preprocessing.py

def preprocessing(file):
    _data = []
    print('Processing file ', file)
    f = open(file, 'r')
    try:
        df = pd.read_csv(f, delimiter=',', usecols=['date', 'open', 'high', 'low', 'close'])
        df = df.sort_values('date')
        df = df.drop(['date'], axis=1)

        dataset = df.values

        if dataset.shape[0] >= num_unrolling + look_back_step:
            for set_i in range(dataset.shape[0] - (num_unrolling + look_back_step)):
                set0 = dataset[set_i:set_i + num_unrolling + look_back_step]
                for j in range(num_unrolling + look_back_step):
                    _data.append(set0[j])
        return np.array(_data)
    except:
        traceback.print_exc()
        return None
    finally:
        f.close()