Closed developeralgo8888 closed 8 years ago
We need to adjust the UFCNN1.py to deal with new signal files. The new signal file has string headers while the old format does not
new signal file format: ( contains headers or column names in the file)
time,signal,Buy,Sell,Buys,Sells 39645049,0.0,0.0,0.0,0.0,0.0 39645566,0.0,0.0,0.0,0.0,0.0 39646067,0.0,0.0,0.0,0.0,0.0
Old Signal file format: ( contains no headers or column names in the file)
39671561,0.0 39672375,0.0 39672908,1.0 39673412,1.0 39674229,1.0
/home/test/ufcnn-keras-master/models# python UFCNN1.py tradcom_simple ..... .... ... ..... Traceback (most recent call last): File "UFCNN1.py", line 931, in (X, y, mean, std) = prepare_tradcom_classification(training=True, ret_type='df', sequence_length=500, features_list=features_list, output_dim=3, file_list=file_list) File "UFCNN1.py", line 587, in prepare_tradcom_classification ydf['sell'] = ydf.apply(lambda row: (1 if row['signal'] < -0.9 else 0 ), axis=1) File "/home/anaconda3/lib/python3.5/site-packages/pandas/core/frame.py", line 3972, in apply return self._apply_standard(f, axis, reduce=reduce) File "/home/anaconda3/lib/python3.5/site-packages/pandas/core/frame.py", line 4064, in _apply_standard results[i] = func(v) File "UFCNN1.py", line 587, in ydf['sell'] = ydf.apply(lambda row: (1 if row['signal'] < -0.9 else 0 ), axis=1) TypeError: ('unorderable types: str() < float()', 'occurred at index (2013-01-03 05:00:00, Buys)')
We need to adjust the UFCNN1.py to deal with new signal files. The new signal file has string headers while the old format does not
new signal file format: ( contains headers or column names in the file)
time,signal,Buy,Sell,Buys,Sells
39645049,0.0,0.0,0.0,0.0,0.0 39645566,0.0,0.0,0.0,0.0,0.0 39646067,0.0,0.0,0.0,0.0,0.0
Old Signal file format: ( contains no headers or column names in the file)
39671561,0.0 39672375,0.0 39672908,1.0 39673412,1.0 39674229,1.0
/home/test/ufcnn-keras-master/models# python UFCNN1.py tradcom_simple ..... .... ... ..... Traceback (most recent call last): File "UFCNN1.py", line 931, in
(X, y, mean, std) = prepare_tradcom_classification(training=True, ret_type='df', sequence_length=500, features_list=features_list, output_dim=3, file_list=file_list)
File "UFCNN1.py", line 587, in prepare_tradcom_classification
ydf['sell'] = ydf.apply(lambda row: (1 if row['signal'] < -0.9 else 0 ), axis=1)
File "/home/anaconda3/lib/python3.5/site-packages/pandas/core/frame.py", line 3972, in apply
return self._apply_standard(f, axis, reduce=reduce)
File "/home/anaconda3/lib/python3.5/site-packages/pandas/core/frame.py", line 4064, in _apply_standard
results[i] = func(v)
File "UFCNN1.py", line 587, in
ydf['sell'] = ydf.apply(lambda row: (1 if row['signal'] < -0.9 else 0 ), axis=1)
TypeError: ('unorderable types: str() < float()', 'occurred at index (2013-01-03 05:00:00, Buys)')