feat(Data): create DataSource, DataCollection, added hourly crypto data (#96)

* feat(Data): create DataSource, DataCollection, added hourly crypto data

* fix(Data): hourly data format, loading & config
This commit is contained in:
Mark Aron Szulyovszky
2021-12-31 19:04:27 +01:00
committed by GitHub
parent f762ceed2a
commit 442915f847
59 changed files with 276175 additions and 43473 deletions
+2 -2
View File
@@ -1,6 +1,6 @@
#%% Import all the stuff, load data, define constants
from sklearn.utils import shuffle
from utils.load_data import load_files, create_target_classes
from data_loader.load_data import load_files, create_target_classes
import pandas as pd
from tensorflow import keras
from utils.normalize import normalize
@@ -16,7 +16,7 @@ from keras_models.classification_transformer import create_basic_transformer_mod
data = load_files(path='data/',
own_asset='BTC_ETH',
own_asset_lags=[1,2,3,4,5,6,8,10,15],
load_other_assets=True,
load_non_target_asset=True,
other_asset_lags=[1,2,3,4],
log_returns=False,
add_date_features=True,