Wentao-Xu / HIST

The source code and data of the paper "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information".
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about alpha360 in your paper , Need help! #25

Open 280777510 opened 1 year ago

280777510 commented 1 year ago

Dear athor,the data source from cndata(csi300) as you refered in paer. x is (290,360),290 is the number of node,360 is the alpha 360. I transform alpha360 (290,360) into (290,6,60) like this: src_seq = x.reshape(len(x), 6, -1) # [N, F, T] src_seq = src_seq.permute(0, 2, 1) # [N, T, F] why the day close0 column are zero?Not the closing price of the last 60 days? Why is it 0 the day(close0 ). image