data_features.py 文件源码

def get_fs_t_5(file_in, file_out, i):
    data = pd.read_pickle(file_in)['close']
    data = data.reshape(-1, 24)
    data = np.float32([[data[i + x][-1] for
                        x in range(5 * i) if x % i == 0]
                       for i in range(len(data) - 5 * i + 1)])
    data = data.reshape(-1, 5)
    data_t = {
        'change': np.float32(
            [(data[i + i][-1] - data[i + i][0]) /
             data[i + i][0] * 100
             for i in range(data.shape[0] - i)]),
        'target_open': np.float32([data[i + i][0]
                                   for i in range(data.shape[0] - i)]),
        'real_target': np.float32([data[i + i][-1]
                                   for i in range(data.shape[0] - i)])
    }
    data_t = pd.DataFrame(data_t)
    np.save(file_out[0], data[:len(data) - i])
    data_t.to_pickle(file_out[1])