search

Ivsxk / RAT

62 stars 43 forks source link

preprocessing - element-wise dividing the prices regarding the last period in the price series #9

Open jnenx opened 3 years ago

jnenx commented 3 years ago

Hi Sir,

In Section 5.1 of the paper there is "...element-wise dividing the prices regarding the last period in the price series." What does this mean? Can you clarify on this?

Thanks a lot!

codeninja commented 3 years ago

The engine is taking all prices in the series ex: [100, 115, 105, 112] and dividing them by the last period series[:,:,window:,:]/close_price where close_price = series[:,:,window:,-1:]

The results of the division provides you with the movement of the price over time relative to the current price. image