abscur.ipynb

{
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   "cell_type": "markdown",
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     "start_time": "2022-01-07T01:26:07.721757",
     "status": "completed"
    },
    "tags": []
   },
   "source": [
    "# Импорт библиотек"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "f2884125",
   "metadata": {
    "execution": {
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     "exception": false,
     "start_time": "2022-01-07T01:26:07.754106",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Collecting yfinance\r\n",
      "  Downloading yfinance-0.1.68-py2.py3-none-any.whl (26 kB)\r\n",
      "Requirement already satisfied: numpy>=1.15 in /opt/conda/lib/python3.7/site-packages (from yfinance) (1.19.5)\r\n",
      "Requirement already satisfied: pandas>=0.24 in /opt/conda/lib/python3.7/site-packages (from yfinance) (1.3.4)\r\n",
      "Collecting requests>=2.26\r\n",
      "  Downloading requests-2.27.1-py2.py3-none-any.whl (63 kB)\r\n",
      "     |████████████████████████████████| 63 kB 922 kB/s             \r\n",
      "\u001b[?25hCollecting multitasking>=0.0.7\r\n",
      "  Downloading multitasking-0.0.10.tar.gz (8.2 kB)\r\n",
      "  Preparing metadata (setup.py) ... \u001b[?25l-\b \bdone\r\n",
      "\u001b[?25hRequirement already satisfied: lxml>=4.5.1 in /opt/conda/lib/python3.7/site-packages (from yfinance) (4.6.4)\r\n",
      "Requirement already satisfied: python-dateutil>=2.7.3 in /opt/conda/lib/python3.7/site-packages (from pandas>=0.24->yfinance) (2.8.0)\r\n",
      "Requirement already satisfied: pytz>=2017.3 in /opt/conda/lib/python3.7/site-packages (from pandas>=0.24->yfinance) (2021.3)\r\n",
      "Requirement already satisfied: urllib3<1.27,>=1.21.1 in /opt/conda/lib/python3.7/site-packages (from requests>=2.26->yfinance) (1.26.7)\r\n",
      "Requirement already satisfied: charset-normalizer~=2.0.0 in /opt/conda/lib/python3.7/site-packages (from requests>=2.26->yfinance) (2.0.7)\r\n",
      "Requirement already satisfied: idna<4,>=2.5 in /opt/conda/lib/python3.7/site-packages (from requests>=2.26->yfinance) (2.10)\r\n",
      "Requirement already satisfied: certifi>=2017.4.17 in /opt/conda/lib/python3.7/site-packages (from requests>=2.26->yfinance) (2021.10.8)\r\n",
      "Requirement already satisfied: six>=1.5 in /opt/conda/lib/python3.7/site-packages (from python-dateutil>=2.7.3->pandas>=0.24->yfinance) (1.16.0)\r\n",
      "Building wheels for collected packages: multitasking\r\n",
      "  Building wheel for multitasking (setup.py) ... \u001b[?25l-\b \b\\\b \bdone\r\n",
      "\u001b[?25h  Created wheel for multitasking: filename=multitasking-0.0.10-py3-none-any.whl size=8500 sha256=6bb218e61e0e81d98cad07beceb1b0864a8900066c8c076877e101b20fe1d6f3\r\n",
      "  Stored in directory: /root/.cache/pip/wheels/34/ba/79/c0260c6f1a03f420ec7673eff9981778f293b9107974679e36\r\n",
      "Successfully built multitasking\r\n",
      "Installing collected packages: requests, multitasking, yfinance\r\n",
      "  Attempting uninstall: requests\r\n",
      "    Found existing installation: requests 2.25.1\r\n",
      "    Uninstalling requests-2.25.1:\r\n",
      "      Successfully uninstalled requests-2.25.1\r\n",
      "\u001b[31mERROR: pip's dependency resolver does not currently take into account all the packages that are installed. This behaviour is the source of the following dependency conflicts.\r\n",
      "explainable-ai-sdk 1.3.2 requires xai-image-widget, which is not installed.\r\n",
      "beatrix-jupyterlab 3.1.4 requires google-cloud-bigquery-storage, which is not installed.\r\n",
      "gcsfs 2021.11.0 requires fsspec==2021.11.0, but you have fsspec 2021.11.1 which is incompatible.\r\n",
      "apache-beam 2.34.0 requires dill<0.3.2,>=0.3.1.1, but you have dill 0.3.4 which is incompatible.\r\n",
      "apache-beam 2.34.0 requires httplib2<0.20.0,>=0.8, but you have httplib2 0.20.2 which is incompatible.\r\n",
      "apache-beam 2.34.0 requires pyarrow<6.0.0,>=0.15.1, but you have pyarrow 6.0.0 which is incompatible.\u001b[0m\r\n",
      "Successfully installed multitasking-0.0.10 requests-2.27.1 yfinance-0.1.68\r\n",
      "\u001b[33mWARNING: Running pip as the 'root' user can result in broken permissions and conflicting behaviour with the system package manager. It is recommended to use a virtual environment instead: https://pip.pypa.io/warnings/venv\u001b[0m\r\n"
     ]
    }
   ],
   "source": [
    "!pip install yfinance"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "d674e253",
   "metadata": {
    "_cell_guid": "b1076dfc-b9ad-4769-8c92-a6c4dae69d19",
    "_uuid": "8f2839f25d086af736a60e9eeb907d3b93b6e0e5",
    "execution": {
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     "status": "completed"
    },
    "tags": []
   },
   "outputs": [],
   "source": [
    "import numpy as np\n",
    "import pandas as pd\n",
    "import yfinance as yf\n",
    "import lib_abscur"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "99cc1a25",
   "metadata": {
    "papermill": {
     "duration": 0.020591,
     "end_time": "2022-01-07T01:26:21.345527",
     "exception": false,
     "start_time": "2022-01-07T01:26:21.324936",
     "status": "completed"
    },
    "tags": []
   },
   "source": [
    "# Список валютных пар"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "51b1066e",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:21.395183Z",
     "iopub.status.busy": "2022-01-07T01:26:21.394450Z",
     "iopub.status.idle": "2022-01-07T01:26:21.397962Z",
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     "shell.execute_reply.started": "2022-01-04T18:35:59.849954Z"
    },
    "papermill": {
     "duration": 0.030991,
     "end_time": "2022-01-07T01:26:21.398124",
     "exception": false,
     "start_time": "2022-01-07T01:26:21.367133",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "['AUDCAD', 'AUDHKD', 'AUDJPY', 'AUDSEK', 'AUDUSD', 'CADJPY', 'CADSEK', 'CHFAUD', 'CHFHKD', 'CHFJPY', 'EURAUD', 'EURCAD', 'EURCHF', 'EURCNY', 'EURCZK', 'EURGBP', 'EURHKD', 'EURILS', 'EURJPY', 'EURNOK', 'EURNZD', 'EURRUB', 'EURSEK', 'EURSGD', 'EURUSD', 'EURZAR', 'GBPAUD', 'GBPCAD', 'GBPCHF', 'GBPHKD', 'GBPJPY', 'GBPNOK', 'GBPSEK', 'GBPSGD', 'GBPUSD', 'HKDSEK', 'HKDSGD', 'JPYHKD', 'JPYSEK', 'NZDSEK', 'NZDUSD', 'SGDAUD', 'SGDCAD', 'SGDCHF', 'SGDJPY', 'USDAED', 'USDARS', 'USDBRL', 'USDCAD', 'USDCHF', 'USDCLP', 'USDCNY', 'USDCOP', 'USDCZK', 'USDDKK', 'USDEGP', 'USDHKD', 'USDHUF', 'USDIDR', 'USDILS', 'USDINR', 'USDISK', 'USDJPY', 'USDKRW', 'USDKWD', 'USDKZT', 'USDMXN', 'USDMYR', 'USDNOK', 'USDPEN', 'USDPHP', 'USDPKR', 'USDPLN', 'USDQAR', 'USDRON', 'USDRUB', 'USDSAR', 'USDSEK', 'USDSGD', 'USDTHB', 'USDTRY', 'USDTWD', 'USDUAH', 'USDVND', 'USDZAR', 'USDGBP', 'GBPRUB']\n"
     ]
    }
   ],
   "source": [
    "curList = 'AUDCAD\tAUDHKD\tAUDJPY\tAUDSEK\tAUDUSD\tCADJPY\tCADSEK\tCHFAUD\tCHFHKD\tCHFJPY\tEURAUD\tEURCAD\tEURCHF\tEURCNY\tEURCZK\tEURGBP\tEURHKD\tEURILS\tEURJPY\tEURNOK\tEURNZD\tEURRUB\tEURSEK\tEURSGD\tEURUSD\tEURZAR\tGBPAUD\tGBPCAD\tGBPCHF\tGBPHKD\tGBPJPY\tGBPNOK\tGBPSEK\tGBPSGD\tGBPUSD\tHKDSEK\tHKDSGD\tJPYHKD\tJPYSEK\tNZDSEK\tNZDUSD\tSGDAUD\tSGDCAD\tSGDCHF\tSGDJPY\tUSDAED\tUSDARS\tUSDBRL\tUSDCAD\tUSDCHF\tUSDCLP\tUSDCNY\tUSDCOP\tUSDCZK\tUSDDKK\tUSDEGP\tUSDHKD\tUSDHUF\tUSDIDR\tUSDILS\tUSDINR\tUSDISK\tUSDJPY\tUSDKRW\tUSDKWD\tUSDKZT\tUSDMXN\tUSDMYR\tUSDNOK\tUSDPEN\tUSDPHP\tUSDPKR\tUSDPLN\tUSDQAR\tUSDRON\tUSDRUB\tUSDSAR\tUSDSEK\tUSDSGD\tUSDTHB\tUSDTRY\tUSDTWD\tUSDUAH\tUSDVND\tUSDZAR\tUSDGBP\tGBPRUB'.split('\\t')\n",
    "print(curList)"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "c97fbfb4",
   "metadata": {
    "papermill": {
     "duration": 0.023302,
     "end_time": "2022-01-07T01:26:21.442605",
     "exception": false,
     "start_time": "2022-01-07T01:26:21.419303",
     "status": "completed"
    },
    "tags": []
   },
   "source": [
    "# Предыдущие значения"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "0a6dec8c",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:21.494017Z",
     "iopub.status.busy": "2022-01-07T01:26:21.493236Z",
     "iopub.status.idle": "2022-01-07T01:26:21.506691Z",
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     "shell.execute_reply.started": "2022-01-04T18:35:59.857807Z"
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     "exception": false,
     "start_time": "2022-01-07T01:26:21.465071",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'../input/abscur/close_pairs.pkl'"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import os\n",
    "\n",
    "def find(name, path):\n",
    "    for root, dirs, files in os.walk(path):\n",
    "        if name in files:\n",
    "            return os.path.join(root, name)\n",
    "        \n",
    "prev_close_pairs_file_path = find('close_pairs.pkl','..')\n",
    "prev_close_pairs_file_path"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "03356771",
   "metadata": {
    "execution": {
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     "iopub.status.idle": "2022-01-07T01:26:21.623073Z",
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     "shell.execute_reply.started": "2022-01-04T18:35:59.887576Z"
    },
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     "duration": 0.095129,
     "end_time": "2022-01-07T01:26:21.623793",
     "exception": false,
     "start_time": "2022-01-07T01:26:21.528664",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>AUDCAD</th>\n",
       "      <th>AUDHKD</th>\n",
       "      <th>AUDJPY</th>\n",
       "      <th>AUDSEK</th>\n",
       "      <th>AUDUSD</th>\n",
       "      <th>CADJPY</th>\n",
       "      <th>CADSEK</th>\n",
       "      <th>CHFAUD</th>\n",
       "      <th>CHFHKD</th>\n",
       "      <th>CHFJPY</th>\n",
       "      <th>...</th>\n",
       "      <th>USDRUB</th>\n",
       "      <th>USDSAR</th>\n",
       "      <th>USDSEK</th>\n",
       "      <th>USDSGD</th>\n",
       "      <th>USDTHB</th>\n",
       "      <th>USDTRY</th>\n",
       "      <th>USDTWD</th>\n",
       "      <th>USDUAH</th>\n",
       "      <th>USDVND</th>\n",
       "      <th>USDZAR</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
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       "      <th></th>\n",
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       "      <th></th>\n",
