| import datasets |
| import os |
| import pandas as pd |
|
|
| class FeatureCache(datasets.GeneratorBasedBuilder): |
|
|
| def _info(self): |
| return datasets.DatasetInfo( |
| features=datasets.Features({ |
|
|
| "timestamp": datasets.Timestamp("us"), |
| "symbol": datasets.Value("string"), |
| "isin": datasets.Value("string"), |
| "series": datasets.Value("string"), |
|
|
| "open": datasets.Value("float64"), |
| "high": datasets.Value("float64"), |
| "low": datasets.Value("float64"), |
| "close": datasets.Value("float64"), |
| "volume": datasets.Value("int64"), |
|
|
| "interval_minutes": datasets.Value("int32"), |
| "segment": datasets.Value("string"), |
| "exchange": datasets.Value("string"), |
| "year": datasets.Value("int64"), |
| "month": datasets.Value("string"), |
|
|
| |
|
|
| **{col: datasets.Value("float64") for col in [ |
| "HT_DCPERIOD","HT_DCPHASE","ADD","DIV","MAX","MIN","MULT","SUB","SUM", |
| "ACOS","ASIN","ATAN","CEIL","COS","COSH","EXP","FLOOR","LN","LOG10", |
| "SIN","SINH","SQRT","TAN","TANH","ADX","ADXR","APO","AROONOSC","BOP", |
| "CCI","CMO","DX","MFI","MINUS_DI","MINUS_DM","MOM","PLUS_DI","PLUS_DM", |
| "PPO","ROC","ROCP","ROCR","ROCR100","RSI","TRIX","ULTOSC","WILLR", |
| "DEMA","EMA","HT_TRENDLINE","KAMA","MA","MIDPOINT","MIDPRICE","SAR", |
| "SAREXT","SMA","T3","TEMA","TRIMA","WMA","AVGPRICE","MEDPRICE", |
| "TYPPRICE","WCLPRICE","BETA","CORREL","LINEARREG", |
| "LINEARREG_ANGLE","LINEARREG_INTERCEPT","LINEARREG_SLOPE", |
| "STDDEV","TSF","VAR","ATR","NATR","TRANGE","AD","ADOSC","OBV" |
| ]}, |
|
|
| **{col: datasets.Value("int32") for col in [ |
| "HT_TRENDMODE","MAXINDEX","MININDEX", |
| "CDL2CROWS","CDL3BLACKCROWS","CDL3INSIDE","CDL3LINESTRIKE", |
| "CDL3OUTSIDE","CDL3STARSINSOUTH","CDL3WHITESOLDIERS", |
| "CDLABANDONEDBABY","CDLADVANCEBLOCK","CDLBELTHOLD", |
| "CDLBREAKAWAY","CDLCLOSINGMARUBOZU","CDLCONCEALBABYSWALL", |
| "CDLCOUNTERATTACK","CDLDARKCLOUDCOVER","CDLDOJI","CDLDOJISTAR", |
| "CDLDRAGONFLYDOJI","CDLENGULFING","CDLEVENINGDOJISTAR", |
| "CDLEVENINGSTAR","CDLGAPSIDESIDEWHITE","CDLGRAVESTONEDOJI", |
| "CDLHAMMER","CDLHANGINGMAN","CDLHARAMI","CDLHARAMICROSS", |
| "CDLHIGHWAVE","CDLHIKKAKE","CDLHIKKAKEMOD","CDLHOMINGPIGEON", |
| "CDLIDENTICAL3CROWS","CDLINNECK","CDLINVERTEDHAMMER", |
| "CDLKICKING","CDLKICKINGBYLENGTH","CDLLADDERBOTTOM", |
| "CDLLONGLEGGEDDOJI","CDLLONGLINE","CDLMARUBOZU", |
| "CDLMATCHINGLOW","CDLMATHOLD","CDLMORNINGDOJISTAR", |
| "CDLMORNINGSTAR","CDLONNECK","CDLPIERCING","CDLRICKSHAWMAN", |
| "CDLRISEFALL3METHODS","CDLSEPARATINGLINES","CDLSHOOTINGSTAR", |
| "CDLSHORTLINE","CDLSPINNINGTOP","CDLSTALLEDPATTERN", |
| "CDLSTICKSANDWICH","CDLTAKURI","CDLTASUKIGAP", |
| "CDLTHRUSTING","CDLTRISTAR","CDLUNIQUE3RIVER", |
| "CDLUPSIDEGAP2CROWS","CDLXSIDEGAP3METHODS" |
| ]}, |
|
|
| }) |
| ) |
|
|
| def _split_generators(self, dl_manager): |
| return [ |
| datasets.SplitGenerator( |
| name=datasets.Split.TRAIN, |
| gen_kwargs={"data_dir": "feature_cache"} |
| ) |
| ] |
|
|
| def _generate_examples(self, data_dir): |
| for file in os.listdir(data_dir): |
| if file.endswith(".parquet"): |
| df = pd.read_parquet(os.path.join(data_dir, file)) |
| for i, row in df.iterrows(): |
| yield f"{file}_{i}", row.to_dict() |
