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dsyoon
2022-08-19 21:46:17 +09:00
parent 0f5f7cb6c0
commit 27ef89dc89
1 changed files with 3 additions and 3 deletions
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6
stock/util/Stock2Vector.py
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@@ -368,8 +368,8 @@ class Stock2Vector(HTS):
size = len(label) size = len(label)
batch_X, batch_Y = [], [] batch_X, batch_Y = [], []
X = np.zeros((H_VECTOR_SIZE, W_VECTOR_SIZE))
for i in range(W_VECTOR_SIZE - 1, size): for i in range(W_VECTOR_SIZE - 1, size):
X = np.zeros((H_VECTOR_SIZE, W_VECTOR_SIZE))
for w in range(i - W_VECTOR_SIZE + 1, i + 1): for w in range(i - W_VECTOR_SIZE + 1, i + 1):
X[0, w] = macd[w] X[0, w] = macd[w]
X[1, w] = diff_avg27[w] X[1, w] = diff_avg27[w]
@@ -404,8 +404,8 @@ class Stock2Vector(HTS):
X[30, w] = diff_open_lower[w] X[30, w] = diff_open_lower[w]
X[31, w] = diff_close_upper[w] X[31, w] = diff_close_upper[w]
batch_X.append(X) batch_X.append(X)
batch_Y.append(label[i]) batch_Y.append(label[i])
batch_X = np.asarray(batch_X) batch_X = np.asarray(batch_X)
batch_Y = np.asarray(batch_Y, dtype='int64') batch_Y = np.asarray(batch_Y, dtype='int64')