Files
DeepStock/stock/util/StockPredictor.py
dsyoon f9ffa363fa init
2022-08-13 17:16:47 +09:00

119 lines
3.8 KiB
Python

# tensor - numpy - PILImage 변환 (https://qlsenddl-lab.tistory.com/37)
import os
os.environ['KMP_DUPLICATE_LIB_OK'] = 'True'
import random
import numpy as np
from datasets import Dataset, load_dataset
import torch
import torchvision.transforms as transforms
try:
from transformers import ViTFeatureExtractor, ViTForImageClassification, TrainingArguments, Trainer
from torchvision.transforms import (CenterCrop, Compose, Normalize, RandomHorizontalFlip, RandomResizedCrop, Resize, ToTensor)
except:
pass
from stock.util.Stock2Vector import Stock2Vector
class StockPredictor:
RESOURCE_PATH = None
stock2Vector = None
model_dir = None
predictor = None
def __init__(self, RESOURCE_PATH):
self.RESOURCE_PATH = RESOURCE_PATH
self.model_dir = os.path.join(RESOURCE_PATH, "model")
self.stock2Vector = Stock2Vector(RESOURCE_PATH)
self.set_seed(42)
self.num_labels = 3
self.id2label = {0: 'none', 1: 'sell', 2: 'buy'}
self.label2id = {'none': 0, 'sell': 1, 'buy': 2}
self.trans = transforms.ToPILImage()
self.predictor = self.loadModel()
return
def set_seed(self, seed=42, n_gpu=0):
random.seed(seed)
np.random.seed(seed)
torch.manual_seed(seed)
if n_gpu > 0:
torch.cuda.manual_seed_all(seed)
def loadModel(self):
feature_extractor = ViTFeatureExtractor.from_pretrained(self.model_dir)
normalize = Normalize(mean=feature_extractor.image_mean, std=feature_extractor.image_std)
self._test_transforms = Compose(
[
Resize(feature_extractor.size),
CenterCrop(feature_extractor.size),
ToTensor(),
normalize,
]
)
model = ViTForImageClassification.from_pretrained(self.model_dir,
num_labels=self.num_labels,
id2label=self.id2label,
label2id=self.label2id)
args = TrainingArguments(
os.path.join(self.RESOURCE_PATH, 'model', f"stock_vit_predictor"),
save_strategy="epoch",
evaluation_strategy="epoch",
learning_rate=2e-5,
per_device_train_batch_size=762,
per_device_eval_batch_size=762,
weight_decay=0.01,
load_best_model_at_end=True,
metric_for_best_model="accuracy",
logging_dir=os.path.join(self.RESOURCE_PATH, 'model', 'logs'),
remove_unused_columns=False,
num_train_epochs=4,
)
trainer = Trainer(
model,
args,
data_collator=self.collate_fn,
tokenizer=feature_extractor,
)
return trainer
def test_transforms(self, examples):
examples['pixel_values'] = [self._test_transforms(image.convert("RGB")) for image in examples['img']]
return examples
def collate_fn(self, examples):
pixel_values = torch.stack([example["pixel_values"] for example in examples])
#labels = torch.tensor([example["label"] for example in examples])
#return {"pixel_values": pixel_values, "labels": labels}
return {"pixel_values": pixel_values}
def predict(self, X, Y=None):
print("Data count: ", len(X))
X = [self.trans(torch.tensor(x)) for x in X]
test_X = X
test_Y = Y
# load cifar10 (only small portion for demonstration purposes)
test_data = {'img': test_X, 'label': test_Y}
test_ds = Dataset.from_dict(test_data)
# Set the transforms
test_ds.set_transform(self.test_transforms)
outputs = self.predictor.predict(test_ds)
return outputs.predictions