import os import numpy as np from warnings import filterwarnings filterwarnings('ignore') """ Get Datasets """ def get_datasets(str datasets_path): cdef list items = os.listdir(datasets_path) cdef list csv_files = [] cdef str item for item in items: if os.path.isfile(os.path.join(datasets_path, item)) and item.endswith('.csv'): csv_files.append(item) return sorted(csv_files) """ Create Sequences """ def create_sequences(df, int sequence_length): cdef list labels = [] cdef list sequences = [] cdef int i for i in range(len(df) - sequence_length): seq = df.iloc[i:i + sequence_length].values label = df.iloc[i + sequence_length].values[0] sequences.append(seq) labels.append(label) return np.array(sequences), np.array(labels) """ Pre-Process Data """ def preprocess_data(dataframe): cdef str col for col in dataframe.columns: if dataframe[col].isnull().any(): if dataframe[col].dtype == 'object': dataframe[col].fillna(dataframe[col].mode()[0], inplace=True) else: dataframe[col].fillna(dataframe[col].mean(), inplace=True) return dataframe """ Scale Data """ def scale_data(dataframe, scaler_cls): scaler = scaler_cls() dataframe['Close'] = scaler.fit_transform(dataframe[['Close']]) return scaler, dataframe