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Mark Aron Szulyovszky
442915f847
* feat(Data): create DataSource, DataCollection, added hourly crypto data * fix(Data): hourly data format, loading & config
12 lines
365 B
Python
12 lines
365 B
Python
from typing import Callable, Union
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import pandas as pd
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Period = int
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IsLogReturn = bool
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FeatureExtractor = Callable[[pd.DataFrame, Period, IsLogReturn], Union[pd.DataFrame, pd.Series]]
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Name = str
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FeatureExtractorConfig = tuple[Name, FeatureExtractor, list[Period]]
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Path = str
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FileName = str
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DataSource = list[tuple[Path, FileName]]
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DataCollection = list[DataSource] |