def main():
parser = argparse.ArgumentParser(description='Backtest an algorithm.')
# parser.add_argument("-a", "--algo", dest="algo", required=True, help="algorithm identifier")
parser.add_argument("-l", "--log-level", dest="log_level", choices=['DEBUG', 'INFO', 'WARN'], default="INFO", help="logging level")
parser.add_argument("-p", "--show-progress", dest="show_progress", action='store_true', help="log progress")
global args
args = parser.parse_args()
level = logging.INFO
if args.log_level == 'DEBUG':
level = logging.DEBUG
elif args.log_level == 'INFO':
level = logging.INFO
elif args.log_level == 'WARN':
level = logging.WARN
logging.basicConfig(level=level)
config = Config("config.conf")
data_provider = config.data_provider
venue_connection = Broker(data_provider)
orderbook_persist = BacktestOrderbookPersist()
order_book = OrderBook(venue_connection, orderbook_persist)
market_data = MarketData(venue_connection)
containers = []
# containers.append(Container(Algo(25, 10, 10), 10000, order_book, market_data))
containers.append(Container(NakedBigShadow(7, 10, 50, MarketDataPeriod.HOUR_4), 10000, order_book, market_data))
containers.append(Container(NakedBigShadow(7, 10, 50, MarketDataPeriod.DAY), 10000, order_book, market_data))
containers.append(Container(NakedBigShadow(7, 10, 60, MarketDataPeriod.DAY), 10000, order_book, market_data))
containers.append(Container(NakedBigShadow(7, 10, 70, MarketDataPeriod.DAY), 10000, order_book, market_data))
containers.append(Container(NakedBigShadow(7, 10, 80, MarketDataPeriod.DAY), 10000, order_book, market_data))
containers.append(Container(NakedBigShadow(7, 10, 90, MarketDataPeriod.DAY), 10000, order_book, market_data))
containers.append(Container(NakedBigShadow(7, 10, 100, MarketDataPeriod.DAY), 10000, order_book, market_data))
# containers.append(Container(Algo(15, 50, 100), 100000, order_book, market_data))
if args.show_progress is True:
progress_bar = ProgressBar(data_provider.expected_result_count, label='Backtest')
data_provider.set_progress_callback(lambda x: progress_bar.set(x))
venue_connection.start()
progress_bar.complete()
else:
venue_connection.start()
for container in containers:
display_results(container)
print('Read images...')
# mode 1 small data, read all imgs
if mode == 1:
dataset = [cv2.imread(v, cv2.IMREAD_UNCHANGED) for v in img_list]
data_size = sum([img.nbytes for img in dataset])
# mode 2 large data, read imgs later
elif mode == 2:
data_size = sum(os.stat(v).st_size for v in img_list)
else:
raise ValueError('mode should be 1 or 2')
env = lmdb.open(lmdb_save_path, map_size=data_size * 10)
print('Finish reading {} images.\nWrite lmdb...'.format(len(img_list)))
pbar = ProgressBar(len(img_list))
batch = 3000 # can be modified according to memory usage
txn = env.begin(write=True) # txn is a Transaction object
for i, v in enumerate(img_list):
pbar.update('Write {}'.format(v))
base_name = os.path.splitext(os.path.basename(v))[0]
key = base_name.encode('ascii')
data = dataset[i] if mode == 1 else cv2.imread(v, cv2.IMREAD_UNCHANGED)
if data.ndim == 2:
H, W = data.shape
C = 1
else:
H, W, C = data.shape
meta_key = (base_name + '.meta').encode('ascii')
meta = '{:d}, {:d}, {:d}'.format(H, W, C)
# The encode is only essential in Python 3
def __merge_colliders(self, colliders, project_to_merge_name,
colliders_to_merge, objects_xml_to_merge):
pbar = ProgressBar(colliders_to_merge.items(),
title="MERGE THE COLLIDERS")
self.__merge_objects(colliders, project_to_merge_name,
objects_xml_to_merge, pbar)
def __merge_scene_objects(self, scene_objects, project_to_merge_name,
scene_objects_to_merge, objects_xml_to_merge):
pbar = ProgressBar(scene_objects_to_merge.items(),
title="MERGE THE OBJECTS")
self.__merge_objects(scene_objects, project_to_merge_name,
objects_xml_to_merge, pbar)
def simulate(MARKET, CONFIG, strategy_name, portfolio, start_date, end_date, output="~/.quant/simulation.h5", strategy_params="{}"):
"""A simple simulator that simulates a strategy that only makes
decisions at closing. Only BUY and SELL orders are supported. Orders
are only good for the next day.
A price type of MARKET is executed at the open price the next day.
A price type of MARKET_ON_CLOSE is executed at the close price the next day.
A price type of LIMIT will be executed at the LIMIT price the next day if LIMIT
is between the low and high prices of the day.
A price type of STOP will be executed at the STOP price the next day if STOP
is between the low and high prices of the day.
A price type of STOP_LIMIT will be executed at the LIMIT price the next day if STOP
is between the low and high prices of the day.
