test_sectors.py

import pandas as pd
import numpy as np
import Wrap_Util

datas = {'2010-01-05':[-1.561107325,5.283685406,1.688722317,-0.693498012,1.376394094,5.17245883,-1.480227144,2.214099943,0.118648495,0.125508234,2.272237365,-0.740329358,-7.6,-11.29,7.74,-9.29,-2.95]
,'2010-01-06':[-3.937052811,6.439977286,2.048977853,-0.614116979,2.140034072,4.169761499,-0.914821124,1.899437819,1.421618399,0.961771721,4.33161272,-0.633282226,-6.61,-12.88,-2.72,-3.15,1.185]
,'2010-01-07':[-6.498550637,6.589611886,2.148587022,-0.678975136,2.647349909,4.191036992,-0.005621589,1.617671316,2.431479685,5.651449363,6.566015767,0.809351122,-11.008,-12.292,-7.237,-11.797,3.394]
,'2010-01-08':[-8.766140351,6.819508772,2.221192982,-0.308701754,4.099824561,3.647333333,1.64954386,1.288210526,5.231824561,11.91294737,8.370385965,2.848912281,-13.592,-10.326,-6.477,-9.897,4.557]
,'2010-01-11':[-10.55690722,3.622243784,0.446913281,1.668138266,4.007853244,3.223547605,2.899975743,3.164014554,6.771243178,16.78005458,6.409526986,4.376191631,-9.667945946,-6.178702703,-3.383621622,-8.641459459,3.66172973]
,'2010-01-12':[-11.32904032,0.958648495,-0.816325951,1.940073822,3.541601363,2.652810903,2.920653038,4.276422487,7.081987507,18.44005679,5.420176036,4.633180011,-7.939361702,-4.514654255,-2.098244681,-7.22893617,3.551888298]
,'2010-01-13':[-11.12134583,-0.293401476,-2.079863714,1.525718342,2.043021011,0.027353776,2.992362294,3.914139693,5.355638842,16.89528677,4.739772856,3.719443498,-8.055566038,-4.112830189,-2.44663522,-6.341761006,3.170251572]
,'2010-01-14':[-10.2504245,-0.537907823,-3.31633111,0.719684657,1.62531231,-2.284378411,2.975203153,3.336306853,3.759769557,16.23370528,4.549775622,3.929163129,-7.605153061,-3.912928571,-2.387520408,-4.81155102,3.268520408]
,'2010-01-15':[-7.898947368,-1.313192982,-3.80645614,-0.313719298,1.184666667,-4.681087719,3.494912281,2.179929825,1.325754386,19.14733333,2.614491228,5.37922807,-7.018,-3.788,-1.703789474,-3.905754386,3.247684211]
,'2010-01-18':[-3.638926622,-0.213802304,-3.028192844,-1.489254093,1.416015767,-5.49573681,3.133177683,1.199429958,0.637398423,17.15587022,0.216058217,5.123893269,-5.148635537,-2.44788963,-0.387901759,-1.073596119,3.618823529]
,'2010-01-19':[-2.537671777,-0.738409994,-2.027069847,-1.826842703,1.372754117,-5.152793867,2.711521863,0.459840999,-0.235076661,13.38639409,-1.810488359,5.310295287,-3.286649631,-1.003327655,0.637762635,0.330681431,4.298006814]
,'2010-01-20':[-1.327438955,-0.177535491,-1.457649063,-2.159829642,1.018461102,-3.769608177,3.986984668,-0.160777967,-1.200051107,8.867637706,-3.303583191,4.329182283,-1.562725724,0.196729131,0.761385576,1.267075525,5.292674617]
,'2010-01-21':[-0.375791389,0.664693754,-0.634366283,-3.125955124,-0.0903396,-3.485197089,4.600266828,-0.766112796,-2.687119466,8.16232262,-4.101552456,3.89742268,-0.573590055,0.67168587,1.33004245,1.747926016,6.015488175]
,'2010-01-22':[0.78277193,1.449824561,-0.354526316,-5.198421053,-1.962,-5.536912281,5.034596491,-2.34645614,-3.935894737,7.612315789,-6.451403509,2.851333333,-0.839333333,0.55722807,1.501649123,2.495473684,6.908385965]
,'2010-01-25':[0.632043663,0.218107944,-0.975573075,-5.198665858,-4.553462705,-6.474445118,3.585888417,-3.935621589,-4.644639175,4.125366889,-7.841061249,2.366100667,-1.038180716,0.218884172,0.842352941,1.208241358,5.426943602]
