data_loader.py 文件源码

def read_data(file_01, file_02):
    data_01= pd.read_csv(
        file_01,
        parse_dates={'timeline': ['btce-time_stamp']},
        infer_datetime_format=True)
    data_02 = pd.read_csv(
        file_02,
        parse_dates={'timeline': ['epoch_time_stamp']},
        infer_datetime_format=True)

    data_02 = data_02.drop_duplicates('epoch')
    data_01['timeline'] = data_01['timeline'].astype(float)
    data_02['timeline'] = data_02['timeline'].astype(float)

    data_ = data_02.set_index('timeline').reindex(data_01.set_index('timeline').index, method='nearest').reset_index()
    data = pd.merge(data_01, data_, on='timeline', suffixes=('_', ''))
    return data