def prep_data(self):
daily_price = self.preprocess.retrieve_open_close()
daily_change = post.compute_daily_change(daily_price).fillna(0)
mu = daily_change.mean()
residual = daily_change.subtract(mu)
return residual
def compute_correlation(self):
daily_price = self.preprocess.retrieve_open_close()
daily_change = post.compute_daily_change(daily_price)
return daily_change.corr(method='pearson', min_periods=30)