,'2010-01-26':[-0.384940375,-3.358461102,-2.030902896,-5.198881317,-7.258654174,-7.217365133,2.323208404,-5.60487791,-5.609488927,-0.624264622,-8.633168654,1.147711528,-1.149693356,0.439784214,-0.635002839,-0.490812039,3.982754117]
,'2010-01-27':[-1.077745599,-7.298733674,-2.848841567,-5.921856899,-11.20874503,-10.49321408,2.090272572,-7.938370244,-7.482237365,-8.565070982,-8.673157297,-2.305264055,-2.0020159,0.922788189,-2.598461102,-2.166121522,2.774906303]
,'2010-01-28':[-0.668635537,-8.884663432,-3.943693147,-5.692134627,-12.89557914,-12.99176471,1.307192238,-9.053687083,-8.101497878,-16.09194057,-6.780812614,-4.31793208,-2.642922984,0.988562765,-4.458126137,-2.323505155,1.453068526]
,'2010-01-29':[0.37,-11.96101754,-4.783192982,-6.192842105,-16.21361404,-16.65010526,0.678947368,-11.15154386,-9.803122807,-21.4642807,-5.555087719,-5.617122807,-3.806070175,0.473368421,-7.568385965,-4.311614035,-1.250701754]
,'2010-02-01':[2.238714372,-12.40813827,-4.728902365,-4.904681625,-14.18751971,-16.47238933,-0.532189206,-10.80718011,-8.235130382,-19.09438448,-4.173395998,-5.66164342,-3.442765312,0.355166768,-7.84388114,-4.290406307,-2.861182535]
,'2010-02-02':[2.167160704,-14.18856332,-3.488818853,-3.428722317,-12.43386712,-14.83862578,-1.875627484,-10.27369108,-7.114009086,-16.50678024,-3.32911414,-5.728057922,-2.694151051,0.416013629,-7.96132879,-4.846927882,-3.733918228]
,'2010-02-03':[2.006649631,-15.42757524,-2.715877342,-1.531050539,-9.976076093,-10.00202726,-1.878052243,-8.542294151,-5.313049404,-13.16613856,-3.579460534,-5.205621806,-1.416422487,0.849210676,-7.805508234,-5.264463373,-3.659505963]
,'2010-02-04':[3.635755003,-14.46200121,-1.379399636,0.269120679,-6.910539721,-5.867786537,-1.674566404,-5.743577926,-3.120230443,-7.990964221,-2.589023651,-3.424572468,-0.380048514,0.490272893,-6.193984233,-4.824548211,-2.976270467]
,'2010-02-05':[4.376631579,-14.66452632,-1.069087719,-0.449052632,-6.186947368,-6.174421053,-2.946701754,-4.387508772,-2.891578947,-5.042877193,-3.343578947,-3.424842105,-0.999614035,-1.125192982,-5.661719298,-5.45954386,-2.581473684]
,'2010-02-08':[4.247295331,-11.78075197,-0.756694967,-2.925391146,-5.576676774,-7.423723469,-3.707519709,-5.044335961,-3.545827774,-3.12750758,-3.806221953,-2.576470588,-1.419138872,-2.385148575,-4.870291086,-4.968380837,-2.498787144]
,'2010-02-09':[2.84157297,-9.16996025,-1.013373083,-3.430011357,-5.106252129,-7.505905735,-4.606791596,-5.031862578,-4.002072686,-1.83391255,-3.789159568,-1.888370244,-1.50286201,-3.299551391,-4.460255537,-4.41600795,-2.814843839]
,'2010-02-10':[1.084457694,-8.007149347,-0.970880182,-4.185900057,-4.687802385,-7.737370812,-4.628733674,-5.450630324,-4.481340148,-1.123021011,-3.910993754,-1.956263487,-1.219642249,-3.661993186,-4.201959114,-3.703049404,-2.542952868]
,'2010-02-11':[0.849739236,-5.300194057,-0.400515464,-3.065409339,-1.818010916,-5.522898727,-4.368853851,-3.728508187,-3.220515464,2.297137659,-2.947283202,-0.920175864,-0.547167981,-3.780903578,-2.560206186,-1.419751364,-1.541146149]
,'2010-02-12':[0.181052632,-4.156666667,-1.000526316,-3.198666667,-0.726631579,-5.101368421,-3.91354386,-2.072280702,-3.327894737,2.474807018,-2.192105263,-0.979649123,-0.63722807,-4.170561404,-2.136526316,-0.492526316,-0.887017544]
