Fix bugs in .to(cpu)

.gitignore

@@ -132,3 +132,4 @@ mlruns*
 outputs
 
 pytest_cache
+*.pkl

lib/procedures/q_exps.py

@@ -7,6 +7,8 @@ import os
 import pprint
 import logging
 from copy import deepcopy
+
+from log_utils import pickle_load
 import qlib
 from qlib.utils import init_instance_by_config
 from qlib.workflow import R

lib/trade_models/quant_transformer.py

@@ -143,6 +143,19 @@ class QuantTransformer(Model):
             device = "cpu"
         self.device = device
         self.model.to(self.device)
+        # move the optimizer
+        for param in self.train_optimizer.state.values():
+            # Not sure there are any global tensors in the state dict
+            if isinstance(param, torch.Tensor):
+                param.data = param.data.to(device)
+                if param._grad is not None:
+                    param._grad.data = param._grad.data.to(device)
+            elif isinstance(param, dict):
+                for subparam in param.values():
+                    if isinstance(subparam, torch.Tensor):
+                        subparam.data = subparam.data.to(device)
+                        if subparam._grad is not None:
+                            subparam._grad.data = subparam._grad.data.to(device)
 
     def loss_fn(self, pred, label):
         mask = ~torch.isnan(label)