Comments (2)
instead of append you can use
`df_trade_date = pd.DataFrame({'datadate': unique_trade_date})
df_account_value = pd.DataFrame()
for i in range(rebalance_window + validation_window, len(unique_trade_date) + 1, rebalance_window):
temp = pd.read_csv('results/account_value_trade_{}_{}.csv'.format('ensemble', i))
df_account_value = pd.concat([df_account_value, temp], ignore_index=True)
sharpe = (252**0.5) * df_account_value['account_value'].pct_change(1).mean() / df_account_value['account_value'].pct_change(1).std()
print('Sharpe Ratio: ', sharpe)
df_account_value = pd.concat([df_account_value, df_trade_date[validation_window:].reset_index(drop=True)], axis=1)`
use concat
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helpful!
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