Promote PATCHTST_INDIA version v2026-02-27-931afeb6338a to current
Browse files- README.md +41 -0
- config.json +28 -0
- feature_scaler.pkl +3 -0
- metadata.json +253 -0
- weights.pt +3 -0
README.md
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---
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tags:
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- patchtst
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- transformer
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- finance
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- weekly-returns
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- learnfinance
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- time-series
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---
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# LearnFinance PatchTST Model - v2026-02-27-931afeb6338a
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OHLCV 5-channel PatchTST transformer model for predicting weekly stock returns.
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## Model Details
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- **Version**: v2026-02-27-931afeb6338a
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- **Model Type**: PatchTST (Patch Time Series Transformer)
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- **Training Window**: 2016-01-01 to 2026-02-27
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- **Symbols**: 207 stocks
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## Input Channels (11 total)
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- OHLCV log returns (5): open, high, low, close, volume
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- News sentiment (1)
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- Fundamentals (5): gross_margin, operating_margin, net_margin, current_ratio, debt_to_equity
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## Metrics
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- Train Loss: 0.1433181384036058
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- Validation Loss: 0.18421696890381317
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- Baseline Loss: 0.18782168626785278
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## Usage
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```python
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from brain_api.storage.huggingface import PatchTSTHuggingFaceModelStorage
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storage = PatchTSTHuggingFaceModelStorage(repo_id="hajirazin/learnfinance-models-patchtst-india")
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artifacts = storage.download_model(version="v2026-02-27-931afeb6338a")
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```
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config.json
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{
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"num_input_channels": 5,
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"context_length": 60,
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"prediction_length": 5,
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"patch_length": 16,
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"stride": 8,
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"d_model": 64,
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"num_attention_heads": 4,
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"num_hidden_layers": 2,
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"ffn_dim": 128,
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"dropout": 0.2,
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"batch_size": 256,
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"learning_rate": 0.0003,
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"epochs": 100,
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"validation_split": 0.2,
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"early_stopping_patience": 15,
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"weight_decay": 0.0001,
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"max_grad_norm": 1.0,
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"use_returns": true,
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"min_week_days": 3,
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"feature_names": [
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"open_ret",
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"high_ret",
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"low_ret",
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"close_ret",
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"volume_ret"
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]
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}
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feature_scaler.pkl
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version https://git-lfs.github.com/spec/v1
