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Merge branch 'main' of https://github.com/you-n-g/qlib into main

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Jactus
2020-11-12 17:06:05 +08:00
parent b32f6a8bb1 54a256d3bc
commit 4f4a7679ce
2 changed files with 7 additions and 26 deletions
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16
qlib/contrib/model/pytorch_gru.py
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@@ -293,22 +293,6 @@ class GRU(Model):
preds = self.gru_model(x_test).detach().numpy()
return pd.Series(preds, index=index)
def save(self, filename, **kwargs):
with save_multiple_parts_file(filename) as model_dir:
model_path = os.path.join(model_dir, os.path.split(model_dir)[-1])
# Save model
torch.save(self.gru_model.state_dict(), model_path)
def load(self, buffer, **kwargs):
with unpack_archive_with_buffer(buffer) as model_dir:
# Get model name
_model_name = os.path.splitext(list(filter(lambda x: x.startswith("model.bin"), os.listdir(model_dir)))[0])[
0
]
_model_path = os.path.join(model_dir, _model_name)
# Load model
self.gru_model.load_state_dict(torch.load(_model_path))
self._fitted = True
class AverageMeter(object):