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feat(Data): added day_month, month, day_week columns as features

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Mark Aron Szulyovszky
2021-11-14 11:59:59 +01:00
parent 1429051c4c
commit 9d342d6039
4 changed files with 35 additions and 13 deletions
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model_lstm.py
+1 -1
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@@ -7,7 +7,7 @@ import tensorflow as tf
from utils.visualize import visualize_loss
from sklearn.preprocessing import StandardScaler
data = load_files('data/', True)
data = load_files('data/', add_features=True, log_returns=True)
data.reset_index(drop=True, inplace=True)
data = data[[column for column in data.columns if not column.endswith('volume')]]
data = data[["BTC_returns", "BTC_mom_10", "BTC_mom_20", "BTC_mom_30", "BTC_vol_10", "BTC_mom_20", "BTC_vol_20"]]