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AMS-QF · Feb 3, 2024 · ba3d4f5 · ba3d4f5
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Showing 33 changed files with 191 additions and 610 deletions.
diff --git a/.gitignore b/.gitignore
@@ -1,11 +1,19 @@
-.ipynb_checkpoints/
+# files to ignore
+
+# data
 data/
 data_preprocessing/__pycache__
+
+# system
 .env
+.ipynb_checkpoints/
+.DS_Store
+
+# python
 feature_generation/__pycache__/
 spark_pipelines/__pycache__
+
+# models
+models/lightning_logs
 personal_research/
 HFT_Research/
-.DS_Store
-spark_local
-testData
diff --git a/environment.yml b/environment.yml
@@ -44,6 +44,7 @@ dependencies:
   -  python_abi
   -  python-dotenv
   -  pytorch
+  -  pytorch-lightning
   -  pytz
   -  requests
   -  setuptools
@@ -74,4 +75,5 @@ dependencies:
     - numpy
     - pandas
     - pyarrow
+    - torchsummary
 prefix: /home/jbohne/anaconda3/envs
diff --git a/models/Example_OLS_Model.ipynb b/models/Example_OLS_Model.ipynb
diff --git a/models/lightning_logs/version_0/checkpoints/epoch=9-step=500.ckpt b/models/lightning_logs/version_0/checkpoints/epoch=9-step=500.ckpt
diff --git a/models/lightning_logs/version_0/hparams.yaml b/models/lightning_logs/version_0/hparams.yaml
diff --git a/models/lightning_logs/version_1/checkpoints/epoch=9-step=500.ckpt b/models/lightning_logs/version_1/checkpoints/epoch=9-step=500.ckpt
diff --git a/models/lightning_logs/version_1/hparams.yaml b/models/lightning_logs/version_1/hparams.yaml
diff --git a/models/lightning_logs/version_10/checkpoints/epoch=14-step=45.ckpt b/models/lightning_logs/version_10/checkpoints/epoch=14-step=45.ckpt
diff --git a/models/lightning_logs/version_10/hparams.yaml b/models/lightning_logs/version_10/hparams.yaml
diff --git a/models/lightning_logs/version_11/checkpoints/epoch=14-step=45.ckpt b/models/lightning_logs/version_11/checkpoints/epoch=14-step=45.ckpt
diff --git a/models/lightning_logs/version_11/hparams.yaml b/models/lightning_logs/version_11/hparams.yaml
diff --git a/models/lightning_logs/version_12/checkpoints/epoch=24-step=2675.ckpt b/models/lightning_logs/version_12/checkpoints/epoch=24-step=2675.ckpt
diff --git a/models/lightning_logs/version_12/hparams.yaml b/models/lightning_logs/version_12/hparams.yaml
diff --git a/models/lightning_logs/version_13/checkpoints/epoch=24-step=2675.ckpt b/models/lightning_logs/version_13/checkpoints/epoch=24-step=2675.ckpt
diff --git a/models/lightning_logs/version_13/hparams.yaml b/models/lightning_logs/version_13/hparams.yaml
diff --git a/models/lightning_logs/version_2/checkpoints/epoch=9-step=1070.ckpt b/models/lightning_logs/version_2/checkpoints/epoch=9-step=1070.ckpt
diff --git a/models/lightning_logs/version_2/hparams.yaml b/models/lightning_logs/version_2/hparams.yaml
diff --git a/models/lightning_logs/version_3/checkpoints/epoch=14-step=1605.ckpt b/models/lightning_logs/version_3/checkpoints/epoch=14-step=1605.ckpt
diff --git a/models/lightning_logs/version_3/hparams.yaml b/models/lightning_logs/version_3/hparams.yaml
diff --git a/models/lightning_logs/version_4/checkpoints/epoch=14-step=1605.ckpt b/models/lightning_logs/version_4/checkpoints/epoch=14-step=1605.ckpt
diff --git a/models/lightning_logs/version_4/hparams.yaml b/models/lightning_logs/version_4/hparams.yaml
diff --git a/models/lightning_logs/version_5/checkpoints/epoch=14-step=45.ckpt b/models/lightning_logs/version_5/checkpoints/epoch=14-step=45.ckpt
diff --git a/models/lightning_logs/version_5/hparams.yaml b/models/lightning_logs/version_5/hparams.yaml
diff --git a/models/lightning_logs/version_6/checkpoints/epoch=14-step=45.ckpt b/models/lightning_logs/version_6/checkpoints/epoch=14-step=45.ckpt
diff --git a/models/lightning_logs/version_6/hparams.yaml b/models/lightning_logs/version_6/hparams.yaml
diff --git a/models/lightning_logs/version_7/checkpoints/epoch=14-step=45.ckpt b/models/lightning_logs/version_7/checkpoints/epoch=14-step=45.ckpt
diff --git a/models/lightning_logs/version_7/hparams.yaml b/models/lightning_logs/version_7/hparams.yaml
diff --git a/models/lightning_logs/version_8/checkpoints/epoch=14-step=45.ckpt b/models/lightning_logs/version_8/checkpoints/epoch=14-step=45.ckpt
diff --git a/models/lightning_logs/version_8/hparams.yaml b/models/lightning_logs/version_8/hparams.yaml
diff --git a/models/lightning_logs/version_9/checkpoints/epoch=14-step=45.ckpt b/models/lightning_logs/version_9/checkpoints/epoch=14-step=45.ckpt
diff --git a/models/lightning_logs/version_9/hparams.yaml b/models/lightning_logs/version_9/hparams.yaml
diff --git a/models/ols_model/plot.png b/models/ols_model/plot.png
diff --git a/models/ols_model/pytorch_linear_regression_model.pth b/models/ols_model/pytorch_linear_regression_model.pth