app.py

import yfinance as yf
import pandas as pd
import numpy as np
import torch
import joblib
from tqdm import tqdm
from modeling_stockllama import StockLlamaForForecasting
from configuration_stockllama import StockLlamaConfig
from peft import LoraConfig, get_peft_model
from datasets import Dataset
import os
from transformers import Trainer, TrainingArguments
from huggingface_hub import login, upload_file
import wandb
import gradio as gr
import spaces
HF_TOKEN = os.getenv('HF_TOKEN')
WANDB_TOKEN = os.getenv('WANDB_TOKEN')


@spaces.GPU
def train_stock_model(stock_symbol, start_date, end_date, feature_range=(10, 100), data_seq_length=256, epochs=10, batch_size=16, learning_rate=2e-4):
    try:
        stock_data = yf.download(stock_symbol, start=start_date, end=end_date, progress=False)
    except Exception as e:
        print(f"Error downloading data for {stock_symbol}: {e}")
        return
    
    data = stock_data["Close"]

    class Scaler:
        def __init__(self, feature_range):
            self.feature_range = feature_range
            self.min_df = None
            self.max_df = None

        def fit(self, df: pd.Series):
            self.min_df = df.min()
            self.max_df = df.max()

        def transform(self, df: pd.Series) -> pd.Series:
            min_val, max_val = self.feature_range
            scaled_df = (df - self.min_df) / (self.max_df - self.min_df)
            scaled_df = scaled_df * (max_val - min_val) + min_val
            return scaled_df

        def inverse_transform(self, X: np.ndarray) -> np.ndarray:
            min_val, max_val = self.feature_range
            min_x, max_x = np.min(X), np.max(X)
            return (X - min_x) / (max_x - min_x) * (max_val - min_val) + min_val

    scaler = Scaler(feature_range)
    scaler.fit(data)
    scaled_data = scaler.transform(data)

    seq = [np.array(scaled_data[i:i + data_seq_length]) for i in range(len(scaled_data) - data_seq_length)]
    target = [np.array(scaled_data[i + data_seq_length:i + data_seq_length + 1]) for i in range(len(scaled_data) - data_seq_length)]

    seq_tensors = [torch.tensor(s, dtype=torch.float32).unsqueeze(0) for s in seq]
    target_tensors = [t[0] for t in target]

    device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
    model = StockLlamaForForecasting.from_pretrained("Q-bert/StockLlama").to(device)
    config = LoraConfig(
        r=64,
        lora_alpha=32,
        target_modules=["q_proj", "v_proj", "o_proj", "k_proj"],
        lora_dropout=0.05,
        bias="none",
        task_type="CAUSAL_LM",
    )
    model = get_peft_model(model, config)

    login(token=HF_TOKEN)
    wandb.login(key=WANDB_TOKEN)
    dct = {"input_ids": seq_tensors, "label": target_tensors}
    dataset = Dataset.from_dict(dct)
    dataset.push_to_hub(f"Q-bert/{stock_symbol}-{start_date}_{end_date}")
    trainer = Trainer(
        model=model,
        train_dataset=dataset,
        args=TrainingArguments(
            per_device_train_batch_size=batch_size,
            gradient_accumulation_steps=4,
            num_train_epochs=epochs,
            warmup_steps=5,
            save_steps=100,
            learning_rate=learning_rate,
            fp16=True,
            logging_steps=1,
            push_to_hub=True,
            report_to="wandb",
            optim="adamw_torch",
            weight_decay=0.01,
            lr_scheduler_type="linear",
            seed=3407,
            output_dir=f"StockLlama-LoRA-{stock_symbol}",
        ),
    )
    
    trainer.train()

    model = model.merge_and_unload()
    model.push_to_hub(f"Q-bert/StockLlama-tuned-{stock_symbol}")
    scaler_path = "scaler.joblib"
    joblib.dump(scaler, scaler_path)
    upload_file(
        path_or_fileobj=scaler_path,
        path_in_repo=f"scalers/{scaler_path}",
        repo_id=f"Q-bert/StockLlama-tuned-{stock_symbol}"
    )
@spaces.GPU
def gradio_train_stock_model(stock_symbol, start_date, end_date, feature_range_min, feature_range_max, data_seq_length, epochs, batch_size, learning_rate):
    feature_range = (feature_range_min, feature_range_max)
    train_stock_model(
        stock_symbol=stock_symbol,
        start_date=start_date,
        end_date=end_date,
        feature_range=feature_range,
        data_seq_length=data_seq_length,
        epochs=epochs,
        batch_size=batch_size,
        learning_rate=learning_rate
    )
    return f"Training initiated for {stock_symbol} from {start_date} to {end_date}."

iface = gr.Interface(
    fn=gradio_train_stock_model,
    inputs=[
        gr.Textbox(label="Stock Symbol", value="LUNC-USD"),
        gr.Textbox(label="Start Date", value="2023-01-01"),
        gr.Textbox(label="End Date", value="2024-08-24"),
        gr.Slider(minimum=0, maximum=100, step=1, label="Feature Range Min", value=10),
        gr.Slider(minimum=0, maximum=100, step=1, label="Feature Range Max", value=100),
        gr.Slider(minimum=1, maximum=512, step=1, label="Data Sequence Length", value=256),
        gr.Slider(minimum=1, maximum=50, step=1, label="Epochs", value=10),
        gr.Slider(minimum=1, maximum=64, step=1, label="Batch Size", value=16),
        gr.Slider(minimum=1e-5, maximum=1e-1, step=1e-5, label="Learning Rate", value=2e-4)
    ],
    outputs="text",
    live=False
)

iface.add_button(
    label="Train Model",
    fn=gradio_train_stock_model,
    inputs=[
        gr.Textbox(label="Stock Symbol", value="LUNC-USD"),
        gr.Textbox(label="Start Date", value="2023-01-01"),
        gr.Textbox(label="End Date", value="2024-08-24"),
        gr.Slider(minimum=0, maximum=100, step=1, label="Feature Range Min", value=10),
        gr.Slider(minimum=0, maximum=100, step=1, label="Feature Range Max", value=100),
        gr.Slider(minimum=1, maximum=512, step=1, label="Data Sequence Length", value=256),
        gr.Slider(minimum=1, maximum=50, step=1, label="Epochs", value=10),
        gr.Slider(minimum=1, maximum=64, step=1, label="Batch Size", value=16),
        gr.Slider(minimum=1e-5, maximum=1e-1, step=1e-5, label="Learning Rate", value=2e-4)
    ],
    outputs="text"
)

iface.launch()