Hi
In LSTM Based strategy section from Neural Networks in Trading course, line 5 we have :
timestep = 1
X_list =
y_list =
for i in range(timestep, len(X)):
X_list.append(np.array(X.iloc[i-timestep:i]))
y_list.append(y.iloc[i:i+timestep].values)
I think for y_list we should take 1 instead of timesteps because we need to achieve the next day's last price. if I want to improve code I may :
y_list.append(y[i,0].values)
is it ok ? or there is anything that I did not get it ?
Hi Amir,
We assigned 1 to timestep in the code, as you can see at the top of the line. Therefore, instead of the timestep, you can directly use 1.
Regarding y_list.append(y[i,0].values), I don't think y[i,0] is a correct indexing.
Hope this helps
Thanks:)