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 ).
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 ).