"""
outputFile = openOutputFile(output)
# Get some of the tables from the output file
order_tbl = outputFile.getNode("/Orders")
postion_tbl = outputFile.getNode("/Position")
performance_tbl = outputFile.getNode("/Performance")
start_date = datetime.datetime.strptime(start_date, "%Y-%m-%d")
end_date = datetime.datetime.strptime(end_date, "%Y-%m-%d")
# Start the simulation at closing of the previous trading day
print start_date
now = getPrevTradingDay(MARKET, start_date)
try:
position = initialize_position(CONFIG, portfolio, now)
for instrument, p in position.items():
if instrument != '$':
quote = MARKET[instrument][now]
if quote == None:
return
# Pre-cache some info to make the simulation faster
'''
ticker = MARKET["399001.sz"].updateHistory(start_date, end_date)
for symbol in position.keys():
if symbol != '$':
MARKET[symbol].updateHistory(start=start_date, end=end_date)
'''
days = (end_date - start_date).days
# Initialize the strategy
params = yaml.load(strategy_params)
imp.acquire_lock()
strategy_clazz = load_strategy(strategy_name)
imp.release_lock()
print 'jinxiaoyi'
strategy = strategy_clazz(start_date, end_date, position, MARKET, params, outputFile)
p = ProgressBar(maxValue=days, totalWidth=80)
print "Starting Simulation %s" % portfolio
# Write the initial position to the database
write_position(MARKET,postion_tbl, position, now)
write_performance(MARKET,performance_tbl, position, now)
while now <= end_date:
#print now
# Remember 'now' is after closing, so the strategy
# can use any information from 'now' or earlier
#orders = strategy.evaluate(now, position, MARKET)
# Go to the next day to evalute the orders
while 1:
orders = strategy.evaluate(now, position, MARKET)
if orders == 'outdate':
outputFile.close()
return
if orders == None:
now += ONE_DAY
p.performWork(1)
else:
break
# Execute orders
execute_orders(MARKET, order_tbl, position, now, orders)
write_position(MARKET, postion_tbl, position, now)
write_performance(MARKET, performance_tbl, position, now)
now += ONE_DAY
# Flush the data to disk
outputFile.flush()
p.performWork(1)
#print p, '\r'
p.updateAmount(p.max)
#print p, '\r',
#print '\r\n' # End the progress bar here before calling finalize
orders = strategy.finalize()
finally:
outputFile.close()
def __merge_tiles(self, tiles, project_to_merge_name, tiles_to_merge,
objects_xml_to_merge):
pbar = ProgressBar(tiles_to_merge.items(), title="MERGE THE TILES")
self.__merge_objects(tiles, project_to_merge_name,
objects_xml_to_merge, pbar)
def train(self,
batch_dim,
epochs,
steps,
train_fetch_dict,
train_feed_dict,
eval_fetch_dict,
eval_feed_dict,
test_fetch_dict,
test_feed_dict,
_train_step=None,
_eval_step=None,
_test_step=None,
_train_update=None,
_eval_update=None,
_test_update=None,
eval_batch=None,
test_batch=None,
best_fn=None,
min_epochs=None,
look_ahead=None,
save_every=None,
directory=None,
skip_first_eval=False):
if _train_step is None:
def _train_step(step, steps, epoch, epochs, min_epochs, model,
optimizer, batch_dim):
return self.session.run(
train_fetch_dict(step, steps, epoch, epochs, min_epochs,
model, optimizer),
feed_dict=train_feed_dict(step, steps, epoch, epochs,
min_epochs, model, optimizer,
batch_dim))
if _eval_step is None:
def _eval_step(epoch, epochs, min_epochs, model, optimizer,
batch_dim, eval_batch, start_time,
last_epoch_start_time, _eval_update):
from_start = timedelta(seconds=int((time.time() - start_time)))
last_epoch = timedelta(seconds=int((time.time() -
last_epoch_start_time)))
eta = timedelta(
seconds=int((time.time() - start_time) * (epochs - epoch) /
epoch)) if (time.time() -
start_time) > 1 else '-:--:-'
self.log(
'Epochs {:10}/{} in {} (last epoch in {}), ETA: {}'.format(
epoch, epochs, from_start, last_epoch, eta))
if eval_batch is not None:
pr = ProgressBar(80, eval_batch)
output = defaultdict(list)
for i in range(eval_batch):
for k, v in self.session.run(
eval_fetch_dict(epoch, epochs, min_epochs,
model, optimizer),
feed_dict=eval_feed_dict(
epoch, epochs, min_epochs, model,
optimizer, batch_dim)).items():
output[k].append(v)
pr.update(i + 1)
self.log(date=False)
output = {k: np.mean(v) for k, v in output.items()}
else:
output = self.session.run(
eval_fetch_dict(epoch, epochs, min_epochs, model,
optimizer),
feed_dict=eval_feed_dict(epoch, epochs, min_epochs,
model, optimizer, batch_dim))
if _eval_update is not None:
output.update(
_eval_update(epoch, epochs, min_epochs, model,
optimizer, batch_dim, eval_batch))
p = pprint.PrettyPrinter(indent=1, width=80)
self.log('Validation --> {}'.format(p.pformat(output)))
for k in output:
self.print[k].append(output[k])
return output
if _test_step is None:
def _test_step(model, optimizer, batch_dim, test_batch, start_time,
_test_update):
self.load(directory)
from_start = timedelta(seconds=int((time.time() - start_time)))
self.log('End of training ({} epochs) in {}'.format(
epochs, from_start))
if test_batch is not None:
pr = ProgressBar(80, test_batch)
output = defaultdict(list)
for i in range(test_batch):
for k, v in self.session.run(test_fetch_dict(
model, optimizer),
feed_dict=test_feed_dict(
model, optimizer,
batch_dim)).items():
output[k].append(v)
pr.update(i + 1)
self.log(date=False)
output = {k: np.mean(v) for k, v in output.items()}
else:
output = self.session.run(
test_fetch_dict(model, optimizer),
feed_dict=test_feed_dict(model, optimizer, batch_dim))
if _test_update is not None:
output.update(
_test_update(model, optimizer, batch_dim, test_batch))
p = pprint.PrettyPrinter(indent=1, width=80)
self.log('Test --> {}'.format(p.pformat(output)))
for k in output:
self.print['Test ' + k].append(output[k])
return output
best_model_value = None
no_improvements = 0
start_time = time.time()
last_epoch_start_time = time.time()
for epoch in range(epochs + 1):
if not (skip_first_eval and epoch == 0):
result = _eval_step(epoch, epochs, min_epochs, self.model,
self.optimizer, batch_dim, eval_batch,
start_time, last_epoch_start_time,
_eval_update)
if best_fn is not None and (
True if best_model_value is None else
best_fn(result) > best_model_value):
self.save(directory)
best_model_value = best_fn(result)
no_improvements = 0
elif look_ahead is not None and no_improvements < look_ahead:
no_improvements += 1
self.load(directory)
elif min_epochs is not None and epoch >= min_epochs:
self.log('No improvements after {} epochs!'.format(
no_improvements))
break
if save_every is not None and epoch % save_every == 0:
self.save(directory)
if epoch < epochs:
last_epoch_start_time = time.time()
pr = ProgressBar(80, steps)
for step in range(steps):
_train_step(steps * epoch + step, steps, epoch, epochs,
min_epochs, self.model, self.optimizer,
batch_dim)
pr.update(step + 1)
