gavindiaz/drift
1
0
Fork 0
mirror of https://github.com/webclinic017/drift.git synced 2026-08-15 20:08:08 +00:00
Code Issues Packages Projects Releases Wiki Activity

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

Browse Source 
* 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
Download Patch File Download Diff File Expand all files Collapse all files
utils/types.py
+12
View File
@@ -0,0 +1,12 @@
from typing import Callable, Union
import pandas as pd
Period = int
IsLogReturn = bool
FeatureExtractor = Callable[[pd.DataFrame, Period, IsLogReturn], Union[pd.DataFrame, pd.Series]]
Name = str
FeatureExtractorConfig = tuple[Name, FeatureExtractor, list[Period]]
Path = str
FileName = str
DataSource = list[tuple[Path, FileName]]
DataCollection = list[DataSource]