,'2010-02-15':[0.429351122,-2.262207398,-1.406943602,-1.739066101,0.767907823,-3.982686477,-2.943335355,-0.734154033,-2.110097029,4.080024257,-0.503614312,-0.832474227,-0.235700424,-3.169090358,-0.664718011,0.321049121,0.036464524]
,'2010-02-16':[0.404400909,-1.219415105,-1.272072686,-0.7199205,1.860692788,-1.360459966,-2.369386712,0.203373083,-1.347433277,5.224770017,0.005741056,-0.673378762,0.10036343,-2.022197615,1.062964225,0.513935264,0.373418512]
,'2010-02-17':[0.654588302,1.508955139,-1.070618966,1.894168086,4.458841567,3.426888132,-1.430210108,2.969227712,0.669409426,7.275042589,1.230601931,0.378330494,1.334446337,-0.67951732,3.649307212,1.869693356,0.633622942]
,'2010-02-18':[1.690685264,4.202892662,-0.829678593,4.107816859,6.730187993,8.227192238,-0.190673135,5.783359612,2.130272893,9.862504548,3.05021225,2.225421468,2.616622195,0.242334748,5.97249242,3.068132201,1.192880534]
,'2010-02-19':[1.583719298,3.327333333,-1.193263158,3.800736842,5.878385965,9.247017544,-0.283122807,5.973719298,1.620385965,9.477754386,4.679754386,2.472561404,2.400385965,0.720140351,6.527578947,2.047754386,0.897894737]
,'2010-02-22':[2.140545785,2.911528199,-0.35750758,2.267865373,4.388950879,8.124275318,0.501819284,4.084451183,1.102771377,8.281115828,5.209314736,2.493292905,2.094996968,1.188302001,5.835172832,1.506591874,0.35586416]
,'2010-02-23':[2.712646224,3.680329358,0.427194776,1.830295287,3.374491766,7.941311755,0.955491198,3.425025554,1.043174333,6.514241908,5.300704145,3.301357183,1.743270869,1.500982396,5.120499716,1.125780806,-0.284520159]
,'2010-02-24':[2.367058489,3.278534923,0.946212379,1.148500852,2.324770017,6.451436684,0.333202726,2.109375355,0.810159001,4.096439523,4.543583191,3.822958546,1.337064168,1.261925043,3.792884725,0.507785349,-1.309437819]
,'2010-02-25':[2.160836871,2.261334142,1.324536082,0.608641601,1.78835658,5.539624015,-0.525554882,0.851661613,0.784984839,2.799496665,2.929248029,3.927471195,0.735682232,0.894384475,2.592140691,-0.403201941,-2.119466343]
,'2010-02-26':[1.952350877,0.546982456,1.655894737,-0.228807018,2.163929825,4.496877193,-0.979473684,0.007333333,0.662245614,1.050385965,2.14877193,3.783789474,0.149964912,0.548491228,2.185087719,-1.256245614,-2.059824561]
,'2010-03-01':[1.249690722,-1.307519709,1.553426319,-1.01345664,2.001285628,2.315463918,-1.177926016,-0.825791389,0.364899939,-1.000454821,0.809975743,2.663141298,-0.475330503,0.067119466,1.225591267,-1.784354154,-1.46641601]
,'2010-03-02':[1.20733674,-1.829858035,1.773293583,-1.179840999,2.311095968,1.876587166,-1.491834185,-0.355127768,0.700942646,-1.763577513,0.837705849,3.212748438,-0.717649063,0.202805224,1.434014764,-1.95245883,-1.448182851]
,'2010-03-03':[1.583134583,0.114440659,1.614332765,-0.045093697,3.511470755,1.85802385,-1.406729131,0.898631459,1.685990914,-1.766201022,1.69197615,3.767302669,-0.505224304,0.345349233,2.207632027,-1.033554798,-1.264219194]
,'2010-03-04':[1.561570649,1.947077016,1.43603396,1.079114615,4.451000606,1.785087932,-1.162916919,2.183402062,1.825664039,-1.475197089,1.145797453,3.774954518,-0.637489388,0.390454821,2.128835658,-0.197501516,-1.398041237]
,'2010-03-05':[1.239368421,2.802526316,1.422631579,1.035087719,4.298561404,0.080631579,-1.288491228,2.865438596,1.250491228,-1.977789474,1.488877193,4.120210526,-1.123614035,0.711614035,1.73677193,0.130035088,-1.654491228]