self.log(date=False)
_test_step(self.model, self.optimizer, batch_dim, eval_batch,
start_time, _test_update)
def computeScores(bn_name,csv_name,visible=False,transforme_label=None):
if isinstance(bn_name,str):
bn=gum.loadBN(bn_name)
else:
bn=bn_name
nbr_lines=lines_count(csv_name)-1
csvfile = open(csv_name, "rb")
dialect = csv.Sniffer().sniff(csvfile.read(1024))
csvfile.seek(0)
batchReader = csv.reader(open(csv_name,'rb'),dialect)
titre = batchReader.next()
fields = {}
for i,nom in enumerate(titre):
fields[nom]=i
positions=checkCompatibility(bn,fields,csv_name)
if positions is None:
sys.exit(1)
inst=gum.Instantiation()
bn.completeInstantiation(inst)
if visible:
prog = ProgressBar(csv_name+' : ',0, nbr_lines, 77, mode='static', char='#')
prog.display()
nbr_insignificant=0
num_ligne=0
likelihood=0.0
for data in batchReader:
num_ligne+=1
for i in range(inst.nbrDim()):
try:
inst.chgVal(i,getNumLabel(inst,i,data[positions[i]],transforme_label))
except gum.OutOfBounds:
print("out of bounds",i,positions[i],data[positions[i]],inst.variable(i))
p=bn.jointProbability(inst)
if p==0.0:
print(str(num_ligne)+":"+str(inst))
nbr_insignificant+=1
else:
likelihood+=math.log(p,2)
if visible:
prog.increment_amount()
prog.display()
if visible:
print
nbr_arcs=1.0*bn.sizeArcs()
dim=1.0*bn.dim()
aic=likelihood-dim
aicc=2*aic-2*dim*(dim+1)/(nbr_lines-dim+1) if (nbr_lines-dim+1>0) else "undefined"
bic=likelihood-dim*math.log(nbr_lines,2)
mdl=likelihood-nbr_arcs*math.log(nbr_lines,2)-32*dim #32=nbr bits for a params
return ((nbr_lines-nbr_insignificant)*100.0/nbr_lines,
{'likelihood':likelihood,'aic':aic,'aicc':aicc,'bic':bic,'mdl':mdl})
def train(self,
batch_dim,
epochs,
steps,
train_fetch_dict,
train_feed_dict,
eval_fetch_dict,
eval_feed_dict,
test_fetch_dict,
test_feed_dict,
_train_step=None,
_eval_step=None,
_test_step=None,
_train_update=None,
_eval_update=None,
_test_update=None,
eval_batch=None,
test_batch=None,
best_fn=None,
min_epochs=None,
look_ahead=None,
save_every=None,
directory=None,
skip_first_eval=False,
skip_training=False):
if not skip_training:
if _train_step is None:
def _train_step(step, steps, epoch, epochs, min_epochs, model,
optimizer, batch_dim):
model.is_training = True
if not model.latent_opt:
model.is_training = False
print(
f"_train_step, batch_dim: {batch_dim}, is_training: {model.is_training}"
)
embeddings = model.sample_z(batch_dim)
# embeddings = model.z
# print(f"embeddings assigned: {embeddings}")
assign_op = model.embeddings_LO.assign(embeddings)
# a, b, c, _ = self.session.run([train_fetch_dict(step, steps, epoch, epochs, min_epochs, model, optimizer), assign_op], feed_dict=train_feed_dict(step, steps, epoch, epochs, min_epochs, model, optimizer, batch_dim))
# a, _ = self.session.run([train_fetch_dict(step, steps, epoch, epochs, min_epochs, model, optimizer), assign_op], feed_dict=train_feed_dict(step, steps, epoch, epochs, min_epochs, model, optimizer, batch_dim))
if model.latent_opt:
z_up = self.session.run(optimizer.train_step_z,
feed_dict=train_feed_dict(
step, steps, epoch, epochs,
min_epochs, model,
optimizer, batch_dim))
z_updated_val = self.session.run(model.embeddings_LO)
# print(f"embeddings updated: {z_updated_val}")
a = self.session.run(
train_fetch_dict(step, steps, epoch, epochs,
min_epochs, model, optimizer),
feed_dict=train_feed_dict(step, steps, epoch, epochs,
min_epochs, model, optimizer,
batch_dim))
#print("!!!!!!!!!!!!!!!!!!updates", b)
#print("###################",c)
return a
# return self.session.run(train_fetch_dict(step, steps, epoch, epochs, min_epochs, model, optimizer), feed_dict=train_feed_dict(step, steps, epoch, epochs, min_epochs, model, optimizer, batch_dim))
if _eval_step is None:
def _eval_step(epoch, epochs, min_epochs, model, optimizer,
batch_dim, eval_batch, start_time,
last_epoch_start_time, _eval_update):
model.is_training = False
print(
f"_eval_step, batch_dim: {batch_dim}, is_training: {model.is_training}"
)
self.log(">>> 0 <<<")
from_start = timedelta(seconds=int((time.time() -
start_time)))
last_epoch = timedelta(
seconds=int((time.time() - last_epoch_start_time)))
eta = timedelta(
seconds=int((time.time() - start_time) *
(epochs - epoch) /
epoch)) if (time.time() -
start_time) > 1 else '-:--:-'
self.log(">>> 1 <<<")
self.log(
'Epochs {:10}/{} in {} (last epoch in {}), ETA: {}'.
format(epoch, epochs, from_start, last_epoch, eta))
if eval_batch is not None:
self.log(">>> 1a <<<")
pr = ProgressBar(80, eval_batch)
output = defaultdict(list)
for i in range(eval_batch):
for k, v in self.session.run(
eval_fetch_dict(epoch, epochs, min_epochs,
model, optimizer),
feed_dict=eval_feed_dict(
epoch, epochs, min_epochs, model,
optimizer, batch_dim)).items():
output[k].append(v)
pr.update(i + 1)
self.log(date=False)
output = {k: np.mean(v) for k, v in output.items()}
else:
self.log(">>> 1b <<<")
# print(eval_fetch_dict(epoch, epochs, min_epochs, model, optimizer))
# print(eval_feed_dict(epoch, epochs, min_epochs, model, optimizer, batch_dim))
output = self.session.run(
eval_fetch_dict(epoch, epochs, min_epochs, model,
optimizer),
feed_dict=eval_feed_dict(epoch, epochs, min_epochs,
model, optimizer,
batch_dim))
self.log(">>> 1b2 <<<")
self.log(">>> 2 <<<")
if _eval_update is not None:
output.update(
_eval_update(epoch, epochs, min_epochs, model,
optimizer, batch_dim, eval_batch))
self.log(">>> 3 <<<")
p = pprint.PrettyPrinter(indent=1, width=80)
self.log('Validation --> {}'.format(p.pformat(output)))
for k in output:
self.print[k].append(output[k])
self.log(">>> 4 <<<")
return output
# ========================================================================
best_model_value = None
no_improvements = 0
start_time = time.time()
last_epoch_start_time = time.time()
for epoch in range(epochs + 1):
print(f">>>>>>>>> epoch {epoch} <<<<<<<<<")
early_stop = False
if not (skip_first_eval and epoch == 0):
result = _eval_step(epoch, epochs, min_epochs, self.model,
self.optimizer, batch_dim, eval_batch,
start_time, last_epoch_start_time,
_eval_update)
if best_fn is not None and (
True if best_model_value is None else
best_fn(result) > best_model_value):
self.save(directory)
best_model_value = best_fn(result)
no_improvements = 0
elif look_ahead is not None and no_improvements < look_ahead:
no_improvements += 1
self.load(directory)
elif min_epochs is not None and epoch >= min_epochs:
self.log('No improvements after {} epochs!'.format(
no_improvements))
break
if save_every is not None and epoch % save_every == 0:
self.save(directory, epoch)
print(f"result['valid score']: {result['valid score']}")
print(f"result['unique score']: {result['unique score']}")
print(f"result['novel score']: {result['novel score']}")