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       "      <th></th>\n",
       "      <th></th>\n",
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       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-06</th>\n",
       "      <td>0.97069</td>\n",
       "      <td>5.689500</td>\n",
       "      <td>84.574997</td>\n",
       "      <td>6.600590</td>\n",
       "      <td>0.733837</td>\n",
       "      <td>87.119003</td>\n",
       "      <td>6.79857</td>\n",
       "      <td>1.349400</td>\n",
       "      <td>7.678100</td>\n",
       "      <td>114.150002</td>\n",
       "      <td>...</td>\n",
       "      <td>59.401199</td>\n",
       "      <td>3.746200</td>\n",
       "      <td>8.99680</td>\n",
       "      <td>1.42846</td>\n",
       "      <td>35.655998</td>\n",
       "      <td>3.59191</td>\n",
       "      <td>31.943001</td>\n",
       "      <td>25.712999</td>\n",
       "      <td>22297.0</td>\n",
       "      <td>13.57150</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>0.96787</td>\n",
       "      <td>5.667500</td>\n",
       "      <td>85.626999</td>\n",
       "      <td>6.623030</td>\n",
       "      <td>0.731208</td>\n",
       "      <td>88.459000</td>\n",
       "      <td>6.84147</td>\n",
       "      <td>1.344300</td>\n",
       "      <td>7.621000</td>\n",
       "      <td>115.130997</td>\n",
       "      <td>...</td>\n",
       "      <td>59.564999</td>\n",
       "      <td>3.750300</td>\n",
       "      <td>9.06181</td>\n",
       "      <td>1.43897</td>\n",
       "      <td>35.702000</td>\n",
       "      <td>3.63983</td>\n",
       "      <td>32.041000</td>\n",
       "      <td>27.128000</td>\n",
       "      <td>22077.0</td>\n",
       "      <td>13.74490</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>0.97211</td>\n",
       "      <td>5.705300</td>\n",
       "      <td>85.327003</td>\n",
       "      <td>6.643800</td>\n",
       "      <td>0.735998</td>\n",
       "      <td>87.762001</td>\n",
       "      <td>6.83500</td>\n",
       "      <td>1.340100</td>\n",
       "      <td>7.648200</td>\n",
       "      <td>114.350998</td>\n",
       "      <td>...</td>\n",
       "      <td>60.102501</td>\n",
       "      <td>3.746100</td>\n",
       "      <td>9.03428</td>\n",
       "      <td>1.43481</td>\n",
       "      <td>35.606998</td>\n",
       "      <td>3.70849</td>\n",
       "      <td>32.002998</td>\n",
       "      <td>26.544001</td>\n",
       "      <td>22237.0</td>\n",
       "      <td>13.64450</td>\n",
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       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>0.97477</td>\n",
       "      <td>5.707300</td>\n",
       "      <td>85.280998</td>\n",
       "      <td>6.681300</td>\n",
       "      <td>0.736160</td>\n",
       "      <td>87.482002</td>\n",
       "      <td>6.85480</td>\n",
       "      <td>1.335700</td>\n",
       "      <td>7.625500</td>\n",
       "      <td>113.931000</td>\n",
       "      <td>...</td>\n",
       "      <td>60.139999</td>\n",
       "      <td>3.745700</td>\n",
       "      <td>9.08071</td>\n",
       "      <td>1.43706</td>\n",
       "      <td>35.533001</td>\n",
       "      <td>3.79825</td>\n",
       "      <td>31.929001</td>\n",
       "      <td>26.919001</td>\n",
       "      <td>22059.0</td>\n",
       "      <td>13.72690</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>0.98008</td>\n",
       "      <td>5.772600</td>\n",
       "      <td>85.697998</td>\n",
       "      <td>6.716600</td>\n",
       "      <td>0.744713</td>\n",
       "      <td>87.432999</td>\n",
       "      <td>6.84910</td>\n",
       "      <td>1.324700</td>\n",
       "      <td>7.653400</td>\n",
       "      <td>113.580002</td>\n",
       "      <td>...</td>\n",
       "      <td>59.778099</td>\n",
       "      <td>3.746000</td>\n",
       "      <td>9.01691</td>\n",
       "      <td>1.42582</td>\n",
       "      <td>35.410000</td>\n",
       "      <td>3.87410</td>\n",
       "      <td>31.914000</td>\n",
       "      <td>26.795000</td>\n",
       "      <td>22265.0</td>\n",
       "      <td>13.71820</td>\n",
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       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-30</th>\n",
       "      <td>0.92777</td>\n",
       "      <td>5.658810</td>\n",
       "      <td>83.432999</td>\n",
       "      <td>6.550750</td>\n",
       "      <td>0.725879</td>\n",
       "      <td>89.917000</td>\n",
       "      <td>7.05990</td>\n",
       "      <td>1.507280</td>\n",
       "      <td>8.532009</td>\n",
       "      <td>125.750999</td>\n",
       "      <td>...</td>\n",
       "      <td>73.974998</td>\n",
       "      <td>3.750001</td>\n",
       "      <td>9.02556</td>\n",
       "      <td>1.35080</td>\n",
       "      <td>33.445000</td>\n",
       "      <td>12.64030</td>\n",
       "      <td>27.617399</td>\n",
       "      <td>26.982159</td>\n",
       "      <td>22820.0</td>\n",
       "      <td>15.90975</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-31</th>\n",
       "      <td>0.92360</td>\n",
       "      <td>5.652457</td>\n",
       "      <td>83.412003</td>\n",
       "      <td>6.558100</td>\n",
       "      <td>0.724980</td>\n",
       "      <td>90.267998</td>\n",
       "      <td>7.09750</td>\n",
       "      <td>1.507841</td>\n",
       "      <td>8.531340</td>\n",
       "      <td>125.888000</td>\n",
       "      <td>...</td>\n",
       "      <td>74.531502</td>\n",
       "      <td>3.749972</td>\n",
       "      <td>9.04681</td>\n",
       "      <td>1.35191</td>\n",
       "      <td>33.325001</td>\n",
       "      <td>13.29050</td>\n",
       "      <td>27.658701</td>\n",
       "      <td>27.022661</td>\n",
       "      <td>22765.0</td>\n",
       "      <td>15.88910</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-03</th>\n",
       "      <td>0.91995</td>\n",
       "      <td>5.665570</td>\n",
       "      <td>83.677002</td>\n",
       "      <td>6.573116</td>\n",
       "      <td>0.726818</td>\n",
       "      <td>90.945999</td>\n",
       "      <td>7.14410</td>\n",
       "      <td>1.508400</td>\n",
       "      <td>8.546940</td>\n",
       "      <td>126.234001</td>\n",
       "      <td>...</td>\n",
       "      <td>74.986000</td>\n",
       "      <td>3.753100</td>\n",
       "      <td>9.04474</td>\n",
       "      <td>1.34820</td>\n",
       "      <td>33.111000</td>\n",
       "      <td>13.35660</td>\n",
       "      <td>27.702101</td>\n",
       "      <td>27.022955</td>\n",
       "      <td>22825.0</td>\n",
       "      <td>15.92990</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-04</th>\n",
       "      <td>0.91748</td>\n",
       "      <td>5.609700</td>\n",
       "      <td>82.983002</td>\n",
       "      <td>6.552620</td>\n",
       "      <td>0.719800</td>\n",
       "      <td>90.440002</td>\n",
       "      <td>7.14000</td>\n",
       "      <td>1.513010</td>\n",
       "      <td>8.489950</td>\n",
       "      <td>125.571266</td>\n",
       "      <td>...</td>\n",
       "      <td>74.371803</td>\n",
       "      <td>3.750006</td>\n",
       "      <td>9.09965</td>\n",
       "      <td>1.35312</td>\n",
       "      <td>33.243000</td>\n",
       "      <td>13.06170</td>\n",
       "      <td>27.624701</td>\n",
       "      <td>27.028234</td>\n",
       "      <td>22825.0</td>\n",
       "      <td>15.86150</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-05</th>\n",
       "      <td>0.91960</td>\n",
       "      <td>5.640200</td>\n",
       "      <td>84.094002</td>\n",
       "      <td>6.586258</td>\n",
       "      <td>0.723880</td>\n",
       "      <td>91.434998</td>\n",
       "      <td>7.15990</td>\n",
       "      <td>1.507568</td>\n",
       "      <td>8.505300</td>\n",
       "      <td>126.787003</td>\n",
       "      <td>...</td>\n",
       "      <td>75.263000</td>\n",
       "      <td>3.751174</td>\n",
       "      <td>9.09420</td>\n",
       "      <td>1.35571</td>\n",
       "      <td>33.241001</td>\n",
       "      <td>13.41150</td>\n",
       "      <td>27.515499</td>\n",
       "      <td>27.016205</td>\n",
       "      <td>22752.0</td>\n",
       "      <td>15.99912</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1304 rows × 87 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "             AUDCAD    AUDHKD     AUDJPY    AUDSEK    AUDUSD     CADJPY  \\\n",
       "Date                                                                      \n",
       "2017-01-06  0.97069  5.689500  84.574997  6.600590  0.733837  87.119003   \n",
       "2017-01-09  0.96787  5.667500  85.626999  6.623030  0.731208  88.459000   \n",
       "2017-01-10  0.97211  5.705300  85.327003  6.643800  0.735998  87.762001   \n",
       "2017-01-11  0.97477  5.707300  85.280998  6.681300  0.736160  87.482002   \n",
       "2017-01-12  0.98008  5.772600  85.697998  6.716600  0.744713  87.432999   \n",
       "...             ...       ...        ...       ...       ...        ...   \n",
       "2021-12-30  0.92777  5.658810  83.432999  6.550750  0.725879  89.917000   \n",
       "2021-12-31  0.92360  5.652457  83.412003  6.558100  0.724980  90.267998   \n",
       "2022-01-03  0.91995  5.665570  83.677002  6.573116  0.726818  90.945999   \n",
       "2022-01-04  0.91748  5.609700  82.983002  6.552620  0.719800  90.440002   \n",
       "2022-01-05  0.91960  5.640200  84.094002  6.586258  0.723880  91.434998   \n",
       "\n",
       "             CADSEK    CHFAUD    CHFHKD      CHFJPY  ...     USDRUB    USDSAR  \\\n",
       "Date                                                 ...                        \n",
       "2017-01-06  6.79857  1.349400  7.678100  114.150002  ...  59.401199  3.746200   \n",
       "2017-01-09  6.84147  1.344300  7.621000  115.130997  ...  59.564999  3.750300   \n",
       "2017-01-10  6.83500  1.340100  7.648200  114.350998  ...  60.102501  3.746100   \n",
       "2017-01-11  6.85480  1.335700  7.625500  113.931000  ...  60.139999  3.745700   \n",
       "2017-01-12  6.84910  1.324700  7.653400  113.580002  ...  59.778099  3.746000   \n",
       "...             ...       ...       ...         ...  ...        ...       ...   \n",
       "2021-12-30  7.05990  1.507280  8.532009  125.750999  ...  73.974998  3.750001   \n",
