示例#1
0
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
示例#2
0
    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