From f2ce5ada61d160f4e3fb225d18ec7da28b9a028a Mon Sep 17 00:00:00 2001 From: dosangyoon Date: Fri, 19 Aug 2022 21:49:13 +0900 Subject: [PATCH] init --- stock/util/Stock2Vector.py | 65 +++++++++++++++++++------------------- 1 file changed, 32 insertions(+), 33 deletions(-) diff --git a/stock/util/Stock2Vector.py b/stock/util/Stock2Vector.py index 697d671..e3fab05 100644 --- a/stock/util/Stock2Vector.py +++ b/stock/util/Stock2Vector.py @@ -370,39 +370,38 @@ class Stock2Vector(HTS): batch_X, batch_Y = [], [] 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): - X[0, w] = macd[w] - X[1, w] = diff_avg27[w] - X[2, w] = diff_avg3_avg27[w] - X[3, w] = diff_avg3_avg54[w] - X[4, w] = diff_avg6_avg27[w] - X[5, w] = diff_avg6_avg54[w] - X[6, w] = diff_avg9_avg27[w] - X[7, w] = diff_avg9_avg54[w] - X[8, w] = diff_avg12_avg27[w] - X[9, w] = diff_avg12_avg54[w] - X[10, w] = diff_change_lead1[w] - X[11, w] = diff_open_lead1[w] - X[12, w] = diff_close_lead1[w] - X[13, w] = diff_high_lead1[w] - X[14, w] = diff_low_lead1[w] - X[15, w] = rsi[w] - X[16, w] = rsis[w] - X[17, w] = diff_avg54[w] - X[18, w] = diff_change_base[w] - X[19, w] = diff_base_lead1[w] - X[20, w] = diff_open_base[w] - X[21, w] = diff_close_base[w] - X[22, w] = diff_high_base[w] - X[23, w] = diff_low_base[w] - X[24, w] = abs_avg_1[w] - X[25, w] = abs_avg_2[w] - X[26, w] = abs_avg_3[w] - X[27, w] = abs_avg_4[w] - X[28, w] = abs_avg_5[w] - X[29, w] = diff_upper_lower[w] - X[30, w] = diff_open_lower[w] - X[31, w] = diff_close_upper[w] + X[0] = macd[i: i - W_VECTOR_SIZE + 1] + X[1] = diff_avg27[i: i - W_VECTOR_SIZE + 1] + X[2] = diff_avg3_avg27[i: i - W_VECTOR_SIZE + 1] + X[3] = diff_avg3_avg54[i: i - W_VECTOR_SIZE + 1] + X[4] = diff_avg6_avg27[i: i - W_VECTOR_SIZE + 1] + X[5] = diff_avg6_avg54[i: i - W_VECTOR_SIZE + 1] + X[6] = diff_avg9_avg27[i: i - W_VECTOR_SIZE + 1] + X[7] = diff_avg9_avg54[i: i - W_VECTOR_SIZE + 1] + X[8] = diff_avg12_avg27[i: i - W_VECTOR_SIZE + 1] + X[9] = diff_avg12_avg54[i: i - W_VECTOR_SIZE + 1] + X[10] = diff_change_lead1[i: i - W_VECTOR_SIZE + 1] + X[11] = diff_open_lead1[i: i - W_VECTOR_SIZE + 1] + X[12] = diff_close_lead1[i: i - W_VECTOR_SIZE + 1] + X[13] = diff_high_lead1[i: i - W_VECTOR_SIZE + 1] + X[14] = diff_low_lead1[i: i - W_VECTOR_SIZE + 1] + X[15] = rsi[i: i - W_VECTOR_SIZE + 1] + X[16] = rsis[i: i - W_VECTOR_SIZE + 1] + X[17] = diff_avg54[i: i - W_VECTOR_SIZE + 1] + X[18] = diff_change_base[i: i - W_VECTOR_SIZE + 1] + X[19] = diff_base_lead1[i: i - W_VECTOR_SIZE + 1] + X[20] = diff_open_base[i: i - W_VECTOR_SIZE + 1] + X[21] = diff_close_base[i: i - W_VECTOR_SIZE + 1] + X[22] = diff_high_base[i: i - W_VECTOR_SIZE + 1] + X[23] = diff_low_base[i: i - W_VECTOR_SIZE + 1] + X[24] = abs_avg_1[i: i - W_VECTOR_SIZE + 1] + X[25] = abs_avg_2[i: i - W_VECTOR_SIZE + 1] + X[26] = abs_avg_3[i: i - W_VECTOR_SIZE + 1] + X[27] = abs_avg_4[i: i - W_VECTOR_SIZE + 1] + X[28] = abs_avg_5[i: i - W_VECTOR_SIZE + 1] + X[29] = diff_upper_lower[i: i - W_VECTOR_SIZE + 1] + X[30] = diff_open_lower[i: i - W_VECTOR_SIZE + 1] + X[31] = diff_close_upper[i: i - W_VECTOR_SIZE + 1] batch_X.append(X) batch_Y.append(label[i])