Update scripts

exps/trading/baselines.py

@@ -59,7 +59,7 @@ def to_layer(config, embed_dim, depth):
 def extend_transformer_settings(alg2configs, name):
     config = copy.deepcopy(alg2configs[name])
     for i in range(6):
-        for j in [24, 32, 48, 64]:
+        for j in [6, 12, 24, 32, 48, 64]:
             for k in [0, 0.1]:
                 alg2configs[name + "-{:}x{:}-d{:}".format(i, j, k)] = to_layer(
                     to_pos_drop(config, k), j, i
@@ -104,7 +104,7 @@ def retrieve_configs():
                 idx, len(alg2configs), alg, path
             )
         )
-    alg2configs = extend_transformer_settings(alg2configs, "TSF-A")
+    alg2configs = extend_transformer_settings(alg2configs, "TSF")
     return alg2configs
 
 
@@ -156,7 +156,7 @@ if __name__ == "__main__":
     parser.add_argument(
         "--alg",
         type=str,
-        choices=list(alg2paths.keys()),
+        choices=list(alg2configs.keys()),
         required=True,
         help="The algorithm name.",
     )

scripts/trade/tsf.sh

@@ -0,0 +1,27 @@
+#!/bin/bash
+#
+# bash scripts/trade/tsf.sh 0 csi300 3
+# bash scripts/trade/tsf.sh 1 csi100 3
+# bash scripts/trade/tsf.sh 1 all    3
+#
+set -e
+echo script name: $0
+echo $# arguments
+
+if [ "$#" -ne 3 ] ;then
+  echo "Input illegal number of parameters " $#
+  exit 1
+fi
+
+gpu=$1
+market=$2
+depth=$3
+
+channels="6 12 24 32 48 64"
+
+for channel in ${channels}
+do
+
+  python exps/trading/baselines.py --alg TSF-${depth}x${channel}-d0 --gpu ${gpu} --market ${market}
+
+done