config weights_only=False
Browse files- public_inference_extreme.py +333 -333
public_inference_extreme.py
CHANGED
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@@ -1,333 +1,333 @@
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import torch
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import torch.nn as nn
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import numpy as np
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import pandas as pd
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import math
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import os
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import joblib
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import time
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from typing import List, Dict, Optional
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from transformers import AutoModel, AutoTokenizer, AutoConfig
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# ==========================================
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# 1. CONFIGURATION
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# ==========================================
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class PublicConfig:
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# Model Architecture
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max_length = 256
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num_labels_3m = 3
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num_labels_30m = 3
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# Feature settings
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feature_cols = [
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"feat_ret_1m", "feat_ret_5m", "feat_ret_15m",
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"feat_volatility_60m", "feat_num_trades_60m", "feat_volume_60m",
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"feat_tweet_freq_24h", "feat_time_since_prev_tweet",
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"feat_btc_ret_60m", "feat_btc_ret_24h",
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"feat_fear_greed_index", "feat_btc_dominance", "feat_altseason_index"
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]
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# Inference Settings
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device = "cuda" if torch.cuda.is_available() else "cpu"
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# Paths (Relative to this script or defined by user)
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checkpoint_dir = "checkpoints_market_event_multitask"
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model_filename = "best_model_extreme.pt"
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scaler_filename = "scaler.pkl"
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cfg = PublicConfig()
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# ==========================================
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# 2. MODEL ARCHITECTURE
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# ==========================================
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class MarketConditionedEventMultiTask(nn.Module):
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"""
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The Extreme Signal Model Architecture.
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Combines BERT (Text) + MLP (Market Data) + Attention Mechanism.
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"""
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def __init__(self, num_features: int,
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num_labels_3m: int, num_labels_30m: int,
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bert_config, device: str = "cpu"):
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super().__init__()
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# Load BERT structure from config (Offline mode)
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self.bert = AutoModel.from_config(bert_config)
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hidden_size = self.bert.config.hidden_size
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# MLP to encode numeric market features
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self.market_mlp = nn.Sequential(
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nn.Linear(num_features, hidden_size),
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nn.ReLU(),
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nn.LayerNorm(hidden_size),
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)
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# Linear projections for market-conditioned attention
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self.query_proj = nn.Linear(hidden_size, hidden_size)
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self.key_proj = nn.Linear(hidden_size, hidden_size)
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combined_size = hidden_size * 3 # [CLS] + context + market_emb
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# Classification head for 3m horizon
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self.classifier_3m = nn.Sequential(
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nn.Linear(combined_size, hidden_size),
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nn.ReLU(),
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nn.Dropout(0.2),
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nn.Linear(hidden_size, num_labels_3m),
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)
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# Classification head for 30m horizon
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self.classifier_30m = nn.Sequential(
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nn.Linear(combined_size, hidden_size),
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nn.ReLU(),
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nn.Dropout(0.2),
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nn.Linear(hidden_size, num_labels_30m),
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)
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def forward(self, input_ids, attention_mask, market_features):
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# Encode tweet with BERT
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outputs = self.bert(input_ids=input_ids, attention_mask=attention_mask)
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last_hidden_state = outputs.last_hidden_state
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pooled_output = outputs.pooler_output
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# Encode market state
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market_emb = self.market_mlp(market_features)
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# Market-conditioned attention
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Q = self.query_proj(market_emb).unsqueeze(1)
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K = self.key_proj(last_hidden_state)
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scores = torch.matmul(Q, K.transpose(1, 2)) / math.sqrt(K.size(-1))
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extended_mask = attention_mask.unsqueeze(1)
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scores = scores.masked_fill(extended_mask == 0, float("-inf"))
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attn_weights = torch.softmax(scores, dim=-1)
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context = torch.matmul(attn_weights, last_hidden_state).squeeze(1)
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# Combine and Classify
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combined = torch.cat([pooled_output, context, market_emb], dim=-1)
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logits_3m = self.classifier_3m(combined)
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logits_30m = self.classifier_30m(combined)
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return logits_3m, logits_30m
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# ==========================================
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# 3. INFERENCE CLASS
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# ==========================================
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class ExtremeModelPredictor:
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def __init__(self, model_dir: str):
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self.device = cfg.device
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self.model_dir = model_dir
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print(f"Loading Extreme Model from {model_dir}...")
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print(f"Using device: {self.device.upper()}")
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if self.device == 'cpu':
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print("Note: Running on CPU. If you have an NVIDIA GPU, please install PyTorch with CUDA support.")
