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")