INNER CODE UNIT · Python
volume_slice
RichardS0268/CNN-for-Trading · dataset.py:66
volume_slice = (volume_slice - np.min(volume_slice.values))/(np.max(volume_slice.values) - np.min(volume_slice.values))
if not show_volume:
price_slice = price_slice.apply(lambda x: x*(image_size[0]-1)).astype(int)
else:
if image_size[0] == 32:
price_slice = price_slice.apply(lambda x: x*(25-1)+7).astype(int)
volume_slice = volume_slice.apply(lambda x: x*(6-1)).astype(int)
else:
price_slice = price_slice.apply(lambda x: x*(51-1)+13).astype(int)
volume_slice = volume_slice.apply(lambda x: x*(12-1)).astype(int)
image = np.zeros(image_size)
for i in range(len(price_slice)):
# draw candlelist
image[price_slice.loc[i]['open'], i*3] = 255.
image[price_slice.loc[i]['low']:price_slice.loc[i]['high']+1, i*3+1] = 255.
image[price_slice.loc[i]['close'], i*3+2] = 255.