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# 1. Load Tokenizer
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try:
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self.tokenizer = AutoTokenizer.from_pretrained(model_dir)
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except Exception as e:
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raise FileNotFoundError(f"Could not load tokenizer from {model_dir}. Please ensure tokenizer files exist. Error: {e}")
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# 2. Load Scaler
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scaler_path = os.path.join(model_dir, cfg.scaler_filename)
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if not os.path.exists(scaler_path):
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# Fallback for development environment
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scaler_path = cfg.scaler_filename
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if os.path.exists(scaler_path):
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self.scaler = joblib.load(scaler_path)
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else:
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raise FileNotFoundError(f"Scaler not found at {scaler_path}. Please include scaler.pkl.")
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# 3. Load Model Config & Weights
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config_path = os.path.join(model_dir, "config.json")
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if not os.path.exists(config_path):
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raise FileNotFoundError(f"Config not found at {config_path}. Please ensure config.json exists.")
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bert_config = AutoConfig.from_pretrained(model_dir)
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self.model = MarketConditionedEventMultiTask(
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num_features=len(cfg.feature_cols),
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num_labels_3m=cfg.num_labels_3m,
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num_labels_30m=cfg.num_labels_30m,
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device=self.device,
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bert_config=bert_config
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)
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# Load State Dict
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weight_path = os.path.join(model_dir, cfg.model_filename)
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if not os.path.exists(weight_path):
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# Fallback name
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weight_path = os.path.join(model_dir, "best_model.pt")
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state_dict = torch.load(weight_path, map_location="cpu")
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self.model.load_state_dict(state_dict)
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self.model.to(self.device)
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self.model.eval()
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print("Model loaded successfully.")
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def preprocess_features(self, raw_feats: Dict[str, float]) -> np.ndarray:
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# Ensure correct order and fill missing with 0
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vals = [raw_feats.get(col, 0.0) for col in cfg.feature_cols]
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# Create DataFrame with feature names to avoid sklearn warning
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df = pd.DataFrame([vals], columns=cfg.feature_cols)
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df = df.fillna(0)
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return self.scaler.transform(df)
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def predict(self, project_name: str, symbol: str, tweet_text: str, market_features: Dict[str, float]):
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"""
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Returns probabilities for 3m and 30m horizons.
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Classes: 0 (Down), 1 (Neutral), 2 (Up)
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"""
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full_text = f"{project_name} ({symbol}): {tweet_text}"
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start_time = time.perf_counter()
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# Tokenize
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encoded = self.tokenizer(
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full_text,
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padding="max_length",
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truncation=True,
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max_length=cfg.max_length,
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return_tensors="pt"
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)
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input_ids = encoded["input_ids"].to(self.device)
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attention_mask = encoded["attention_mask"].to(self.device)
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# Features
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feats_scaled = self.preprocess_features(market_features)
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feats_tensor = torch.tensor(feats_scaled, dtype=torch.float32).to(self.device)
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with torch.no_grad():
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logits_3m, logits_30m = self.model(input_ids, attention_mask, feats_tensor)
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probs_3m = torch.softmax(logits_3m, dim=-1).cpu().numpy()[0]
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probs_30m = torch.softmax(logits_30m, dim=-1).cpu().numpy()[0]
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inference_time = time.perf_counter() - start_time
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return {
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"3m_probs": {"Down": probs_3m[0], "Neutral": probs_3m[1], "Up": probs_3m[2]},
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"30m_probs": {"Down": probs_30m[0], "Neutral": probs_30m[1], "Up": probs_30m[2]},
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"extreme_signal": self._check_extreme(probs_3m),
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"inference_time": inference_time
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}
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def _check_extreme(self, probs):
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# Logic: If Down or Up > 0.7
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threshold = 0.7
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if probs[0] > threshold:
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return "EXTREME DOWN"
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elif probs[2] > threshold:
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return "EXTREME UP"
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return "NORMAL"
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# ==========================================
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# 4. EXAMPLE USAGE
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# ==========================================
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if __name__ == "__main__":
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# Example of how to use this script
