328 lines
12 KiB
Python
Executable File
328 lines
12 KiB
Python
Executable File
# tensor - numpy - PILImage 변환 (https://qlsenddl-lab.tistory.com/37)
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import os
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os.environ['KMP_DUPLICATE_LIB_OK']='True'
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import random
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import numpy as np
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import torch
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from datasets import Dataset, load_dataset
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from datasets import load_metric
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from transformers import TrainingArguments, Trainer
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from transformers import ViTForImageClassification
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from torch.utils.data import DataLoader
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import torchvision.transforms as transforms
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from transformers import ViTFeatureExtractor
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from torchvision.transforms import (CenterCrop, Compose, Normalize, RandomHorizontalFlip, RandomResizedCrop, Resize, ToTensor)
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from stock.util.Stock2Vector import Stock2Vector
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class VitTrainer:
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RESOURCE_PATH = None
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stock2Vector = None
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num_labels = None
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id2label = None
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label2id = None
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args = None
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_train_transforms = None
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_val_transforms = None
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def __init__(self, RESOURCE_PATH):
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self.set_seed(42)
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self.RESOURCE_PATH = RESOURCE_PATH
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self.stock2Vector = Stock2Vector(RESOURCE_PATH)
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self.num_labels = 3
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self.id2label = {0: 'none', 1: 'sell', 2: 'buy'}
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self.label2id = {'none': 0, 'sell': 1, 'buy': 2}
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self.args = TrainingArguments(
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f"stock_vit_predictor",
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save_strategy="epoch",
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evaluation_strategy="epoch",
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learning_rate=2e-5,
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per_device_train_batch_size=16,
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per_device_eval_batch_size=16,
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weight_decay=0.01,
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load_best_model_at_end=True,
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metric_for_best_model="accuracy",
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logging_dir='logs',
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remove_unused_columns=False,
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num_train_epochs=14,
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)
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return
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def set_seed(self, seed=42, n_gpu=0):
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random.seed(seed)
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np.random.seed(seed)
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torch.manual_seed(seed)
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if n_gpu > 0:
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torch.cuda.manual_seed_all(seed)
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def train_transforms(self, examples):
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examples['pixel_values'] = [self._train_transforms(image.convert("RGB")) for image in examples['img']]
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return examples
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def val_transforms(self, examples):
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examples['pixel_values'] = [self._val_transforms(image.convert("RGB")) for image in examples['img']]
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return examples
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def collate_fn(self, examples):
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pixel_values = torch.stack([example["pixel_values"] for example in examples])
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labels = torch.tensor([example["label"] for example in examples])
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return {"pixel_values": pixel_values, "labels": labels}
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def compute_metrics(self, eval_pred):
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predictions, labels = eval_pred
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predictions = np.argmax(predictions, axis=1)
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metric = load_metric("accuracy")
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return metric.compute(predictions=predictions, references=labels)
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def getFeature(self, model_path=None):
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if model_path == None:
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self.feature_extractor = ViTFeatureExtractor.from_pretrained("google/vit-base-patch16-224-in21k")
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#self.feature_extractor = ViTFeatureExtractor()
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else:
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#self.feature_extractor = ViTFeatureExtractor.from_pretrained("google/vit-base-patch16-224-in21k")
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self.feature_extractor = ViTFeatureExtractor.from_pretrained(model_path)
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normalize = Normalize(mean=self.feature_extractor.image_mean, std=self.feature_extractor.image_std)
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self._train_transforms = Compose(
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[
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RandomResizedCrop(self.feature_extractor.size),
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RandomHorizontalFlip(),
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ToTensor(),
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normalize,
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]
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)
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self._val_transforms = Compose(
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[
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Resize(self.feature_extractor.size),
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CenterCrop(self.feature_extractor.size),
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ToTensor(),
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normalize,
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]
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)
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return
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def train(self, train_ds, val_ds, model_path):
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self.getFeature()
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# Set the transforms
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train_ds.set_transform(self.train_transforms)
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val_ds.set_transform(self.val_transforms)
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train_dataloader = DataLoader(train_ds, collate_fn=self.collate_fn, batch_size=4)
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batch = next(iter(train_dataloader))
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for k,v in batch.items():
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if isinstance(v, torch.Tensor):
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print(k, v.shape)
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model = ViTForImageClassification.from_pretrained('google/vit-base-patch16-224-in21k',
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num_labels=self.num_labels,
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id2label=self.id2label,
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label2id=self.label2id)
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model = ViTForImageClassification(model.config)
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trainer = Trainer(
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model,
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self.args,
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train_dataset=train_ds,
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eval_dataset=val_ds,
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data_collator=self.collate_fn,
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compute_metrics=self.compute_metrics,
