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fix(Model): drop index before feeding into keras.dataset

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Mark Aron Szulyovszky
2021-11-10 19:35:46 +01:00
parent 3188aab220
commit 0e5fe227f7
1 changed files with 2 additions and 0 deletions
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model_lstm.py
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@@ -5,6 +5,7 @@ import keras
from utils.normalize import normalize from utils.normalize import normalize
data = load_files('data/', False) data = load_files('data/', False)
data.reset_index(drop=True, inplace=True)
ticker_to_predict = 'ETH_returns' ticker_to_predict = 'ETH_returns'
@@ -26,6 +27,7 @@ end = start + train_split
x_train = data.loc[0 : train_split - 1].drop(ticker_to_predict, axis=1).values x_train = data.loc[0 : train_split - 1].drop(ticker_to_predict, axis=1).values
y_train = data.iloc[start:end][ticker_to_predict] y_train = data.iloc[start:end][ticker_to_predict]
#%%
dataset_train = keras.preprocessing.timeseries_dataset_from_array( dataset_train = keras.preprocessing.timeseries_dataset_from_array(
x_train, x_train,