In [1]:

    

import numpy as np


    

In [2]:

    

def encoder(price, interest, dividend, MA_5, MA_10, MA_100, MA_500):
    vec = np.zeros(10, dtype=int)
    foo = price * interest / dividend
    vec[0] = 1 if foo > 1/4 else 0
    vec[1] = 1 if foo > 1/2 else 0
    vec[2] = 1 if foo > 3/4 else 0
    vec[3] = 1 if foo > 7/8 else 0
    vec[4] = 1 if foo > 1 else 0
    vec[5] = 1 if foo > 9/8 else 0
    vec[6] = 1 if price > MA_5 else 0
    vec[7] = 1 if price > MA_10 else 0
    vec[8] = 1 if price > MA_100 else 0
    vec[9] = 1 if price > MA_500 else 0
    return vec


    

In [3]:

    

encoder(price=10, interest=0.1, dividend=1, MA_5=3, MA_10=6, MA_100=11, MA_500=15)


    

    
Out[3]:





array([1, 1, 1, 1, 0, 0, 1, 1, 0, 0])