Write script to classify CSV data

[kenorb]

File: train_zigzag.py

The goal is to write a Python script using scikit-learn library to classify and predict pattern generated by gen_zigzag.py (for M1 and M5).

We likely need to create target datasets for 1 and 5 minutes and train the data whether the value will go up and down for the next 1 or 5 minutes.

Input data should be loaded from data.csv which is generated by gen_zigzag.py.

Refs:

• 03_classification.ipynb

Notes:

• you can see the generated data.csv plot by the following shell command:

  gnuplot -p -e "set datafile separator ','; plot 'data.csv' using 1 title 'value' with lines, 'data.csv' using 2 title 'avg10' with lines, 'data.csv' using 3 title 'avg50' with lines"
  

Est. 16-40h