"""EDIT POINT: deterministic feature builder for the 15:15 prediction."""
import pandas as pd


FEATURE_COLUMNS = ["nifty_return", "gift_return", "vix_return", "usd_inr_return"]


def build_features(frame: pd.DataFrame) -> pd.DataFrame:
    """Input must contain closes: nifty, gift_nifty, india_vix, usd_inr."""
    out = pd.DataFrame(index=frame.index)
    out["nifty_return"] = frame["nifty"].pct_change()
    out["gift_return"] = frame["gift_nifty"].pct_change()
    out["vix_return"] = frame["india_vix"].pct_change()
    out["usd_inr_return"] = frame["usd_inr"].pct_change()
    return out.dropna()