pickle

to make the iteration faster

    try:
        with open('features.pkl', 'br') as f:
            open_prices, close_prices, features = pickle.load(f)
    except:
        open_prices, close_prices, features = DataGenerator.make_features('2010-01-01', '2019-05-08', 's', is_training=True)
        with open('features.pkl', 'bw') as f:
            pickle.dump((open_prices, close_prices, features), f)