finsight-space / model.py
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import torch
import torch.nn as nn
class LSTMModel(nn.Module):
def __init__(self, input_size=1, hidden_size=64, num_layers=2, output_size=1):
super().__init__()
self.lstm = nn.LSTM(
input_size,
hidden_size,
num_layers,
batch_first=True
)
self.fc = nn.Linear(hidden_size, output_size)
def forward(self, x):
out, _ = self.lstm(x)
out = out[:, -1, :]
return self.fc(out)