print(rtn.iloc[-602:-598]['avg_delta_ bid_size_15'])
return rtn
def volume_init_test(trx):
rtn = trx.get_volume_init_by_buy_and_sell()
print(rtn.head(30))
print(rtn.shape)
print(rtn.columns)
print(rtn.describe())
return rtn
def get_lag_return_test(trx):
rtn = trx.get_lag_return()
print(rtn.iloc[298:302])
print(rtn.shape)
print(rtn.describe())
if __name__ == '__main__':
dr = DataReader(data_path='../data/rawdata')
df = dr.get_stock_info(stock_code='000006', date='20180820')
tr = Transaction(df)
data = tr.parse()
print(np.isnan(data).any())
print(data.shape)
