INNER CODE UNIT · Python
image_set
RichardS0268/CNN-for-Trading · dataset.py:186
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'])
image_set['index'] = image_set.index
smote = SMOTE()
if self.label == 'RET5':
num0_before = image_set.loc[image_set['ret5'] == 0].shape[0]
num1_before = image_set.loc[image_set['ret5'] == 1].shape[0]
resample_index, _ = smote.fit_resample(image_set[['index', 'ret20']], image_set['ret5'])
image_set = image_set[['img', 'ret5', 'ret20']].loc[resample_index['index']]
num0 = image_set.loc[image_set['ret5'] == 0].shape[0]
num1 = image_set.loc[image_set['ret5'] == 1].shape[0]
image_set = image_set.values.tolist()
else:
num0_before = image_set.loc[image_set['ret20'] == 0].shape[0]