2497186.0  80.81  80.81
80.81
           close   open     volume   high    low
day sid                                         
244 42815  66.72  66.62  1245677.0  66.72  66.72
245 42815  67.17  66.70   871261.0  67.17  67.17
67.17
           close   open      volume  high   low
day sid                                        
244 42950   79.0  79.24  20650958.0  79.0  79.0
245 42950   78.8  79.33  13212520.0  78.8  78.8
78.8
           close   open     volume   high    low
day sid                                         
244 43127  73.72  74.57  1221269.0  73.72  73.72
245 43127  73.58  73.73   706563.0  73.58  73.58
73.58
            close    open    volume    high     low
day sid                                            
244 43202  150.79  150.07  908595.0  150.79  150.79
245 43202  152.72  151.84  581209.0  152.72  152.72
152.72
           close   open     volume   high    low
day sid                                         
244 43405  84.68  84.87  2141065.0  84.68  84.68
245 43405  84.29  84.31  3368720.0  84.29  84.29
84.29
           close   open     volume   high    low
day sid                                         
244 43495  76.03  73.34   922577.0  76.03  76.03
245 43495  75.42  76.44  1006727.0  75.42  75.42
75.42
            close   open    volume    high     low
day sid                                           
244 43505  254.58  255.1  352174.0  254.58  254.58
245 43505  266.71  254.1  417979.0  266.71  266.71
266.71
           close   open    volume   high    low
day sid                                        
244 43510  89.51  91.21  974334.0  89.51  89.51
245 43510  90.75  89.49  632570.0  90.75  90.75
90.75
           close   open    volume   high    low
day sid                                        
244 43512  81.84  82.62  483583.0  81.84  81.84
245 43512  82.94  81.20  745416.0  82.94  82.94
82.94
           close    open     volume   high    low
day sid                                          
244 43694  64.31  65.090  8864272.0  64.31  64.31
245 43694  64.68  64.319  7554662.0  64.68  64.68
64.68
           close   open     volume   high    low
day sid                                         
244 43721  61.60  60.80  2834368.0  61.60  61.60
245 43721  61.04  60.45  3727632.0  61.04  61.04
61.04
           close   open     volume   high    low
day sid                                         
244 44060  44.60  44.73  4506161.0  44.60  44.60
245 44060  45.39  44.75  4314229.0  45.39  45.39
45.39
           close   open     volume   high    low
day sid                                         
244 44645  42.71  42.62  1370327.0  42.71  42.71
245 44645  43.01  42.73   999640.0  43.01  43.01
43.01
           close   open    volume   high    low
day sid                                        
244 44747  97.73  98.91  692464.0  97.73  97.73
245 44747  99.13  98.75  611132.0  99.13  99.13
99.13
            close    open     volume    high     low
day sid                                             
244 44917  114.15  113.50  1001757.0  114.15  114.15
245 44917  114.66  114.12  1672967.0  114.66  114.66
114.66
           close   open     volume   high    low
day sid                                         
244 45451  43.31  43.84  9910419.0  43.31  43.31
245 45451  43.33  43.18  3909169.0  43.33  43.33
43.33
            close   open      volume    high     low
day sid                                             
244 45815  37.834  39.19  35453855.0  37.834  37.834
245 45815  37.870  38.72  25415507.0  37.870  37.870
37.87
           close   open     volume   high    low
day sid                                         
244 45971  49.39  48.65  7399669.0  49.39  49.39
245 45971  48.94  49.41  5026256.0  48.94  48.94
48.94
           close   open     volume   high    low
day sid                                         
244 45993  29.82  29.18  4743434.0  29.82  29.82
245 45993  29.39  29.84  2332920.0  29.39  29.39
29.39
           close   open     volume   high    low
day sid                                         
244 47208  49.96  49.71  4133736.0  49.96  49.96
245 47208  49.73  50.01  3487691.0  49.73  49.73
49.73
           close   open     volume   high    low
day sid                                         
244 47430  44.84  45.01  1906109.0  44.84  44.84
245 47430  45.25  45.24  1125452.0  45.25  45.25
45.25
Pipeline Execution Time: 5.47 Seconds
Out[38]:
ML_computed_accuracy
2015-05-05 00:00:00+00:00 Equity(2 [ARNC]) 14.015
Equity(24 [AAPL]) 128.699
Equity(62 [ABT]) 47.010
Equity(67 [ADSK]) 57.760
Equity(76 [TAP]) 73.640
Equity(114 [ADBE]) 75.860
Equity(122 [ADI]) 63.240
Equity(128 [ADM]) 50.340
Equity(161 [AEP]) 57.360
Equity(168 [AET]) 109.200
Equity(185 [AFL]) 63.530
Equity(216 [HES]) 74.700
Equity(239 [AIG]) 58.180
Equity(328 [ALTR]) 45.030
Equity(337 [AMAT]) 19.873
Equity(357 [TWX]) 85.890
Equity(368 [AMGN]) 162.110
Equity(438 [AON]) 98.820
Equity(448 [APA]) 68.550
Equity(455 [APC]) 93.730
Equity(460 [APD]) 147.550
Equity(559 [ASH]) 128.520
Equity(630 [ADP]) 86.490
Equity(660 [AVP]) 8.170
Equity(679 [AXP]) 78.275
Equity(693 [AZO]) 684.360
Equity(698 [BA]) 144.070
Equity(700 [BAC]) 16.450
Equity(734 [BAX]) 69.940
Equity(739 [BBBY]) 72.010
... ...
Equity(41730 [ZG]) 95.960
Equity(41872 [VER]) 9.250
Equity(42118 [GRPN]) 7.050
Equity(42173 [APTV]) 86.050
Equity(42230 [TRIP]) 79.870
Equity(42270 [CPRI]) 62.650
Equity(42436 [SLCA]) 37.560
Equity(42596 [YELP]) 39.610
Equity(42788 [PSX]) 80.810
Equity(42815 [SPLK]) 67.170
Equity(42950 [FB]) 78.800
Equity(43127 [NOW]) 73.580
Equity(43202 [PANW]) 152.720
Equity(43405 [KRFT]) 84.290
Equity(43495 [AMBA]) 75.420
Equity(43505 [ICPT]) 266.710
Equity(43510 [WDAY]) 90.750
Equity(43512 [FANG]) 82.940
Equity(43694 [ABBV]) 64.680
Equity(43721 [SCTY]) 61.040
Equity(44060 [ZTS]) 45.390
Equity(44645 [VOYA]) 43.010
Equity(44747 [DATA]) 99.130
Equity(44917 [MNK]) 114.660
Equity(45451 [FEYE]) 43.330
Equity(45815 [TWTR]) 37.870
Equity(45971 [AAL]) 48.940
Equity(45993 [HLT]) 29.390
Equity(47208 [GPRO]) 49.730
Equity(47430 [MBLY]) 45.250