# if result['valid score'] > 85 and result['novel score'] > 85 and result['unique score'] > 15:
# print("early stop!")
# early_stop = True
if epoch < epochs and (not early_stop):
last_epoch_start_time = time.time()
pr = ProgressBar(80, steps)
for step in range(steps):
_train_step(steps * epoch + step, steps, epoch, epochs,
min_epochs, self.model, self.optimizer,
batch_dim)
pr.update(step + 1)
self.log(date=False)
if early_stop:
print(f">>>> early stop at {epoch}! <<<<")
break
"""
self.model = GraphGANModel ...
self.optimizer = GraphGANOptimizer ...
batch_dim = batch_dim ...
eval_batch =
"""
else:
start_time = time.time()
if _test_step is None:
def _test_step(model, optimizer, batch_dim, test_batch, start_time,
_test_update):
model.is_training = False
print(
f"_test_step, batch_dim: {batch_dim}, is_training: {model.is_training}"
)
self.load(directory, model.test_epoch)
from_start = timedelta(seconds=int((time.time() - start_time)))
self.log('End of training ({} epochs) in {}'.format(
epochs, from_start))
if test_batch is not None:
pr = ProgressBar(80, test_batch)
output = defaultdict(list)
for i in range(test_batch):
for k, v in self.session.run(test_fetch_dict(
model, optimizer),
feed_dict=test_feed_dict(
model, optimizer,
batch_dim)).items():
output[k].append(v)
pr.update(i + 1)
self.log(date=False)
output = {k: np.mean(v) for k, v in output.items()}
else:
output = self.session.run(
test_fetch_dict(model, optimizer),
feed_dict=test_feed_dict(model, optimizer, batch_dim))
if _test_update is not None:
output.update(
_test_update(model, optimizer, batch_dim, test_batch))
p = pprint.PrettyPrinter(indent=1, width=80)
self.log('Test --> {}'.format(p.pformat(output)))
with open(log_filename, 'a') as f:
f.write('Test --> {}'.format(p.pformat(output)))
for k in output:
self.print['Test ' + k].append(output[k])
return output
_test_step(self.model, self.optimizer, batch_dim, eval_batch,
start_time, _test_update)
def main():
parser = argparse.ArgumentParser(description='Backtest an algorithm.')
# parser.add_argument("-a", "--algo", dest="algo", required=True, help="algorithm identifier")
parser.add_argument("-l",
"--log-level",
dest="log_level",
choices=['DEBUG', 'INFO', 'WARN'],
default="INFO",
help="logging level")
parser.add_argument("-p",
"--show-progress",
dest="show_progress",
action='store_true',
help="log progress")
global args
args = parser.parse_args()
level = logging.INFO
if args.log_level == 'DEBUG':
level = logging.DEBUG
elif args.log_level == 'INFO':
level = logging.INFO
elif args.log_level == 'WARN':
level = logging.WARN
logging.basicConfig(level=level)
config = Config("config.conf")
data_provider = config.data_provider
venue_connection = Broker(data_provider)
orderbook_persist = BacktestOrderbookPersist()
order_book = OrderBook(venue_connection, orderbook_persist)
market_data = MarketData(venue_connection)
containers = []
# containers.append(Container(Algo(25, 10, 10), 10000, order_book, market_data))
containers.append(
Container(NakedBigShadow(7, 10, 50, MarketDataPeriod.HOUR_4), 10000,
order_book, market_data))
containers.append(
Container(NakedBigShadow(7, 10, 50, MarketDataPeriod.DAY), 10000,
order_book, market_data))
containers.append(
Container(NakedBigShadow(7, 10, 60, MarketDataPeriod.DAY), 10000,
order_book, market_data))
containers.append(
Container(NakedBigShadow(7, 10, 70, MarketDataPeriod.DAY), 10000,
order_book, market_data))
containers.append(
Container(NakedBigShadow(7, 10, 80, MarketDataPeriod.DAY), 10000,
order_book, market_data))
containers.append(
Container(NakedBigShadow(7, 10, 90, MarketDataPeriod.DAY), 10000,
order_book, market_data))
containers.append(
Container(NakedBigShadow(7, 10, 100, MarketDataPeriod.DAY), 10000,
order_book, market_data))
# containers.append(Container(Algo(15, 50, 100), 100000, order_book, market_data))
if args.show_progress is True:
progress_bar = ProgressBar(data_provider.expected_result_count,
label='Backtest')
data_provider.set_progress_callback(lambda x: progress_bar.set(x))
venue_connection.start()
progress_bar.complete()
else:
venue_connection.start()
for container in containers:
display_results(container)
def _eval_step(epoch, epochs, min_epochs, model, optimizer,
batch_dim, eval_batch, start_time,
last_epoch_start_time, _eval_update):
model.is_training = False
print(
f"_eval_step, batch_dim: {batch_dim}, is_training: {model.is_training}"
)
self.log(">>> 0 <<<")
from_start = timedelta(seconds=int((time.time() -
start_time)))
last_epoch = timedelta(
seconds=int((time.time() - last_epoch_start_time)))
eta = timedelta(
seconds=int((time.time() - start_time) *
(epochs - epoch) /
epoch)) if (time.time() -
start_time) > 1 else '-:--:-'
self.log(">>> 1 <<<")
self.log(
'Epochs {:10}/{} in {} (last epoch in {}), ETA: {}'.
