Merge pull request #50 from AMS-QF/hugging_face

update the model to pytorch
AMS-QF · Feb 5, 2024 · d5777da · d5777da
2 parents e9ca6c1 + 2b1264b
commit d5777da
Show file tree

Hide file tree

Showing 8 changed files with 851 additions and 327 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/ols_model/model_summary.csv b/models/ols_model/model_summary.csv
@@ -1,2 +1,2 @@
-Layer Type,Parameters
-Linear,4
+Layer Type,Parameters
+Linear,3
diff --git a/models/ols_model/ols_model.ckpt b/models/ols_model/ols_model.ckpt
diff --git a/models/ols_model/ols_model.pkl b/models/ols_model/ols_model.pkl
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