,'2010-03-08':[1.484948454,5.354881747,1.499369315,2.573141298,5.340303214,2.782389327,0.483996361,3.950157671,2.625269861,2.602328684,2.33767738,5.59189812,-0.030321407,1.647265009,2.482213463,1.310097029,-1.235027289]
,'2010-03-09':[1.318551959,6.762413401,1.519801249,3.934088586,6.1979841,4.832947189,2.11532084,4.974804089,3.562566723,6.32229983,2.240380466,7.059045997,0.635207269,2.292913118,2.907967064,2.083759228,-0.596592845]
,'2010-03-10':[1.103543441,8.147268597,2.002248722,4.541033504,7.237450312,5.478330494,2.707399205,5.457172061,4.397438955,9.692634867,1.909182283,8.012850653,0.99132879,2.856729131,3.225848949,2.606076093,-0.15846678]
,'2010-03-11':[-0.181231049,8.360588235,1.500624621,4.338787144,7.013056398,4.786901152,2.701782899,4.435755003,4.132850212,11.24621589,0.72244997,8.39771983,0.814893875,3.046209824,2.924790782,2.013899333,0.100976349]
,'2010-03-12':[-1.889614035,7.907333333,1.590035088,3.776631579,7.875824561,5.973017544,3.125052632,3.284350877,3.95554386,12.84291228,0.705263158,8.206491228,1.158736842,3.485122807,2.929403509,1.468385965,0.938561404]
,'2010-03-15':[-3.163305033,5.220648878,1.013493026,1.729248029,6.046882959,5.158035173,2.524772589,1.171073378,2.206998181,11.44721649,-0.194815039,5.840988478,0.933129169,2.822631898,2.099144936,0.243256519,1.572359005]
,'2010-03-16':[-3.350908575,3.655735378,0.982436116,0.490999432,4.67048268,4.160772288,1.869040318,0.059738785,1.285797842,9.874849517,0.096042022,3.878199886,0.777149347,2.315678592,2.153094832,-0.335712663,1.504281658]
,'2010-03-17':[-2.547876207,4.323021011,0.999727428,0.460232822,4.504366837,4.147654742,1.204219194,-0.576303237,1.615445769,8.602765474,0.526536059,2.910721181,1.132277115,2.170511073,2.355383305,0.615945486,1.56362862]
,'2010-03-18':[-2.111121892,4.458677987,0.771188599,0.101158278,3.766955731,3.080946028,0.170885385,-1.044972711,1.130048514,6.069314736,-0.547149788,1.016597938,0.780812614,1.419023651,1.603559733,1.610303214,1.362371134]
,'2010-03-19':[0.085754386,5.296596491,1.112350877,-0.619929825,4.115298246,2.43477193,-1.006035088,-0.54845614,0.801368421,4.436245614,-1.250701754,0.765122807,0.343649123,0.911087719,1.608877193,3.274877193,1.505017544]
,'2010-03-22':[2.68257732,6.234196483,1.028508187,-0.871012735,3.586379624,2.177010309,-0.491849606,0.089144936,0.703280776,3.646658581,-1.313784112,0.977058824,-0.105154639,0.312371134,1.489514857,3.789993936,0.767471195]
,'2010-03-23':[4.4640318,6.741959114,1.361453719,-0.657853492,2.509704713,1.462186258,0.263060761,1.616751846,0.648886996,3.461016468,-1.682010221,1.373009654,-0.72786485,-0.065814878,1.6679841,4.847626349,0.004809767]
,'2010-03-24':[6.206201022,7.712061329,1.318762067,-0.893850085,1.826996025,0.483577513,0.580068143,2.372600795,0.573798978,2.125053947,-1.833577513,1.879784214,-0.926496309,-0.211856899,1.190465645,5.791970471,-0.780096536]
,'2010-03-25':[7.575039418,8.505245603,0.90801698,-0.772346877,0.944360218,-1.296707095,0.810648878,2.281043056,0.145603396,-0.266816252,-1.559466343,2.945585203,-0.400066707,0.088805337,0.595494239,6.324038811,-1.140436628]
,'2010-03-26':[7.690105263,9.126982456,1.173298246,-0.153157895,1.368105263,-1.532315789,1.643298246,2.188666667,0.268491228,-1.121578947,0.15522807,4.880701754,0.776140351,0.281122807,0.201122807,6.657719298,-1.527614035]