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oid sha256:b40c90f0de4fe0eb5259fa0ccf6c02fe9815c7c8f102648b438ef7365cc51dbd
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size 687
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metadata.json
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{
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| 2 |
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"model_type": "patchtst",
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"version": "v2026-02-27-931afeb6338a",
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| 4 |
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"training_timestamp": "2026-03-04T16:20:15.596534+00:00",
|
| 5 |
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"data_window": {
|
| 6 |
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"start": "2016-01-01",
|
| 7 |
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"end": "2026-02-27"
|
| 8 |
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},
|
| 9 |
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"symbols": [
|
| 10 |
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"INFY.NS",
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| 11 |
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"ONGC.NS",
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| 12 |
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"NETWEB.NS",
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| 13 |
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"HINDCOPPER.NS",
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| 14 |
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"NATIONALUM.NS",
|
| 15 |
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"DIXON.NS",
|
| 16 |
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"TCS.NS",
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| 17 |
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"SUNPHARMA.NS",
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| 18 |
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"SAGILITY.NS",
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| 19 |
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"CHENNPETRO.NS",
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| 20 |
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"HINDALCO.NS",
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| 21 |
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"TMPV.NS",
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| 22 |
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"HINDUNILVR.NS",
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| 23 |
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"PETRONET.NS",
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| 24 |
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"SAIL.NS",
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| 25 |
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"SWIGGY.NS",
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| 26 |
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"BPCL.NS",
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| 27 |
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"ULTRACEMCO.NS",
|
| 28 |
+
"GAIL.NS",
|
| 29 |
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"HCLTECH.NS",
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| 30 |
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"CUMMINSIND.NS",
|
| 31 |
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"POLYCAB.NS",
|
| 32 |
+
"BHEL.NS",
|
| 33 |
+
"POWERINDIA.NS",
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| 34 |
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"ASIANPAINT.NS",
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| 35 |
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"COFORGE.NS",
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| 36 |
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"MAXHEALTH.NS",
|
| 37 |
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"FORCEMOT.NS",
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| 38 |
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"JINDALSTEL.NS",
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| 39 |
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"GVT&D.NS",
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| 40 |
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"PERSISTENT.NS",
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| 41 |
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"VMM.NS",
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| 42 |
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"LODHA.NS",
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| 43 |
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"LUPIN.NS",
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| 44 |
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"TRENT.NS",
