completing the dataloader

Author: armin1998

.gitignore

@@ -1,2 +1,3 @@
 .idea
-data
+data
+__pycache__/

core/dataloader.py

@@ -0,0 +1,48 @@
+import warnings
+
+import pandas as pd
+import numpy as np
+from torch.utils.data import Dataset, DataLoader
+from sklearn.model_selection import train_test_split
+
+from settings import label_column_name
+
+
+class StockPriceDataset(Dataset):
+    def __init__(self, filepath: str, time_step, test: bool = False, train_size: float = 0.7, test_size: float = 0.3,
+                 phase: str = "train"):
+        data_df = pd.read_csv(filepath)
+        data_df = data_df.drop(labels=np.where(data_df.isnull().any(axis=1) == True)[0], axis=0)
+        data_df = data_df.drop(labels="Adj Close", axis=1)
+        data_df = data_df.loc[(data_df["Volume"] != "0") & (data_df["Volume"] != 0)]
+
+        if phase == "train":
+            train_df, valid_df = train_test_split(data_df, test_size=test_size, train_size=train_size, shuffle=False)
+            if not test:
+                std = train_df.std()
+                mean = train_df.mean()
+
+                std_open = std.Open
+                std_high = std.High
+                std_low = std.Low
+                std_close = std.Close
+                std_volume = std.Volume
+
+                mean_open = mean.Open
+                mean_high = mean.High
+                mean_low = mean.Low
+                mean_close = mean.Close
+                mean_volume = mean.Volume
+
+
+            else:
+                pass
+        elif phase == "test":
+            pass
+        else:
+            print("[Failed] You had selected wrong phase")
+
+
+if __name__ == '__main__':
+    filename = "/home/lezarus/Documents/Project/cnn_lstm/data/dataset/000001.SS.csv"
+    dataset = StockPriceDataset(filepath=filename, time_step=10)

settings.py

@@ -8,6 +8,7 @@
 has_cuda = torch.cuda.is_available()
 
 selected_column = []
+label_column_name = "Close"
 
 output_dir = project_dir.joinpath("result")
 output_dir.mkdir(parents=True, exist_ok=True)