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# Path to the folder containing: config.json, tokenizer files, scaler.pkl, best_model_extreme.pt
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checkpoint_folder = "checkpoints_market_event_multitask"
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# Check if folder exists before running
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if os.path.exists(checkpoint_folder):
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predictor = ExtremeModelPredictor(checkpoint_folder)
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# Define a helper to run scenarios
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def run_scenario(name, tweet, features):
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print(f"\n--- Scenario: {name} ---")
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print(f"Tweet: {tweet}")
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# Print key features for context
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print(f"Key Feats: 1m={features.get('feat_ret_1m')}, Vol={features.get('feat_volume_60m')}, F&G={features.get('feat_fear_greed_index')}")
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res = predictor.predict("Test", "TST", tweet, features)
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print(f"Signal: {res['extreme_signal']}")
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print(f"3m Probs: Down={res['3m_probs']['Down']:.3f}, Neutral={res['3m_probs']['Neutral']:.3f}, Up={res['3m_probs']['Up']:.3f}")
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print(f"Time: {res['inference_time']*1000:.2f} ms")
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return res
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# Warm-up
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print("\n--- Warm-up Run ---")
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predictor.predict("Warmup", "WP", "Warmup", {
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"feat_ret_1m": 0.0, "feat_ret_5m": 0.0, "feat_ret_15m": 0.0,
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"feat_volatility_60m": 0.0, "feat_num_trades_60m": 0, "feat_volume_60m": 0,
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"feat_tweet_freq_24h": 0, "feat_time_since_prev_tweet": 0,
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"feat_btc_ret_60m": 0.0, "feat_btc_ret_24h": 0.0,
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"feat_fear_greed_index": 50, "feat_btc_dominance": 50, "feat_altseason_index": 0
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})
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# 1. FOMO / Strong Uptrend
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run_scenario(
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"FOMO / Strong Uptrend",
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"BREAKING: Major exchange listing confirmed! 🚀 #ToTheMoon",
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{
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"feat_ret_1m": 0.02, "feat_ret_5m": 0.05, "feat_ret_15m": 0.08,
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"feat_volatility_60m": 0.05, "feat_num_trades_60m": 1000, "feat_volume_60m": 2000000,
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"feat_tweet_freq_24h": 100, "feat_time_since_prev_tweet": 5,
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"feat_btc_ret_60m": 0.01, "feat_btc_ret_24h": 0.05,
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"feat_fear_greed_index": 80, "feat_btc_dominance": 45, "feat_altseason_index": 80
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}
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)
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# 2. Panic Dump / Crash (The "Mean Reversion" Test)
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run_scenario(
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"Panic Dump / Crash",
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"URGENT: Security breach detected. Do not interact with contracts.",
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{
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"feat_ret_1m": -0.05, "feat_ret_5m": -0.08, "feat_ret_15m": -0.10,
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"feat_volatility_60m": 0.15, "feat_num_trades_60m": 2000, "feat_volume_60m": 5000000,
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| 286 |
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"feat_tweet_freq_24h": 200, "feat_time_since_prev_tweet": 1,
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| 287 |
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"feat_btc_ret_60m": -0.03, "feat_btc_ret_24h": -0.08,
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| 288 |
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"feat_fear_greed_index": 10, "feat_btc_dominance": 60, "feat_altseason_index": 5
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}
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)
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# 3. Slow Bleed / Bear Market
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run_scenario(
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"Slow Bleed / Bear Market",
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"Weekly development update. Progress is slow but steady.",
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{
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| 297 |
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"feat_ret_1m": -0.001, "feat_ret_5m": -0.002, "feat_ret_15m": -0.005,
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| 298 |
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"feat_volatility_60m": 0.01, "feat_num_trades_60m": 50, "feat_volume_60m": 100000,
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| 299 |
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"feat_tweet_freq_24h": 10, "feat_time_since_prev_tweet": 60,
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"feat_btc_ret_60m": -0.001, "feat_btc_ret_24h": -0.01,
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"feat_fear_greed_index": 30, "feat_btc_dominance": 55, "feat_altseason_index": 10
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}
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)
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# 4. Sideways / Stable
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run_scenario(
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"Sideways / Stable",
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"Just a normal day building. #Crypto",
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{
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| 310 |
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"feat_ret_1m": 0.000, "feat_ret_5m": 0.001, "feat_ret_15m": -0.001,
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| 311 |
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"feat_volatility_60m": 0.005, "feat_num_trades_60m": 20, "feat_volume_60m": 50000,
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| 312 |
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"feat_tweet_freq_24h": 5, "feat_time_since_prev_tweet": 120,
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| 313 |
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"feat_btc_ret_60m": 0.000, "feat_btc_ret_24h": 0.002,
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| 314 |
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"feat_fear_greed_index": 50, "feat_btc_dominance": 50, "feat_altseason_index": 20
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}
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)
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# 5. Divergence: Good News + Bad Price (Opportunity?)
