text stringlengths 1 93.6k |
|---|
prices.bidlo,
|
prices.ret,
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prices.vol,
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prices.ask,
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prices.bid,
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prices.retx,
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trends.trend
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FROM prices LEFT JOIN trends
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ON prices.permno = trends.permno
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AND prices.date >= trends.start_date
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AND prices.date <= trends.end_date
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WHERE prices.permno = :permno
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AND prices.date >= :start
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AND prices.date <= :end
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ORDER BY prices.date
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""", dict(
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permno = permno,
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start = start or "0000-00-00",
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end = end or "9999-99-99"))
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# constuct features from data rows
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row = cursor.fetchone()
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lastrow = row
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while row:
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yield row["date"], self.Features(
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askhi = self._change(row["askhi"], lastrow["askhi"]),
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bidlo = self._change(row["bidlo"], lastrow["bidlo"]),
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vol = self._change(row["vol"], lastrow["vol"]),
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ret = util.tofloat(row["ret"]),
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ask = self._change(row["ask"], lastrow["ask"]),
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bid = self._change(row["bid"], lastrow["bid"]),
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retx = util.tofloat(row["retx"]),
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trend = util.tofloat(row["trend"]) / 100)
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lastrow = row
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row = cursor.fetchone()
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cursor.close()
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def multiseries(self, permnos, start = None, end = None):
|
"""Return the timeseries of features for a set of issues.
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Parameters:
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permnos -- sequence of CRSP permnos
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start -- start date (None = start of time)
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end -- end date (None = end of time)
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"""
|
return self._synchronize(
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[self.timeseries(p, start = start, end = end) for p in permnos])
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def _change(self, x, y):
|
"""Return the relative change between x and y."""
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if None in (x, y):
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return 0
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change = (x - y) / y if y else 0
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return min(max(change, -1), 1)
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def _synchronize(self, timeseries_sequence):
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"""Synchronize a sequence of timeseries."""
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# join sequences on date
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for items in util.join(timeseries_sequence, key = lambda x: x[0]):
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# construct a row with one date and default vectors as needed
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date = next(filter(None, items))[0]
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values = list(itertools.chain.from_iterable(
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[i[1:] if i else [self.default_features] for i in items]))
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yield [date] + values
|
# <FILESEP>
|
from langchain import PromptTemplate, LLMChain
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from langchain.llms import CTransformers
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import os
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from langchain.text_splitter import RecursiveCharacterTextSplitter
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from langchain.vectorstores import Chroma
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from langchain.chains import RetrievalQA
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from langchain.embeddings import HuggingFaceBgeEmbeddings
|
from io import BytesIO
|
from langchain.document_loaders import PyPDFLoader
|
import gradio as gr
|
local_llm = "zephyr-7b-beta.Q5_K_S.gguf"
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config = {
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'max_new_tokens': 1024,
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'repetition_penalty': 1.1,
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'temperature': 0.1,
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'top_k': 50,
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'top_p': 0.9,
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'stream': True,
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'threads': int(os.cpu_count() / 2)
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}
|
llm = CTransformers(
|
model=local_llm,
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model_type="mistral",
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lib="avx2", #for CPU use
|
**config
|
)
|
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