       "2021-12-31  7.09750  1.507841  8.531340  125.888000  ...  74.531502  3.749972   \n",
       "2022-01-03  7.14410  1.508400  8.546940  126.234001  ...  74.986000  3.753100   \n",
       "2022-01-04  7.14000  1.513010  8.489950  125.571266  ...  74.371803  3.750006   \n",
       "2022-01-05  7.15990  1.507568  8.505300  126.787003  ...  75.263000  3.751174   \n",
       "\n",
       "             USDSEK   USDSGD     USDTHB    USDTRY     USDTWD     USDUAH  \\\n",
       "Date                                                                      \n",
       "2017-01-06  8.99680  1.42846  35.655998   3.59191  31.943001  25.712999   \n",
       "2017-01-09  9.06181  1.43897  35.702000   3.63983  32.041000  27.128000   \n",
       "2017-01-10  9.03428  1.43481  35.606998   3.70849  32.002998  26.544001   \n",
       "2017-01-11  9.08071  1.43706  35.533001   3.79825  31.929001  26.919001   \n",
       "2017-01-12  9.01691  1.42582  35.410000   3.87410  31.914000  26.795000   \n",
       "...             ...      ...        ...       ...        ...        ...   \n",
       "2021-12-30  9.02556  1.35080  33.445000  12.64030  27.617399  26.982159   \n",
       "2021-12-31  9.04681  1.35191  33.325001  13.29050  27.658701  27.022661   \n",
       "2022-01-03  9.04474  1.34820  33.111000  13.35660  27.702101  27.022955   \n",
       "2022-01-04  9.09965  1.35312  33.243000  13.06170  27.624701  27.028234   \n",
       "2022-01-05  9.09420  1.35571  33.241001  13.41150  27.515499  27.016205   \n",
       "\n",
       "             USDVND    USDZAR  \n",
       "Date                           \n",
       "2017-01-06  22297.0  13.57150  \n",
       "2017-01-09  22077.0  13.74490  \n",
       "2017-01-10  22237.0  13.64450  \n",
       "2017-01-11  22059.0  13.72690  \n",
       "2017-01-12  22265.0  13.71820  \n",
       "...             ...       ...  \n",
       "2021-12-30  22820.0  15.90975  \n",
       "2021-12-31  22765.0  15.88910  \n",
       "2022-01-03  22825.0  15.92990  \n",
       "2022-01-04  22825.0  15.86150  \n",
       "2022-01-05  22752.0  15.99912  \n",
       "\n",
       "[1304 rows x 87 columns]"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# last_closePairs = pd.read_csv('../input/abscur/close_pairs.csv',index_col='Date',header=0,decimal='.')\n",
    "last_closePairs = pd.read_pickle(prev_close_pairs_file_path)\n",
    "last_closePairs.index = last_closePairs.index.astype(str)\n",
    "last_closePairs"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "5aedb646",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:21.672163Z",
     "iopub.status.busy": "2022-01-07T01:26:21.671462Z",
     "iopub.status.idle": "2022-01-07T01:26:21.677648Z",
     "shell.execute_reply": "2022-01-07T01:26:21.678287Z",
     "shell.execute_reply.started": "2022-01-04T18:35:59.960283Z"
    },
    "papermill": {
     "duration": 0.03232,
     "end_time": "2022-01-07T01:26:21.678464",
     "exception": false,
     "start_time": "2022-01-07T01:26:21.646144",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "'2022-01-06'"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from datetime import datetime, timedelta\n",
    "yesterday = datetime.now() - timedelta(1)\n",
    "yesterday = datetime.strftime(yesterday, '%Y-%m-%d')\n",
    "yesterday"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "66e7e81c",
   "metadata": {
    "papermill": {
     "duration": 0.021932,
     "end_time": "2022-01-07T01:26:21.723323",
     "exception": false,
     "start_time": "2022-01-07T01:26:21.701391",
     "status": "completed"
    },
    "tags": []
   },
   "source": [
    "# Загрузка парных валютных курсов"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "id": "1b121a0a",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:21.773587Z",
     "iopub.status.busy": "2022-01-07T01:26:21.772815Z",
     "iopub.status.idle": "2022-01-07T01:26:28.227412Z",
     "shell.execute_reply": "2022-01-07T01:26:28.226681Z",
     "shell.execute_reply.started": "2022-01-04T18:35:59.968096Z"
    },
    "papermill": {
     "duration": 6.481986,
     "end_time": "2022-01-07T01:26:28.227600",
     "exception": false,
     "start_time": "2022-01-07T01:26:21.745614",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "[*********************100%***********************]  87 of 87 completed\n"
     ]
    }
   ],
   "source": [
    "try:\n",
    "    all_data = yf.download([c + '=X' for c in curList],period='5y',threads=True,end=yesterday)\n",
    "    all_data.index = pd.to_datetime(all_data.index,format='%Y-%m-%d').astype(str)\n",
    "    all_data = all_data[all_data.index <= yesterday]\n",
    "except:\n",
    "    print(\"error\")\n",
    "    all_data = None"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "290ac4c8",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:28.339880Z",
     "iopub.status.busy": "2022-01-07T01:26:28.339130Z",
     "iopub.status.idle": "2022-01-07T01:26:28.380845Z",
     "shell.execute_reply": "2022-01-07T01:26:28.380236Z",
     "shell.execute_reply.started": "2022-01-04T18:36:11.261554Z"
    },
    "papermill": {
     "duration": 0.099343,
     "end_time": "2022-01-07T01:26:28.381008",
     "exception": false,
     "start_time": "2022-01-07T01:26:28.281665",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "data": {
      "text/html": [
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th colspan=\"10\" halign=\"left\">Adj Close</th>\n",
       "      <th>...</th>\n",
       "      <th colspan=\"10\" halign=\"left\">Volume</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th></th>\n",
       "      <th>AUDCAD=X</th>\n",
       "      <th>AUDHKD=X</th>\n",
       "      <th>AUDJPY=X</th>\n",
       "      <th>AUDSEK=X</th>\n",
       "      <th>AUDUSD=X</th>\n",
       "      <th>CADJPY=X</th>\n",
       "      <th>CADSEK=X</th>\n",
       "      <th>CHFAUD=X</th>\n",
       "      <th>CHFHKD=X</th>\n",
       "      <th>CHFJPY=X</th>\n",
       "      <th>...</th>\n",
       "      <th>USDRUB=X</th>\n",
       "      <th>USDSAR=X</th>\n",
       "      <th>USDSEK=X</th>\n",
       "      <th>USDSGD=X</th>\n",
       "      <th>USDTHB=X</th>\n",
       "      <th>USDTRY=X</th>\n",
       "      <th>USDTWD=X</th>\n",
       "      <th>USDUAH=X</th>\n",
       "      <th>USDVND=X</th>\n",
       "      <th>USDZAR=X</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>0.96787</td>\n",
       "      <td>5.667500</td>\n",
       "      <td>85.626999</td>\n",
       "      <td>6.623030</td>\n",
       "      <td>0.731208</td>\n",
       "      <td>88.459000</td>\n",
       "      <td>6.84147</td>\n",
       "      <td>1.344300</td>\n",
       "      <td>7.621000</td>\n",
       "      <td>115.130997</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>0.97211</td>\n",
       "      <td>5.705300</td>\n",
       "      <td>85.327003</td>\n",
       "      <td>6.643800</td>\n",
       "      <td>0.735998</td>\n",
       "      <td>87.762001</td>\n",
       "      <td>6.83500</td>\n",
       "      <td>1.340100</td>\n",
       "      <td>7.648200</td>\n",
       "      <td>114.350998</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>0.97477</td>\n",
       "      <td>5.707300</td>\n",
       "      <td>85.280998</td>\n",
       "      <td>6.681300</td>\n",
       "      <td>0.736160</td>\n",
       "      <td>87.482002</td>\n",
       "      <td>6.85480</td>\n",
       "      <td>1.335700</td>\n",
       "      <td>7.625500</td>\n",
       "      <td>113.931000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>0.98008</td>\n",
       "      <td>5.772600</td>\n",
       "      <td>85.697998</td>\n",
       "      <td>6.716600</td>\n",
       "      <td>0.744713</td>\n",
       "      <td>87.432999</td>\n",
       "      <td>6.84910</td>\n",
       "      <td>1.324700</td>\n",
       "      <td>7.653400</td>\n",
       "      <td>113.580002</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>0.98459</td>\n",
       "      <td>5.805400</td>\n",
       "      <td>85.847000</td>\n",
       "      <td>6.699590</td>\n",
       "      <td>0.748839</td>\n",
       "      <td>87.181999</td>\n",
       "      <td>6.80250</td>\n",
       "      <td>1.321500</td>\n",
       "      <td>7.672600</td>\n",
       "      <td>113.466003</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-31</th>\n",
       "      <td>0.92360</td>\n",
       "      <td>5.652457</td>\n",
       "      <td>83.412003</td>\n",
       "      <td>6.558100</td>\n",
       "      <td>0.724980</td>\n",
       "      <td>90.267998</td>\n",
       "      <td>7.09750</td>\n",
       "      <td>1.507841</td>\n",
       "      <td>8.531340</td>\n",
       "      <td>125.888000</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-03</th>\n",
       "      <td>0.91995</td>\n",
       "      <td>5.665570</td>\n",
       "      <td>83.677002</td>\n",
       "      <td>6.573116</td>\n",
       "      <td>0.726818</td>\n",
       "      <td>90.945999</td>\n",
       "      <td>7.14410</td>\n",
       "      <td>1.508400</td>\n",
       "      <td>8.546940</td>\n",
       "      <td>126.234001</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-04</th>\n",
       "      <td>0.91748</td>\n",
       "      <td>5.609700</td>\n",
       "      <td>82.983002</td>\n",
       "      <td>6.552620</td>\n",
       "      <td>0.719800</td>\n",
       "      <td>90.440002</td>\n",
       "      <td>7.14000</td>\n",
       "      <td>1.513010</td>\n",
       "      <td>8.489950</td>\n",
       "      <td>125.571266</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-05</th>\n",
       "      <td>0.91960</td>\n",
       "      <td>5.640200</td>\n",
       "      <td>84.094002</td>\n",
       "      <td>6.586258</td>\n",
       "      <td>0.723880</td>\n",
       "      <td>91.434998</td>\n",
       "      <td>7.15990</td>\n",
       "      <td>1.507568</td>\n",
       "      <td>8.505300</td>\n",
       "      <td>126.787003</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-06</th>\n",
       "      <td>0.92132</td>\n",
       "      <td>5.627300</td>\n",
       "      <td>83.848999</td>\n",
       "      <td>6.579700</td>\n",
       "      <td>0.722080</td>\n",
       "      <td>91.000000</td>\n",
       "      <td>7.14060</td>\n",
       "      <td>1.508523</td>\n",
