SVM - Python code - wrong date used?

Installations & Python Packages
1

In the code for the SVM pgm, two of the features are (Today Open minus Yesterday Open), and another feature is Today Open minus Yesterday Close, however the code shows ['Open] - ['Close'], and should say imo ['Open'] - ['Close'].shift(1). Am I right?

2

Hi German, 



The code is correct. The last minute's "Close" price is stored in the "close" column of Df dataframe.

Df['close'] = Df['Close'].shift(1)



So, the code for the feature current minute's open minus last minute's close is 

Df['OC'] = Df['Open']-Df['close']



here,

Df['Open'] = current minute's open

Df['close'] = last minute's close



Thanks!

3

Your're right! Close with capital letter is current period but close is time period-1.



Thanks Vibhu!