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| 45 |
+
"SUZLON.NS",
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| 46 |
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"KEI.NS",
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| 47 |
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"RVNL.NS",
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| 48 |
+
"SUNDRMFAST.NS",
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| 49 |
+
"CGPOWER.NS",
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| 50 |
+
"CIPLA.NS",
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| 51 |
+
"HEROMOTOCO.NS",
|
| 52 |
+
"TORNTPOWER.NS",
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| 53 |
+
"TECHM.NS",
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| 54 |
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"DRREDDY.NS",
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| 55 |
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"INDUSTOWER.NS",
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| 56 |
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"DMART.NS",
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| 57 |
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"AMBER.NS",
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| 58 |
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"GODREJCP.NS",
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| 59 |
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"MOTHERSON.NS",
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| 60 |
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"HYUNDAI.NS",
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| 61 |
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"FORTIS.NS",
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| 62 |
+
"TORNTPHARM.NS",
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| 63 |
+
"APARINDS.NS",
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| 64 |
+
"BRITANNIA.NS",
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| 65 |
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"REDINGTON.NS",
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| 66 |
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"PIDILITIND.NS",
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| 67 |
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"PGEL.NS",
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| 68 |
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"MPHASIS.NS",
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| 69 |
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"UNOMINDA.NS",
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| 70 |
+
"TIINDIA.NS",
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| 71 |
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"ENRIN.NS",
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| 72 |
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"SUPREMEIND.NS",
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| 73 |
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"NESTLEIND.NS",
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| 74 |
+
"TATACONSUM.NS",
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| 75 |
+
"MRF.NS",
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| 76 |
+
"APLAPOLLO.NS",
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| 77 |
+
"ANANTRAJ.NS",
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| 78 |
+
"KPITTECH.NS",
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| 79 |
+
"HAVELLS.NS",
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| 80 |
+
"TARIL.NS",
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| 81 |
+
"ECLERX.NS",
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| 82 |
+
"MGL.NS",
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| 83 |
+
"GUJGASLTD.NS",
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| 84 |
+
"SCI.NS",
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| 85 |
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"NBCC.NS",
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| 86 |
+
"ZYDUSLIFE.NS",
|
| 87 |
+
"PATANJALI.NS",
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| 88 |
+
"AUROPHARMA.NS",
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| 89 |
+
"WOCKPHARMA.NS",
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| 90 |
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"COROMANDEL.NS",
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| 91 |
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"SYRMA.NS",
|
| 92 |
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"VOLTAS.NS",
|
| 93 |
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"SRF.NS",
|
| 94 |
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"MARICO.NS",
|
| 95 |
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"JSL.NS",
|
| 96 |
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"HSCL.NS",
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| 97 |
