import Constant as C
import FileReader as fr
import FilePriceReader as fpr
# generate data.h5 and data_val.h5 files
# FileToData(index_path, path, data_path, nb_data, interval, constraint=50)
fr.FileToData([
"/home/wjchen/Documents/Project/index05.txt",
"/home/wjchen/Documents/Project/index06.txt"
], [
"/home/wjchen/tick/CFFEX/T/day/2016/05",
"/home/wjchen/tick/CFFEX/T/day/2016/06"
], "/home/wjchen/Documents/rhyang/data.h5", C.nb_data, C.interval)
fr.FileToData(["/home/wjchen/Documents/Project/index07.txt"],
["/home/wjchen/tick/CFFEX/T/day/2016/07"],
"/home/wjchen/Documents/rhyang/data_val.h5", C.nb_data,
C.interval)
# Added by Weijia. We only take the LastPrice in each form
fpr.FilePriceToData([
"/home/wjchen/Documents/Project/index05.txt",
"/home/wjchen/Documents/Project/index06.txt"
], [
"/home/wjchen/tick/CFFEX/T/day/2016/05",
"/home/wjchen/tick/CFFEX/T/day/2016/06"
], "/home/wjchen/Documents/rhyang/dataxx.h5")
fpr.FilePriceToData(["/home/wjchen/Documents/Project/index07.txt"],
["/home/wjchen/tick/CFFEX/T/day/2016/07"],
"/home/wjchen/Documents/rhyang/dataxx_val.h5")
