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scale up transformer

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This commit is contained in:
Dobromir Popov
2025-07-02 01:41:20 +03:00
parent 8645f6e8dd
commit 5eda20acc8
4 changed files with 96 additions and 122 deletions
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8
NN/models/advanced_transformer_trading.py
View File

@ -452,6 +452,14 @@ class AdvancedTradingTransformer(nn.Module):
"""
batch_size, seq_len = price_data.shape[:2]
# Handle different input dimensions - expand to sequence if needed
if cob_data.dim() == 2: # (batch, features) -> (batch, seq_len, features)
cob_data = cob_data.unsqueeze(1).expand(batch_size, seq_len, -1)
if tech_data.dim() == 2: # (batch, features) -> (batch, seq_len, features)
tech_data = tech_data.unsqueeze(1).expand(batch_size, seq_len, -1)
if market_data.dim() == 2: # (batch, features) -> (batch, seq_len, features)
market_data = market_data.unsqueeze(1).expand(batch_size, seq_len, -1)
# Project inputs to model dimension
price_emb = self.price_projection(price_data)
cob_emb = self.cob_projection(cob_data)

50
NN/models/saved/checkpoint_metadata.json
View File

@ -271,15 +271,15 @@
],
"decision": [
{
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"checkpoint_id": "decision_20250702_013257",
"model_name": "decision",
"model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012558.pt",
"created_at": "2025-07-02T01:25:58.614455",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_013257.pt",
"created_at": "2025-07-02T01:32:57.057698",
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"loss": 6.479948628599987e-06,
"val_accuracy": null,
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"reward": null,
@ -291,15 +291,15 @@
"wandb_artifact_name": null
},
{
"checkpoint_id": "decision_20250702_012504",
"checkpoint_id": "decision_20250702_013256",
"model_name": "decision",
"model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012504.pt",
"created_at": "2025-07-02T01:25:04.285477",
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@ -311,15 +311,15 @@
"wandb_artifact_name": null
},
{
"checkpoint_id": "decision_20250702_012502",
"checkpoint_id": "decision_20250702_013255",
"model_name": "decision",
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"file_path": "NN\\models\\saved\\decision\\decision_20250702_012502.pt",
"created_at": "2025-07-02T01:25:02.958656",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_013255.pt",
"created_at": "2025-07-02T01:32:55.915359",
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@ -331,15 +331,15 @@
"wandb_artifact_name": null
},
{
"checkpoint_id": "decision_20250702_012503",
"checkpoint_id": "decision_20250702_013255",
"model_name": "decision",
"model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012503.pt",
"created_at": "2025-07-02T01:25:03.108239",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_013255.pt",
"created_at": "2025-07-02T01:32:55.774316",
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"reward": null,
@ -351,15 +351,15 @@
"wandb_artifact_name": null
},
{
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"checkpoint_id": "decision_20250702_013255",
"model_name": "decision",
"model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012502.pt",
"created_at": "2025-07-02T01:25:02.603966",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_013255.pt",
"created_at": "2025-07-02T01:32:55.646001",
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"reward": null,