INNER CODE UNIT · Python

ImageDataSet

RichardS0268/CNN-for-Trading · dataset.py:103

class ImageDataSet():
    def __init__(self, win_size, start_date, end_date, mode, label, indicators=[], show_volume=False, parallel_num=-1):
        ## Check whether inputs are valid
        assert isinstance(start_date, int) and isinstance(end_date, int), f'Type Error: start_date & end_date shoule be int'
        assert start_date < end_date, f'start date {start_date} cannnot be later than end date {end_date}'
        assert win_size in [5, 20], f'Wrong look back days: {win_size}'
        assert mode in ['train', 'test', 'inference'], f'Type Error: {mode}'
        assert label in ['RET5', 'RET20'], f'Wrong Label: {label}'
        assert indicators is None or len(indicators)%2 == 0, 'Config Error, length of indicators should be even'
        if indicators:
            for i in range(len(indicators)//2):
                assert indicators[2*i].NAME in SUPPORTED_INDICATORS, f"Error: Calculation of {indicators[2*i].NAME} is not defined"
        
        ## Attributes of ImageDataSet
        if win_size == 5:
            self.image_size = (32, 15)
            self.extra_dates = datetime.timedelta(days=40)
        else:

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