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fix: swap tensor dimension to play nicely with pandas

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This commit is contained in:
robcaulk 2023-11-04 14:29:51 +01:00
parent c94c667fb1
commit 72dc65cb6a
1 changed files with 9 additions and 3 deletions
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12
freqtrade/freqai/prediction_models/PyTorchTransformerRegressor.py
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@ -27,6 +27,12 @@ class PyTorchTransformerRegressor(BasePyTorchRegressor):
... ...
"freqai": { "freqai": {
... ...
"conv_width": 30, // PyTorchTransformer is based on windowing
"feature_parameters": {
...
"include_shifted_candles": 0, // which removes the need for shifted candles
...
},
"model_training_parameters" : { "model_training_parameters" : {
"learning_rate": 3e-4, "learning_rate": 3e-4,
"trainer_kwargs": { "trainer_kwargs": {
@ -120,16 +126,16 @@ class PyTorchTransformerRegressor(BasePyTorchRegressor):
# create empty torch tensor # create empty torch tensor
self.model.model.eval() self.model.model.eval()
yb = torch.empty(0).to(self.device) yb = torch.empty(0).to(self.device)
if x.shape[1] > 1: if x.shape[1] > self.window_size:
ws = self.window_size ws = self.window_size
for i in range(0, x.shape[1] - ws): for i in range(0, x.shape[1] - ws):
xb = x[:, i:i + ws, :].to(self.device) xb = x[:, i:i + ws, :].to(self.device)
y = self.model.model(xb) y = self.model.model(xb)
yb = torch.cat((yb, y), dim=0) yb = torch.cat((yb, y), dim=1)
else: else:
yb = self.model.model(x) yb = self.model.model(x)
yb = yb.cpu().squeeze() yb = yb.cpu().squeeze(0)
pred_df = pd.DataFrame(yb.detach().numpy(), columns=dk.label_list) pred_df = pd.DataFrame(yb.detach().numpy(), columns=dk.label_list)
pred_df, _, _ = dk.label_pipeline.inverse_transform(pred_df) pred_df, _, _ = dk.label_pipeline.inverse_transform(pred_df)