Function process_stock_files

loggers/analysis.py:65–76

(file_list)

    }

def process_stock_files(file_list):
    stock_data = {
        'Mids': [], 'Spreads': [], 'Best_Ask_Volume': [], 'Best_Bid_Volume': [],
        'Volatility_10': [], 'Volatility_50': [], 'Volatility_100': [],
        'Levels_Ask_Side': [], 'Levels_Bid_Side': [], 'Seconds_Horizon_10': [],
        'Seconds_Horizon_50': [], 'Seconds_Horizon_100': []
    }
    for f in file_list:
        file_data = process_file(f)
        for key in stock_data:
            stock_data[key].extend(file_data[key])
    return stock_data

def process_stock(s):
    files = sorted(glob.glob(f"../data/nasdaq/unscaled_data/{s}/*"))