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try with stock data

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wassname
2022-11-20 18:28:27 +08:00
parent efbf767523
commit f62f6b7ff0
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mjc_notes.md
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@@ -1,4 +1,5 @@
# install environment
```sh
# try with pip torch WORKS!
export PROJ=deeptime
@@ -13,11 +14,12 @@ pip install tsai
# note that I've also recorded the env in requirements
python -m experiments.forecast --config_path=storage/experiments/Exchange/192S/repeat=0/config.gin run >> storage/experiments/Exchange/192S/repeat=0/instance.log 2>&1%
python -m experiments.forecast --config_path=storage/experiments/Exchange/192S/repeat=0/config.gin run | tee -a storage/experiments/Exchange/192S/repeat=0/instance.log 2>&1%
```
# run
```
```sh
python -m experiments.forecast --config_path=storage/experiments/Exchange/96S/repeat=0/config.gin run
python -m experiments.forecast --config_path=storage/experiments/Exchange/96Splus/repeat=0/config.gin run
@@ -31,3 +33,16 @@ python -m experiments.forecast --config_path=storage/experiments/Exchange/96Ssho
# Lessons
Single variate works much better. The output is not just a straight line. Likely because we have limited the output, not the input
# stocks
```sh
python -m experiments.forecast --config_path=experiments/configs/Stocks/96S.gin build_experiment
python -m experiments.forecast --config_path=storage/experiments/Stocks/96S/repeat=0/config.gin run
```
```
make build-all path=experiments/configs/Stocks
./run.sh
```