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Method remove_bad_data

data_loader.py:243–259  ·  view source on GitHub ↗

Remove bad data i.e data that had some errors while scraping or feature generation

(self, features, historical_price_info, future_price_info, symbol_names)

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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 """
245 Remove bad data i.e data that had some errors while scraping or feature generation
246 """
247 length_dictionary = collections.Counter([len(feature) for feature in features])
248 length_dictionary = list(length_dictionary.keys())
249 most_common_length = length_dictionary[0]
250
251 filtered_features, filtered_historical_price, filtered_future_prices, filtered_symbols = [], [], [], []
252 for i in range(0, len(features)):
253 if len(features[i]) == most_common_length:
254 filtered_features.append(features[i])
255 filtered_symbols.append(symbol_names[i])
256 filtered_historical_price.append(historical_price_info[i])
257 filtered_future_prices.append(future_price_info[i])
258
259 return filtered_features, filtered_historical_price, filtered_future_prices, filtered_symbols

Callers 2

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