generated from mathias/template-go-web
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1a17a4c88e |
@@ -232,10 +232,10 @@ def main():
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idx = df2.index[year_mask].tolist()
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idx = df2.index[year_mask].tolist()
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Xs, dates, rvs = [], [], []
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Xs, dates, rvs = [], [], []
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for t in idx:
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for t in idx:
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if t - WINDOW >= 0:
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if t - WINDOW >= 0 and t + 1 < len(df2):
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Xs.append(fn2[t - WINDOW:t])
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Xs.append(fn2[t - WINDOW:t])
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dates.append(str(df2["date"].iloc[t].date()))
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dates.append(str(df2["date"].iloc[t].date()))
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rvs.append(float(df2["realized_vol"].iloc[t]))
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rvs.append(float(df2["realized_vol"].iloc[t + 1]))
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if not Xs:
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if not Xs:
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return [], [], []
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return [], [], []
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Xa = np.stack(Xs)
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Xa = np.stack(Xs)
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