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Mior fixes.
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AntoBr96 committed Mar 2, 2024
1 parent 43b6bf5 commit e2719a3
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5 changes: 5 additions & 0 deletions README.md
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Expand Up @@ -18,6 +18,11 @@ pip3 install -r requirements.txt
All the code in this repository exploits [LOBSTER](https://lobsterdata.com) data. To have an overview on their structure, please refer
to the official documentation available at the following [link](https://lobsterdata.com/info/DataStructure.php).

# Preliminary operations
Before starting any experiment:
- Open the ```lightning_batch_gd.py``` file and insert the Weights & Biases project's name and API key.
- Open the ```utils.py``` file and set the standard values of the parameters.

## Usage
To start an experiment from scratch, you need to follow these steps:
- Place the raw data in the `data/nasdaq/raw` folder. The data must be in the LOBSTER format and each folder must be named with the asset's name (e.g. AAPL for Apple stock).
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4 changes: 2 additions & 2 deletions optimizers/lightning_batch_gd.py
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Expand Up @@ -261,7 +261,7 @@ def __init__(

def delete_run(self):
api = wandb.Api()
project_path = "financial_computing_group/Limit_Order_Book"
project_path = "<Specify here the name of WB project>" # Specify here the name of WB project.
runs = api.runs(path=project_path)
print('Deleting runs...')
while len(runs) < 1:
Expand Down Expand Up @@ -295,7 +295,7 @@ def train(self):
)
early_stopping_callback = EarlyStopping("val_loss", patience=self.patience, min_delta=0.003)

os.environ["WANDB_API_KEY"] = "" # Inser API key
os.environ["WANDB_API_KEY"] = "" # Insert API key
os.environ["WANDB__SERVICE_WAIT"] = "300"
try:
wandb_logger = WandbLogger(
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