Update scripts
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@ -59,7 +59,7 @@ def to_layer(config, embed_dim, depth):
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def extend_transformer_settings(alg2configs, name):
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config = copy.deepcopy(alg2configs[name])
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for i in range(6):
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for j in [24, 32, 48, 64]:
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for j in [6, 12, 24, 32, 48, 64]:
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for k in [0, 0.1]:
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alg2configs[name + "-{:}x{:}-d{:}".format(i, j, k)] = to_layer(
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to_pos_drop(config, k), j, i
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@ -104,7 +104,7 @@ def retrieve_configs():
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idx, len(alg2configs), alg, path
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)
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)
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alg2configs = extend_transformer_settings(alg2configs, "TSF-A")
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alg2configs = extend_transformer_settings(alg2configs, "TSF")
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return alg2configs
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@ -156,7 +156,7 @@ if __name__ == "__main__":
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parser.add_argument(
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"--alg",
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type=str,
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choices=list(alg2paths.keys()),
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choices=list(alg2configs.keys()),
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required=True,
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help="The algorithm name.",
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)
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27
scripts/trade/tsf.sh
Normal file
27
scripts/trade/tsf.sh
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@ -0,0 +1,27 @@
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#!/bin/bash
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#
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# bash scripts/trade/tsf.sh 0 csi300 3
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# bash scripts/trade/tsf.sh 1 csi100 3
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# bash scripts/trade/tsf.sh 1 all 3
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#
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set -e
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echo script name: $0
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echo $# arguments
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if [ "$#" -ne 3 ] ;then
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echo "Input illegal number of parameters " $#
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exit 1
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fi
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gpu=$1
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market=$2
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depth=$3
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channels="6 12 24 32 48 64"
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for channel in ${channels}
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do
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python exps/trading/baselines.py --alg TSF-${depth}x${channel}-d0 --gpu ${gpu} --market ${market}
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done
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