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Tonic commited on
Commit ·
db1cbec
1
Parent(s): 1702ce4
limit predictions to 64 days , adds fallbacks, large number of days algorithm to produce financial metrics
Browse files
app.py
CHANGED
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@@ -12,24 +12,47 @@ import plotly.express as px
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from typing import Dict, List, Tuple, Optional
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import json
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import spaces
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# Initialize global variables
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pipeline = None
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scaler = MinMaxScaler(feature_range=(-1, 1))
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scaler.fit_transform([[-1, 1]])
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@spaces.GPU
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def load_pipeline():
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"""Load the Chronos model with GPU configuration"""
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global pipeline
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pipeline
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def get_historical_data(symbol: str, timeframe: str = "1d", lookback_days: int = 365) -> pd.DataFrame:
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"""
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@@ -140,24 +163,42 @@ def make_prediction(symbol: str, timeframe: str = "1d", prediction_days: int = 5
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df = get_historical_data(symbol, timeframe)
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if strategy == "chronos":
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# Technical analysis based prediction
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last_price = df['Close'].iloc[-1]
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rsi = df['RSI'].iloc[-1]
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@@ -251,13 +292,16 @@ def make_prediction(symbol: str, timeframe: str = "1d", prediction_days: int = 5
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"symbol": symbol,
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"prediction": mean_pred.tolist(),
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"confidence": std_pred.tolist(),
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"dates": pred_dates.strftime('%Y-%m-%d').tolist()
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})
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return signals, fig
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except Exception as e:
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raise Exception(f"Prediction error: {str(e)}")
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def calculate_trading_signals(df: pd.DataFrame) -> Dict:
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"""Calculate trading signals based on technical indicators"""
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from typing import Dict, List, Tuple, Optional
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import json
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import spaces
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import gc
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# Initialize global variables
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pipeline = None
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scaler = MinMaxScaler(feature_range=(-1, 1))
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scaler.fit_transform([[-1, 1]])
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def clear_gpu_memory():
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"""Clear GPU memory cache"""
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if torch.cuda.is_available():
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torch.cuda.empty_cache()
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gc.collect()
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@spaces.GPU
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def load_pipeline():
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"""Load the Chronos model with GPU configuration"""
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global pipeline
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try:
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if pipeline is None:
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clear_gpu_memory()
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pipeline = ChronosPipeline.from_pretrained(
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"amazon/chronos-t5-large",
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device_map="gpu", # Let the model decide the best device mapping
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torch_dtype=torch.float16,
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low_cpu_mem_usage=True
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)
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pipeline.model = pipeline.model.eval()
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return pipeline
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except Exception as e:
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print(f"Error loading pipeline: {str(e)}")
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# Fallback to CPU if GPU fails
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if "cuda" in str(e).lower():
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print("Falling back to CPU mode")
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pipeline = ChronosPipeline.from_pretrained(
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"amazon/chronos-t5-large",
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device_map="cpu",
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torch_dtype=torch.float32,
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low_cpu_mem_usage=True
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)
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pipeline.model = pipeline.model.eval()
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return pipeline
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def get_historical_data(symbol: str, timeframe: str = "1d", lookback_days: int = 365) -> pd.DataFrame:
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"""
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df = get_historical_data(symbol, timeframe)
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if strategy == "chronos":
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try:
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# Prepare data for Chronos
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returns = df['Returns'].values
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normalized_returns = (returns - returns.mean()) / returns.std()
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context = torch.tensor(normalized_returns.reshape(-1, 1), dtype=torch.float32)
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# Make prediction with GPU acceleration
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pipe = load_pipeline()
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# Limit prediction length to avoid memory issues
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actual_prediction_days = min(prediction_days, 64)
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with torch.inference_mode():
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prediction = pipe.predict(
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context=context,
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prediction_length=actual_prediction_days,
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num_samples=100
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).detach().cpu().numpy()
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mean_pred = prediction.mean(axis=0)
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std_pred = prediction.std(axis=0)
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# If we had to limit the prediction days, extend the prediction
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if actual_prediction_days < prediction_days:
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last_pred = mean_pred[-1]
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last_std = std_pred[-1]
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extension = np.array([last_pred * (1 + np.random.normal(0, last_std, prediction_days - actual_prediction_days))])
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mean_pred = np.concatenate([mean_pred, extension])
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std_pred = np.concatenate([std_pred, np.full(prediction_days - actual_prediction_days, last_std)])
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except Exception as e:
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print(f"Chronos prediction failed: {str(e)}")
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print("Falling back to technical analysis")
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strategy = "technical"
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if strategy == "technical":
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# Technical analysis based prediction
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last_price = df['Close'].iloc[-1]
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rsi = df['RSI'].iloc[-1]
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"symbol": symbol,
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"prediction": mean_pred.tolist(),
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"confidence": std_pred.tolist(),
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"dates": pred_dates.strftime('%Y-%m-%d').tolist(),
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"strategy_used": strategy
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})
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return signals, fig
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except Exception as e:
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raise Exception(f"Prediction error: {str(e)}")
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finally:
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clear_gpu_memory()
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def calculate_trading_signals(df: pd.DataFrame) -> Dict:
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"""Calculate trading signals based on technical indicators"""
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