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run_scenario(
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"Divergence: Good News + Bad Price",
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"Partnership with Google Cloud announced!",
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{
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"feat_ret_1m": -0.02, "feat_ret_5m": -0.03, "feat_ret_15m": -0.03,
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| 324 |
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"feat_volatility_60m": 0.04, "feat_num_trades_60m": 150, "feat_volume_60m": 300000,
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| 325 |
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"feat_tweet_freq_24h": 20, "feat_time_since_prev_tweet": 10,
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| 326 |
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"feat_btc_ret_60m": -0.01, "feat_btc_ret_24h": -0.02,
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| 327 |
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"feat_fear_greed_index": 40, "feat_btc_dominance": 52, "feat_altseason_index": 15
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}
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)
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| 330 |
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else:
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print(f"Error: Checkpoint folder '{checkpoint_folder}' not found.")
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| 333 |
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print("Please place this script next to your model folder.")
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|
| 1 |
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import torch
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| 2 |
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import torch.nn as nn
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| 3 |
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import numpy as np
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| 4 |
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import pandas as pd
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| 5 |
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import math
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| 6 |
+
import os
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| 7 |
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import joblib
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| 8 |
+
import time
|
| 9 |
+
from typing import List, Dict, Optional
|
| 10 |
+
from transformers import AutoModel, AutoTokenizer, AutoConfig
|
| 11 |
+
|
| 12 |
+
# ==========================================
|
| 13 |
+
# 1. CONFIGURATION
|
| 14 |
+
# ==========================================
|
| 15 |
+
class PublicConfig:
|
| 16 |
+
# Model Architecture
|
| 17 |
+
max_length = 256
|
| 18 |
+
num_labels_3m = 3
|
| 19 |
+
num_labels_30m = 3
|
| 20 |
+
|
| 21 |
+
# Feature settings
|
| 22 |
+
feature_cols = [
|
| 23 |
+
"feat_ret_1m", "feat_ret_5m", "feat_ret_15m",
|
| 24 |
+
"feat_volatility_60m", "feat_num_trades_60m", "feat_volume_60m",
|
| 25 |
+
"feat_tweet_freq_24h", "feat_time_since_prev_tweet",
|
| 26 |
+
"feat_btc_ret_60m", "feat_btc_ret_24h",
|
| 27 |
+
"feat_fear_greed_index", "feat_btc_dominance", "feat_altseason_index"
|
| 28 |
+
]
|
| 29 |
+
|
| 30 |
+
# Inference Settings
|
| 31 |
+
device = "cuda" if torch.cuda.is_available() else "cpu"
|
| 32 |
+
|
| 33 |
+
# Paths (Relative to this script or defined by user)
|
| 34 |
+
checkpoint_dir = "checkpoints_market_event_multitask"
|
| 35 |
+
model_filename = "best_model_extreme.pt"
|
| 36 |
+
scaler_filename = "scaler.pkl"
|
| 37 |
+
|
| 38 |
+
cfg = PublicConfig()
|
| 39 |
+
|
| 40 |
+
# ==========================================
|
| 41 |
+
# 2. MODEL ARCHITECTURE
|
| 42 |
+
# ==========================================
|
| 43 |
+
class MarketConditionedEventMultiTask(nn.Module):
|
| 44 |
+
"""
|
| 45 |
+
The Extreme Signal Model Architecture.
|
| 46 |
+
Combines BERT (Text) + MLP (Market Data) + Attention Mechanism.