       "      <td>8.496501</td>\n",
       "      <td>126.570999</td>\n",
       "      <td>...</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "      <td>0.0</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1304 rows × 522 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "           Adj Close                                                      \\\n",
       "            AUDCAD=X  AUDHKD=X   AUDJPY=X  AUDSEK=X  AUDUSD=X   CADJPY=X   \n",
       "Date                                                                       \n",
       "2017-01-09   0.96787  5.667500  85.626999  6.623030  0.731208  88.459000   \n",
       "2017-01-10   0.97211  5.705300  85.327003  6.643800  0.735998  87.762001   \n",
       "2017-01-11   0.97477  5.707300  85.280998  6.681300  0.736160  87.482002   \n",
       "2017-01-12   0.98008  5.772600  85.697998  6.716600  0.744713  87.432999   \n",
       "2017-01-13   0.98459  5.805400  85.847000  6.699590  0.748839  87.181999   \n",
       "...              ...       ...        ...       ...       ...        ...   \n",
       "2021-12-31   0.92360  5.652457  83.412003  6.558100  0.724980  90.267998   \n",
       "2022-01-03   0.91995  5.665570  83.677002  6.573116  0.726818  90.945999   \n",
       "2022-01-04   0.91748  5.609700  82.983002  6.552620  0.719800  90.440002   \n",
       "2022-01-05   0.91960  5.640200  84.094002  6.586258  0.723880  91.434998   \n",
       "2022-01-06   0.92132  5.627300  83.848999  6.579700  0.722080  91.000000   \n",
       "\n",
       "                                                     ...   Volume           \\\n",
       "           CADSEK=X  CHFAUD=X  CHFHKD=X    CHFJPY=X  ... USDRUB=X USDSAR=X   \n",
       "Date                                                 ...                     \n",
       "2017-01-09  6.84147  1.344300  7.621000  115.130997  ...      0.0      0.0   \n",
       "2017-01-10  6.83500  1.340100  7.648200  114.350998  ...      0.0      0.0   \n",
       "2017-01-11  6.85480  1.335700  7.625500  113.931000  ...      0.0      0.0   \n",
       "2017-01-12  6.84910  1.324700  7.653400  113.580002  ...      0.0      0.0   \n",
       "2017-01-13  6.80250  1.321500  7.672600  113.466003  ...      0.0      0.0   \n",
       "...             ...       ...       ...         ...  ...      ...      ...   \n",
       "2021-12-31  7.09750  1.507841  8.531340  125.888000  ...      0.0      0.0   \n",
       "2022-01-03  7.14410  1.508400  8.546940  126.234001  ...      0.0      0.0   \n",
       "2022-01-04  7.14000  1.513010  8.489950  125.571266  ...      0.0      0.0   \n",
       "2022-01-05  7.15990  1.507568  8.505300  126.787003  ...      0.0      0.0   \n",
       "2022-01-06  7.14060  1.508523  8.496501  126.570999  ...      0.0      0.0   \n",
       "\n",
       "                                                                           \\\n",
       "           USDSEK=X USDSGD=X USDTHB=X USDTRY=X USDTWD=X USDUAH=X USDVND=X   \n",
       "Date                                                                        \n",
       "2017-01-09      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "2017-01-10      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "2017-01-11      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "2017-01-12      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "2017-01-13      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "...             ...      ...      ...      ...      ...      ...      ...   \n",
       "2021-12-31      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "2022-01-03      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "2022-01-04      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "2022-01-05      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "2022-01-06      0.0      0.0      0.0      0.0      0.0      0.0      0.0   \n",
       "\n",
       "                     \n",
       "           USDZAR=X  \n",
       "Date                 \n",
       "2017-01-09      0.0  \n",
       "2017-01-10      0.0  \n",
       "2017-01-11      0.0  \n",
       "2017-01-12      0.0  \n",
       "2017-01-13      0.0  \n",
       "...             ...  \n",
       "2021-12-31      0.0  \n",
       "2022-01-03      0.0  \n",
       "2022-01-04      0.0  \n",
       "2022-01-05      0.0  \n",
       "2022-01-06      0.0  \n",
       "\n",
       "[1304 rows x 522 columns]"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "all_data"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "f20eada2",
   "metadata": {
    "papermill": {
     "duration": 0.049113,
     "end_time": "2022-01-07T01:26:28.479951",
     "exception": false,
     "start_time": "2022-01-07T01:26:28.430838",
     "status": "completed"
    },
    "tags": []
   },
   "source": [
    "# Выделяем курсы закрытия для валютных пар"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "800e273a",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:28.588521Z",
     "iopub.status.busy": "2022-01-07T01:26:28.587411Z",
     "iopub.status.idle": "2022-01-07T01:26:28.592704Z",
     "shell.execute_reply": "2022-01-07T01:26:28.593259Z",
     "shell.execute_reply.started": "2022-01-04T18:36:11.314278Z"
    },
    "papermill": {
     "duration": 0.062135,
     "end_time": "2022-01-07T01:26:28.593439",
     "exception": false,
     "start_time": "2022-01-07T01:26:28.531304",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [],
   "source": [
    "if(all_data is None):\n",
    "    closePairs = last_closePairs\n",
    "else:\n",
    "    closePairs = all_data.Close\n",
    "    closePairs.columns = [c.split('=')[0] for c in closePairs.columns]\n",
    "    closePairs"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "93cec432",
   "metadata": {
    "papermill": {
     "duration": 0.050603,
     "end_time": "2022-01-07T01:26:28.693552",
     "exception": false,
     "start_time": "2022-01-07T01:26:28.642949",
     "status": "completed"
    },
    "tags": []
   },
   "source": [
    "# Заполняем пустоты из предыдущей версии"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "8ee92f6a",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:28.795995Z",
     "iopub.status.busy": "2022-01-07T01:26:28.795268Z",
     "iopub.status.idle": "2022-01-07T01:26:28.973064Z",
     "shell.execute_reply": "2022-01-07T01:26:28.973618Z",
     "shell.execute_reply.started": "2022-01-04T18:36:11.323828Z"
    },
    "papermill": {
     "duration": 0.230615,
     "end_time": "2022-01-07T01:26:28.973799",
     "exception": false,
     "start_time": "2022-01-07T01:26:28.743184",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/opt/conda/lib/python3.7/site-packages/pandas/core/indexing.py:1732: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  self._setitem_single_block(indexer, value, name)\n",
      "/opt/conda/lib/python3.7/site-packages/ipykernel_launcher.py:8: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  \n"
     ]
    },
    {
     "data": {
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       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>AUDCAD</th>\n",
       "      <th>AUDHKD</th>\n",
       "      <th>AUDJPY</th>\n",
       "      <th>AUDSEK</th>\n",
       "      <th>AUDUSD</th>\n",
       "      <th>CADJPY</th>\n",
       "      <th>CADSEK</th>\n",
       "      <th>CHFAUD</th>\n",
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       "      <th>USDRUB</th>\n",
       "      <th>USDSAR</th>\n",
       "      <th>USDSEK</th>\n",
       "      <th>USDSGD</th>\n",
       "      <th>USDTHB</th>\n",
       "      <th>USDTRY</th>\n",
       "      <th>USDTWD</th>\n",
       "      <th>USDUAH</th>\n",
       "      <th>USDVND</th>\n",
       "      <th>USDZAR</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>0.96787</td>\n",
       "      <td>5.667500</td>\n",
       "      <td>85.626999</td>\n",
       "      <td>6.623030</td>\n",
       "      <td>0.731208</td>\n",
       "      <td>88.459000</td>\n",
       "      <td>6.84147</td>\n",
       "      <td>1.344300</td>\n",
       "      <td>7.621000</td>\n",
       "      <td>115.130997</td>\n",
       "      <td>...</td>\n",
       "      <td>59.564999</td>\n",
       "      <td>3.750300</td>\n",
       "      <td>9.06181</td>\n",
       "      <td>1.43897</td>\n",
       "      <td>35.702000</td>\n",
       "      <td>3.63983</td>\n",
       "      <td>32.041000</td>\n",
       "      <td>27.128000</td>\n",
       "      <td>22077.0</td>\n",
       "      <td>13.74490</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>0.97211</td>\n",
       "      <td>5.705300</td>\n",
       "      <td>85.327003</td>\n",
       "      <td>6.643800</td>\n",
       "      <td>0.735998</td>\n",
       "      <td>87.762001</td>\n",
       "      <td>6.83500</td>\n",
       "      <td>1.340100</td>\n",
       "      <td>7.648200</td>\n",
       "      <td>114.350998</td>\n",
       "      <td>...</td>\n",
       "      <td>60.102501</td>\n",
       "      <td>3.746100</td>\n",
       "      <td>9.03428</td>\n",
       "      <td>1.43481</td>\n",
       "      <td>35.606998</td>\n",
       "      <td>3.70849</td>\n",
       "      <td>32.002998</td>\n",
       "      <td>26.544001</td>\n",
       "      <td>22237.0</td>\n",
       "      <td>13.64450</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>0.97477</td>\n",
       "      <td>5.707300</td>\n",
       "      <td>85.280998</td>\n",
       "      <td>6.681300</td>\n",
       "      <td>0.736160</td>\n",
       "      <td>87.482002</td>\n",
       "      <td>6.85480</td>\n",
       "      <td>1.335700</td>\n",
       "      <td>7.625500</td>\n",
       "      <td>113.931000</td>\n",
       "      <td>...</td>\n",
       "      <td>60.139999</td>\n",
       "      <td>3.745700</td>\n",
       "      <td>9.08071</td>\n",
       "      <td>1.43706</td>\n",
       "      <td>35.533001</td>\n",
       "      <td>3.79825</td>\n",
       "      <td>31.929001</td>\n",
       "      <td>26.919001</td>\n",
       "      <td>22059.0</td>\n",
       "      <td>13.72690</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>0.98008</td>\n",
       "      <td>5.772600</td>\n",
       "      <td>85.697998</td>\n",
       "      <td>6.716600</td>\n",
       "      <td>0.744713</td>\n",
       "      <td>87.432999</td>\n",
       "      <td>6.84910</td>\n",
