INNER CODE UNIT · Python
cal_indicators
RichardS0268/CNN-for-Trading · dataset.py:8
def cal_indicators(tabular_df, indicator_name, parameters):
if indicator_name == "MA":
assert len(parameters) == 1, f'Wrong parameters num, expected 1, got {len(parameters)}'
slice_win_size = int(parameters[0])
MA = tabular_df['close'].rolling(slice_win_size, min_periods=1).mean()
return MA # pd.Series
def single_symbol_image(tabular_df, image_size, start_date, sample_rate, indicators, show_volume, mode):
''' generate Candlelist images
parameters: [
tabular_df -> pandas.DataFrame: tabular data,
image_size -> tuple: (H, W), size shouble (32, 15), (64, 60)
start_date -> int: truncate extra rows after generating images,
indicators -> dict: technical indicators added on the image, e.g. {"MA": [20]},
show_volume -> boolean: show volume bars or not