The Relationship between news and stocks 9

코드

시장 활성화 시간을 13시 30분 -> 18시로 조정

import datetime
from datetime import time
from datetime import timedelta


for i in tqdm(range(len(news))):
  if len(df.loc[(df["stock_id"] == news.loc[i][0]) & (df["date"] == news.loc[i][2].date())]) == 0:
    for j in range(1, 7):
      if len(df.loc[(df["stock_id"] == news.loc[i][0]) & (df["date"] == (news.loc[i][2] + timedelta(days=j)).date())]) == 0:
        continue
      news.loc[i, 'label'] = int(df.loc[(df["stock_id"] == news.loc[i][0]) & (df["date"] == (news.loc[i][2] + timedelta(days=j)).date())]['label2'])
    continue
  if news.loc[i][2].weekday() == 4 and news.loc[i][2].time() > datetime.time(18,0):
    for j in range(1, 7):
      if len(df.loc[(df["stock_id"] == news.loc[i][0]) & (df["date"] == (news.loc[i][2] + timedelta(days=j)).date())]) == 0:
        continue
      news.loc[i, 'label'] = int(df.loc[(df["stock_id"] == news.loc[i][0]) & (df["date"] == (news.loc[i][2] + timedelta(days=j)).date())]['label2'])
  elif news.loc[i][2].weekday() == 4 and news.loc[i][2].time() <= datetime.time(18,0):
    news.loc[i, 'label'] = int(df.loc[(df["stock_id"] == news.loc[i][0]) & (df["date"] == news.loc[i][2].date())]['label1'])
  else:
    if news.loc[i][2].time() > datetime.time(18):
      news.loc[i, 'label'] = int(df.loc[(df["stock_id"] == news.loc[i][0]) & (df["date"] == news.loc[i][2].date())]['label2'])
    elif news.loc[i][2].time() <= datetime.time(18):
      news.loc[i, 'label'] = int(df.loc[(df["stock_id"] == news.loc[i][0]) & (df["date"] == news.loc[i][2].date())]['label1'])