,'2010-03-29':[5.904881747,7.105718617,1.256300788,-0.167756216,0.486434203,-1.329921164,1.439884779,0.576440267,-0.917604609,-0.770485143,0.721000606,5.717798666,1.331012735,-0.459399636,-0.958489994,4.601989084,-1.57181322]
,'2010-03-30':[4.529091425,5.673180011,1.454258944,0.818381601,-0.245956843,-1.497711528,1.06274276,-0.936144236,-2.032810903,0.159937535,0.831578648,4.650488359,1.470982396,-0.679341283,-2.189204997,3.150232822,-1.441970471]
,'2010-03-31':[2.997081204,5.411942078,1.732867689,2.311476434,0.025973878,-0.80109029,0.757938671,-2.439733106,-2.571306076,1.65637138,0.248921068,4.009398069,1.593532084,-0.591215219,-3.029085747,3.023747871,-1.688182851]
,'2010-04-01':[1.887665252,6.843117041,1.600036386,3.80763493,1.117046695,-0.388138266,0.23172832,-3.509684657,-2.054875682,2.258914494,-0.545688296,4.217822923,1.928035173,-0.69814433,-3.767022438,4.116610067,-1.701382656]
,'2010-04-02':[2.198631579,8.529789474,1.02554386,5.379473684,3.33554386,2.454280702,-0.649859649,-4.300877193,-1.276140351,2.444140351,-1.876491228,4.132596491,2.269438596,-1.178947368,-4.612175439,5.586140351,-1.724807018]
,'2010-04-05':[3.387070952,9.462437841,-0.633377805,4.822073984,3.548326258,3.417792602,-1.320473014,-5.350946028,-0.76143117,-0.124572468,-2.560442693,2.753917526,1.283978169,-2.188035173,-4.701928441,5.768726501,-2.079436022]
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,'2010-06-14':[4.541218921,1.243577926,2.376858702,2.235433596,4.864111583,0.960097029,1.857246816,2.051224985,1.714111583,2.647574287,6.306209824,5.35827168,-0.140406307,1.765245603,2.975761067,0.27759248,-0.582201334]
,'2010-06-15':[4.598109029,1.555962521,2.721294719,1.320613288,5.243651334,3.93919364,0.847268597,2.988540602,2.458637138,4.386115843,5.316428166,5.945650199,-0.286178308,1.679204997,3.182606474,-0.138029529,-0.868285065]
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,'2010-06-21':[5.147786537,10.15768951,2.405767132,1.059721043,12.36788963,15.12208611,-2.71164342,4.613644633,3.954627047,11.20386901,3.73944815,12.37067314,2.319805943,2.67645846,4.022231656,2.9800849,-0.987756216]
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,'2010-06-23':[4.632038614,7.726513345,2.377756956,0.209278819,12.67049404,14.7731289,-1.876649631,4.614366837,2.380278251,8.796996025,3.859028961,12.80496309,3.303021011,1.792186258,2.391113004,2.546121522,-0.472827939]
,'2010-06-24':[3.16970285,6.603959976,2.449296543,0.100430564,13.22134021,14.87727714,-1.270933899,4.908993329,1.636537295,7.637174045,4.279126743,13.23160097,3.543953911,1.104202547,1.420927835,1.963790176,-0.367246816]
,'2010-06-25':[1.756842105,4.147578947,2.852315789,0.108736842,12.6545614,14.11540351,-1.074596491,4.903649123,0.746596491,8.527298246,6.739719298,14.07301754,3.174105263,0.34554386,-0.180912281,0.624175439,-0.722210526]
,'2010-06-28':[0.778326258,1.064141904,2.788204973,0.40531231,9.584420861,11.07519709,-0.533511219,3.839429958,0.766325045,7.737010309,7.93797453,12.06713766,2.871467556,-0.139514857,-0.790206186,0.050830807,-0.446591874]
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,'2010-09-06':[11.30718011,0.929466343,5.296021831,-0.664184354,10.34776834,10.93030928,1.104530018,2.845457853,2.088035173,6.97641601,1.978211037,5.170048514,3.964287447,4.532795634,2.976694967,1.070921771,0.214257126]
