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
@@ -1,5 +1,5 @@
#%% Import all the stuff, load data, define constants
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
import numpy as np
from utils.sktime import from_df_to_sktime_data
@@ -36,7 +36,7 @@ print('Predicting: ', ticket_to_predict)
data = load_files(path='data/',
own_asset=ticket_to_predict,
own_asset_lags=[1,2,3,4,5,6,8,10,15],
load_other_assets=False,
load_non_target_asset=False,
other_asset_lags=[1,2,3,4],
log_returns=True,
add_date_features=True,