def test_wave_net_bn(loader):
batch = next(iter(loader))
batch2 = copy.deepcopy(batch)
batch2["Prices"] = batch2["Prices"][50:, :]
batch2["Dividends"] = batch2["Dividends"][50:, :]
batch2["DayOfYear"] = batch2["DayOfYear"][50:, :]
batch2["Ticker"] = batch2["Ticker"][50:]
net = wave_net.WaveNet(loader.history_days, loader.features_description,
**NET_PARAMS)
net.eval()
l1, m1, s1 = net(batch)
l2, m2, s2 = net(batch2)
assert l1.shape == (100, 1, 3)
assert m1.shape == (100, 1, 3)
assert s1.shape == (100, 1, 3)
assert l2.shape == (50, 1, 3)
assert m2.shape == (50, 1, 3)
assert s2.shape == (50, 1, 3)
assert l2.allclose(l1[50:, :])
assert m2.allclose(m1[50:, :])
assert s2.allclose(s1[50:, :])
def test_dist(loader):
batch = next(iter(loader))
net = wave_net.WaveNet(loader.history_days, loader.features_description,
**NET_PARAMS)
dist = net.dist(batch)
assert isinstance(dist, distributions.MixtureSameFamily)
assert dist.mean.shape == (100, 1)
assert dist.variance.shape == (100, 1)
llh = dist.log_prob(batch["Label"] + torch.tensor(1.0))
assert llh.shape == (100, 1)
def test_wave_net_no_embedding(loader_no_emb):
batch = next(iter(loader_no_emb))
batch2 = copy.deepcopy(batch)
batch2["Prices"] = batch2["Prices"][60:, :]
batch2["Dividends"] = batch2["Dividends"][60:, :]
net = wave_net.WaveNet(loader_no_emb.features_description, **NET_PARAMS)
net.eval()
m1, s1 = net(batch)
m2, s2 = net(batch2)
assert m1.shape == (100, 1)
assert s1.shape == (100, 1)
assert m2.shape == (40, 1)
assert s2.shape == (40, 1)
assert m2.allclose(m1[60:, :])
assert s2.allclose(s1[60:, :])
def test_wave_net_no_bn(loader):
batch = next(iter(loader))
batch2 = copy.deepcopy(batch)
batch2["Prices"] = batch2["Prices"][:40, :]
batch2["Dividends"] = batch2["Dividends"][:40, :]
batch2["DayOfYear"] = batch2["DayOfYear"][:40, :]
batch2["Ticker"] = batch2["Ticker"][:40]
NET_PARAMS["start_bn"] = False
net = wave_net.WaveNet(loader.features_description, **NET_PARAMS)
m1, s1 = net(batch)
m2, s2 = net(batch2)
assert m1.shape == (100, 1)
assert s1.shape == (100, 1)
assert m2.shape == (40, 1)
assert s2.shape == (40, 1)
assert m2.allclose(m1[:40, :])
assert s2.allclose(s1[:40, :])