text_plain_output_1.png
import cudf

import glob

PATH = '/kaggle/input/optiver-realized-volatility-prediction'
def load_data(mode, path='/kaggle/input/optiver-realized-volatility-prediction'):
    file_name = f'{path}/{mode}.csv'
    return cudf.read_csv(file_name)
dev_df = load_data('train', path=PATH)

order_book_training = glob.glob(f'{PATH}/book_train.parquet/*/*')
order_book_test = glob.glob(f'{PATH}/book_test.parquet/*/*')
(len(order_book_training), len(order_book_test))

trades_training = glob.glob(f'{PATH}/trade_train.parquet/*/*')
trades_test = glob.glob(f'{PATH}/trade_test.parquet/*/*')
(len(trades_training), len(trades_test))