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"GLENMARK.NS",
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| 98 |
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"HFCL.NS",
|
| 99 |
+
"LTM.NS",
|
| 100 |
+
"BLUESTARCO.NS",
|
| 101 |
+
"INOXWIND.NS",
|
| 102 |
+
"SAILIFE.NS",
|
| 103 |
+
"ASTRAL.NS",
|
| 104 |
+
"FINCABLES.NS",
|
| 105 |
+
"IGL.NS",
|
| 106 |
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"PAGEIND.NS",
|
| 107 |
+
"ABLBL.NS",
|
| 108 |
+
"CROMPTON.NS",
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| 109 |
+
"TITAGARH.NS",
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| 110 |
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"HEG.NS",
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| 111 |
+
"COLPAL.NS",
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| 112 |
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"WELCORP.NS",
|
| 113 |
+
"FSL.NS",
|
| 114 |
+
"SCHAEFFLER.NS",
|
| 115 |
+
"GRANULES.NS",
|
| 116 |
+
"KAJARIACER.NS",
|
| 117 |
+
"TATATECH.NS",
|
| 118 |
+
"GPIL.NS",
|
| 119 |
+
"NCC.NS",
|
| 120 |
+
"CEATLTD.NS",
|
| 121 |
+
"ALKEM.NS",
|
| 122 |
+
"BSOFT.NS",
|
| 123 |
+
"ASTERDM.NS",
|
| 124 |
+
"SWANCORP.NS",
|
| 125 |
+
"LLOYDSME.NS",
|
| 126 |
+
"OLECTRA.NS",
|
| 127 |
+
"RAILTEL.NS",
|
| 128 |
+
"APOLLOTYRE.NS",
|
| 129 |
+
"EXIDEIND.NS",
|
| 130 |
+
"RRKABEL.NS",
|
| 131 |
+
"CHAMBLFERT.NS",
|
| 132 |
+
"DALBHARAT.NS",
|
| 133 |
+
"JINDALSAW.NS",
|
| 134 |
+
"JBCHEPHARM.NS",
|
| 135 |
+
"SYNGENE.NS",
|
| 136 |
+
"HEXT.NS",
|
| 137 |
+
"CASTROLIND.NS",
|
| 138 |
+
"FIRSTCRY.NS",
|
| 139 |
+
"TATACHEM.NS",
|
| 140 |
+
"NEULANDLAB.NS",
|
| 141 |
+
"GSPL.NS",
|
| 142 |
+
"SHYAMMETL.NS",
|
| 143 |
+
"BATAINDIA.NS",
|
| 144 |
+
"EMCURE.NS",
|
| 145 |
+
"ARE&M.NS",
|
| 146 |
+
"JWL.NS",
|
| 147 |
+
"LTTS.NS",
|
| 148 |
+
"ENDURANCE.NS",
|
| 149 |
+
"KSB.NS",
|
| 150 |
+
"BALKRISIND.NS",
|
| 151 |
+
"ATGL.NS",
|
| 152 |
+
"DEEPAKNTR.NS",
|
| 153 |
+
"AJANTPHARM.NS",
|
| 154 |
+
"JYOTICNC.NS",
|
| 155 |
+
"RELINFRA.NS",
|
| 156 |
+
"CYIENT.NS",
|
| 157 |
+
"GRAVITA.NS",
|
| 158 |
+
"KEC.NS",
|
| 159 |
+
"LINDEINDIA.NS",
|
| 160 |
+
"BLUEJET.NS",
|
| 161 |
+
"FLUOROCHEM.NS",
|
| 162 |
+
"SONATSOFTW.NS",
|
| 163 |
+
"WHIRLPOOL.NS",
|
| 164 |
+
"ACE.NS",
|
| 165 |
+
"LTFOODS.NS",
|
| 166 |
+
"WELSPUNLIV.NS",
|
| 167 |
+
"NAVA.NS",
|
| 168 |
+
"BERGEPAINT.NS",
|
| 169 |
+
"EMAMILTD.NS",
|
| 170 |
+
"3MINDIA.NS",
|
| 171 |
+
"ELGIEQUIP.NS",
|
| 172 |
+
"GILLETTE.NS",
|
| 173 |
+
"CONCORDBIO.NS",
|
| 174 |
+
"COHANCE.NS",
|
| 175 |
+
"MSUMI.NS",
|
| 176 |
+
"NSLNISP.NS",
|
| 177 |
+
"KPIL.NS",
|
| 178 |
+
"VTL.NS",
|
| 179 |
+
"ABFRL.NS",
|
| 180 |
+
"THERMAX.NS",
|
| 181 |
+
"TRIDENT.NS",
|
| 182 |
+
"TIMKEN.NS",
|
| 183 |
+
"JYOTHYLAB.NS",
|
| 184 |
+
"AFCONS.NS",
|
| 185 |
+
"TBOTEK.NS",
|
| 186 |
+
"USHAMART.NS",
|
| 187 |
+
"RCF.NS",
|
| 188 |
+
"IPCALAB.NS",
|
| 189 |
+
"ATUL.NS",
|
| 190 |
+
"MEDANTA.NS",
|
| 191 |
+
"BBTC.NS",
|
| 192 |
+
"SOBHA.NS",
|
| 193 |
+
"CRISIL.NS",
|
| 194 |
+
"RHIM.NS",
|
| 195 |
+
"ELECON.NS",
|
| 196 |
+
"JUBLPHARMA.NS",
|
| 197 |
+
"JUBLINGREA.NS",
|
| 198 |
+
"PGHH.NS",
|
| 199 |
+
"INOXINDIA.NS",
|
| 200 |
+
"DOMS.NS",
|
| 201 |
+
"CAMPUS.NS",
|
| 202 |
+
"BASF.NS",
|
| 203 |
+
"BIKAJI.NS",
|
| 204 |
+
"KIRLOSBROS.NS",
|
| 205 |
+
"BLUEDART.NS",
|
| 206 |
+
"ITI.NS",
|
| 207 |
+
"ASTRAZEN.NS",
|
| 208 |
+
"AKUMS.NS",
|
| 209 |
+
"AKZOINDIA.NS",
|
| 210 |
+
"CARBORUNIV.NS",
|
| 211 |
+
"BAYERCROP.NS",
|
| 212 |
+
"NUVOCO.NS",
|
| 213 |
+
"VGUARD.NS",
|
| 214 |
+
"APLLTD.NS",
|
| 215 |
+
"ALKYLAMINE.NS",
|
| 216 |
+
"METROPOLIS.NS"
|
| 217 |
+
],
|
| 218 |
+
"config": {
|
| 219 |
+
"num_input_channels": 5,
|
| 220 |
+
"context_length": 60,
|
| 221 |
+
"prediction_length": 5,
|
| 222 |
+
"patch_length": 16,
|
| 223 |
+
"stride": 8,
|
| 224 |
+
"d_model": 64,
|
| 225 |
+
"num_attention_heads": 4,
|
| 226 |
+
"num_hidden_layers": 2,
|
| 227 |
+
"ffn_dim": 128,
|
| 228 |
+
"dropout": 0.2,
|
| 229 |
+
"batch_size": 256,
|
| 230 |
+
"learning_rate": 0.0003,
|
| 231 |
+
"epochs": 100,
|
| 232 |
+
"validation_split": 0.2,
|
| 233 |
+
"early_stopping_patience": 15,
|
| 234 |
+
"weight_decay": 0.0001,
|
| 235 |
+
"max_grad_norm": 1.0,
|
| 236 |
+
"use_returns": true,
|
| 237 |
+
"min_week_days": 3,
|
| 238 |
+
"feature_names": [
|
| 239 |
+
"open_ret",
|
| 240 |
+
"high_ret",
|
| 241 |
+
"low_ret",
|
| 242 |
+
"close_ret",
|
| 243 |
+
"volume_ret"
|
| 244 |
+
]
|
| 245 |
+
},
|
| 246 |
+
"metrics": {
|
| 247 |
+
"train_loss": 0.1433181384036058,
|
| 248 |
+
"val_loss": 0.18421696890381317,
|
| 249 |
+
"baseline_loss": 0.18782168626785278
|
| 250 |
+
},
|
| 251 |
+
"promoted": true,
|
| 252 |
+
"prior_version": null
|
| 253 |
+
}
|
weights.pt
ADDED
|
@@ -0,0 +1,3 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
version https://git-lfs.github.com/spec/v1
|
| 2 |
+
oid sha256:db6421578b598ab236cee308c4eeba06ad558fd99a0eefb5852c76ae8a73525e
|
| 3 |
+
size 305296
|