import numpy as np import tensorflow as tf import pandas as pd import matplotlib.pyplot as plt def parser(path): df = pd.read_csv(path,na_values='.') #df = df.interpolate() ### Interpolate or dropna for bank holidays df = df.dropna().reset_index(drop=True) return(df) def preprocess(path): df = parser(path) df_normalized = df[:] df_normalized["WILL5000INDFC"]=df_normalized["WILL5000INDFC"]/np.max(df_normalized["WILL5000INDFC"]) index_train = int(df_normalized[df_normalized["DATE"]=="2020-01-31"].index.array[0]) df_train = df_normalized[:index_train] df_test = df_normalized[index_train+1:index_train+85] #Between 02-01 and 05-31 return(df_train,df_test,index_train)