,'2010-09-07':[11.93971039,3.328586031,5.258035207,-0.800777967,9.274894946,13.52611584,1.092487223,3.232231687,3.2700795,6.911930721,4.11241908,5.214412266,4.364559909,4.047120954,2.876842703,2.952731403,0.121964793]
,'2010-09-08':[12.21207836,3.501141397,4.752492902,-1.565292447,5.671663827,13.29465077,0.808353208,2.720170358,3.591220897,4.927484384,5.346422487,4.326592845,4.175547984,2.952322544,2.283412834,3.564446337,-0.066848382]
,'2010-09-09':[12.34569436,3.8097453,3.351164342,-2.360576107,1.958872044,12.85468769,0.389278351,2.365603396,3.224063069,2.958077623,5.124705882,2.155730746,4.279332929,2.194875682,2.928308065,4.240885385,-0.041340206]
,'2010-09-10':[11.63080702,4.199438596,2.924035088,-2.50354386,1.034526316,10.60922807,0.014561404,2.438666667,3.416140351,2.72045614,3.234280702,0.076982456,4.349192982,1.549508772,3.025368421,4.363754386,0.264035088]
,'2010-09-13':[11.42275318,3.338029109,1.526240146,-1.053644633,1.760151607,10.90924803,-0.396276531,3.337107338,4.738853851,8.838823529,1.267089145,0.515997574,4.143535476,0.579708914,3.087271073,3.391679806,0.579678593]
,'2010-09-14':[9.845332198,0.264236229,-0.041964793,0.060976718,2.086564452,9.980335037,-1.045457127,3.359943214,4.716059057,12.05649063,-0.165803521,0.391306076,3.420772288,-0.082436116,2.182754117,0.658495173,0.513566156]
,'2010-09-15':[9.416308915,-2.314077229,-1.386672345,1.467972743,3.460051107,9.428483816,-1.106195344,4.241959114,5.457240204,17.00252129,-0.981237933,1.843418512,3.245156161,0.495133447,1.766212379,-2.099369676,0.669545713]
,'2010-09-16':[7.240442693,-4.108605215,-2.351188599,1.909357186,4.060388114,8.112183141,-0.60172832,5.741085506,5.343869012,20.49642207,-2.45434809,3.227125531,3.216549424,1.684402668,1.223656762,-3.303729533,1.375421468]
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,'2010-09-20':[5.313129169,-0.390576107,-2.357768344,2.912286234,4.226889024,2.631879927,0.4395755,7.617647059,5.158781079,22.6644815,0.034724075,5.233638569,2.10641601,2.405130382,1.706094603,-1.693062462,2.7203396]
,'2010-09-21':[4.004946053,1.452191936,-2.342873367,3.199875071,3.067245883,1.70629188,0.610102215,6.621811471,4.219733106,19.25556502,1.764486087,4.666961953,0.952612152,1.947228847,1.17447473,-0.821504827,2.590954003]
,'2010-09-22':[3.350022714,2.25116979,-2.134344123,2.700017036,0.907223169,0.548568995,0.413180011,4.89689381,3.325792164,15.0651448,3.520528109,4.000193072,-0.336445202,1.038620102,0.733566156,-0.456081772,2.216348666]
,'2010-09-23':[2.586046089,2.826907216,-1.870230443,1.969781686,-0.722462098,-0.398156458,0.276300788,3.427531837,1.792480291,9.797180109,4.204614918,2.059357186,-1.12189812,0.32822923,1.544317768,0.39733778,2.082158884]
,'2010-09-24':[3.605052632,3.211263158,-0.998315789,2.12245614,-0.199438596,-1.091403509,0.528210526,3.579403509,1.122385965,5.844701754,4.056350877,3.783298246,-1.020385965,0.87154386,2.792736842,1.129017544,2.21677193]
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,'2019-03-11':[-6.235560946,-9.094742268,8.363135233,-2.421328078,-9.687689509,-8.029205579,-1.99443299,-4.057956337,-2.62439054,-3.406179503,-4.013747726,-3.029217708,0.559436022,0.857016374,-2.407216495,-5.370685264,-0.149017586]
,'2019-03-12':[-6.204565588,-4.005633163,6.762572402,-1.822555366,-9.975820557,-6.645468484,-2.243696763,-3.090062465,-2.265406019,-3.146064736,-3.562674617,-2.73750142,1.476978989,-0.170164679,-2.678932425,-4.075150483,0.706195344]}

