Input contains infinity or a value too large for dtype('float64') error shows up when I run this code. How can I solve it?
from sklearn import preprocessing
from tensortrade.data.cdd import CryptoDataDownload
import pandas as pd
cdd = CryptoDataDownload()
data = cdd.fetch("Bitstamp", "USD", "BTC", "1h")
for col in data.columns:
if col not in ['date', 'unix']:
data[col]=data[col].pct_change()
data.dropna(inplace=True)
data[col] = preprocessing.scale(data[col].values)
print(data.head())
Try running this. You need to replace Nan and Inf values with a number of your choice
import numpy as np
from sklearn import preprocessing
from tensortrade.data.cdd import CryptoDataDownload
import pandas as pd
cdd = CryptoDataDownload()
data = cdd.fetch("Bitstamp", "USD", "BTC", "1h")
for col in data.columns:
if col not in ['date', 'unix']:
data[col]=data[col].pct_change()
data.dropna(inplace=True)
print(data[col].tolist())
# replace inf or nan with a number (for my example zero is selected)
data[col] = [0 if np.isnan(x) or np.isinf(x) else x for x in data[col]]
data[col] = preprocessing.scale(data[col].values)
print(data.head())