(self)
| 213 | return features, historical_price_info, future_price_info, symbol_names |
| 214 | |
| 215 | def load_data_from_dictionary(self): |
| 216 | # Load data from dictionary |
| 217 | print("Loading data from dictionary") |
| 218 | dictionary_data = np.load(self.DICT_PATH, allow_pickle = True).item() |
| 219 | |
| 220 | features = [] |
| 221 | symbol_names = [] |
| 222 | historical_price_info = [] |
| 223 | future_price_info = [] |
| 224 | for symbol in dictionary_data: |
| 225 | feature_list = self.taEngine.get_features(dictionary_data[symbol]["features"]) |
| 226 | current_prices = dictionary_data[symbol]["current_prices"] |
| 227 | future_prices = dictionary_data[symbol]["future_prices"] |
| 228 | |
| 229 | # Check if there is any null value |
| 230 | if np.isnan(feature_list).any() == True: |
| 231 | continue |
| 232 | |
| 233 | features.append(feature_list) |
| 234 | symbol_names.append(symbol) |
| 235 | historical_price_info.append(current_prices) |
| 236 | future_price_info.append(future_prices) |
| 237 | |
| 238 | # Sometimes, there are some errors in feature generation or price extraction, let us remove that stuff |
| 239 | features, historical_price_info, future_price_info, symbol_names = self.remove_bad_data(features, historical_price_info, future_price_info, symbol_names) |
| 240 | |
| 241 | return features, historical_price_info, future_price_info, symbol_names |
| 242 | |
| 243 | def remove_bad_data(self, features, historical_price_info, future_price_info, symbol_names): |
| 244 | """ |
no test coverage detected