|
| 47 |
+
"""
|
| 48 |
+
def __init__(self, num_features: int,
|
| 49 |
+
num_labels_3m: int, num_labels_30m: int,
|
| 50 |
+
bert_config, device: str = "cpu"):
|
| 51 |
+
super().__init__()
|
| 52 |
+
|
| 53 |
+
# Load BERT structure from config (Offline mode)
|
| 54 |
+
self.bert = AutoModel.from_config(bert_config)
|
| 55 |
+
|
| 56 |
+
hidden_size = self.bert.config.hidden_size
|
| 57 |
+
|
| 58 |
+
# MLP to encode numeric market features
|
| 59 |
+
self.market_mlp = nn.Sequential(
|
| 60 |
+
nn.Linear(num_features, hidden_size),
|
| 61 |
+
nn.ReLU(),
|
| 62 |
+
nn.LayerNorm(hidden_size),
|
| 63 |
+
)
|
| 64 |
+
|
| 65 |
+
# Linear projections for market-conditioned attention
|
| 66 |
+
self.query_proj = nn.Linear(hidden_size, hidden_size)
|
| 67 |
+
self.key_proj = nn.Linear(hidden_size, hidden_size)
|
| 68 |
+
|
| 69 |
+
combined_size = hidden_size * 3 # [CLS] + context + market_emb
|
| 70 |
+
|
| 71 |
+
# Classification head for 3m horizon
|
| 72 |
+
self.classifier_3m = nn.Sequential(
|
| 73 |
+
nn.Linear(combined_size, hidden_size),
|
| 74 |
+
nn.ReLU(),
|
| 75 |
+
nn.Dropout(0.2),
|
| 76 |
+
nn.Linear(hidden_size, num_labels_3m),
|
| 77 |
+
)
|
| 78 |
+
|
| 79 |
+
# Classification head for 30m horizon
|
| 80 |
+
self.classifier_30m = nn.Sequential(
|
| 81 |
+
nn.Linear(combined_size, hidden_size),
|
| 82 |
+
nn.ReLU(),
|
| 83 |
+
nn.Dropout(0.2),
|
| 84 |
+
nn.Linear(hidden_size, num_labels_30m),
|
| 85 |
+
)
|
| 86 |
+
|
| 87 |
+
def forward(self, input_ids, attention_mask, market_features):
|
| 88 |
+
# Encode tweet with BERT
|
| 89 |
+
outputs = self.bert(input_ids=input_ids, attention_mask=attention_mask)
|
| 90 |
+
last_hidden_state = outputs.last_hidden_state
|
| 91 |
+
pooled_output = outputs.pooler_output
|
| 92 |
+
|
| 93 |
+
# Encode market state
|
| 94 |
+
market_emb = self.market_mlp(market_features)
|
| 95 |
+
|
| 96 |
+
# Market-conditioned attention
|
| 97 |
+
Q = self.query_proj(market_emb).unsqueeze(1)
|
| 98 |
+
K = self.key_proj(last_hidden_state)
|
| 99 |
+
scores = torch.matmul(Q, K.transpose(1, 2)) / math.sqrt(K.size(-1))
|
| 100 |
+
|
| 101 |
+
extended_mask = attention_mask.unsqueeze(1)
|
| 102 |
+
scores = scores.masked_fill(extended_mask == 0, float("-inf"))
|
| 103 |
+
attn_weights = torch.softmax(scores, dim=-1)
|
| 104 |
+
|
| 105 |
+
context = torch.matmul(attn_weights, last_hidden_state).squeeze(1)
|
| 106 |
+
|
| 107 |
+
# Combine and Classify
|
| 108 |
+
combined = torch.cat([pooled_output, context, market_emb], dim=-1)
|
| 109 |
+
logits_3m = self.classifier_3m(combined)
|
| 110 |
+
logits_30m = self.classifier_30m(combined)
|
| 111 |
+
|
| 112 |
+
return logits_3m, logits_30m
|
| 113 |
+
|
| 114 |
+
# ==========================================
|
| 115 |
+
# 3. INFERENCE CLASS
|
| 116 |
+
# ==========================================
|
| 117 |
+
class ExtremeModelPredictor:
|
| 118 |
+
def __init__(self, model_dir: str):
|
| 119 |
+
self.device = cfg.device
|
| 120 |
+
self.model_dir = model_dir
|
| 121 |
+
|
| 122 |
+
print(f"Loading Extreme Model from {model_dir}...")
|
| 123 |
+
print(f"Using device: {self.device.upper()}")
|
| 124 |
+
|
| 125 |
+
if self.device == 'cpu':
|
| 126 |
+
print("Note: Running on CPU. If you have an NVIDIA GPU, please install PyTorch with CUDA support.")
|
| 127 |
+
|
| 128 |
+
# 1. Load Tokenizer
|
| 129 |
+
try:
|
| 130 |
+
self.tokenizer = AutoTokenizer.from_pretrained(model_dir)
|
| 131 |
+
except Exception as e:
|
| 132 |
+
raise FileNotFoundError(f"Could not load tokenizer from {model_dir}. Please ensure tokenizer files exist. Error: {e}")
|
| 133 |
+
|
| 134 |
+
# 2. Load Scaler
|
| 135 |
+
scaler_path = os.path.join(model_dir, cfg.scaler_filename)
|
| 136 |
+
if not os.path.exists(scaler_path):
|
| 137 |
+
# Fallback for development environment
|
| 138 |
+
scaler_path = cfg.scaler_filename
|
| 139 |
+
|
| 140 |
+
if os.path.exists(scaler_path):
|
| 141 |
+
self.scaler = joblib.load(scaler_path)
|
| 142 |
+
else:
|
| 143 |
+
raise FileNotFoundError(f"Scaler not found at {scaler_path}. Please include scaler.pkl.")
