Upload 2 files
Browse files- app.py +80 -0
- requirements.txt +8 -0
app.py
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import torch
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import numpy as np
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import pandas as pd
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import gradio as gr
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import joblib
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from model.ConvGRUTransformerHL import ConvGRUTransformerHL_Attn # โมเดลของมึง
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# ===== Config =====
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LOOKBACK = 3
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FOLDS = [1,2,3]
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MODEL_DIR = "models" # ปรับ path ตามจริง
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# ===== Load scalers =====
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scalers = {}
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for fold in FOLDS:
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scalers[fold] = {
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"price": joblib.load(f"{MODEL_DIR}/scaler_fold{fold}/scaler_price.pkl"),
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"adx": joblib.load(f"{MODEL_DIR}/scaler_fold{fold}/scaler_adx.pkl"),
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"atr": joblib.load(f"{MODEL_DIR}/scaler_fold{fold}/scaler_atr.pkl"),
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"tick": joblib.load(f"{MODEL_DIR}/scaler_fold{fold}/scaler_tick_volume.pkl"),
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"target_high": joblib.load(f"{MODEL_DIR}/scaler_fold{fold}/scaler_target_high.pkl"),
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"target_low": joblib.load(f"{MODEL_DIR}/scaler_fold{fold}/scaler_target_low.pkl"),
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}
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# ===== Load models =====
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models = {}
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for fold in FOLDS:
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checkpoint = torch.load(f"{MODEL_DIR}/EURUSDm_transformer_finetuned_fold_{fold}_01.pth", map_location="cpu")
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model = ConvGRUTransformerHL_Attn(input_dim=10, seq_len=LOOKBACK, kernel_size=LOOKBACK, output_steps=1)
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model.load_state_dict(checkpoint["model_state_dict"])
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model.eval()
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models[fold] = model
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# ===== Prediction function =====
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def predict_signal(open_, high_, low_, close_, tick_volume, adx, atr, hour, weekday, month):
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df = pd.DataFrame([{
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'open': open_, 'high': high_, 'low': low_, 'close': close_,
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'tick_volume': tick_volume, 'adx': adx, 'atr': atr,
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'hour': hour, 'weekday': weekday, 'month': month
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}])
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# เตรียม X_scaled
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pred_high_list = []
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pred_low_list = []
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for fold in FOLDS:
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s = scalers[fold]
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price_scaled = s["price"].transform(df[['open','high','low','close']].values)
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adx_scaled = s["adx"].transform(df[['adx']].values)
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atr_scaled = s["atr"].transform(df[['atr']].values)
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tick_scaled = s["tick"].transform(df[['tick_volume']].values)
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time_data = df[['hour','weekday','month']].values
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X_scaled = np.concatenate([price_scaled, adx_scaled, atr_scaled, tick_scaled, time_data], axis=1)
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X_tensor = torch.tensor(X_scaled, dtype=torch.float32).unsqueeze(0) # (1, seq_len, features)
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# Predict
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with torch.no_grad():
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pred_high, pred_low = models[fold](X_tensor)
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# Inverse transform
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pred_high_np = s["target_high"].inverse_transform(pred_high.numpy())
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pred_low_np = s["target_low"].inverse_transform(pred_low.numpy())
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pred_high_list.append(pred_high_np[0][0])
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pred_low_list.append(pred_low_np[0][0])
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# เอาค่าเฉลี่ย folds
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return float(np.mean(pred_high_list)), float(np.mean(pred_low_list))
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# ===== Gradio UI =====
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iface = gr.Interface(
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fn=predict_signal,
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inputs=["number","number","number","number","number","number","number","number","number","number"], # 10 features
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outputs=["number","number"],
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title="AI Trading Signals",
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description="Enter latest OHLC + tick + adx + atr + hour + weekday + month to get predicted High/Low"
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)
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iface.launch()
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requirements.txt
ADDED
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@@ -0,0 +1,8 @@
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| 1 |
+
os
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+
joblib
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torch
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sys
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numpy
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pandas
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MetaTrader5
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tqdm
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