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tokenizer=self.feature_extractor
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)
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trainer.train()
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# save trained model
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model_to_save = (model.module if hasattr(model, "module") else model) # Take care of distributed/parallel training
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model_to_save.save_pretrained(model_path)
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self.feature_extractor.save_pretrained(model_path)
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torch.save(self.args, os.path.join(RESOURCE_PATH, "model", "training_args.bin"))
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return
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def finetunning(self, train_ds, val_ds, model_path):
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self.getFeature(model_path)
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# Set the transforms
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train_ds.set_transform(self.train_transforms)
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val_ds.set_transform(self.val_transforms)
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train_dataloader = DataLoader(train_ds, collate_fn=self.collate_fn, batch_size=4)
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batch = next(iter(train_dataloader))
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for k,v in batch.items():
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if isinstance(v, torch.Tensor):
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print(k, v.shape)
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model = ViTForImageClassification.from_pretrained(model_path,
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num_labels=self.num_labels,
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id2label=self.id2label,
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label2id=self.label2id)
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trainer = Trainer(
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model,
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self.args,
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train_dataset=train_ds,
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eval_dataset=val_ds,
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data_collator=self.collate_fn,
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compute_metrics=self.compute_metrics,
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tokenizer=self.feature_extractor
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)
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trainer.train()
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# save trained model
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model_to_save = (model.module if hasattr(model, "module") else model) # Take care of distributed/parallel training
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model_to_save.save_pretrained(model_path)
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self.feature_extractor.save_pretrained(model_path)
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torch.save(self.args, os.path.join(RESOURCE_PATH, "model", "training_args.bin"))
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return
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def getData(self, stock_code, sDate, eDate):
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data = self.stock2Vector.getTrainData(stock_code, sDate, eDate)
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#X, Y = self.stock2Vector.getDataset2D(data)
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X, Y = self.stock2Vector.getVectorData(data)
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print("Data count: ", len(X))
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trans = transforms.ToPILImage()
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#X = [trans(torch.tensor([x])) for x in X]
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X = [trans(torch.tensor(x)) for x in X]
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split_point1 = int(len(X) * 0.9)
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train_X = X[:split_point1]
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train_Y = Y[:split_point1]
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valid_X = X[split_point1:]
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valid_Y = Y[split_point1:]
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# load cifar10 (only small portion for demonstration purposes)
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train_data = {'img': train_X, 'label': train_Y}
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val_dsta = {'img': valid_X, 'label': valid_Y}
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train_ds = Dataset.from_dict(train_data)
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val_ds = Dataset.from_dict(val_dsta)
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return train_ds, val_ds
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if __name__ == "__main__":
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PROJECT_HOME = os.getcwd()
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RESOURCE_PATH = os.path.join(PROJECT_HOME, "resources")
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model_path = os.path.join(RESOURCE_PATH, "model")
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stock_code = "252670"
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vitTrainer = VitTrainer(RESOURCE_PATH)
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20220701", eDate="20220731")
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vitTrainer.train(train_ds, val_ds, model_path)
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"""
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print("ym: 2020-07")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20200701", eDate="20200731")
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vitTrainer.train(train_ds, val_ds, model_path)
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print ("ym: 2020-08")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20200725", eDate="20200831")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2020-09")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20200825", eDate="20200931")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2020-10")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20200925", eDate="20201031")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2020-11")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20201025", eDate="20201131")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2020-12")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20201125", eDate="20201231")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-01")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20201225", eDate="20210131")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-02")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210125", eDate="20210231")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-03")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210225", eDate="20210331")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-04")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210325", eDate="20210431")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-05")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210425", eDate="20210531")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-06")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210525", eDate="20210631")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-07")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210625", eDate="20210731")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-08")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210725", eDate="20210831")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-09")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210825", eDate="20210931")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-10")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20210925", eDate="20212031")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-11")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20211025", eDate="20211131")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2021-12")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20211125", eDate="20211231")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2022-01")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20211225", eDate="20220131")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2022-02")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20220125", eDate="20220231")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2022-03")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20220225", eDate="20220331")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2022-04")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20220325", eDate="20220431")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2022-05")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20220425", eDate="20220531")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2022-06")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20220525", eDate="20220631")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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print("ym: 2022-07")
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train_ds, val_ds = vitTrainer.getData(stock_code, sDate="20220625", eDate="20220731")
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vitTrainer.finetunning(train_ds, val_ds, model_path)
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""" |