import numpy as np import constants as cst import os from torch.utils import data import torch def fi_2010_load(path, seq_size, horizon, all_features): dec_data = np.loadtxt(path + "/Train_Dst_NoAuction_ZScore_CF_7.txt") full_train = dec_data[:, :int(dec_data.shape[1] * cst.SPLIT_RATES[0])] full_val = dec_data[:, int(dec_data.shape[1] * cst.SPLIT_RATES[0]):] dec_test1 = np.loadtxt(path + '/Test_Dst_NoAuction_ZScore_CF_7.txt') dec_test2 = np.loadtxt(path + '/Test_Dst_NoAuction_ZScore_CF_8.txt') dec_test3 = np.loadtxt(path + '/Test_Dst_NoAuction_ZScore_CF_9.txt') full_test = np.hstack((dec_test1, dec_test2, dec_test3)) if horizon == 1: tmp = 5 elif horizon == 2: tmp = 4 elif horizon == 3: tmp = 3 elif horizon == 5: tmp = 2 elif horizon == 10: tmp = 1 else: raise ValueError("Horizon not found") train_labels = full_train[-tmp, :].flatten() val_labels = full_val[-tmp, :].flatten() test_labels = full_test[-tmp, :].flatten() train_labels = train_labels[seq_size-1:] - 1 val_labels = val_labels[seq_size-1:] - 1 test_labels = test_labels[seq_size-1:] - 1 if all_features: train_input = full_train[:144, :].T val_input = full_val[:144, :].T test_input = full_test[:144, :].T else: train_input = full_train[:40, :].T val_input = full_val[:40, :].T test_input = full_test[:40, :].T train_input = torch.from_numpy(train_input).float() train_labels = torch.from_numpy(train_labels).long() val_input = torch.from_numpy(val_input).float() val_labels = torch.from_numpy(val_labels).long() test_input = torch.from_numpy(test_input).float() test_labels = torch.from_numpy(test_labels).long() return train_input, train_labels, val_input, val_labels, test_input, test_labels