format(epoch, epochs, from_start, last_epoch, eta))
if eval_batch is not None:
self.log(">>> 1a <<<")
pr = ProgressBar(80, eval_batch)
output = defaultdict(list)
for i in range(eval_batch):
for k, v in self.session.run(
eval_fetch_dict(epoch, epochs, min_epochs,
model, optimizer),
feed_dict=eval_feed_dict(
epoch, epochs, min_epochs, model,
optimizer, batch_dim)).items():
output[k].append(v)
pr.update(i + 1)
self.log(date=False)
output = {k: np.mean(v) for k, v in output.items()}
else:
self.log(">>> 1b <<<")
# print(eval_fetch_dict(epoch, epochs, min_epochs, model, optimizer))
# print(eval_feed_dict(epoch, epochs, min_epochs, model, optimizer, batch_dim))
output = self.session.run(
eval_fetch_dict(epoch, epochs, min_epochs, model,
optimizer),
feed_dict=eval_feed_dict(epoch, epochs, min_epochs,
model, optimizer,
batch_dim))
self.log(">>> 1b2 <<<")
self.log(">>> 2 <<<")
if _eval_update is not None:
output.update(
_eval_update(epoch, epochs, min_epochs, model,
optimizer, batch_dim, eval_batch))
self.log(">>> 3 <<<")
p = pprint.PrettyPrinter(indent=1, width=80)
self.log('Validation --> {}'.format(p.pformat(output)))
for k in output:
self.print[k].append(output[k])
self.log(">>> 4 <<<")
return output
def main():
parser = argparse.ArgumentParser(
'Extract sub images from Hyperspectral images.')
parser.add_argument('--path1', type=str, default='E:/HSI/CAVE/CAVE/')
parser.add_argument('--path2', type=str, default='E:/HSI/Harvard/Harvard/')
parser.add_argument('--path3',
type=str,
default='E:/HSI/NTIRE2018/NTIRE2018_Train1_Spectral/')
parser.add_argument('-o',
'--out-path',
type=str,
default='E:/HSI/HSI_MIX/')
parser.add_argument('-t', '--threads', type=int, default=1)
parser.add_argument('-c', '--crop-size', type=int, default=256)
parser.add_argument('-s', '--stride', type=int, default=96)
opt = parser.parse_args()
in_path1 = opt.path1
in_path2 = opt.path2
in_path3 = opt.path3
out_path = opt.out_path
n_threads = opt.threads
crop_sz = opt.crop_size
stride = opt.stride
thres_sz = 30 #
compression_level = 3
if not os.path.exists(out_path):
os.makedirs(out_path)
img_list = []
for root, _, file_list in sorted(os.walk(in_path1)):
path = [os.path.join(root, x) for x in file_list]
img_list.extend(path)
for root, _, file_list in sorted(os.walk(in_path2)):
path = [os.path.join(root, x) for x in file_list]
img_list.extend(path)
for root, _, file_list in sorted(os.walk(in_path3)):
path = [os.path.join(root, x) for x in file_list]
img_list.extend(path)
l = len(img_list)
train_ids = list(set([random.randrange(l) for _ in range(l)]))
train_ids.sort()
val_ids = [idx for idx in range(l) if idx not in train_ids]
val_ids.sort()
train_files = [img_list[idx] for idx in train_ids]
val_files = [img_list[idx] for idx in val_ids]
sio.savemat(os.path.join(out_path, 'filenames.mat'), {
'train_files': train_files,
'val_files': val_files
})
def update(arg):
pbar.update(arg)
pbar = ProgressBar(len(train_files))
pool = Pool(n_threads)
for path in train_files:
pool.apply_async(worker,
args=(path, os.path.join(out_path, 'train.h5'),
crop_sz, stride, thres_sz, compression_level),
callback=update)
pool.close()
pool.join()
print("-----------Generation Finish-------------")
val_path = os.path.join(out_path, 'val')
if not os.path.exists(val_path):
os.makedirs(val_path)
for path in val_files:
shutil.copy2(path, val_path)
print("-----------Copy Val-files Finish-------------")
def simulate(strategy_name,
portfolio,
start_date,
end_date,
output="~/.quant/simulation.h5",
strategy_params="{}"):
"""A simple simulator that simulates a strategy that only makes
decisions at closing. Only BUY and SELL orders are supported. Orders
are only good for the next day.
A price type of MARKET is executed at the open price the next day.
A price type of MARKET_ON_CLOSE is executed at the close price the next day.
A price type of LIMIT will be executed at the LIMIT price the next day if LIMIT
is between the low and high prices of the day.
A price type of STOP will be executed at the STOP price the next day if STOP
is between the low and high prices of the day.
A price type of STOP_LIMIT will be executed at the LIMIT price the next day if STOP
is between the low and high prices of the day.
"""
outputFile = openOutputFile(output)
# Get some of the tables from the output file
order_tbl = outputFile.getNode("/Orders")
postion_tbl = outputFile.getNode("/Position")
performance_tbl = outputFile.getNode("/Performance")
start_date = datetime.datetime.strptime(start_date, "%Y-%m-%d")
end_date = datetime.datetime.strptime(end_date, "%Y-%m-%d")
# Start the simulation at closing of the previous trading day
now = getPrevTradingDay(start_date)
try:
position = initialize_position(portfolio, now)
# Pre-cache some info to make the simulation faster
ticker = MARKET["^DJI"].updateHistory(start_date, end_date)
for symbol in position.keys():
if symbol != '$':
MARKET[symbol].updateHistory(start=start_date, end=end_date)
days = (end_date - start_date).days
# Initialize the strategy
params = yaml.load(strategy_params)
strategy_clazz = load_strategy(strategy_name)
strategy = strategy_clazz(start_date, end_date, position, MARKET,
params, outputFile)
p = ProgressBar(maxValue=days, totalWidth=80)
print "Starting Simulation"
while now <= end_date:
