INNER CODE UNIT · Python
filterSignal
adminho/trading-stock-thailand · LSTM_predict_trend.py:106
def filterSignal(Ydigits):
signal = np.copy(Ydigits)
for index in range(1, len(Ydigits)-1):
previous = Ydigits[index-1]
current = Ydigits[index]
future = Ydigits[index+1]
signal[index+1] = utm.getSignal(previous, current, future) # future
return np.reshape(signal,(-1,1))
"""
import pickle
symbolList = pickle.load( open( "symbol_list.p", "rb" ) )
symbolList = symbolList[0:20]
symbol = np.random.choice(symbolList) # select symbols randomly
symbol = 'SET'
X, Y, close = data.getTrainData_1(symbol, '2014-01-01', '2017-03-10');
numDays, numIndicator = X.shape
assert numDays == Y.shape[0]