From 86d42759e70e3a81d96791d73088daa755e8f768 Mon Sep 17 00:00:00 2001 From: Filip Stefaniuk Date: Thu, 17 Oct 2024 21:42:03 +0200 Subject: [PATCH] Add readme --- README.md | 46 ++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 46 insertions(+) diff --git a/README.md b/README.md index 99140e5..250906d 100644 --- a/README.md +++ b/README.md @@ -1,2 +1,48 @@ # WNE Masters Thesis +The repository contains the implementation of evaluation framework and strategies for master's thesis: "Informer In Algorithmic Investment +Strategies on High Frequency Bitcoin Data" + +The implementation uses [PytorchForecasting](https://pytorch-forecasting.readthedocs.io/en/stable/) framework, and the Informer implementation is taken from the following [Github repository](https://github.com/martinwhl/Informer-PyTorch-Lightning). Experiment management is done using [Weights&Biases](https://wandb.ai/site). + +## Repository structure +Thre repository is organized in the following way: +- `src/ml`: contains the code that implements utilities for training the machine learning models. +- `src/informer`: contains the implementation of the Informer. +- `src/strategy`: contains the implementation of the strategies, as well as the methods for efficient evaluation and hyperparameter serach. +- `notebooks/`: contains the evaluations of various srategies and methods for generating the visualistions used in the publication. +- `scripts/`: contains the main training script. +- `configs/`: contains configurations for different experiments of ml models, that can be passed to the main training script. + +## Installation + +Install package with the following command: +``` +pip install -e . +``` + +## Training + +Usage of the training script: +``` +usage: train.py [-h] [-p PROJECT] [-l LOG_LEVEL] [-s SEED] [-n LOG_INTERVAL] [-v VAL_CHECK_INTERVAL] [-t PATIENCE] [--no-wandb] [--store-predictions] config + +positional arguments: + config Experiment configuration file in yaml format. + +optional arguments: + -h, --help show this help message and exit + -p PROJECT, --project PROJECT + W&B project name. (default: wne-masters-thesis-testing) + -l LOG_LEVEL, --log-level LOG_LEVEL + Sets the log level. (default: 20) + -s SEED, --seed SEED Random seed for the training. (default: 42) + -n LOG_INTERVAL, --log-interval LOG_INTERVAL + Log every n steps. (default: 100) + -v VAL_CHECK_INTERVAL, --val-check-interval VAL_CHECK_INTERVAL + Run validation every n batches. (default: 300) + -t PATIENCE, --patience PATIENCE + Patience for early stopping. (default: 5) + --no-wandb Disables wandb, for testing. (default: False) + --store-predictions Whether to store predictions of the best run. (default: False) +``` \ No newline at end of file