# Write the initial position to the database
write_position(postion_tbl, position, now)
write_performance(performance_tbl, position, now)
# Remember 'now' is after closing, so the strategy
# can use any information from 'now' or earlier
orders = strategy.evaluate(now, position, MARKET)
# Go to the next day to evalute the orders
now += ONE_DAY
while not isTradingDay(now):
now += ONE_DAY
p.performWork(1)
continue
# Execute orders
execute_orders(order_tbl, position, now, orders)
# Flush the data to disk
outputFile.flush()
p.performWork(1)
print p, '\r',
p.updateAmount(p.max)
print p, '\r',
print '\n' # End the progress bar here before calling finalize
orders = strategy.finalize()
finally:
outputFile.close()
def test(self, dataset_name= "Test set", use_crf = True, iters_per_log = 100, visualize = False, use_prior = True):
self.model.eval()
test_loss = 0
class_correct = [0] * self.num_classes
class_jacard_or = [0] * self.num_classes
loss_func = nn.CrossEntropyLoss()
batches_done = 0
progress_bar = ProgressBar("Test", len(self.train_loader), self.train_loader.batch_size)
with torch.no_grad():
# calculate an UNBIASED prior
prior = self.data_statistics.get_distribution().to(self.device)
for i in range(self.num_classes):
prior[i] = prior[i] / (torch.mean(prior[i])) # scales relative probs to have mean of 1
normalization = torch.sum(prior, dim = 0) # sum along classes
prior /= normalization
prior = torch.ones(prior.shape).to(self.device) - prior
for batch_idx, (raw_samples, data, target) in tqdm(enumerate(self.test_loader)): # runs through trainer
data, target = data.to(self.device), target.to(self.device)
#progress_bar.make_progress()
output = self.model(data)
if use_prior:
output = np.e**(output)
for i in range(len(output)): # could be multiple images in output batch
output[i] = output[i] - prior
output[i] = torch.sigmoid(output[i])
normalization = torch.sum(output[i], dim = 0)
output[i] /= normalization
output = np.log(output)
if use_crf:
output = crf_batch_postprocessing(raw_samples, output, self.num_classes)
output = output.to(self.device)
test_loss += loss_func(output, target).item()
#convert into 1 channel image with values
pred = torch.argmax(output, dim = 1, keepdim = False)
#assert(pred.shape == (self.test_loader.batch_size, 1280, 720)), "got incorrect shape of: " + str(pred.shape)
# record pixel measurements
for i in range(self.num_classes):
correct_pixels = torch.where(pred.byte().eq(torch.ones(pred.shape, dtype = torch.uint8).to(self.device)*i)
& target.view_as(pred).byte().eq(torch.ones(pred.shape, dtype = torch.uint8).to(self.device)*i),
torch.ones(pred.shape, dtype=torch.uint8).to(self.device),
torch.zeros(pred.shape, dtype=torch.uint8).to(self.device)).sum().item()
class_correct[i] += correct_pixels
jaccard_or_pixels = torch.where(pred.byte().eq(torch.ones(pred.shape, dtype = torch.uint8).to(self.device)*i)
| target.view_as(pred).byte().eq(torch.ones(pred.shape, dtype = torch.uint8).to(self.device)*i),
torch.ones(pred.shape, dtype=torch.uint8).to(self.device),
torch.zeros(pred.shape, dtype=torch.uint8).to(self.device)).sum().item()
class_jacard_or[i] += jaccard_or_pixels
get_per_class_accuracy(pred, target, self.model.test_stats.confusion)
batches_done += 1
if(batches_done % self.log_spacing == 0):
self.model.test_stats.per_class_accuracy.append(np.diagonal(self.model.test_stats.confusion).copy())
self.print_log(class_correct, class_jacard_or, test_loss, batches_done, self.test_loader.batch_size, dataset_name, True, self.model.test_stats.confusion, test = True)
print("saving model to {}".format(self.model.save_dir))
self.model.save()
if visualize:
visualize_output(pred, target, raw_samples)
def main():
parser = argparse.ArgumentParser(
description="PyTorch Object Detection2 Inference")
parser.add_argument(
"--config-file",
default="configs/bua-caffe/extract-bua-caffe-r101.yaml",
metavar="FILE",
help="path to config file",
)
parser.add_argument('--num-cpus',
default=1,
type=int,
help='number of cpus to use for ray, 0 means no limit')
parser.add_argument('--gpus',
dest='gpu_id',
help='GPU id(s) to use',
default='0',
type=str)
parser.add_argument("--mode",
default="caffe",
type=str,
help="bua_caffe, ...")
parser.add_argument(
'--extract-mode',
default='roi_feats',
type=str,
help="'roi_feats', 'bboxes' and 'bbox_feats' indicates \
'extract roi features directly', 'extract bboxes only' and \
'extract roi features with pre-computed bboxes' respectively"
)
parser.add_argument('--min-max-boxes',
default='min_max_default',
type=str,
help='the number of min-max boxes of extractor')
parser.add_argument('--out-dir',
dest='output_dir',
help='output directory for features',
default="features")
parser.add_argument('--image-dir',
dest='image_dir',
help='directory with images',
default="image")
parser.add_argument('--bbox-dir',
dest='bbox_dir',
help='directory with bbox',
default="bbox")
parser.add_argument('--grid_size', default=8, type=int)
parser.add_argument(
"--resume",
action="store_true",
help="whether to attempt to resume from the checkpoint directory",
)
parser.add_argument(
"opts",
help="Modify config options using the command-line",
default=None,
nargs=argparse.REMAINDER,
)
args = parser.parse_args()
cfg = setup(args)
os.environ['CUDA_VISIBLE_DEVICES'] = args.gpu_id
num_gpus = len(args.gpu_id.split(','))
