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653c082e7a
* Waiting for bin data * Complete readme * CI * Add inst filter by time * Update qlib/data/dataset/processor.py * typo * Fix time filter bug * Add Filter and set Universe * Complete data pipeline * Fix Provider Logger Info Args * Add DQN; a minor bugfix in ppo reward. * update readme. modify assertion logic in strategy check. * Fix Doc issues and fix black * Fix pylint Error --------- Co-authored-by: Young <afe.young@gmail.com> Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
16 lines
456 B
Python
Executable File
16 lines
456 B
Python
Executable File
import pickle
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import os
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import pandas as pd
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from tqdm import tqdm
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for tag in ["test", "valid"]:
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files = os.listdir(os.path.join("data/orders/", tag))
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dfs = []
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for f in tqdm(files):
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df = pickle.load(open(os.path.join("data/orders/", tag, f), "rb"))
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df = df.drop(["$close0"], axis=1)
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dfs.append(df)
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total_df = pd.concat(dfs)
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pickle.dump(total_df, open(os.path.join("data", "orders", f"{tag}_orders.pkl"), "wb"))
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