       "      <td>1.324700</td>\n",
       "      <td>7.653400</td>\n",
       "      <td>113.580002</td>\n",
       "      <td>...</td>\n",
       "      <td>59.778099</td>\n",
       "      <td>3.746000</td>\n",
       "      <td>9.01691</td>\n",
       "      <td>1.42582</td>\n",
       "      <td>35.410000</td>\n",
       "      <td>3.87410</td>\n",
       "      <td>31.914000</td>\n",
       "      <td>26.795000</td>\n",
       "      <td>22265.0</td>\n",
       "      <td>13.71820</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>0.98459</td>\n",
       "      <td>5.805400</td>\n",
       "      <td>85.847000</td>\n",
       "      <td>6.699590</td>\n",
       "      <td>0.748839</td>\n",
       "      <td>87.181999</td>\n",
       "      <td>6.80250</td>\n",
       "      <td>1.321500</td>\n",
       "      <td>7.672600</td>\n",
       "      <td>113.466003</td>\n",
       "      <td>...</td>\n",
       "      <td>59.432499</td>\n",
       "      <td>3.750300</td>\n",
       "      <td>8.94770</td>\n",
       "      <td>1.42568</td>\n",
       "      <td>35.360001</td>\n",
       "      <td>3.76341</td>\n",
       "      <td>31.705999</td>\n",
       "      <td>27.086000</td>\n",
       "      <td>22202.0</td>\n",
       "      <td>13.52300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-31</th>\n",
       "      <td>0.92360</td>\n",
       "      <td>5.652457</td>\n",
       "      <td>83.412003</td>\n",
       "      <td>6.558100</td>\n",
       "      <td>0.724980</td>\n",
       "      <td>90.267998</td>\n",
       "      <td>7.09750</td>\n",
       "      <td>1.507841</td>\n",
       "      <td>8.531340</td>\n",
       "      <td>125.888000</td>\n",
       "      <td>...</td>\n",
       "      <td>74.531502</td>\n",
       "      <td>3.749972</td>\n",
       "      <td>9.04681</td>\n",
       "      <td>1.35191</td>\n",
       "      <td>33.325001</td>\n",
       "      <td>13.29050</td>\n",
       "      <td>27.658701</td>\n",
       "      <td>27.022661</td>\n",
       "      <td>22765.0</td>\n",
       "      <td>15.88910</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-03</th>\n",
       "      <td>0.91995</td>\n",
       "      <td>5.665570</td>\n",
       "      <td>83.677002</td>\n",
       "      <td>6.573116</td>\n",
       "      <td>0.726818</td>\n",
       "      <td>90.945999</td>\n",
       "      <td>7.14410</td>\n",
       "      <td>1.508400</td>\n",
       "      <td>8.546940</td>\n",
       "      <td>126.234001</td>\n",
       "      <td>...</td>\n",
       "      <td>74.986000</td>\n",
       "      <td>3.753100</td>\n",
       "      <td>9.04474</td>\n",
       "      <td>1.34820</td>\n",
       "      <td>33.111000</td>\n",
       "      <td>13.35660</td>\n",
       "      <td>27.702101</td>\n",
       "      <td>27.022955</td>\n",
       "      <td>22825.0</td>\n",
       "      <td>15.92990</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-04</th>\n",
       "      <td>0.91748</td>\n",
       "      <td>5.609700</td>\n",
       "      <td>82.983002</td>\n",
       "      <td>6.552620</td>\n",
       "      <td>0.719800</td>\n",
       "      <td>90.440002</td>\n",
       "      <td>7.14000</td>\n",
       "      <td>1.513010</td>\n",
       "      <td>8.489950</td>\n",
       "      <td>125.571266</td>\n",
       "      <td>...</td>\n",
       "      <td>74.371803</td>\n",
       "      <td>3.750006</td>\n",
       "      <td>9.09965</td>\n",
       "      <td>1.35312</td>\n",
       "      <td>33.243000</td>\n",
       "      <td>13.06170</td>\n",
       "      <td>27.624701</td>\n",
       "      <td>27.028234</td>\n",
       "      <td>22825.0</td>\n",
       "      <td>15.86150</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-05</th>\n",
       "      <td>0.91960</td>\n",
       "      <td>5.640200</td>\n",
       "      <td>84.094002</td>\n",
       "      <td>6.586258</td>\n",
       "      <td>0.723880</td>\n",
       "      <td>91.434998</td>\n",
       "      <td>7.15990</td>\n",
       "      <td>1.507568</td>\n",
       "      <td>8.505300</td>\n",
       "      <td>126.787003</td>\n",
       "      <td>...</td>\n",
       "      <td>75.263000</td>\n",
       "      <td>3.751174</td>\n",
       "      <td>9.09420</td>\n",
       "      <td>1.35571</td>\n",
       "      <td>33.241001</td>\n",
       "      <td>13.41150</td>\n",
       "      <td>27.515499</td>\n",
       "      <td>27.016205</td>\n",
       "      <td>22752.0</td>\n",
       "      <td>15.99912</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-06</th>\n",
       "      <td>0.92132</td>\n",
       "      <td>5.627300</td>\n",
       "      <td>83.848999</td>\n",
       "      <td>6.579700</td>\n",
       "      <td>0.722080</td>\n",
       "      <td>91.000000</td>\n",
       "      <td>7.14060</td>\n",
       "      <td>1.508523</td>\n",
       "      <td>8.496501</td>\n",
       "      <td>126.570999</td>\n",
       "      <td>...</td>\n",
       "      <td>76.661598</td>\n",
       "      <td>3.751553</td>\n",
       "      <td>9.11235</td>\n",
       "      <td>1.35771</td>\n",
       "      <td>33.248001</td>\n",
       "      <td>13.68800</td>\n",
       "      <td>27.596399</td>\n",
       "      <td>27.209152</td>\n",
       "      <td>22755.0</td>\n",
       "      <td>15.85063</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1304 rows × 87 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "             AUDCAD    AUDHKD     AUDJPY    AUDSEK    AUDUSD     CADJPY  \\\n",
       "Date                                                                      \n",
       "2017-01-09  0.96787  5.667500  85.626999  6.623030  0.731208  88.459000   \n",
       "2017-01-10  0.97211  5.705300  85.327003  6.643800  0.735998  87.762001   \n",
       "2017-01-11  0.97477  5.707300  85.280998  6.681300  0.736160  87.482002   \n",
       "2017-01-12  0.98008  5.772600  85.697998  6.716600  0.744713  87.432999   \n",
       "2017-01-13  0.98459  5.805400  85.847000  6.699590  0.748839  87.181999   \n",
       "...             ...       ...        ...       ...       ...        ...   \n",
       "2021-12-31  0.92360  5.652457  83.412003  6.558100  0.724980  90.267998   \n",
       "2022-01-03  0.91995  5.665570  83.677002  6.573116  0.726818  90.945999   \n",
       "2022-01-04  0.91748  5.609700  82.983002  6.552620  0.719800  90.440002   \n",
       "2022-01-05  0.91960  5.640200  84.094002  6.586258  0.723880  91.434998   \n",
       "2022-01-06  0.92132  5.627300  83.848999  6.579700  0.722080  91.000000   \n",
       "\n",
       "             CADSEK    CHFAUD    CHFHKD      CHFJPY  ...     USDRUB    USDSAR  \\\n",
       "Date                                                 ...                        \n",
       "2017-01-09  6.84147  1.344300  7.621000  115.130997  ...  59.564999  3.750300   \n",
       "2017-01-10  6.83500  1.340100  7.648200  114.350998  ...  60.102501  3.746100   \n",
       "2017-01-11  6.85480  1.335700  7.625500  113.931000  ...  60.139999  3.745700   \n",
       "2017-01-12  6.84910  1.324700  7.653400  113.580002  ...  59.778099  3.746000   \n",
       "2017-01-13  6.80250  1.321500  7.672600  113.466003  ...  59.432499  3.750300   \n",
       "...             ...       ...       ...         ...  ...        ...       ...   \n",
       "2021-12-31  7.09750  1.507841  8.531340  125.888000  ...  74.531502  3.749972   \n",
       "2022-01-03  7.14410  1.508400  8.546940  126.234001  ...  74.986000  3.753100   \n",
       "2022-01-04  7.14000  1.513010  8.489950  125.571266  ...  74.371803  3.750006   \n",
       "2022-01-05  7.15990  1.507568  8.505300  126.787003  ...  75.263000  3.751174   \n",
       "2022-01-06  7.14060  1.508523  8.496501  126.570999  ...  76.661598  3.751553   \n",
       "\n",
       "             USDSEK   USDSGD     USDTHB    USDTRY     USDTWD     USDUAH  \\\n",
       "Date                                                                      \n",
       "2017-01-09  9.06181  1.43897  35.702000   3.63983  32.041000  27.128000   \n",
       "2017-01-10  9.03428  1.43481  35.606998   3.70849  32.002998  26.544001   \n",
       "2017-01-11  9.08071  1.43706  35.533001   3.79825  31.929001  26.919001   \n",
       "2017-01-12  9.01691  1.42582  35.410000   3.87410  31.914000  26.795000   \n",
       "2017-01-13  8.94770  1.42568  35.360001   3.76341  31.705999  27.086000   \n",
       "...             ...      ...        ...       ...        ...        ...   \n",
       "2021-12-31  9.04681  1.35191  33.325001  13.29050  27.658701  27.022661   \n",
       "2022-01-03  9.04474  1.34820  33.111000  13.35660  27.702101  27.022955   \n",
       "2022-01-04  9.09965  1.35312  33.243000  13.06170  27.624701  27.028234   \n",
       "2022-01-05  9.09420  1.35571  33.241001  13.41150  27.515499  27.016205   \n",
       "2022-01-06  9.11235  1.35771  33.248001  13.68800  27.596399  27.209152   \n",
       "\n",
       "             USDVND    USDZAR  \n",
       "Date                           \n",
       "2017-01-09  22077.0  13.74490  \n",
       "2017-01-10  22237.0  13.64450  \n",
       "2017-01-11  22059.0  13.72690  \n",
       "2017-01-12  22265.0  13.71820  \n",
       "2017-01-13  22202.0  13.52300  \n",
       "...             ...       ...  \n",
       "2021-12-31  22765.0  15.88910  \n",
       "2022-01-03  22825.0  15.92990  \n",
       "2022-01-04  22825.0  15.86150  \n",
       "2022-01-05  22752.0  15.99912  \n",
       "2022-01-06  22755.0  15.85063  \n",
       "\n",
       "[1304 rows x 87 columns]"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "for cur in curList:\n",
    "    c = closePairs[cur]\n",
    "    lc = last_closePairs[cur]\n",
    "    \n",
    "    c_index = c.index[c.isna()]\n",
    "    ints_index = lc.index.intersection(c_index)\n",
    "#     if(len(ints_index)>0):\n",
    "    c[ints_index] = lc[ints_index].values\n",
    "        \n",
    "closePairs\n"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "b8ce9061",
   "metadata": {
    "papermill": {
     "duration": 0.052239,
     "end_time": "2022-01-07T01:26:29.077856",
     "exception": false,
     "start_time": "2022-01-07T01:26:29.025617",
     "status": "completed"
    },
    "tags": []
   },
   "source": [
