transform-data.py

# choose a number of time steps
n_steps = 5

# split into sequence
X, y = split_sequence(real_price.values, n_steps)

# reshape from [samples, timesteps] into [samples, timesteps, features] to fit in LSTM model
n_features = 1
X = X.reshape((X.shape[0], X.shape[1], n_features))

# split into train - test sets
X_train = X[0:-365]
y_train = y[0:-365]
X_test = X[-365:]
y_test = y[-365:]

# store the test dates
test_dates = real_price.index[-365:]