def main(): """ Main in transforming data for strategy Euler.""" for instrument in common.ALL_PAIRS: # Gather necessary data. in_file = common.get_raw_data(instrument) out_file = util.get_clean_data(instrument) pip_factor = common.get_pip_factor(instrument) # Transform. transform(in_file, out_file, pip_factor) return
def __init__(self, instrument): """ Initialize the Learner class. Args: instrument: string. The currency pair. e.g. 'EUR_USD'. Returns: void. """ self.instrument = instrument self.data_file = util.get_clean_data(instrument) self.data_mat = base.read_features(self.data_file) self.sample_index = 0 # Checking input read from file. assert self.data_mat.shape[1] == 8 return