pandas tip

# 좋은 방법 
pct1 = (
    df_raw
    # .set_index("date")
    .groupby("code")["close"].pct_change(1)
)
pct10 = (
    df_raw
    #  .set_index("date")
    .groupby("code")["close"].pct_change(10)
)
new_df = df_raw.assign(pct1=pct1, pct10=pct10)

한줄에 하는거

    new_df = df_raw.groupby("code", group_keys=False).apply(
        lambda x: x.assign(
            change_sma=x["close"].pct_change(conf.change_n),
            change=x["close"].pct_change(1)
        )
    )
    cols = ["code", "date", "change_sma", "change"]

    return new_df[cols]