What is the meaning of the data?

[zhouhao-learning]

Hello, I am very glad that you provided the data, but I don't understand what the meaning of the data is. Can you add the documentation for the data?

[laughest]

I am not familiar with git.So I just clicked a button and didn't realize I provided data.

[BenjiKCF]

hi the files in the data folder are outdated. You can use ^GSPC.csv for raw data and data2.h5 for sentiment analysis + stock data for your analysis.

[jie-feng]

hi the files in the data folder are outdated. You can use ^GSPC.csv for raw data and data2.h5 for sentiment analysis + stock data for your analysis.

Hi,

Thank you for sharing the code and data! A quick question:

In the data2.h5 file, I know the meanings of all columns from Adj close to pos. But what is the last column 'Y' here mean? How did you generate it? In the 'Data Preprocessing and Sentiment Analysis.ipynb' file, you save the new_data as data2.h5. However, I didn't see there is a column is 'Y'. Can you explain? Thanks!

[BenjiKCF]

Y is the future (t+1) price of the stock.

However this model is a bit outdated and I think I will update a much better one soon.

Thanks for your support. On 26 Mar 2019, 12:00 AM +0800, jfeng [email protected], wrote:

hi the files in the data folder are outdated. You can use ^GSPC.csv for raw data and data2.h5 for sentiment analysis + stock data for your analysis. Hi, Thank you for sharing the code and data! A quick question: In the data2.h5 file, I know the meanings of all columns from Adj close to pos. But what is the last column 'Y' here mean? How did you generate it? In the 'Data Preprocessing and Sentiment Analysis.ipynb' file, you save the new_data as data2.h5. However, I didn't see there is a column is 'Y'. Can you explain? Thanks! — You are receiving this because you commented. Reply to this email directly, view it on GitHub, or mute the thread.