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Promote LSTM version v2026-01-10-2b2043197e8a to current

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Files changed (5) hide show
  1. README.md +32 -0
  2. config.json +29 -0
  3. feature_scaler.pkl +3 -0
  4. metadata.json +66 -0
  5. weights.pt +3 -0
README.md ADDED
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+ ---
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+ tags:
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+ - lstm
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+ - finance
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+ - weekly-returns
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+ - learnfinance
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+ ---
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+
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+ # LearnFinance LSTM Model - v2026-01-10-2b2043197e8a
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+
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+ LSTM 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**: v2026-01-10-2b2043197e8a
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+ - **Training Window**: 2011-01-01 to 2026-01-10
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+ - **Symbols**: 15 stocks
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+
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+ ## Metrics
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+
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+ - Train Loss: N/A
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+ - Validation Loss: N/A
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+ - Baseline Loss: N/A
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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 HuggingFaceModelStorage
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+
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+ storage = HuggingFaceModelStorage(repo_id="hajirazin/learnfinance-models-ppo-with-patchtst")
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+ artifacts = storage.download_model(version="v2026-01-10-2b2043197e8a")
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+ ```
config.json ADDED
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+ {
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+ "hidden_sizes": [
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+ 64,
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+ 64
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+ ],
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+ "activation": "tanh",
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+ "learning_rate": 0.0003,
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+ "clip_epsilon": 0.2,
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+ "gae_lambda": 0.95,
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+ "gamma": 0.99,
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+ "entropy_coef": 0.01,
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+ "value_coef": 0.5,
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+ "max_grad_norm": 0.5,
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+ "n_epochs": 10,
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+ "batch_size": 64,
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+ "rollout_steps": 52,
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+ "total_timesteps": 10000,
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+ "cost_bps": 10,
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+ "cash_buffer": 0.02,
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+ "max_position_weight": 0.2,
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+ "reward_scale": 100.0,
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+ "n_stocks": 15,
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+ "seed": 42,
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+ "validation_years": 2,
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+ "min_sharpe_improvement": 0.0,
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+ "patchtst_version": null,
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+ "training_years": 10,
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+ "n_eval_folds": 3
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+ }
feature_scaler.pkl ADDED
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+ version https://git-lfs.github.com/spec/v1
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+ size 3590
metadata.json ADDED
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+ {
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+ "model_type": "ppo_patchtst",
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+ "version": "v2026-01-10-2b2043197e8a",
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+ "created_at": "2026-01-10T06:43:28.349779+00:00",
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+ "data_window": {
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+ "start": "2011-01-01",
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+ "end": "2026-01-10"
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+ },
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+ "symbols": [
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+ "AAPL",
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+ "NVDA",
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+ "MSFT",
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+ "TSM",
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+ "GOOGL",
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+ "META",
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+ "AVGO",
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+ "TSLA",
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+ "SAP",
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+ "LLY",
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+ "XOM",
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+ "JNJ",
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+ "TOELY",
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+ "AMD",
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+ "ABBV"
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+ ],
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+ "config": {
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+ "hidden_sizes": [
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+ 64,
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+ 64
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+ ],
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+ "activation": "tanh",
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+ "learning_rate": 0.0003,
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+ "clip_epsilon": 0.2,
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+ "gae_lambda": 0.95,
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+ "gamma": 0.99,
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+ "entropy_coef": 0.01,
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+ "value_coef": 0.5,
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+ "max_grad_norm": 0.5,
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+ "n_epochs": 10,
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+ "batch_size": 64,
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+ "rollout_steps": 52,
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+ "total_timesteps": 10000,
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+ "cost_bps": 10,
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+ "cash_buffer": 0.02,
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+ "max_position_weight": 0.2,
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+ "reward_scale": 100.0,
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+ "n_stocks": 15,
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+ "seed": 42,
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+ "validation_years": 2,
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+ "min_sharpe_improvement": 0.0,
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+ "patchtst_version": null,
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+ "training_years": 10,
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+ "n_eval_folds": 3
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+ },
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+ "metrics": {
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+ "policy_loss": -0.034140541264787314,
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+ "value_loss": 23.93051815032959,
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+ "avg_episode_return": 0.0,
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+ "avg_episode_sharpe": 0.0,
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+ "eval_sharpe": 2.1384706291935967,
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+ "eval_cagr": 0.39436103680110657,
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+ "eval_max_drawdown": 0.08367037654356826
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+ },
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+ "promoted": true,
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+ "prior_version": null
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+ }
weights.pt ADDED
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