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112 lines
3.7 KiB
Python
112 lines
3.7 KiB
Python
# coding=utf-8
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# Copyright 2020 The Google Research Authors.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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# Lint as: python3
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"""Default configs for TFT experiments.
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Contains the default output paths for data, serialised models and predictions
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for the main experiments used in the publication.
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"""
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import os
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import data_formatters.electricity
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import data_formatters.favorita
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import data_formatters.traffic
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import data_formatters.volatility
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import data_formatters.qlib_Alpha158
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class ExperimentConfig(object):
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"""Defines experiment configs and paths to outputs.
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Attributes:
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root_folder: Root folder to contain all experimental outputs.
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experiment: Name of experiment to run.
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data_folder: Folder to store data for experiment.
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model_folder: Folder to store serialised models.
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results_folder: Folder to store results.
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data_csv_path: Path to primary data csv file used in experiment.
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hyperparam_iterations: Default number of random search iterations for
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experiment.
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"""
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default_experiments = ['volatility', 'electricity', 'traffic', 'favorita', 'Alpha158']
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def __init__(self, experiment='volatility', root_folder=None):
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"""Creates configs based on default experiment chosen.
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Args:
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experiment: Name of experiment.
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root_folder: Root folder to save all outputs of training.
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"""
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if experiment not in self.default_experiments:
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raise ValueError('Unrecognised experiment={}'.format(experiment))
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# Defines all relevant paths
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if root_folder is None:
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root_folder = os.path.join(
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os.path.dirname(os.path.realpath(__file__)), '..', 'outputs')
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print('Using root folder {}'.format(root_folder))
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self.root_folder = root_folder
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self.experiment = experiment
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self.data_folder = os.path.join(root_folder, 'data', experiment)
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self.model_folder = os.path.join(root_folder, 'saved_models', experiment)
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self.results_folder = os.path.join(root_folder, 'results', experiment)
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# Creates folders if they don't exist
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for relevant_directory in [
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self.root_folder, self.data_folder, self.model_folder,
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self.results_folder
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]:
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if not os.path.exists(relevant_directory):
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os.makedirs(relevant_directory)
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@property
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def data_csv_path(self):
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csv_map = {
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'volatility': 'formatted_omi_vol.csv',
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'electricity': 'hourly_electricity.csv',
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'traffic': 'hourly_data.csv',
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'favorita': 'favorita_consolidated.csv',
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'Alpha158': 'Alpha158.csv',
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}
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return os.path.join(self.data_folder, csv_map[self.experiment])
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@property
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def hyperparam_iterations(self):
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return 240 if self.experiment == 'volatility' else 60
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def make_data_formatter(self):
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"""Gets a data formatter object for experiment.
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Returns:
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Default DataFormatter per experiment.
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"""
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data_formatter_class = {
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'volatility': data_formatters.volatility.VolatilityFormatter,
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'electricity': data_formatters.electricity.ElectricityFormatter,
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'traffic': data_formatters.traffic.TrafficFormatter,
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'favorita': data_formatters.favorita.FavoritaFormatter,
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'Alpha158': data_formatters.qlib_Alpha158.Alpha158Formatter,
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}
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return data_formatter_class[self.experiment]()
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