# margot.data example notebook.

from margot.data import MargotDataFrame, Symbol, Ratio
from margot.data.column import alphavantage as av
from margot.data.features import finance

class Index(Symbol):
    adj_close = av.Column(function='historical_daily_adjusted',
                          time_series='adjusted_close')
    log_returns = finance.LogReturns(column='adj_close')
    realised_vol = finance.RealisedVolatility(column='log_returns',
                                              window=30)

class ExampleDF(MargotDataFrame):
    spy = Index(symbol='SPY')
    vtwo = Index(symbol='VTWO')
    spy_russ_ratio = Ratio(numerator=spy.adj_close,
                           denominator=vtwo.adj_close,
                           label='spy_russ')

mdf = ExampleDF()

mdf.to_pandas().tail()

	SPY			VTWO			margot
	adj_close	log_returns	realised_vol	adj_close	log_returns	realised_vol	spy_russ_ratio
date
2020-06-02 00:00:00+00:00	308.08	0.008246	0.234196	113.91	0.008463	0.400729	2.704591
2020-06-03 00:00:00+00:00	312.18	0.013220	0.212717	116.44	0.021967	0.393954	2.681037
2020-06-04 00:00:00+00:00	311.36	-0.002630	0.207012	116.54	0.000858	0.394140	2.671701
2020-06-05 00:00:00+00:00	319.34	0.025307	0.215927	120.86	0.036398	0.403436	2.642231
2020-06-08 00:00:00+00:00	323.20	0.012015	0.215303	123.39	0.020717	0.404300	2.619337