500 rows × 1 columns

In [49]:
type(df)
Out[49]:
<class 'pandas.core.frame.DataFrame'>
In [50]:
df = df[['Adj. Open','Adj. High','Adj. Low','Adj. Close','Adj. Volume',]]
df['HL_PCT'] = (df['Adj. High'] - df['Adj. Close']) / df['Adj. Close'] * 100.0
df['PCT_change'] = (df['Adj. Close'] - df['Adj. Open']) / df['Adj. Open'] * 100.0

df = df[['Adj. Close','HL_PCT','PCT_change','Adj. Volume']]

print(df.head())
            Adj. Close    HL_PCT  PCT_change  Adj. Volume
Date                                                     
2004-08-19   50.322842  3.712563    0.324968   44659000.0
2004-08-20   54.322689  0.710922    7.227007   22834300.0
2004-08-23   54.869377  3.729433   -1.227880   18256100.0
2004-08-24   52.597363  6.417469   -5.726357   15247300.0
2004-08-25   53.164113  1.886792    1.183658    9188600.0
In [51]:
forecast_col = 'Adj. Close'
df.fillna(-99999, inplace=True)

forecast_out = int(math.ceil(0.01*len(df)))

df['label'] = df[forecast_col].shift(-forecast_out)
df.dropna(inplace=True)
print(df.head())
            Adj. Close    HL_PCT  PCT_change  Adj. Volume      label
Date                                                                
2004-08-19   50.322842  3.712563    0.324968   44659000.0  69.078238
2004-08-20   54.322689  0.710922    7.227007   22834300.0  67.839414
2004-08-23   54.869377  3.729433   -1.227880   18256100.0  68.912727
2004-08-24   52.597363  6.417469   -5.726357   15247300.0  70.668146
2004-08-25   53.164113  1.886792    1.183658    9188600.0  71.219849
In [52]:
df = Quandl.get('WIKI/GOOGL')
df = df[['Adj. Open','Adj. High','Adj. Low','Adj. Close','Adj. Volume',]]
df['HL_PCT'] = (df['Adj. High'] - df['Adj. Close']) / df['Adj. Close'] * 100.0
df['PCT_change'] = (df['Adj. Close'] - df['Adj. Open']) / df['Adj. Open'] * 100.0
df = df[['Adj. Close','HL_PCT','PCT_change','Adj. Volume']]
forecast_col = 'Adj. Close'
df.fillna(-99999, inplace=True)

forecast_out = int(math.ceil(0.01*len(df)))

df['label'] = df[forecast_col].shift(-forecast_out)

X = np.array(df.drop(['label'],1))
X = preprocessing.scale(X)
X = X[:-forecast_out]
X_lately = X[-forecast_out:]

df.dropna(inplace=True)
Y = np.array(df['label'])
#Y = np.array(df['label'])


X_train, X_test, Y_train, Y_test = cross_validation.train_test_split(X, Y, test_size=0.2)

clf = LinearRegression()
clf.fit(X_train, Y_train)
accuracy = clf.score(X_test,Y_test)

#print(accuracy)

forceast_set = clf.predict(X_lately)

print(forceast_set, accuracy, forecast_out)
[ 1077.01316071  1091.30692973  1105.23245931  1099.85628233  1093.43829658
  1090.81359664  1089.08218111  1086.02406656  1080.08122365  1075.77139067
  1073.28252274  1093.08453421  1111.51981442  1115.857149    1130.61039326
  1134.65857965  1133.16932905  1130.68897898  1132.42237496  1151.03604213
  1150.60731349  1159.9024576   1156.60899944  1164.30312227  1184.9873132
  1197.05085934  1191.71477122  1203.25213739  1208.60918774  1207.27143836
  1197.99739648  1203.20443751  1202.01849219  1137.63447361  1086.2002661 ] 0.977966788547 35
/venvs/py35/lib/python3.5/site-packages/sklearn/preprocessing/data.py:153: UserWarning: Numerical issues were encountered when centering the data and might not be solved. Dataset may contain too large values. You may need to prescale your features.
  warnings.warn("Numerical issues were encountered "
In [ ]:
 
In [ ]: