INNER CODE UNIT · Python
generate_images
RichardS0268/CNN-for-Trading · dataset.py:173
def generate_images(self, sample_rate):
dataset_all = Parallel(n_jobs=self.parallel_num)(delayed(single_symbol_image)(\
g[1], image_size = self.image_size,\
start_date = self.start_date,\
sample_rate = sample_rate,\
indicators = self.indicators,\
show_volume = self.show_volume, \
mode = self.mode
) for g in tqdm(self.df.groupby('code'), desc=f'Generating Images (sample rate: {sample_rate})'))
if self.mode == 'train' or self.mode == 'test':
image_set = []
for symbol_data in dataset_all:
image_set = image_set + symbol_data
dataset_all = [] # clear memory
if self.mode == 'train': # resample to handle imbalance
image_set = pd.DataFrame(image_set, columns=['img', 'ret5', 'ret20'])