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PERCENT Change from the open

Is there any way to get the percentage change from the open on minute data. I did the following, however i think it is over complicated, and it only works in my notebook. Any ideas/help will be appreciative.

def make_data(stock):

x = stock.between_time('13:31','13:31')  

stock['date'] = np.nan  
stock['date'] =  
x['date'] = np.nan  
x['date'] =

df = pd.merge(stock,x,on = ['date'],right_index= True)

# Select the ones you want  
df = df[['price_x','open_price_y']]  
df= df.rename(columns={'price_x': 'price', 'open_price_y': 'open'})  
df['return'] = np.nan  
df['return'] = (df['price']-df['open'])/df['open']  
return df  
2 responses


Try this way:

start_date = '2020-1-1'  
end_date = '2020-5-1'

stock = symbols('SPY')  
opens = get_pricing(stock, start_date, end_date, fields='open_price')  
closes = get_pricing(stock, start_date, end_date, fields='close_price')

direction = (closes - opens)/opens


Thanks for the code!!!
... this explains why i almost failed algorithms in college lol .