|
| 144 |
+
|
| 145 |
+
# 3. Load Model Config & Weights
|
| 146 |
+
config_path = os.path.join(model_dir, "config.json")
|
| 147 |
+
if not os.path.exists(config_path):
|
| 148 |
+
raise FileNotFoundError(f"Config not found at {config_path}. Please ensure config.json exists.")
|
| 149 |
+
|
| 150 |
+
bert_config = AutoConfig.from_pretrained(model_dir)
|
| 151 |
+
|
| 152 |
+
self.model = MarketConditionedEventMultiTask(
|
| 153 |
+
num_features=len(cfg.feature_cols),
|
| 154 |
+
num_labels_3m=cfg.num_labels_3m,
|
| 155 |
+
num_labels_30m=cfg.num_labels_30m,
|
| 156 |
+
device=self.device,
|
| 157 |
+
bert_config=bert_config
|
| 158 |
+
)
|
| 159 |
+
|
| 160 |
+
# Load State Dict
|
| 161 |
+
weight_path = os.path.join(model_dir, cfg.model_filename)
|
| 162 |
+
if not os.path.exists(weight_path):
|
| 163 |
+
# Fallback name
|
| 164 |
+
weight_path = os.path.join(model_dir, "best_model.pt")
|
| 165 |
+
|
| 166 |
+
state_dict = torch.load(weight_path, map_location="cpu",weights_only=False)
|
| 167 |
+
self.model.load_state_dict(state_dict)
|
| 168 |
+
self.model.to(self.device)
|
| 169 |
+
self.model.eval()
|
| 170 |
+
print("Model loaded successfully.")
|
| 171 |
+
|
| 172 |
+
def preprocess_features(self, raw_feats: Dict[str, float]) -> np.ndarray:
|
| 173 |
+
# Ensure correct order and fill missing with 0
|
| 174 |
+
vals = [raw_feats.get(col, 0.0) for col in cfg.feature_cols]
|
| 175 |
+
|
| 176 |
+
# Create DataFrame with feature names to avoid sklearn warning
|
| 177 |
+
df = pd.DataFrame([vals], columns=cfg.feature_cols)
|
| 178 |
+
df = df.fillna(0)
|
| 179 |
+
|
| 180 |
+
return self.scaler.transform(df)
|
| 181 |
+
|
| 182 |
+
def predict(self, project_name: str, symbol: str, tweet_text: str, market_features: Dict[str, float]):
|
| 183 |
+
"""
|
| 184 |
+
Returns probabilities for 3m and 30m horizons.
|
| 185 |
+
Classes: 0 (Down), 1 (Neutral), 2 (Up)
|
| 186 |
+
"""
|
| 187 |
+
|
| 188 |
+
full_text = f"{project_name} ({symbol}): {tweet_text}"
|
| 189 |
+
start_time = time.perf_counter()
|
| 190 |
+
# Tokenize
|
| 191 |
+
encoded = self.tokenizer(
|
| 192 |
+
full_text,
|
| 193 |
+
padding="max_length",
|
| 194 |
+
truncation=True,
|
| 195 |
+
max_length=cfg.max_length,
|
| 196 |
+
return_tensors="pt"
|
| 197 |
+
)
|
| 198 |
+
|
| 199 |
+
input_ids = encoded["input_ids"].to(self.device)
|
| 200 |
+
attention_mask = encoded["attention_mask"].to(self.device)
|
| 201 |
+
|
| 202 |
+
# Features
|
| 203 |
+
feats_scaled = self.preprocess_features(market_features)
|
| 204 |
+
feats_tensor = torch.tensor(feats_scaled, dtype=torch.float32).to(self.device)
|
| 205 |
+
|
| 206 |
+
with torch.no_grad():
|
| 207 |
+
logits_3m, logits_30m = self.model(input_ids, attention_mask, feats_tensor)
|
| 208 |
+
|
| 209 |
+
probs_3m = torch.softmax(logits_3m, dim=-1).cpu().numpy()[0]
|
| 210 |
+
probs_30m = torch.softmax(logits_30m, dim=-1).cpu().numpy()[0]
|
| 211 |
+
|
| 212 |
+
inference_time = time.perf_counter() - start_time
