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Jun 28, 2024 | mql5.com | Int OnInit |shashank rai |Check ForOpen |return spreadPips

TimeTokenizer (Custom Transformer): This class handles the time tokenization. It extracts the time column from the input tensor, converts it into a fractional representation of the day, and then combines it back with the other price data. DailyRollingNormalizer (Custom Transformer): This class performs the daily rolling normalization. It iterates through the price data, keeping track of the rolling maximum and minimum for each day. The prices are then normalized using these dynamic values.