Ejemplo n.º 1
0
 def get_data_pairs(self, file_path):
     transaction = Transaction(
         self.data_reader.get_stock_info(stock_file_path=file_path))
     turnover = transaction.get_return(self.time_frame_size_y)
     avg_delta_in_bid_and_ask = transaction.get_average_delta_bid_ask_size(
         'all', self.time_frame_size_x)
     volume_init_by_buy_and_sell = transaction.get_volume_init_by_buy_and_sell(
         'all', self.time_frame_size_x)
     result = [turnover
               ] + avg_delta_in_bid_and_ask + volume_init_by_buy_and_sell
     return pd.concat(result, axis=1).iloc[:min(map(len, result))]