Exercise

Examine correlations of the new features

Now that we have our volume and datetime features, we want to check the correlations between our new features (stored in the new_features list) and the target (5d_close_future_pct) to see how strongly they are related. Recall pandas has the built-in .corr() method for DataFrames, and seaborn has a nice heatmap() function to show the correlations.

Instructions

100 XP

Extend our new_features variable to contain the weekdays' column names, such as weekday_1, by concatenating the weekday number with the 'weekday_' string.
Use Seaborn's heatmap to plot the correlations of new_features and the target, 5d_close_future_pct.