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Promote PATCHTST_INDIA version v2026-02-27-931afeb6338a to current

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Files changed (5) hide show
  1. README.md +41 -0
  2. config.json +28 -0
  3. feature_scaler.pkl +3 -0
  4. metadata.json +253 -0
  5. weights.pt +3 -0
README.md ADDED
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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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+
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+ # LearnFinance PatchTST Model - v2026-02-27-931afeb6338a
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+
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+ OHLCV 5-channel PatchTST transformer model for predicting weekly stock returns.
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+
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+ ## Model Details
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+
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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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+
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+ ## Input Channels (11 total)
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+
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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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+
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+ ## Metrics
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+
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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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+
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+ ## Usage
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+
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+ ```python
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+ from brain_api.storage.huggingface import PatchTSTHuggingFaceModelStorage
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+
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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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+ ```
config.json ADDED
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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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+ }
feature_scaler.pkl ADDED
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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
metadata.json ADDED
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+ {
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+ "model_type": "patchtst",
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+ "version": "v2026-02-27-931afeb6338a",
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+ "training_timestamp": "2026-03-04T16:20:15.596534+00:00",
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+ "data_window": {
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+ "start": "2016-01-01",
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+ "end": "2026-02-27"
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+ },
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+ "symbols": [
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+ "INFY.NS",
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+ "ONGC.NS",
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+ "NETWEB.NS",
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+ "HINDCOPPER.NS",
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+ "NATIONALUM.NS",
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+ "DIXON.NS",
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+ "min_week_days": 3,
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+ ]
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