(self, ticker, dataset, experiment_id, horizons, normalization_window)
| 5 | |
| 6 | class DataUtils: |
| 7 | def __init__(self, ticker, dataset, experiment_id, horizons, normalization_window): |
| 8 | self.ticker = ticker # Ticker of the stock to be processed. |
| 9 | self.dataset = dataset # Dataset to be used. |
| 10 | self.experiment_id = experiment_id # Experiment ID. |
| 11 | self.horizons = horizons # Horizons to be used when computing labels. |
| 12 | self.normalization_window = normalization_window # Normalization window to be used when normalizing data. |
| 13 | |
| 14 | self.__raw_data_path = None # Path containing the raw LOB data. |
| 15 | self.__processed_data_path_unscaled_data = ( |
| 16 | None # Path containing the processed but unscaled LOB data. |
| 17 | ) |
| 18 | self.__processed_data_path_scaled_data = ( |
| 19 | None # Path containing the processed and scaled LOB data. |
| 20 | ) |
| 21 | self.__logs_path = None # Path containing the logs of the data processing. |
| 22 | |
| 23 | def __set_raw_data_path(self): |
| 24 | # Set the raw data path according to the dataset. |
nothing calls this directly
no outgoing calls
no test coverage detected