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- import numpy as np
- import pandas as pd
- import scipy.stats as ss
- def create_combined_vector(assessment_file):
- comb_df = pd.read_csv(assessment_file)
- # Seperate out vectors
- days = [0 for i in range(len(comb_df.values))]
- trend = comb_df['trend'].values
- close = comb_df['adjusted_close'].values
- # Resize and normalize
- days = days[1:]
- trend = ss.zscore(trend[1:])
- close = ss.zscore(np.diff(close))
- return (trend, close, days)
- # Generate combined vecotr ready for ingestion by the
- # Granger Causality function (days used for later graph)
- (trend, close, days) = create_combined_vector(filename)
- combined_vector = []
- for i in range(len(trend)):
- combined_vector.append((trend[i], close[i]))
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