INNER CODE UNIT · Python
load_data
RichardS0268/CNN-for-Trading · dataset.py:144
def load_data(self):
if 'data' not in os.listdir():
print('Download Original Tabular Data')
os.system("mkdir data && cd data && wget 'https://cloud.tsinghua.edu.cn/f/f0bc022b5a084626855f/?dl=1' -O tabularDf.zip")
if 'data' in os.listdir() and 'tabularDf.zip' not in os.listdir('data'):
print('Download Original Tabular Data')
os.system("cd data && wget 'https://cloud.tsinghua.edu.cn/f/f0bc022b5a084626855f/?dl=1' -O tabularDf.zip")
with ZipFile('data/tabularDf.zip', 'r') as z:
f = z.open('tabularDf.csv')
tabularDf = pd.read_csv(f, index_col=0)
f.close()
z.close()
# add extra rows to make sure image of start date and returns of end date can be calculated
padding_start_date = int(str(pd.to_datetime(str(self.start_date)) - self.extra_dates).split(' ')[0].replace('-', ''))
paddint_end_date = int(str(pd.to_datetime(str(self.end_date)) + self.extra_dates).split(' ')[0].replace('-', ''))