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dosangyoon
2022-08-19 21:49:13 +09:00
parent 27ef89dc89
commit f2ce5ada61
1 changed files with 32 additions and 33 deletions
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65
stock/util/Stock2Vector.py
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@@ -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])