質問編集履歴
1
train_x,train_yを作る関数を記載しました
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@@ -105,3 +105,41 @@
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-2.32E-04
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train_xを作る関数です。
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```python
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def load_data(cls, n_prev):
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df = pd.DataFrame(list(daily_list.objects.filter().values()))
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df = df.sort_values(['symbol', 'created_date_at'])
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df = df.reset_index(drop=True)
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trainX, trainY = [], []
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for symbol, df_s in df.groupby('symbol'):
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df_s2 = df_s.loc[:, 'signal0']
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for i in range(len(df_s2) - n_prev):
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trainX.append(df_s2.iloc[i:i + n_prev].values)
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trainY.append(df_s2.iloc[i + n_prev])
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atrainX = np.array(trainX)
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atrainY = np.array(trainY)
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return (atrainX, atrainY)
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```
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