MIN_BOXES = cfg.MODEL.BUA.EXTRACTOR.MIN_BOXES
MAX_BOXES = cfg.MODEL.BUA.EXTRACTOR.MAX_BOXES
CONF_THRESH = cfg.MODEL.BUA.EXTRACTOR.CONF_THRESH
# Extract features.
# imglist = os.listdir(args.image_dir)
imglist = [
os.path.join(dp, f) for dp, dn, fn in os.walk(args.image_dir)
for f in fn
]
imglist = [i.replace(f'{args.image_dir}/', '') for i in imglist]
num_images = len(imglist)
print('Number of images: {}.'.format(num_images))
if args.num_cpus != 0:
ray.init(num_cpus=args.num_cpus)
else:
ray.init()
img_lists = [imglist[i::num_gpus] for i in range(num_gpus)]
pb = ProgressBar(len(imglist))
actor = pb.actor
print('Number of GPUs: {}.'.format(num_gpus))
extract_feat_list = []
for i in range(num_gpus):
extract_feat_list.append(
extract_feat.remote(i, img_lists[i], cfg, args, actor))
pb.print_until_done()
ray.get(extract_feat_list)
ray.get(actor.get_counter.remote())
def train(self, epoch, start_index = 0):
"""
Args:
model (nn.Module): the FCN pytorch model
device (torch.device): represents if we are running this on GPU or CPU
optimizer (torch.optim): the optimization object that trains the network. Ex: torch.optim.Adam(modle.parameters())
train_loader (torch.utils.data.DataLoader): the pytorch object that contains all training data and targets
epoch (int): the epoch number we are on
log_spacing (int): prints training statistics to display every <lo
_spacing> batches
save_spacing (int): saves most recent version of model every <save_spacing> batches
per_class (boolean): true if want class-level statistics printed. false otherwise
"""
progress_bar = ProgressBar("Train", len(self.train_loader), self.train_loader.batch_size)
self.model.train() # puts it in training mode
class_correct = [0] * self.num_classes
class_jacard_or = [0] * self.num_classes
sum_loss = 0
num_batches_since_log = 0
loss_func = nn.CrossEntropyLoss(reduction = "none")
# run through data in batches, train network on each batch
for batch_idx, (_, data, target) in tqdm(enumerate(self.train_loader)):
#progress_bar.make_progress()
if batch_idx < start_index: continue
loss_vec = torch.zeros((self.num_classes), dtype = torch.float32)
data, target = data.to(self.device), target.to(self.device)
self.optimizer.zero_grad() # reset gradient to 0 (so doesn't accumulate)
output = self.model(data) # runs batch through the model
loss = loss_func(output, target) # compute loss of output
# convert into 1 channel image with predicted class values
pred = torch.argmax(output, dim = 1, keepdim = False)
#assert(pred.shape == (self.train_loader.batch_size, 1280, 720)), "got incorrect shape of: " + str(pred.shape)
# record pixel measurements
for i in range(self.num_classes):
correct_pixels = torch.where(
pred.byte().eq(torch.ones(pred.shape, dtype = torch.uint8).to(self.device) * i)
& target.view_as(pred).byte().eq(torch.ones(pred.shape, dtype = torch.uint8).to(self.device) * i),
torch.ones(pred.shape, dtype = torch.uint8).to(self.device),
torch.zeros(pred.shape, dtype = torch.uint8).to(self.device)).sum().item()
class_correct[i] += correct_pixels
jaccard_or_pixels = torch.where(
pred.byte().eq(torch.ones(pred.shape, dtype = torch.uint8).to(self.device) * i)
| target.view_as(pred).byte().eq(torch.ones(pred.shape, dtype = torch.uint8).to(self.device) * i),
torch.ones(pred.shape, dtype = torch.uint8).to(self.device),
torch.zeros(pred.shape, dtype = torch.uint8).to(self.device)).sum().item()
class_jacard_or[i] += jaccard_or_pixels
get_per_class_loss(loss, target, loss_vec)
loss = torch.sum(loss_vec)
self.model.train_stats.per_class_loss.append(loss_vec)
sum_loss += loss.item()
loss.backward() # take loss object and calculate gradient; updates optimizer
self.optimizer.step() # update model parameters with loss gradient
#update per-class accuracies
get_per_class_accuracy(pred, target, self.model.train_stats.confusion)
if batch_idx % self.log_spacing == 0:
self.model.train_stats.per_class_accuracy.append(np.diagonal(self.model.train_stats.confusion).copy())
print("Loss Vec: {}".format(loss_vec))
self.print_log(class_correct, class_jacard_or, sum_loss, batch_idx + 1, self.train_loader.batch_size,
"Training Set", self.per_class, self.model.train_stats.confusion)
if batch_idx % self.save_spacing == 0:
print('Saving Model to: ' + str(self.model.save_dir))
self.model.save()
def main():
"""A multi-thread tool to crop sub imags."""
# input_folder = '/mnt/SSD/xtwang/BasicSR_datasets/DIV2K800/DIV2K800'
# save_folder = '/mnt/SSD/xtwang/BasicSR_datasets/DIV2K800/DIV2K800_sub'
input_sources = {
'pristine': '/data/deva/pristine_dataset',
# 'OST': '/data/deva/OutdoorSceneTrain_v2',
#'Flickr2k_HR': '/data/deva/Flickr2K/Flickr2K_HR',
}
save_folder = Path('/home/deva/pristine_dataset_train_HR_crop_128')
n_thread = 20
crop_sz = 128
step = 64
thres_sz = 48
compression_level = 0 # 3 is the default value in cv2
# CV_IMWRITE_PNG_COMPRESSION from 0 to 9. A higher value means a smaller size and longer
# compression time. If read raw images during training, use 0 for faster IO speed.
image_list = []
for input_src in input_sources:
print(f"[INFO] {input_src}")
dir_path = Path(input_sources[input_src])
if not dir_path.is_dir():
print(f"[ERROR] {dir_path} does not exists")
continue
for ext in ALLOWED_EXT:
path_list = list(dir_path.glob(f"**/*{ext}"))
print(
f"[INFO] found {len(path_list)} file in {dir_path} with {ext} extension"
)
for image_path in path_list:
image_list.append((input_src, image_path))
# image_list = image_list[:10]
print(f"[INFO] initiating processing of {len(image_list)} images")
save_folder.mkdir(exist_ok=True, parents=True)
def update(arg):
pbar.update(arg)
'''
pbar = ProgressBar(len(img_list))
pool = Pool(n_thread)
for path in img_list:
pool.apply_async(worker,
args=(path, save_folder, crop_sz, step, thres_sz, compression_level),
callback=update)
pool.close()
pool.join()
print('All subprocesses done.')
'''
pbar = ProgressBar(len(image_list))
pool = Pool(n_thread)
for img_src in image_list:
A = worker(img_src, save_folder, crop_sz, step, thres_sz,
compression_level)
update(A)
print('All subprocesses done.')
def simulate(strategy_name, portfolio, start_date, end_date, output="~/.quant/simulation.h5", strategy_params="{}"):
"""A simple simulator that simulates a strategy that only makes
decisions at closing. Only BUY and SELL orders are supported. Orders
are only good for the next day.
A price type of MARKET is executed at the open price the next day.
A price type of MARKET_ON_CLOSE is executed at the close price the next day.
A price type of LIMIT will be executed at the LIMIT price the next day if LIMIT
is between the low and high prices of the day.
A price type of STOP will be executed at the STOP price the next day if STOP
is between the low and high prices of the day.
A price type of STOP_LIMIT will be executed at the LIMIT price the next day if STOP
is between the low and high prices of the day.
