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vw.py
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vw.py
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from stock_tools import trade as td
from sqlalchemy import create_engine
import pandas as pd
from pandas import DataFrame
import sys
def binary(row):
rs = DataFrame(row)
if float(row['label_rate']) < 0.01 and float(row['label_rate']) > -0.01:
return None
else:
mul = int(abs(100 * row['label_rate']))
print row['code']
for i in range(mul - 1):
rs = rs.append(row)
return rs
def binary_n(pd):
rs = pd.copy()
for row in pd.iterrows():
row = row[1]
rows = binary(row)
if rows is None:
continue
rs = rs.append(rows)
print len(rs)
print len(pd)
return rs
engine = create_engine('sqlite:///share_ml.db')
ex = sys.argv[1]
train = pd.read_sql_table('%s_rate_train'%ex, engine);
test = pd.read_sql_table('%s_rate_test'%ex, engine);
pred = pd.read_sql_table('%s_rate_pred'%ex, engine);
binary_n(train).to_csv('data/train.csv', if_exists='replace', index=False)
test.to_csv('data/test.csv', if_exists='replace', index=False)
pred.to_csv('data/pred.csv', if_exists='replace', index=False)