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sp500-stock-similarity-time-series's Issues

doubt

What is the predicted value in the project?

What does next_1, next_3, next_7 mean in a project?

ERROR in old version code 

def prepare_stock_windows(X, stock_name, window, slide, next_t):
    stock_X = X[X[ENTITY] == stock_name]

    X_ = pd.DataFrame()
    Y_ = pd.DataFrame()
    i = 0

    #y_column_names = [TIME] + next_t
    while i < len(stock_X[TIME]) - window:
        X_.append(stock_X[i:i + window])
        y_ti = i + window + next_t
        curr_time = stock_X[-1][TIME]
        next_targets = np.array(stock_X[TARGET].tolist())[y_ti]
        y_vals = [curr_time] + next_targets
        y_ = pd.Series()
        Y_.append(stock_X[stock_X[TIME].isin(next_dates)])
        i += slide
    return X_, Y_
  1. curr_time = stock_X[-1][TIME] is logically wrong, gives an error.
  2. There is no next_dates variable here
  3. You declared curr_time, next_targets,y_ but never used

The comments of functions are same

In similarity_functions.py, the comments of ;

def fix_stock_len(stock1, stock2):
def correlate_stock_len(stock1, stock2):
def correlate_stock_len_delay(stock1, stock2, delay=1):

are the same... How can i learn more about this functions ? Can you help me please?

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