import datasets import os import pandas as pd class FeatureCache(datasets.GeneratorBasedBuilder): def _info(self): return datasets.DatasetInfo( features=datasets.Features({ "timestamp": datasets.Timestamp("us"), "symbol": datasets.Value("string"), "isin": datasets.Value("string"), "series": datasets.Value("string"), "open": datasets.Value("float64"), "high": datasets.Value("float64"), "low": datasets.Value("float64"), "close": datasets.Value("float64"), "volume": datasets.Value("int64"), "interval_minutes": datasets.Value("int32"), "segment": datasets.Value("string"), "exchange": datasets.Value("string"), "year": datasets.Value("int64"), "month": datasets.Value("string"), # === ALL TA FIELDS === **{col: datasets.Value("float64") for col in [ "HT_DCPERIOD","HT_DCPHASE","ADD","DIV","MAX","MIN","MULT","SUB","SUM", "ACOS","ASIN","ATAN","CEIL","COS","COSH","EXP","FLOOR","LN","LOG10", "SIN","SINH","SQRT","TAN","TANH","ADX","ADXR","APO","AROONOSC","BOP", "CCI","CMO","DX","MFI","MINUS_DI","MINUS_DM","MOM","PLUS_DI","PLUS_DM", "PPO","ROC","ROCP","ROCR","ROCR100","RSI","TRIX","ULTOSC","WILLR", "DEMA","EMA","HT_TRENDLINE","KAMA","MA","MIDPOINT","MIDPRICE","SAR", "SAREXT","SMA","T3","TEMA","TRIMA","WMA","AVGPRICE","MEDPRICE", "TYPPRICE","WCLPRICE","BETA","CORREL","LINEARREG", "LINEARREG_ANGLE","LINEARREG_INTERCEPT","LINEARREG_SLOPE", "STDDEV","TSF","VAR","ATR","NATR","TRANGE","AD","ADOSC","OBV" ]}, **{col: datasets.Value("int32") for col in [ "HT_TRENDMODE","MAXINDEX","MININDEX", "CDL2CROWS","CDL3BLACKCROWS","CDL3INSIDE","CDL3LINESTRIKE", "CDL3OUTSIDE","CDL3STARSINSOUTH","CDL3WHITESOLDIERS", "CDLABANDONEDBABY","CDLADVANCEBLOCK","CDLBELTHOLD", "CDLBREAKAWAY","CDLCLOSINGMARUBOZU","CDLCONCEALBABYSWALL", "CDLCOUNTERATTACK","CDLDARKCLOUDCOVER","CDLDOJI","CDLDOJISTAR", "CDLDRAGONFLYDOJI","CDLENGULFING","CDLEVENINGDOJISTAR", "CDLEVENINGSTAR","CDLGAPSIDESIDEWHITE","CDLGRAVESTONEDOJI", "CDLHAMMER","CDLHANGINGMAN","CDLHARAMI","CDLHARAMICROSS", "CDLHIGHWAVE","CDLHIKKAKE","CDLHIKKAKEMOD","CDLHOMINGPIGEON", "CDLIDENTICAL3CROWS","CDLINNECK","CDLINVERTEDHAMMER", "CDLKICKING","CDLKICKINGBYLENGTH","CDLLADDERBOTTOM", "CDLLONGLEGGEDDOJI","CDLLONGLINE","CDLMARUBOZU", "CDLMATCHINGLOW","CDLMATHOLD","CDLMORNINGDOJISTAR", "CDLMORNINGSTAR","CDLONNECK","CDLPIERCING","CDLRICKSHAWMAN", "CDLRISEFALL3METHODS","CDLSEPARATINGLINES","CDLSHOOTINGSTAR", "CDLSHORTLINE","CDLSPINNINGTOP","CDLSTALLEDPATTERN", "CDLSTICKSANDWICH","CDLTAKURI","CDLTASUKIGAP", "CDLTHRUSTING","CDLTRISTAR","CDLUNIQUE3RIVER", "CDLUPSIDEGAP2CROWS","CDLXSIDEGAP3METHODS" ]}, }) ) def _split_generators(self, dl_manager): return [ datasets.SplitGenerator( name=datasets.Split.TRAIN, gen_kwargs={"data_dir": "feature_cache"} ) ] def _generate_examples(self, data_dir): for file in os.listdir(data_dir): if file.endswith(".parquet"): df = pd.read_parquet(os.path.join(data_dir, file)) for i, row in df.iterrows(): yield f"{file}_{i}", row.to_dict()