|
| 213 |
+
|
| 214 |
+
return {
|
| 215 |
+
"3m_probs": {"Down": probs_3m[0], "Neutral": probs_3m[1], "Up": probs_3m[2]},
|
| 216 |
+
"30m_probs": {"Down": probs_30m[0], "Neutral": probs_30m[1], "Up": probs_30m[2]},
|
| 217 |
+
"extreme_signal": self._check_extreme(probs_3m),
|
| 218 |
+
"inference_time": inference_time
|
| 219 |
+
}
|
| 220 |
+
|
| 221 |
+
def _check_extreme(self, probs):
|
| 222 |
+
# Logic: If Down or Up > 0.7
|
| 223 |
+
threshold = 0.7
|
| 224 |
+
if probs[0] > threshold:
|
| 225 |
+
return "EXTREME DOWN"
|
| 226 |
+
elif probs[2] > threshold:
|
| 227 |
+
return "EXTREME UP"
|
| 228 |
+
return "NORMAL"
|
| 229 |
+
|
| 230 |
+
# ==========================================
|
| 231 |
+
# 4. EXAMPLE USAGE
|
| 232 |
+
# ==========================================
|
| 233 |
+
if __name__ == "__main__":
|
| 234 |
+
# Example of how to use this script
|
| 235 |
+
|
| 236 |
+
# Path to the folder containing: config.json, tokenizer files, scaler.pkl, best_model_extreme.pt
|
| 237 |
+
checkpoint_folder = "checkpoints_market_event_multitask"
|
| 238 |
+
|
| 239 |
+
# Check if folder exists before running
|
| 240 |
+
if os.path.exists(checkpoint_folder):
|
| 241 |
+
predictor = ExtremeModelPredictor(checkpoint_folder)
|
| 242 |
+
|
| 243 |
+
# Define a helper to run scenarios
|
| 244 |
+
def run_scenario(name, tweet, features):
|
| 245 |
+
print(f"\n--- Scenario: {name} ---")
|
| 246 |
+
print(f"Tweet: {tweet}")
|
| 247 |
+
# Print key features for context
|
| 248 |
+
print(f"Key Feats: 1m={features.get('feat_ret_1m')}, Vol={features.get('feat_volume_60m')}, F&G={features.get('feat_fear_greed_index')}")
|
| 249 |
+
|
| 250 |
+
res = predictor.predict("Test", "TST", tweet, features)
|
| 251 |
+
print(f"Signal: {res['extreme_signal']}")
|
| 252 |
+
print(f"3m Probs: Down={res['3m_probs']['Down']:.3f}, Neutral={res['3m_probs']['Neutral']:.3f}, Up={res['3m_probs']['Up']:.3f}")
|
| 253 |
+
print(f"Time: {res['inference_time']*1000:.2f} ms")
|
| 254 |
+
return res
|
| 255 |
+
|
| 256 |
+
# Warm-up
|
| 257 |
+
print("\n--- Warm-up Run ---")
|
| 258 |
+
predictor.predict("Warmup", "WP", "Warmup", {
|
| 259 |
+
"feat_ret_1m": 0.0, "feat_ret_5m": 0.0, "feat_ret_15m": 0.0,
|
| 260 |
+
"feat_volatility_60m": 0.0, "feat_num_trades_60m": 0, "feat_volume_60m": 0,
|
| 261 |
+
"feat_tweet_freq_24h": 0, "feat_time_since_prev_tweet": 0,
|
| 262 |
+
"feat_btc_ret_60m": 0.0, "feat_btc_ret_24h": 0.0,
|
| 263 |
+
"feat_fear_greed_index": 50, "feat_btc_dominance": 50, "feat_altseason_index": 0
|
| 264 |
+
})
|
| 265 |
+
|
| 266 |
+
# 1. FOMO / Strong Uptrend
|
| 267 |
+
run_scenario(
|
| 268 |
+
"FOMO / Strong Uptrend",
|
| 269 |
+
"BREAKING: Major exchange listing confirmed! 🚀 #ToTheMoon",
|
| 270 |
+
{
|
| 271 |
+
"feat_ret_1m": 0.02, "feat_ret_5m": 0.05, "feat_ret_15m": 0.08,
|
| 272 |
+
"feat_volatility_60m": 0.05, "feat_num_trades_60m": 1000, "feat_volume_60m": 2000000,
|
| 273 |
+
"feat_tweet_freq_24h": 100, "feat_time_since_prev_tweet": 5,
