Migaku commited on
Commit ·
bc62bc6
1
Parent(s): d161ef2
remove ipynb checkpoints & ignore them
Browse files
.gitignore
ADDED
|
@@ -0,0 +1 @@
|
|
|
|
|
|
|
| 1 |
+
.ipynb_checkpoints/
|
.ipynb_checkpoints/README-checkpoint.md
DELETED
|
@@ -1,73 +0,0 @@
|
|
| 1 |
-
---
|
| 2 |
-
license: apache-2.0
|
| 3 |
-
tags:
|
| 4 |
-
- finance
|
| 5 |
-
- japanese
|
| 6 |
-
- stock-prediction
|
| 7 |
-
- sentence-transformers
|
| 8 |
-
- gradient-boosting
|
| 9 |
-
datasets:
|
| 10 |
-
- kabu-disclosures-v1
|
| 11 |
-
metrics:
|
| 12 |
-
- mean_absolute_error
|
| 13 |
-
- r2
|
| 14 |
-
model-index:
|
| 15 |
-
- name: jfinance-title2return-v1
|
| 16 |
-
results:
|
| 17 |
-
- task:
|
| 18 |
-
type: regression
|
| 19 |
-
name: Stock Return Regression
|
| 20 |
-
dataset:
|
| 21 |
-
name: JP_Disclosure_Titles_2024Q3-2025Q2
|
| 22 |
-
type: custom
|
| 23 |
-
metrics:
|
| 24 |
-
- type: mean_absolute_error
|
| 25 |
-
value: 2.94
|
| 26 |
-
- type: r2
|
| 27 |
-
value: -0.064
|
| 28 |
-
---
|
| 29 |
-
|
| 30 |
-
# jfinance-title2return-v1
|
| 31 |
-
|
| 32 |
-
日本株 **TDnet/EDINET 開示タイトル** から
|
| 33 |
-
**翌営業日リターン (`ret_next`, %)** を推定する Gradient Boosting Regressor モデルです。
|
| 34 |
-
タイトル文は [`sentence-transformers/paraphrase-multilingual-MiniLM-L12-v2`](https://huggingface.co/sentence-transformers/paraphrase-multilingual-MiniLM-L12-v2)
|
| 35 |
-
(384 次元)にエンコードし、±25 % Winsorize 済みリターンを回帰ターゲットに学習しました。
|
| 36 |
-
|
| 37 |
-
---
|
| 38 |
-
|
| 39 |
-
## Intended Uses & Limitations
|
| 40 |
-
|
| 41 |
-
| ✔ 推奨用途 | ✘ 非推奨用途 |
|
| 42 |
-
|-----------|-------------|
|
| 43 |
-
| IR イベントドリブンの速報スクリーニング | 裁量なしの完全自動売買 |
|
| 44 |
-
| 金融 NLP 研究・ベンチマーク | ETF/REIT での厳密な値動き予測 |
|
| 45 |
-
| 個人投資家の材料整理 | 終値 < 1 円の超低位株 |
|
| 46 |
-
|
| 47 |
-
> **注意**: 実際の投資判断に用いる際は必ず追加検証を行ってください。
|
| 48 |
-
|
| 49 |
-
---
|
| 50 |
-
|
| 51 |
-
## Quick inference (one-liner)
|
| 52 |
-
|
| 53 |
-
```python
|
| 54 |
-
from joblib import load
|
| 55 |
-
from sentence_transformers import SentenceTransformer
|
| 56 |
-
from huggingface_hub import hf_hub_download
|
| 57 |
-
|
| 58 |
-
# download & load model
|
| 59 |
-
reg = load(hf_hub_download("c299m/jfinance-title2return-v1", "model.joblib"))
|
| 60 |
-
embed = SentenceTransformer("sentence-transformers/paraphrase-multilingual-MiniLM-L12-v2")
|
| 61 |
-
|
| 62 |
-
title = "AIマッチングサービスβ版リリースのお知らせ"
|
| 63 |
-
pred = reg.predict(embed.encode([title]))[0]
|
| 64 |
-
print(f"Predicted next-day return: {pred:.2f} %")
|
| 65 |
-
|
| 66 |
-
### Run with the helper script
|
| 67 |
-
|
| 68 |
-
```bashcd
|
| 69 |
-
python predict_ret_next.py "NVIDIAと提携"
|
| 70 |
-
|
| 71 |
-
#▶ loading models …
|
| 72 |
-
#予測翌営業日リターン: 15.04 %
|
| 73 |
-
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.ipynb_checkpoints/config-checkpoint.json
