LoadAndMatchDates.py 文件源码

def read_data(file_name):

    stock = pd.read_csv(file_name, parse_dates=True, index_col=0)     
    n_samples = len(stock)

    # ditch samples with NAN values
    stock = stock.dropna(axis=0)

    # flip order from newest to oldest to oldest to newest
    #stock = stock.iloc[::-1]

    # trim data
    stock = stock[['Open']]

    # convert object to floats
    stock['Open'] = pd.to_numeric(stock['Open'], errors='coerce')

    # all stock is needed to walk back dates for testing hold out data
    return stock


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# load and combine stock indexes, matching the dates