# Start with 100 points of 1H data # iterate (I know!) over the range, getting history data and transform into features count = 0 for row in hour_data.itertuples(index=True): #print (getattr(row, "Index"), getattr(row, 'open')) time = getattr(row,"Index") #open_price = getattr(row,"open") # reomoved time here, will it work? features = all_data.getFeatures() feature_series = pd.Series(features) feature_series.name = time features_df = features_df.append(feature_series) ''' if (count > 1000): break count +=1 ''' print ('features_df shape:', features_df.shape) print (features_df.head())
print(X_train.shape) y_train = y_train.values.ravel() svclassifier = SVC(kernel='rbf') svclassifier.fit(X_train, y_train) loop = True while (loop): price = all_data.getTimePrice() print('current price:', price) print('start time is:', all_data.virtual_time) current_sample = all_data.getFeatures() print('current sample:', current_sample.shape) current_sample = current_sample.reshape(1, -1) print('after reshape:', current_sample.shape) y_pred = svclassifier.predict(current_sample) #y_pred = svclassifier.predict(X_test) print('current prediction:', y_pred) if (y_pred[0] == 2): print('SELL!!!!!!')