DELETED
|
@@ -1,8 +0,0 @@
|
|
| 1 |
-
{
|
| 2 |
-
"embed_model": "sentence-transformers/paraphrase-multilingual-MiniLM-L12-v2",
|
| 3 |
-
"feature_dim": 384,
|
| 4 |
-
"ret_clip_percent": 25,
|
| 5 |
-
"winsorize": true,
|
| 6 |
-
"model_type": "sklearn_gradient_boosting_regressor",
|
| 7 |
-
"created_at": "2025-07-08T00:00:00+09:00"
|
| 8 |
-
}
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.ipynb_checkpoints/predict_ret_next-checkpoint.py
DELETED
|
@@ -1,51 +0,0 @@
|
|
| 1 |
-
#!/usr/bin/env python
|
| 2 |
-
# -*- coding: utf-8 -*-
|
| 3 |
-
"""
|
| 4 |
-
predict_ret_next.py
|
| 5 |
-
-------------------
|
| 6 |
-
使い方:
|
| 7 |
-
python predict_ret_next.py "業績予想の上方修正に関するお知らせ"
|
| 8 |
-
|
| 9 |
-
オプション:
|
| 10 |
-
--model パス (default: model.joblib と同じフォルダ)
|
| 11 |
-
--embed Sentence-Transformers 名 (default: paraphrase-multilingual-MiniLM-L12-v2)
|
| 12 |
-
"""
|
| 13 |
-
|
| 14 |
-
import argparse, joblib, os
|
| 15 |
-
from sentence_transformers import SentenceTransformer
|
| 16 |
-
|
| 17 |
-
def load_model(model_path):
|
| 18 |
-
if not os.path.exists(model_path):
|
| 19 |
-
raise FileNotFoundError(f"model not found: {model_path}")
|
| 20 |
-
return joblib.load(model_path)
|
| 21 |
-
|
| 22 |
-
def main():
|
| 23 |
-
ap = argparse.ArgumentParser()
|
| 24 |
-
ap.add_argument("title", help="開示タイトル(日本語 or 英語)")
|
| 25 |
-
ap.add_argument("--model", default="model.joblib",
|
| 26 |
-
help="joblib file path (default: ./model.joblib)")
|
| 27 |
-
ap.add_argument("--embed", default="sentence-transformers/paraphrase-multilingual-MiniLM-L12-v2",
|
| 28 |
-
help="embedding model name or path")
|
| 29 |
-
args = ap.parse_args()
|
| 30 |
-
|
| 31 |
-
print("▶ loading models …")
|
| 32 |
-
reg = load_model(args.model)
|
| 33 |
-
embedder = SentenceTransformer(args.embed,
|
| 34 |
-
device="cuda" if embedder_gpu() else "cpu")
|
| 35 |
-
|
| 36 |
-
vec = embedder.encode([args.title])
|
| 37 |
-
pred = reg.predict(vec)[0]
|
| 38 |
-
print(f"\n予測翌営業日リターン: {pred:.2f} %")
|
| 39 |
-
|
| 40 |
-
def embedder_gpu():
|
| 41 |
-
try:
|
| 42 |
-
import torch
|
| 43 |
-
if torch.cuda.is_available():
|
| 44 |
-
maj, min = torch.cuda.get_device_capability()
|
| 45 |
-
return (maj * 10 + min) <= 90 # sm_120 以上は未対応 ⇒ CPU
|
| 46 |
-
except ImportError:
|
| 47 |
-
pass
|
| 48 |
-
return False
|
| 49 |
-
|
| 50 |
-
if __name__ == "__main__":
|
| 51 |
-
main()
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
.ipynb_checkpoints/requirements-checkpoint.txt
DELETED
|
@@ -1,6 +0,0 @@
|
|
| 1 |
-
sentence-transformers>=2.7.0
|
| 2 |
-
scikit-learn>=1.5
|
| 3 |
-
joblib>=1.4
|
| 4 |
-
numpy>=1.26,<2.0
|
| 5 |
-
torch>=2.2
|
| 6 |
-
tqdm
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|