Data Extract

In [1]:

#| label: importing-libraries
import pandas as pd
import os

In [2]:

#| label: irp
print("Current Working Directory:", os.getcwd())
df = pd.read_excel(r"..\\data\\inputs\\historico_gobix_dr.xlsx",
                   sheet_name="Indice Retorno Precio")
df = df.rename(columns={'Fecha': 'date', 'Valor': 'irp'})
df['date'] = pd.to_datetime(df['date'])
df = df.set_index('date')
df["price_return"] = df["irp"].pct_change()
df = df.dropna()
df = df[df.index <= '2021-09-30']
df['price_return'] = df['price_return'] * 10_000
df.to_csv('..\\data\\csv\\irp.csv')

Current Working Directory: C:\Users\contr\OneDrive - INTEC\TRI 9\ECONOM\fixed_income_garch\notebooks