Skip to content

Instantly share code, notes, and snippets.

View solalatus's full-sized avatar

Levente Szabados solalatus

View GitHub Profile
from orderbook import OrderBook
class ElectraOrderBook(OrderBook):
def get_executed_trades(self):
trades_list=[]
#...
# do some magic with self.idontknowwhat variables, put them into the trades_list...
#...
return trades_list
import pandas as pd
import numpy as np
class DiffNormalizer():
def __init__(self, diff_len=1):
self.diff_len = diff_len
self.fitted = False
self.first_values = None
@solalatus
solalatus / finetune.py
Created January 6, 2023 12:17
NHiTS model loading and finetuning
#loading model
loaded_model = NHiTSModel.load_from_checkpoint("old_checkpoint","/content/", best=True)
#defining new parameters
MODEL_NAME = "finetune_only"
from torch.optim import RAdam
OPTIMIZER_CLS = RAdam
BASE_LR = 0.00001
EPOCHS = 25