prepareInput.py 文件源码

def signal_updown(dataframe, window):
    '''
    Generate 'up' or 'down' signal as target for analysis

    Parameters:
    dataframe: dataframe of data whose signal is to be generated
    window: signal for n number of days ahead
    filename: name of csv file to save data

    Returns: dataframe with signal
    '''
    signal = []
    values = dataframe['Closing Price'].values
    data_mean20 = pd.rolling_mean(dataframe['Closing Price'],window=20)
    values = data_mean20
    for i in range(0,len(values)-window):
        if(values[i+window]>values[i]):
            signal.append('up')
        else:
            signal.append('down')
    for i in range(window):
        signal.append('NaN')
    dataframe['signal'] = signal
    return dataframe