"""
outputFile = openOutputFile(output)
# Get some of the tables from the output file
order_tbl = outputFile.getNode("/Orders")
postion_tbl = outputFile.getNode("/Position")
performance_tbl = outputFile.getNode("/Performance")
start_date = datetime.datetime.strptime(start_date, "%Y-%m-%d")
end_date = datetime.datetime.strptime(end_date, "%Y-%m-%d")
# Start the simulation at closing of the previous trading day
now = getPrevTradingDay(start_date)
try:
position = initialize_position(portfolio, now)
# Pre-cache some info to make the simulation faster
ticker = MARKET["^DJI"].updateHistory(start_date, end_date)
for symbol in position.keys():
if symbol != '$':
MARKET[symbol].updateHistory(start=start_date, end=end_date)
days = (end_date - start_date).days
# Initialize the strategy
params = yaml.load(strategy_params)
strategy_clazz = load_strategy(strategy_name)
strategy = strategy_clazz(start_date, end_date, position, MARKET, params, outputFile)
p = ProgressBar(maxValue=days, totalWidth=80)
print "Starting Simulation"
while now <= end_date:
# Write the initial position to the database
write_position(postion_tbl, position, now)
write_performance(performance_tbl, position, now)
# Remember 'now' is after closing, so the strategy
# can use any information from 'now' or earlier
orders = strategy.evaluate(now, position, MARKET)
# Go to the next day to evalute the orders
now += ONE_DAY
while not isTradingDay(now):
now += ONE_DAY
p.performWork(1)
continue
# Execute orders
execute_orders(order_tbl, position, now, orders)
# Flush the data to disk
outputFile.flush()
p.performWork(1)
print p, '\r',
p.updateAmount(p.max)
print p, '\r',
print '\n' # End the progress bar here before calling finalize
orders = strategy.finalize()
finally:
outputFile.close()
def objective(arguments):
"""
Main Pipeline for training and cross-validation. ToDo - Testing will be done separately in test.py.
"""
""" Setup result directory and enable logging to file in it """
outdir = make_results_dir(arguments)
logger.init(outdir, logging.INFO)
logger.info('Arguments:\n{}'.format(pformat(arguments)))
""" Initialize Tensorboard """
tensorboard_writer = initialize_tensorboard(outdir)
""" Set random seed throughout python, pytorch and numpy """
logger.info('Using Random Seed value as: %d' % arguments['random_seed'])
torch.manual_seed(
arguments['random_seed']) # Set for pytorch, used for cuda as well.
random.seed(arguments['random_seed']) # Set for python
np.random.seed(arguments['random_seed']) # Set for numpy
""" Set device - cpu or gpu """
device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
logger.info(f'Using device - {device}')
""" Load Model with weights(if available) """
model: torch.nn.Module = get_model(arguments.get('model_args')).to(device)
""" Create loss function """
criterion = create_loss(arguments['loss_args'])
""" Create optimizer """
optimizer = create_optimizer(model.parameters(),
arguments['optimizer_args'])
""" Load parameters for the Dataset """
dataset: BaseDataset = create_dataset(arguments['dataset_args'],
arguments['train_data_args'],
arguments['val_data_args'])
""" Generate all callbacks """
callbacks: List[Callbacks] = generate_callbacks(arguments, dataset, device,
outdir)
""" Debug the inputs to model and save graph to tensorboard """
dataset.debug()
dummy_input = (torch.rand(
1,
arguments['dataset_args']['name'].value['channels'],
*arguments['dataset_args']['name'].value['image_size'],
)).to(device)
tensorboard_writer.save_graph(model, dummy_input)
""" Pipeline - loop over the dataset multiple times """
max_validation_accuracy = 0
itr = 0
best_model_path = None
delete_old_models = True
run_callbacks(callbacks,
model=model,
optimizer=optimizer,
mode=CallbackMode.ON_TRAIN_BEGIN)
for epoch in range(arguments['nb_epochs']):
""" Train the model """
train_data_args = arguments['train_data_args']
if train_data_args['to_train']:
train_dataloader = dataset.train_dataloader
progress_bar = ProgressBar(
target=len(train_dataloader),
clear=True,
description=f"Training {epoch + 1}/{arguments['nb_epochs']}: ")
loss_running_average = RunningAverage()
run_callbacks(callbacks,
model=model,
optimizer=optimizer,
mode=CallbackMode.ON_EPOCH_BEGIN,
epoch=epoch)
model.train()
for i, data in enumerate(train_dataloader, 0):
# get the inputs
inputs, labels = data
inputs = inputs.to(device)
labels = labels.to(device)
# zero the parameter gradients
optimizer.zero_grad()
# Forward Pass
outputs = model(inputs)
classification_loss = criterion(outputs, labels)
tensorboard_writer.save_scalar('Classification_Loss',
classification_loss.item(), itr)
classification_loss.backward()
optimizer.step()
# Compute running loss. Not exact but efficient.
running_loss = loss_running_average.add_new_sample(
classification_loss.item())
progress_bar.update(i + 1, [
('current loss', classification_loss.item()),
('running loss', running_loss),
])
tensorboard_writer.save_scalar('Training_Loss',
classification_loss, itr)
itr += 1
# Callbacks ON_EPOCH_END should be run only when training is enabled. Thus call here.
run_callbacks(callbacks,
model=model,
optimizer=optimizer,
mode=CallbackMode.ON_EPOCH_END,
epoch=epoch)
""" Validate the model """
val_data_args = arguments['val_data_args']
if val_data_args['validate_step_size'] > 0 and \
epoch % val_data_args['validate_step_size'] == 0:
correct, total = 0, 0
validation_dataloader = dataset.validation_dataloader
progress_bar = ProgressBar(
target=len(validation_dataloader),
clear=True,
description=f"Validating {epoch + 1}/{arguments['nb_epochs']}: "
)
model.eval()
with torch.no_grad():
for i, data in enumerate(validation_dataloader, 0):
inputs, labels = data
inputs = inputs.to(device)
labels = labels.to(device)
outputs = model(inputs)
_, predicted = torch.max(outputs.data, 1)
total += labels.size(0)
correct += (predicted == labels).sum().item()
progress_bar.update(i + 1, [
('Batch Accuracy', 100 * correct / total),
])
val_accuracy = 100 * correct / total
tensorboard_writer.save_scalar('Validation_Accuracy', val_accuracy,
itr)
logger.info(
f'Accuracy of the network on the {dataset.get_val_dataset_size} validation images: {val_accuracy} %%'
)
""" Save Model """
if val_accuracy > max_validation_accuracy:
if delete_old_models and best_model_path:
delete_old_file(best_model_path)
best_model_path = os.path.join(
outdir,
f'epoch_{epoch:04}-model-val_accuracy_{val_accuracy}.pth')
torch.save(model.state_dict(), best_model_path)
max_validation_accuracy = val_accuracy
tensorboard_writer.flush()
# Exit loop if training not needed
if not train_data_args['to_train']:
break
run_callbacks(callbacks,
model=model,
optimizer=optimizer,
mode=CallbackMode.ON_TRAIN_END)
logger.info('Finished Training')
close_tensorboard()
logger.info(f'Max Validation accuracy is {max_validation_accuracy}')
return max_validation_accuracy # Return in case later u wanna add hyperopt.
