TimeSeries

We provide own pytorch wrap

base:

• network # BaseNet : provide get_trainable and get_restorable methods
• layers # Layer : provide get_trainable and get_restorable methods
• reader # Reader : wrap for pytorch dataset, need to use file configuration
• transform # provide a numpy and putorch version of non parametric, non trainable transformation
• writer # adapter to tensorboard
• installer # use it when you want download and parse your specific dataset

contrib:

• utils
• shape_utils train # lr save_num num epoch optimizer config
  test # num config
  config # all configuration

You have to build your model inheriting from a BaseNet, after that you must describe your model in init method,
also you must create your own reader inheriting Reader and create your own Dataset class inheriting from Dataset

Then you can launch training and testing by

• python3.6 train.py
• python3.6 test.py

HOW TO PLOT DATA FROM MOEX

We provide communication with http://www.moex.com with the help of open-api. To plot graph of the security you want, you need firstly install requirements.txt, to do this:

virtualenv -p python3 envname
pip install --upgrade virtualenv
pip install -r requirements.txt

And then you if you make this command:

(timenv) MacBook-Air-Roman:TimeSeries romandegtyarev$ python plotter.py ABRD

you'll see something like that:

The list of all securities:

(timenv) MacBook-Air-Roman:TimeSeries romandegtyarev$ python plotter.py list

Our wiki:

https://github.com/DELTA37/TimeSeries/wiki/Articles