    "# Выгружаем курсы закрытия на диск (выход тетрадки)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "d12d063b",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:29.187985Z",
     "iopub.status.busy": "2022-01-07T01:26:29.184649Z",
     "iopub.status.idle": "2022-01-07T01:26:29.470707Z",
     "shell.execute_reply": "2022-01-07T01:26:29.470103Z",
     "shell.execute_reply.started": "2022-01-04T18:37:29.996531Z"
    },
    "papermill": {
     "duration": 0.341621,
     "end_time": "2022-01-07T01:26:29.470853",
     "exception": false,
     "start_time": "2022-01-07T01:26:29.129232",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "/opt/conda/lib/python3.7/site-packages/pandas/core/frame.py:5182: SettingWithCopyWarning: \n",
      "A value is trying to be set on a copy of a slice from a DataFrame\n",
      "\n",
      "See the caveats in the documentation: https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#returning-a-view-versus-a-copy\n",
      "  downcast=downcast,\n"
     ]
    },
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
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       "\n",
       "    .dataframe tbody tr th {\n",
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       "    }\n",
       "\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>AUDCAD</th>\n",
       "      <th>AUDHKD</th>\n",
       "      <th>AUDJPY</th>\n",
       "      <th>AUDSEK</th>\n",
       "      <th>AUDUSD</th>\n",
       "      <th>CADJPY</th>\n",
       "      <th>CADSEK</th>\n",
       "      <th>CHFAUD</th>\n",
       "      <th>CHFHKD</th>\n",
       "      <th>CHFJPY</th>\n",
       "      <th>...</th>\n",
       "      <th>USDRUB</th>\n",
       "      <th>USDSAR</th>\n",
       "      <th>USDSEK</th>\n",
       "      <th>USDSGD</th>\n",
       "      <th>USDTHB</th>\n",
       "      <th>USDTRY</th>\n",
       "      <th>USDTWD</th>\n",
       "      <th>USDUAH</th>\n",
       "      <th>USDVND</th>\n",
       "      <th>USDZAR</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>0.96787</td>\n",
       "      <td>5.667500</td>\n",
       "      <td>85.626999</td>\n",
       "      <td>6.623030</td>\n",
       "      <td>0.731208</td>\n",
       "      <td>88.459000</td>\n",
       "      <td>6.84147</td>\n",
       "      <td>1.344300</td>\n",
       "      <td>7.621000</td>\n",
       "      <td>115.130997</td>\n",
       "      <td>...</td>\n",
       "      <td>59.564999</td>\n",
       "      <td>3.750300</td>\n",
       "      <td>9.06181</td>\n",
       "      <td>1.43897</td>\n",
       "      <td>35.702000</td>\n",
       "      <td>3.63983</td>\n",
       "      <td>32.041000</td>\n",
       "      <td>27.128000</td>\n",
       "      <td>22077.0</td>\n",
       "      <td>13.74490</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>0.97211</td>\n",
       "      <td>5.705300</td>\n",
       "      <td>85.327003</td>\n",
       "      <td>6.643800</td>\n",
       "      <td>0.735998</td>\n",
       "      <td>87.762001</td>\n",
       "      <td>6.83500</td>\n",
       "      <td>1.340100</td>\n",
       "      <td>7.648200</td>\n",
       "      <td>114.350998</td>\n",
       "      <td>...</td>\n",
       "      <td>60.102501</td>\n",
       "      <td>3.746100</td>\n",
       "      <td>9.03428</td>\n",
       "      <td>1.43481</td>\n",
       "      <td>35.606998</td>\n",
       "      <td>3.70849</td>\n",
       "      <td>32.002998</td>\n",
       "      <td>26.544001</td>\n",
       "      <td>22237.0</td>\n",
       "      <td>13.64450</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>0.97477</td>\n",
       "      <td>5.707300</td>\n",
       "      <td>85.280998</td>\n",
       "      <td>6.681300</td>\n",
       "      <td>0.736160</td>\n",
       "      <td>87.482002</td>\n",
       "      <td>6.85480</td>\n",
       "      <td>1.335700</td>\n",
       "      <td>7.625500</td>\n",
       "      <td>113.931000</td>\n",
       "      <td>...</td>\n",
       "      <td>60.139999</td>\n",
       "      <td>3.745700</td>\n",
       "      <td>9.08071</td>\n",
       "      <td>1.43706</td>\n",
       "      <td>35.533001</td>\n",
       "      <td>3.79825</td>\n",
       "      <td>31.929001</td>\n",
       "      <td>26.919001</td>\n",
       "      <td>22059.0</td>\n",
       "      <td>13.72690</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>0.98008</td>\n",
       "      <td>5.772600</td>\n",
       "      <td>85.697998</td>\n",
       "      <td>6.716600</td>\n",
       "      <td>0.744713</td>\n",
       "      <td>87.432999</td>\n",
       "      <td>6.84910</td>\n",
       "      <td>1.324700</td>\n",
       "      <td>7.653400</td>\n",
       "      <td>113.580002</td>\n",
       "      <td>...</td>\n",
       "      <td>59.778099</td>\n",
       "      <td>3.746000</td>\n",
       "      <td>9.01691</td>\n",
       "      <td>1.42582</td>\n",
       "      <td>35.410000</td>\n",
       "      <td>3.87410</td>\n",
       "      <td>31.914000</td>\n",
       "      <td>26.795000</td>\n",
       "      <td>22265.0</td>\n",
       "      <td>13.71820</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>0.98459</td>\n",
       "      <td>5.805400</td>\n",
       "      <td>85.847000</td>\n",
       "      <td>6.699590</td>\n",
       "      <td>0.748839</td>\n",
       "      <td>87.181999</td>\n",
       "      <td>6.80250</td>\n",
       "      <td>1.321500</td>\n",
       "      <td>7.672600</td>\n",
       "      <td>113.466003</td>\n",
       "      <td>...</td>\n",
       "      <td>59.432499</td>\n",
       "      <td>3.750300</td>\n",
       "      <td>8.94770</td>\n",
       "      <td>1.42568</td>\n",
       "      <td>35.360001</td>\n",
       "      <td>3.76341</td>\n",
       "      <td>31.705999</td>\n",
       "      <td>27.086000</td>\n",
       "      <td>22202.0</td>\n",
       "      <td>13.52300</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-31</th>\n",
       "      <td>0.92360</td>\n",
       "      <td>5.652457</td>\n",
       "      <td>83.412003</td>\n",
       "      <td>6.558100</td>\n",
       "      <td>0.724980</td>\n",
       "      <td>90.267998</td>\n",
       "      <td>7.09750</td>\n",
       "      <td>1.507841</td>\n",
       "      <td>8.531340</td>\n",
       "      <td>125.888000</td>\n",
       "      <td>...</td>\n",
       "      <td>74.531502</td>\n",
       "      <td>3.749972</td>\n",
       "      <td>9.04681</td>\n",
       "      <td>1.35191</td>\n",
       "      <td>33.325001</td>\n",
       "      <td>13.29050</td>\n",
       "      <td>27.658701</td>\n",
       "      <td>27.022661</td>\n",
       "      <td>22765.0</td>\n",
       "      <td>15.88910</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-03</th>\n",
       "      <td>0.91995</td>\n",
       "      <td>5.665570</td>\n",
       "      <td>83.677002</td>\n",
       "      <td>6.573116</td>\n",
       "      <td>0.726818</td>\n",
       "      <td>90.945999</td>\n",
       "      <td>7.14410</td>\n",
       "      <td>1.508400</td>\n",
       "      <td>8.546940</td>\n",
       "      <td>126.234001</td>\n",
       "      <td>...</td>\n",
       "      <td>74.986000</td>\n",
       "      <td>3.753100</td>\n",
       "      <td>9.04474</td>\n",
       "      <td>1.34820</td>\n",
       "      <td>33.111000</td>\n",
       "      <td>13.35660</td>\n",
       "      <td>27.702101</td>\n",
       "      <td>27.022955</td>\n",
       "      <td>22825.0</td>\n",
       "      <td>15.92990</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-04</th>\n",
       "      <td>0.91748</td>\n",
       "      <td>5.609700</td>\n",
       "      <td>82.983002</td>\n",
       "      <td>6.552620</td>\n",
       "      <td>0.719800</td>\n",
       "      <td>90.440002</td>\n",
       "      <td>7.14000</td>\n",
       "      <td>1.513010</td>\n",
       "      <td>8.489950</td>\n",
       "      <td>125.571266</td>\n",
       "      <td>...</td>\n",
       "      <td>74.371803</td>\n",
       "      <td>3.750006</td>\n",
       "      <td>9.09965</td>\n",
       "      <td>1.35312</td>\n",
       "      <td>33.243000</td>\n",
       "      <td>13.06170</td>\n",
       "      <td>27.624701</td>\n",
       "      <td>27.028234</td>\n",
       "      <td>22825.0</td>\n",
       "      <td>15.86150</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-05</th>\n",
       "      <td>0.91960</td>\n",
       "      <td>5.640200</td>\n",
       "      <td>84.094002</td>\n",
       "      <td>6.586258</td>\n",
       "      <td>0.723880</td>\n",
       "      <td>91.434998</td>\n",
       "      <td>7.15990</td>\n",
       "      <td>1.507568</td>\n",
       "      <td>8.505300</td>\n",
       "      <td>126.787003</td>\n",
       "      <td>...</td>\n",
       "      <td>75.263000</td>\n",
       "      <td>3.751174</td>\n",
       "      <td>9.09420</td>\n",
       "      <td>1.35571</td>\n",
       "      <td>33.241001</td>\n",
       "      <td>13.41150</td>\n",
       "      <td>27.515499</td>\n",
       "      <td>27.016205</td>\n",
       "      <td>22752.0</td>\n",
       "      <td>15.99912</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-06</th>\n",
       "      <td>0.92132</td>\n",
       "      <td>5.627300</td>\n",
       "      <td>83.848999</td>\n",
       "      <td>6.579700</td>\n",
       "      <td>0.722080</td>\n",
       "      <td>91.000000</td>\n",
       "      <td>7.14060</td>\n",
       "      <td>1.508523</td>\n",
       "      <td>8.496501</td>\n",
       "      <td>126.570999</td>\n",
       "      <td>...</td>\n",
       "      <td>76.661598</td>\n",
       "      <td>3.751553</td>\n",
       "      <td>9.11235</td>\n",
       "      <td>1.35771</td>\n",
       "      <td>33.248001</td>\n",
       "      <td>13.68800</td>\n",
       "      <td>27.596399</td>\n",
       "      <td>27.209152</td>\n",
       "      <td>22755.0</td>\n",
       "      <td>15.85063</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1304 rows × 87 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "             AUDCAD    AUDHKD     AUDJPY    AUDSEK    AUDUSD     CADJPY  \\\n",
       "Date                                                                      \n",
       "2017-01-09  0.96787  5.667500  85.626999  6.623030  0.731208  88.459000   \n",
       "2017-01-10  0.97211  5.705300  85.327003  6.643800  0.735998  87.762001   \n",
