Created
May 9, 2018 06:22
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daytrader data centering
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| def centerAroundEntry(data): | |
| # extract the price at 20 min after entry | |
| labels = data[:,-1] | |
| # remove the last 20 min of history from our data.. | |
| data = data[:,0:-20] | |
| # normalise data to the ENTRY point | |
| for i in range(data.shape[0]): | |
| labels[i] = (labels[i]/data[i,-1]) - 1.0 | |
| data[i,] = (data[i,]/data[i,-1]) - 1.0 | |
| return (data, labels) |
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