VincentGW / Momentum-Ranking

Automatically ranks the equities listed in the S&P500 according to Andres Clenow's Momentum theory. Self-directed graduate research under the supervision of Professor Greggory Collins.
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writing error in "chuck_csv_data" #1

Open tchang730 opened 4 years ago

tchang730 commented 4 years ago

I am new to Python. Tried the code under Jupyter notebook for few days but encounter a strange issue. When executing till "chuck_csv_data" which copy stock price to column C of MomentumCalc, it seems get wrong "index" of data point at some place. See below from my test--print-out (run code on 7/1/2020).

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But executing "import_date" which create date info to column B of MomentumCalc, the index is correct

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tchang730 commented 4 years ago

I think this is a logical bug of "chuck_csv_data": if price of multiple different date are same, it will only write to the 1st date for multiple time while other date will have no price info. Above data point 12 and data point 109 have same price.