       "2017-01-11  0.97477  5.707300  85.280998  6.681300  0.736160  87.482002   \n",
       "2017-01-12  0.98008  5.772600  85.697998  6.716600  0.744713  87.432999   \n",
       "2017-01-13  0.98459  5.805400  85.847000  6.699590  0.748839  87.181999   \n",
       "...             ...       ...        ...       ...       ...        ...   \n",
       "2021-12-31  0.92360  5.652457  83.412003  6.558100  0.724980  90.267998   \n",
       "2022-01-03  0.91995  5.665570  83.677002  6.573116  0.726818  90.945999   \n",
       "2022-01-04  0.91748  5.609700  82.983002  6.552620  0.719800  90.440002   \n",
       "2022-01-05  0.91960  5.640200  84.094002  6.586258  0.723880  91.434998   \n",
       "2022-01-06  0.92132  5.627300  83.848999  6.579700  0.722080  91.000000   \n",
       "\n",
       "             CADSEK    CHFAUD    CHFHKD      CHFJPY  ...     USDRUB    USDSAR  \\\n",
       "Date                                                 ...                        \n",
       "2017-01-09  6.84147  1.344300  7.621000  115.130997  ...  59.564999  3.750300   \n",
       "2017-01-10  6.83500  1.340100  7.648200  114.350998  ...  60.102501  3.746100   \n",
       "2017-01-11  6.85480  1.335700  7.625500  113.931000  ...  60.139999  3.745700   \n",
       "2017-01-12  6.84910  1.324700  7.653400  113.580002  ...  59.778099  3.746000   \n",
       "2017-01-13  6.80250  1.321500  7.672600  113.466003  ...  59.432499  3.750300   \n",
       "...             ...       ...       ...         ...  ...        ...       ...   \n",
       "2021-12-31  7.09750  1.507841  8.531340  125.888000  ...  74.531502  3.749972   \n",
       "2022-01-03  7.14410  1.508400  8.546940  126.234001  ...  74.986000  3.753100   \n",
       "2022-01-04  7.14000  1.513010  8.489950  125.571266  ...  74.371803  3.750006   \n",
       "2022-01-05  7.15990  1.507568  8.505300  126.787003  ...  75.263000  3.751174   \n",
       "2022-01-06  7.14060  1.508523  8.496501  126.570999  ...  76.661598  3.751553   \n",
       "\n",
       "             USDSEK   USDSGD     USDTHB    USDTRY     USDTWD     USDUAH  \\\n",
       "Date                                                                      \n",
       "2017-01-09  9.06181  1.43897  35.702000   3.63983  32.041000  27.128000   \n",
       "2017-01-10  9.03428  1.43481  35.606998   3.70849  32.002998  26.544001   \n",
       "2017-01-11  9.08071  1.43706  35.533001   3.79825  31.929001  26.919001   \n",
       "2017-01-12  9.01691  1.42582  35.410000   3.87410  31.914000  26.795000   \n",
       "2017-01-13  8.94770  1.42568  35.360001   3.76341  31.705999  27.086000   \n",
       "...             ...      ...        ...       ...        ...        ...   \n",
       "2021-12-31  9.04681  1.35191  33.325001  13.29050  27.658701  27.022661   \n",
       "2022-01-03  9.04474  1.34820  33.111000  13.35660  27.702101  27.022955   \n",
       "2022-01-04  9.09965  1.35312  33.243000  13.06170  27.624701  27.028234   \n",
       "2022-01-05  9.09420  1.35571  33.241001  13.41150  27.515499  27.016205   \n",
       "2022-01-06  9.11235  1.35771  33.248001  13.68800  27.596399  27.209152   \n",
       "\n",
       "             USDVND    USDZAR  \n",
       "Date                           \n",
       "2017-01-09  22077.0  13.74490  \n",
       "2017-01-10  22237.0  13.64450  \n",
       "2017-01-11  22059.0  13.72690  \n",
       "2017-01-12  22265.0  13.71820  \n",
       "2017-01-13  22202.0  13.52300  \n",
       "...             ...       ...  \n",
       "2021-12-31  22765.0  15.88910  \n",
       "2022-01-03  22825.0  15.92990  \n",
       "2022-01-04  22825.0  15.86150  \n",
       "2022-01-05  22752.0  15.99912  \n",
       "2022-01-06  22755.0  15.85063  \n",
       "\n",
       "[1304 rows x 87 columns]"
      ]
     },
     "execution_count": 11,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "closePairs.fillna(method='pad',axis=0,inplace=True)\n",
    "closePairs.to_csv('close_pairs.csv')\n",
    "closePairs.to_pickle('close_pairs.pkl')\n",
    "closePairs"
   ]
  },
  {
   "cell_type": "markdown",
   "id": "a83d569a",
   "metadata": {
    "papermill": {
     "duration": 0.053765,
     "end_time": "2022-01-07T01:26:29.576705",
     "exception": false,
     "start_time": "2022-01-07T01:26:29.522940",
     "status": "completed"
    },
    "tags": []
   },
   "source": [
    "# Расчет абсолютных курсов"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "159c0626",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:29.687768Z",
     "iopub.status.busy": "2022-01-07T01:26:29.686843Z",
     "iopub.status.idle": "2022-01-07T01:26:29.922547Z",
     "shell.execute_reply": "2022-01-07T01:26:29.921782Z",
     "shell.execute_reply.started": "2022-01-04T18:38:43.603071Z"
    },
    "papermill": {
     "duration": 0.293681,
     "end_time": "2022-01-07T01:26:29.922706",
     "exception": false,
     "start_time": "2022-01-07T01:26:29.629025",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>AUD</th>\n",
       "      <th>CAD</th>\n",
       "      <th>HKD</th>\n",
       "      <th>JPY</th>\n",
       "      <th>SEK</th>\n",
       "      <th>USD</th>\n",
       "      <th>CHF</th>\n",
       "      <th>EUR</th>\n",
       "      <th>CNY</th>\n",
       "      <th>CZK</th>\n",
       "      <th>...</th>\n",
       "      <th>PKR</th>\n",
       "      <th>PLN</th>\n",
       "      <th>QAR</th>\n",
       "      <th>RON</th>\n",
       "      <th>SAR</th>\n",
       "      <th>THB</th>\n",
       "      <th>TRY</th>\n",
       "      <th>TWD</th>\n",
       "      <th>UAH</th>\n",
       "      <th>VND</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>Date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2017-01-09</th>\n",
       "      <td>12.370892</td>\n",
       "      <td>12.780932</td>\n",
       "      <td>2.182068</td>\n",
       "      <td>0.144430</td>\n",
       "      <td>1.868369</td>\n",
       "      <td>16.926845</td>\n",
       "      <td>16.630636</td>\n",
       "      <td>17.807381</td>\n",
       "      <td>2.456761</td>\n",
       "      <td>0.659422</td>\n",
       "      <td>...</td>\n",
       "      <td>0.161670</td>\n",
       "      <td>4.092900</td>\n",
       "      <td>4.651766</td>\n",
       "      <td>3.961998</td>\n",
       "      <td>4.513464</td>\n",
       "      <td>0.474115</td>\n",
       "      <td>4.650449</td>\n",
       "      <td>0.528287</td>\n",
       "      <td>0.623962</td>\n",
       "      <td>0.000767</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-10</th>\n",
       "      <td>12.430424</td>\n",
       "      <td>12.786782</td>\n",
       "      <td>2.178314</td>\n",
       "      <td>0.145652</td>\n",
       "      <td>1.871000</td>\n",
       "      <td>16.895122</td>\n",
       "      <td>16.660139</td>\n",
       "      <td>17.887913</td>\n",
       "      <td>2.437143</td>\n",
       "      <td>0.662403</td>\n",
       "      <td>...</td>\n",
       "      <td>0.164558</td>\n",
       "      <td>4.085773</td>\n",
       "      <td>4.642537</td>\n",
       "      <td>3.982069</td>\n",
       "      <td>4.510056</td>\n",
       "      <td>0.474489</td>\n",
       "      <td>4.555795</td>\n",
       "      <td>0.527923</td>\n",
       "      <td>0.636495</td>\n",
       "      <td>0.000760</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-11</th>\n",
       "      <td>12.473410</td>\n",
       "      <td>12.795266</td>\n",
       "      <td>2.185163</td>\n",
       "      <td>0.146220</td>\n",
       "      <td>1.866941</td>\n",
       "      <td>16.950953</td>\n",
       "      <td>16.663767</td>\n",
       "      <td>17.871051</td>\n",
       "      <td>2.449636</td>\n",
       "      <td>0.661782</td>\n",
       "      <td>...</td>\n",
       "      <td>0.163825</td>\n",
       "      <td>4.094443</td>\n",
       "      <td>4.657879</td>\n",
       "      <td>3.983117</td>\n",
       "      <td>4.525444</td>\n",
       "      <td>0.477048</td>\n",
       "      <td>4.462833</td>\n",
       "      <td>0.530895</td>\n",
       "      <td>0.629702</td>\n",
       "      <td>0.000768</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-12</th>\n",
       "      <td>12.580555</td>\n",
       "      <td>12.834056</td>\n",
       "      <td>2.178581</td>\n",
       "      <td>0.146742</td>\n",
       "      <td>1.873857</td>\n",
       "      <td>16.894341</td>\n",
       "      <td>16.672780</td>\n",
       "      <td>17.893185</td>\n",
       "      <td>2.436821</td>\n",
       "      <td>0.662636</td>\n",
       "      <td>...</td>\n",
       "      <td>0.164582</td>\n",
       "      <td>4.095896</td>\n",
       "      <td>4.642323</td>\n",
       "      <td>3.987053</td>\n",
       "      <td>4.509968</td>\n",
       "      <td>0.477107</td>\n",
       "      <td>4.360843</td>\n",
       "      <td>0.529371</td>\n",
       "      <td>0.630504</td>\n",
       "      <td>0.000759</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2017-01-13</th>\n",
       "      <td>12.620697</td>\n",
       "      <td>12.816984</td>\n",
       "      <td>2.173750</td>\n",
       "      <td>0.146964</td>\n",
       "      <td>1.884420</td>\n",
       "      <td>16.855857</td>\n",
       "      <td>16.679584</td>\n",
       "      <td>17.880899</td>\n",
       "      <td>2.446340</td>\n",
       "      <td>0.662032</td>\n",
       "      <td>...</td>\n",
       "      <td>0.162654</td>\n",
       "      <td>4.096119</td>\n",
       "      <td>4.631748</td>\n",
       "      <td>3.988136</td>\n",
       "      <td>4.494536</td>\n",
       "      <td>0.476693</td>\n",
       "      <td>4.478879</td>\n",
       "      <td>0.531630</td>\n",
       "      <td>0.622309</td>\n",
       "      <td>0.000759</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2021-12-31</th>\n",
       "      <td>13.643938</td>\n",
       "      <td>14.766722</td>\n",
       "      <td>2.413409</td>\n",
       "      <td>0.163539</td>\n",
       "      <td>2.080531</td>\n",
       "      <td>18.816999</td>\n",
       "      <td>20.589899</td>\n",
       "      <td>21.306385</td>\n",
       "      <td>2.954646</td>\n",
       "      <td>0.862039</td>\n",
       "      <td>...</td>\n",
       "      <td>0.105743</td>\n",
       "      <td>4.641096</td>\n",
       "      <td>5.169505</td>\n",
       "      <td>4.307231</td>\n",
