feat(Data): added extra features, exploration notebook

fetch_data.py

@@ -7,7 +7,7 @@ crypto_tickers = ["BTC", "ETH", "BNB", "ADA", "SOL", "XRP", "DOT", "LTC", "UNI",
 etf_tickers = ["GLD", "IEF", "TLT", "SPY", "QQQ"]
 tickers = crypto_tickers + etf_tickers
 
-add_features = False
+add_features = True
 
 #%%
 for ticker in tickers:

load_data.py

@@ -6,13 +6,14 @@ import os
 #%%
 
 def load_files(path):
-    dfs = [load_df(os.path.join(path,f), f.split('.')[0]) for f in os.listdir(path) if os.path.isfile(os.path.join(path,f))]
+    dfs = [__load_df(os.path.join(path,f), f.split('.')[0]) for f in os.listdir(path) if os.path.isfile(os.path.join(path,f))]
     return pd.concat(dfs, axis=1)
 
-def load_df(path, prefix):
+def __load_df(path, prefix):
     df = pd.read_csv(path, header=0, index_col=0).fillna(0)
+    df = df.drop(columns=['open', 'high', 'low'])
     df.columns = [prefix + "_" + c for c in df.columns]
     return df
 
-load_files("data/")
 # %%
+load_files("data/")

model_lstm.py

@@ -0,0 +1,5 @@
+from load_data import load_files
+import pandas as pd
+
+data = load_files()
+