rows = ['KRX 자동차','KRX 반도체','KRX 헬스케어','KRX 은행','KRX 에너지화학','KRX 철강','KRX 방송통신','KRX 건설','KRX 증권','KRX 기계장비','KRX 보험','KRX 운송','KRX 경기소비재','KRX 필수소비재','KRX 미디어&엔터테인먼트','KRX 정보기술','KRX 유틸리티']

df_datas = pd.DataFrame.from_dict(datas, orient='index')
df_datas.columns = rows
#print(df_datas)

idx_len = len(df_datas.index)
correls = {}
correl_statics = {}
for lag in range(10, 51, 10):

    correls[str(lag)] = {}
    correl_statics[str(lag)] = {}

    for column1 in df_datas.columns:

        correls[str(lag)][column1] = {}
        correl_statics[str(lag)][column1] = {'max': {'name': None, 'value': -1.0}, 'min': {'name': None, 'value': 1.0}}

        for column2 in df_datas.columns:

            if lag == 50 and ((column1 == 'KRX 에너지화학' and column2 == 'KRX 철강') or (column2 == 'KRX 에너지화학' and column1 == 'KRX 철강')):
                print(1)


            #name = str(column1)+'_'+str(column2)
            name = column2
            #value = df_datas[column1][:idx_len-lag].corr(df_datas[column2][lag:], method='pearson')
            value = np.corrcoef(df_datas[column2][lag:],df_datas[column1][:idx_len-lag])[0][1]
            correls[str(lag)][column1][name] = value

            if column1 != column2 and value >= correl_statics[str(lag)][column1]['max']['value']:
                correl_statics[str(lag)][column1]['max']['name'] = name
                correl_statics[str(lag)][column1]['max']['value'] = value

            if column1 != column2 and value <= correl_statics[str(lag)][column1]['min']['value']:
                correl_statics[str(lag)][column1]['min']['name'] = name
                correl_statics[str(lag)][column1]['min']['value'] = value

print(1)
#Wrap_Util.SaveExcelFiles(file='선후행비교.xlsx', obj_dict={'통계': })