kamilkrukowski / sec-sentiment-pred

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Add moving average prices to ```generate_labels.py```` #14

Closed kamilkrukowski closed 1 year ago

kamilkrukowski commented 1 year ago

We want to add several columns for downstream model analysis

  1. Stock Price at opening the day AFTER 8-K release
  2. N-day moving average centered at 7 days after 8-K release
  3. N-day M.A. centered at 30 days after 8-K release
  4. N-day M.A. 90 days after release

Ideally we want N to be a hyper-parameter that is a constant set at the top of the file.