Torch model

[zilinch]

the only potential conflict with the master branch is the get_data file. I added another variable datapath to the get_trade, get_quote function to allow data be downloaded to an absolute path, a data folder under the main directory. Everything else should be fine.

[jasonbohne123]

Great will aim to merge by Friday

…

On Wed, Feb 7, 2024 at 13:20 Zilin Chen ***@***.***> wrote: the only potential conflict with the master branch is the get_data file. I added another variable datapath to the get_trade, get_quote function to allow data be downloaded to an absolute path, a data folder under the main directory. Everything else should be fine. ------------------------------ You can view, comment on, or merge this pull request online at: #51 Commit Summary - 81e1e06 <81e1e06> gitignore - f13c34b <f13c34b> .gitignore - 3e76c6d <3e76c6d> add torch_model - bd849e6 <bd849e6> update gitignore - 3e10f85 <3e10f85> add sample lasso model - 2eca313 <2eca313> fixed backtest File Changes (24 files <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files>) - *M* .gitignore <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-bc37d034bad564583790a46f19d807abfe519c5671395fd494d8cce506c42947> (8) - *A* Example_torch_model.ipynb <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-5d687352fa1eeb35b6136261f8f3650da5425ad97b70add15382ef6c237b93e6> (5134) - *A* config.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-117426151e93a626f8b46bfdb3a95b3f4a62e5f4dd6e65975a7c50759bf04482> (14) - *A* config_tickers.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-052829e4b90cf51dc04dee682344291620515d3a50a812724055a945e4cf428a> (107) - *A* data_preprocessing/__init__.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-526bf9054e1f7c41873934756a935d9b624b36e410f83305d7d149ce48a2a11e> (0) - *M* data_preprocessing/get_data.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-325e5d33ca32e338891d8fd6f087ea0a0df4884949568186b4b004b9ac4dedb7> (10) - *A* torch_models/__init__.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-35412af96617d87958c009a900a11103a63eff4d03172535e75a6283eeeaa1cd> (0) - *A* torch_models/evaluations/__init__.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-566d9e42ef3d2d72770e2ae1a9062cd952311254e7b272ba0c92231c47a747f3> (0) - *A* torch_models/evaluations/metrics.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-0b06c9bcb4a4c0735736b7c11101c961ea64ad8bb566f928e5c3c2053011b0ee> (7) - *A* torch_models/metadata/__init__.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-7521a393db21b3e49943bfdd9d019838485c7838b04bea0d475733ec46c99a06> (11) - *A* torch_models/metadata/data_processors/__init__.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-55ff97f25ff9681cd9bb4030dfa6aabfc1b709a0c807b02805b5334af3853bd5> (0) - *A* torch_models/metadata/data_processors/features_taq.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-c79ac369b6dc7f40ceb0a35c1454edbd3f99650d1f99a6f611788db7de2c523d> (175) - *A* torch_models/metadata/data_processors/processor_taq.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-d4107b798c17df386df906309218b74ab22974f7d1ed4d54f3df4d050d33bf6f> (236) - *A* torch_models/metadata/data_processors/utils.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-3a10b7b9bde0d0e35304724e0291ac7dabb59616a9a35903812463c0c01e1f11> (49) - *A* torch_models/metadata/pandas.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-2fa02e4a89b1123e4ccfa777bf3ec18e4c1d2227f63433ba9e182ca51376f935> (63) - *A* torch_models/metadata/processor.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-1a997a619eb185ab6c64613f6893b5148a869aeafdb10db8b328726d871a984b> (78) - *A* torch_models/torch/__init__.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-e37cca3bcc9175028fc19cfb5ecd360ebc82dc4bbcd11a4ebc8bd6a4fef81260> (0) - *A* torch_models/torch/estimator.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-ec551ffe547934200b50fffac0317127a88350557dd91495aac3c3de2b57a6e5> (187) - *A* torch_models/torch/lasso/__init__.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-9201ce27741b88f8d9859aaf5aa545b6e73d313f4c99eb3c2b95c4a017a457f4> (0) - *A* torch_models/torch/lasso/estimator.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-dab1fd6d54ad1123b7b60487c90f621ceb055b8af09cc2c0248fdb04feedbe2e> (92) - *A* torch_models/torch/lasso/lightning_module.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-205043437589a5d1164c0a7739f23c9f9b02f6f590408f191de32ea22167d206> (55) - *A* torch_models/torch/lasso/module.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-24e11d0c506a7cb426f187e74815b6c5243cb8388aff7d23301907ce463aabf5> (42) - *A* torch_models/torch/predictor.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-ce997910e6653b011a514adfe6014ac022ae4a9848aacf6c501f7688779f138e> (54) - *A* torch_models/torch/torch_utils.py <https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51/files#diff-f7d7a211070cd8767b32d3ccd16e7a59703952a1c20ac0a92a37ec42b5a5feba> (20) Patch Links: - https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51.patch - https://github.com/AMS-QF/TAQ-Query-Scripts/pull/51.diff — Reply to this email directly, view it on GitHub <#51>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AKU3SNRIBZ2NC6SQ6WWWF63YSPAW5AVCNFSM6AAAAABC6JYHYKVHI2DSMVQWIX3LMV43ASLTON2WKOZSGEZDGNRRGY2DEOI> . 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