/Python/Python api with live ercot real time prices

Python api with live ercot real time prices

#Conver the dataframe to a numpy array
master_array=np.array(master_df[['Electricity_Price_Transformed_Differenced', 
                                     'Nat_Gas_Price_MCF_Transformed_Differenced']].dropna())
    
#Generate a training and test set for building the model: 95/5 split
training_set = master_array[:int(0.95*(len(master_array)))]
test_set = master_array[int(0.95*(len(master_array))):]
    
#Fit to a VAR model
model = VAR(endog=training_set)
model_fit = model.fit()
#Print a summary of the model results
model_fit.summary()

Source: techrando.com

Python api with live ercot real time prices

#Transform the columns using natural log
master_df['Electricity_Price_Transformed']=np.log(master_df['Electricity_Price'])
master_df['Nat_Gas_Price_MCF_Transformed']=np.log(master_df['Nat_Gas_Price_MCF'])
    
#Difference the data by 1 month
n=1
master_df['Electricity_Price_Transformed_Differenced'] = master_df['Electricity_Price_Transformed'] - master_df['Electricity_Price_Transformed'].shift(n)
master_df['Nat_Gas_Price_MCF_Transformed_Differenced'] = master_df['Nat_Gas_Price_MCF_Transformed'] - master_df['Nat_Gas_Price_MCF_Transformed'].shift(n)

Source: techrando.com

Similar codes

0 vote220 views1 answer
Flask Upload file to local s3
Python Flask
2 votes182 views2 answers
Commands.has_role discord.py
Python
1 vote170 views1 answer
How to obtain the content of brackets
Python
6 votes191 views4 answers
Tqdm in python
Python
0 vote172 views1 answer
PyQT5 reset color
Python
8 votes188 views2 answers
Find max in a dataframe
Python
22 votes172 views5 answers
How to check if a word is a palindrome in python
Python
0 vote240 views1 answer
How to add static files in django 3.2.9
Python Django
5 votes184 views1 answer
Purge python version ubuntu
Python
58 votes161 views6 answers
Python list sum
Python