util.py 文件源码

def preprocessData(dataset):

    le = preprocessing.LabelEncoder()

    # in case divid-by-zero
    dataset.Open[dataset.Open == 0] = 1

    # add prediction target: next day Up/Down
    threshold = 0.000
    dataset['UpDown'] = (dataset['Close'] - dataset['Open']) / dataset['Open']
    dataset.UpDown[dataset.UpDown >= threshold] = 'Up'
    dataset.UpDown[dataset.UpDown < threshold] = 'Down'
    dataset.UpDown = le.fit(dataset.UpDown).transform(dataset.UpDown)
    dataset.UpDown = dataset.UpDown.shift(-1) # shift 1, so the y is actually next day's up/down
    dataset = dataset.drop(dataset.index[-1]) # drop last one because it has no up/down value
    return dataset