|
| 274 |
+
"feat_btc_ret_60m": 0.01, "feat_btc_ret_24h": 0.05,
|
| 275 |
+
"feat_fear_greed_index": 80, "feat_btc_dominance": 45, "feat_altseason_index": 80
|
| 276 |
+
}
|
| 277 |
+
)
|
| 278 |
+
|
| 279 |
+
# 2. Panic Dump / Crash (The "Mean Reversion" Test)
|
| 280 |
+
run_scenario(
|
| 281 |
+
"Panic Dump / Crash",
|
| 282 |
+
"URGENT: Security breach detected. Do not interact with contracts.",
|
| 283 |
+
{
|
| 284 |
+
"feat_ret_1m": -0.05, "feat_ret_5m": -0.08, "feat_ret_15m": -0.10,
|
| 285 |
+
"feat_volatility_60m": 0.15, "feat_num_trades_60m": 2000, "feat_volume_60m": 5000000,
|
| 286 |
+
"feat_tweet_freq_24h": 200, "feat_time_since_prev_tweet": 1,
|
| 287 |
+
"feat_btc_ret_60m": -0.03, "feat_btc_ret_24h": -0.08,
|
| 288 |
+
"feat_fear_greed_index": 10, "feat_btc_dominance": 60, "feat_altseason_index": 5
|
| 289 |
+
}
|
| 290 |
+
)
|
| 291 |
+
|
| 292 |
+
# 3. Slow Bleed / Bear Market
|
| 293 |
+
run_scenario(
|
| 294 |
+
"Slow Bleed / Bear Market",
|
| 295 |
+
"Weekly development update. Progress is slow but steady.",
|
| 296 |
+
{
|
| 297 |
+
"feat_ret_1m": -0.001, "feat_ret_5m": -0.002, "feat_ret_15m": -0.005,
|
| 298 |
+
"feat_volatility_60m": 0.01, "feat_num_trades_60m": 50, "feat_volume_60m": 100000,
|
| 299 |
+
"feat_tweet_freq_24h": 10, "feat_time_since_prev_tweet": 60,
|
| 300 |
+
"feat_btc_ret_60m": -0.001, "feat_btc_ret_24h": -0.01,
|
| 301 |
+
"feat_fear_greed_index": 30, "feat_btc_dominance": 55, "feat_altseason_index": 10
|
| 302 |
+
}
|
| 303 |
+
)
|
| 304 |
+
|
| 305 |
+
# 4. Sideways / Stable
|
| 306 |
+
run_scenario(
|
| 307 |
+
"Sideways / Stable",
|
| 308 |
+
"Just a normal day building. #Crypto",
|
| 309 |
+
{
|
| 310 |
+
"feat_ret_1m": 0.000, "feat_ret_5m": 0.001, "feat_ret_15m": -0.001,
|
| 311 |
+
"feat_volatility_60m": 0.005, "feat_num_trades_60m": 20, "feat_volume_60m": 50000,
|
| 312 |
+
"feat_tweet_freq_24h": 5, "feat_time_since_prev_tweet": 120,
|
| 313 |
+
"feat_btc_ret_60m": 0.000, "feat_btc_ret_24h": 0.002,
|
| 314 |
+
"feat_fear_greed_index": 50, "feat_btc_dominance": 50, "feat_altseason_index": 20
|
| 315 |
+
}
|
| 316 |
+
)
|
| 317 |
+
|
| 318 |
+
# 5. Divergence: Good News + Bad Price (Opportunity?)
|
| 319 |
+
run_scenario(
|
| 320 |
+
"Divergence: Good News + Bad Price",
|
| 321 |
+
"Partnership with Google Cloud announced!",
|
| 322 |
+
{
|
| 323 |
+
"feat_ret_1m": -0.02, "feat_ret_5m": -0.03, "feat_ret_15m": -0.03,
|
| 324 |
+
"feat_volatility_60m": 0.04, "feat_num_trades_60m": 150, "feat_volume_60m": 300000,
|
| 325 |
+
"feat_tweet_freq_24h": 20, "feat_time_since_prev_tweet": 10,
|
| 326 |
+
"feat_btc_ret_60m": -0.01, "feat_btc_ret_24h": -0.02,
|
| 327 |
+
"feat_fear_greed_index": 40, "feat_btc_dominance": 52, "feat_altseason_index": 15
|
| 328 |
+
}
|
| 329 |
+
)
|
| 330 |
+
|
| 331 |
+
else:
|
| 332 |
+
print(f"Error: Checkpoint folder '{checkpoint_folder}' not found.")
|
| 333 |
+
print("Please place this script next to your model folder.")
|