       "      <td>5.017904</td>\n",
       "      <td>0.564651</td>\n",
       "      <td>1.415823</td>\n",
       "      <td>0.680328</td>\n",
       "      <td>0.696341</td>\n",
       "      <td>0.000827</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-03</th>\n",
       "      <td>13.661982</td>\n",
       "      <td>14.849352</td>\n",
       "      <td>2.411210</td>\n",
       "      <td>0.163250</td>\n",
       "      <td>2.078605</td>\n",
       "      <td>18.796237</td>\n",
       "      <td>20.609897</td>\n",
       "      <td>21.377106</td>\n",
       "      <td>2.958241</td>\n",
       "      <td>0.859888</td>\n",
       "      <td>...</td>\n",
       "      <td>0.105627</td>\n",
       "      <td>4.659005</td>\n",
       "      <td>5.163801</td>\n",
       "      <td>4.322803</td>\n",
       "      <td>5.008190</td>\n",
       "      <td>0.567674</td>\n",
       "      <td>1.407262</td>\n",
       "      <td>0.678513</td>\n",
       "      <td>0.695566</td>\n",
       "      <td>0.000823</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-04</th>\n",
       "      <td>13.547417</td>\n",
       "      <td>14.764309</td>\n",
       "      <td>2.414412</td>\n",
       "      <td>0.163222</td>\n",
       "      <td>2.068110</td>\n",
       "      <td>18.828613</td>\n",
       "      <td>20.498460</td>\n",
       "      <td>21.271560</td>\n",
       "      <td>2.964771</td>\n",
       "      <td>0.860390</td>\n",
       "      <td>...</td>\n",
       "      <td>0.106950</td>\n",
       "      <td>4.653270</td>\n",
       "      <td>5.173407</td>\n",
       "      <td>4.306045</td>\n",
       "      <td>5.020956</td>\n",
       "      <td>0.566393</td>\n",
       "      <td>1.441513</td>\n",
       "      <td>0.681586</td>\n",
       "      <td>0.696628</td>\n",
       "      <td>0.000825</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-05</th>\n",
       "      <td>13.638900</td>\n",
       "      <td>14.830231</td>\n",
       "      <td>2.417666</td>\n",
       "      <td>0.162146</td>\n",
       "      <td>2.071702</td>\n",
       "      <td>18.840641</td>\n",
       "      <td>20.563137</td>\n",
       "      <td>21.256934</td>\n",
       "      <td>2.962447</td>\n",
       "      <td>0.864116</td>\n",
       "      <td>...</td>\n",
       "      <td>0.106867</td>\n",
       "      <td>4.659361</td>\n",
       "      <td>5.176000</td>\n",
       "      <td>4.301811</td>\n",
       "      <td>5.022599</td>\n",
       "      <td>0.566789</td>\n",
       "      <td>1.404812</td>\n",
       "      <td>0.684728</td>\n",
       "      <td>0.697383</td>\n",
       "      <td>0.000828</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2022-01-06</th>\n",
       "      <td>13.608071</td>\n",
       "      <td>14.768840</td>\n",
       "      <td>2.417477</td>\n",
       "      <td>0.162241</td>\n",
       "      <td>2.068740</td>\n",
       "      <td>18.842780</td>\n",
       "      <td>20.538772</td>\n",
       "      <td>21.315445</td>\n",
       "      <td>2.965109</td>\n",
       "      <td>0.870408</td>\n",
       "      <td>...</td>\n",
       "      <td>0.106849</td>\n",
       "      <td>4.664203</td>\n",
       "      <td>5.176588</td>\n",
       "      <td>4.314218</td>\n",
       "      <td>5.022661</td>\n",
       "      <td>0.566734</td>\n",
       "      <td>1.376591</td>\n",
       "      <td>0.682798</td>\n",
       "      <td>0.692516</td>\n",
       "      <td>0.000828</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>1304 rows × 45 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "                  AUD        CAD       HKD       JPY       SEK        USD  \\\n",
       "Date                                                                        \n",
       "2017-01-09  12.370892  12.780932  2.182068  0.144430  1.868369  16.926845   \n",
       "2017-01-10  12.430424  12.786782  2.178314  0.145652  1.871000  16.895122   \n",
       "2017-01-11  12.473410  12.795266  2.185163  0.146220  1.866941  16.950953   \n",
       "2017-01-12  12.580555  12.834056  2.178581  0.146742  1.873857  16.894341   \n",
       "2017-01-13  12.620697  12.816984  2.173750  0.146964  1.884420  16.855857   \n",
       "...               ...        ...       ...       ...       ...        ...   \n",
       "2021-12-31  13.643938  14.766722  2.413409  0.163539  2.080531  18.816999   \n",
       "2022-01-03  13.661982  14.849352  2.411210  0.163250  2.078605  18.796237   \n",
       "2022-01-04  13.547417  14.764309  2.414412  0.163222  2.068110  18.828613   \n",
       "2022-01-05  13.638900  14.830231  2.417666  0.162146  2.071702  18.840641   \n",
       "2022-01-06  13.608071  14.768840  2.417477  0.162241  2.068740  18.842780   \n",
       "\n",
       "                  CHF        EUR       CNY       CZK  ...       PKR       PLN  \\\n",
       "Date                                                  ...                       \n",
       "2017-01-09  16.630636  17.807381  2.456761  0.659422  ...  0.161670  4.092900   \n",
       "2017-01-10  16.660139  17.887913  2.437143  0.662403  ...  0.164558  4.085773   \n",
       "2017-01-11  16.663767  17.871051  2.449636  0.661782  ...  0.163825  4.094443   \n",
       "2017-01-12  16.672780  17.893185  2.436821  0.662636  ...  0.164582  4.095896   \n",
       "2017-01-13  16.679584  17.880899  2.446340  0.662032  ...  0.162654  4.096119   \n",
       "...               ...        ...       ...       ...  ...       ...       ...   \n",
       "2021-12-31  20.589899  21.306385  2.954646  0.862039  ...  0.105743  4.641096   \n",
       "2022-01-03  20.609897  21.377106  2.958241  0.859888  ...  0.105627  4.659005   \n",
       "2022-01-04  20.498460  21.271560  2.964771  0.860390  ...  0.106950  4.653270   \n",
       "2022-01-05  20.563137  21.256934  2.962447  0.864116  ...  0.106867  4.659361   \n",
       "2022-01-06  20.538772  21.315445  2.965109  0.870408  ...  0.106849  4.664203   \n",
       "\n",
       "                 QAR       RON       SAR       THB       TRY       TWD  \\\n",
       "Date                                                                     \n",
       "2017-01-09  4.651766  3.961998  4.513464  0.474115  4.650449  0.528287   \n",
       "2017-01-10  4.642537  3.982069  4.510056  0.474489  4.555795  0.527923   \n",
       "2017-01-11  4.657879  3.983117  4.525444  0.477048  4.462833  0.530895   \n",
       "2017-01-12  4.642323  3.987053  4.509968  0.477107  4.360843  0.529371   \n",
       "2017-01-13  4.631748  3.988136  4.494536  0.476693  4.478879  0.531630   \n",
       "...              ...       ...       ...       ...       ...       ...   \n",
       "2021-12-31  5.169505  4.307231  5.017904  0.564651  1.415823  0.680328   \n",
       "2022-01-03  5.163801  4.322803  5.008190  0.567674  1.407262  0.678513   \n",
       "2022-01-04  5.173407  4.306045  5.020956  0.566393  1.441513  0.681586   \n",
       "2022-01-05  5.176000  4.301811  5.022599  0.566789  1.404812  0.684728   \n",
       "2022-01-06  5.176588  4.314218  5.022661  0.566734  1.376591  0.682798   \n",
       "\n",
       "                 UAH       VND  \n",
       "Date                            \n",
       "2017-01-09  0.623962  0.000767  \n",
       "2017-01-10  0.636495  0.000760  \n",
       "2017-01-11  0.629702  0.000768  \n",
       "2017-01-12  0.630504  0.000759  \n",
       "2017-01-13  0.622309  0.000759  \n",
       "...              ...       ...  \n",
       "2021-12-31  0.696341  0.000827  \n",
       "2022-01-03  0.695566  0.000823  \n",
       "2022-01-04  0.696628  0.000825  \n",
       "2022-01-05  0.697383  0.000828  \n",
       "2022-01-06  0.692516  0.000828  \n",
       "\n",
       "[1304 rows x 45 columns]"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "converter = lib_abscur.PairAbsConverter(list(closePairs.columns))\n",
    "closeAbs = pd.DataFrame(converter.pairs2abs(closePairs.values),columns=converter.Abs,index=closePairs.index)\n",
    "closeAbs.to_csv('close_abs.csv')\n",
    "closeAbs.to_pickle('close_abs.pkl')\n",
    "closeAbs"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "id": "5da37926",
   "metadata": {
    "execution": {
     "iopub.execute_input": "2022-01-07T01:26:30.035143Z",
     "iopub.status.busy": "2022-01-07T01:26:30.034410Z",
     "iopub.status.idle": "2022-01-07T01:26:30.041153Z",
     "shell.execute_reply": "2022-01-07T01:26:30.041679Z",
     "shell.execute_reply.started": "2022-01-04T18:39:19.601376Z"
    },
    "papermill": {
     "duration": 0.064821,
     "end_time": "2022-01-07T01:26:30.041872",
     "exception": false,
     "start_time": "2022-01-07T01:26:29.977051",
     "status": "completed"
    },
    "tags": []
   },
   "outputs": [
    {
     "data": {
      "text/plain": [
       "AUD    13.608071\n",
       "CAD    14.768840\n",
       "HKD     2.417477\n",
       "JPY     0.162241\n",
       "SEK     2.068740\n",
       "USD    18.842780\n",
       "CHF    20.538772\n",
       "EUR    21.315445\n",
       "CNY     2.965109\n",
       "CZK     0.870408\n",
       "GBP    25.542174\n",
       "ILS     6.084181\n",
       "NOK     2.129282\n",
       "NZD    12.801516\n",
       "RUB     0.245779\n",
       "SGD    13.879477\n",
       "ZAR     1.188875\n",
       "AED     5.131336\n",
       "ARS     0.182771\n",
       "BRL     3.302486\n",
       "CLP     0.022485\n",
       "COP     0.004679\n",
       "DKK     2.865072\n",
       "EGP     1.201195\n",
       "HUF     0.058849\n",
       "IDR     0.001304\n",
       "INR     0.253161\n",
       "ISK     0.145515\n",
       "KRW     0.015712\n",
       "KWD    62.378854\n",
       "KZT     0.043522\n",
       "MXN     0.916313\n",
       "MYR     4.494938\n",
       "PEN     4.759479\n",
       "PHP     0.370265\n",
       "PKR     0.106849\n",
       "PLN     4.664203\n",
       "QAR     5.176588\n",
       "RON     4.314218\n",
       "SAR     5.022661\n",
       "THB     0.566734\n",
       "TRY     1.376591\n",
       "TWD     0.682798\n",
       "UAH     0.692516\n",
       "VND     0.000828\n",
       "Name: 2022-01-06, dtype: float64"
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "closeAbs.iloc[-1]"
   ]
  }
 ],
 "metadata": {
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   "output_path": "__notebook__.ipynb",
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