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feat(Data): added daily_glassnode DataCollection (#99)

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Mark Aron Szulyovszky
2022-01-03 13:57:36 +01:00
committed by GitHub
parent 442915f847
commit 867269df2b
64 changed files with 74837 additions and 698 deletions
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feature_extractors/fractional_differentiation.py
+3 -4
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@@ -3,8 +3,7 @@ import pandas as pd
import numpy as np
def feature_fractional_differentiation(df: pd.DataFrame, period: int, is_log_return: bool) -> pd.Series:
feature_selector = FracdiffStat(window = period)
frac_diff = FracdiffStat(window = period)
input_series = df["close"].to_numpy().reshape(-1, 1)
feature_selector.fit(input_series)
result = feature_selector.transform(input_series)
return pd.Series(np.log(result.squeeze()), index = df.index)
result = frac_diff.fit_transform(input_series)
return pd.Series(result.squeeze(), index = df.index)