Edit path handling and continue supervised

models/model_0/config.json

@@ -0,0 +1,14 @@
+{
+  "network_config": {
+    "module_list": [
+      {"name": "Conv1d", "kwargs": {"in_channels": 9, "out_channels": 32, "kernel_size": 3}},
+      {"name": "ReLU"},
+      {"name": "Conv1d", "kwargs": {"in_channels": 32, "out_channels": 16, "kernel_size": 3}},
+      {"name": "ReLU"},
+      {"name": "Conv1d", "kwargs": {"in_channels": 16, "out_channels": 9, "kernel_size": 3}},
+      {"name": "ReLU"},
+      {"name": "View",    "kwargs": {"shape": [-1, 396]}},
+      {"name": "Linear", "kwargs": {"in_features": 396, "out_features": 9}}
+    ]
+  }
+}

portfolio_management/database/manager.py

@@ -21,7 +21,6 @@ from portfolio_management.database.retrieve import get_interval_id
 from portfolio_management.database.utilities import session_scope
 from portfolio_management.database.utilities import get_engine_url
 from portfolio_management.database.utilities import try_insert
-from portfolio_management.database.utilities import get_path_database
 from portfolio_management.database.utilities import silent_bulk_insert
 import portfolio_management.paths as p
 
@@ -34,16 +33,11 @@ class Manager:
             echo: bool = False,
             reset_tables: bool = False,
     ):
-        if isinstance(folder_path, str):
-            self.folder_path = Path(folder_path)
-        else:
-            self.folder_path = p.databases_folder_path
-
         self.database_name = database_name
+        self.folder_path = p.get_databases_folder_path(folder_path)
+        create_folders(self.folder_path)
 
-        create_folders(get_path_database(str(self.folder_path), self.database_name).parent)  # todo need to support path
-
-        self.engine_url = get_engine_url(str(self.folder_path), self.database_name)  # todo need to support path
+        self.engine_url = get_engine_url(str(self.folder_path), self.database_name)
         self.engine = create_engine(self.engine_url, echo=echo)
         self.Session = sessionmaker(bind=self.engine)
 
@@ -75,14 +69,14 @@ class Manager:
             )
 
         config = {
-            "folder_path": self.folder_path,
+            "folder_path": str(self.folder_path),
             "database_name": self.database_name,
             "symbol_list": symbol_list,
             "interval": interval,
             "start": start,
             "end": end,
         }
-        path_yaml_file = Path(self.folder_path).joinpath(self.database_name).with_suffix('.yaml')
+        path_yaml_file = self.folder_path.joinpath(self.database_name).with_suffix('.yaml')
         write_yaml(path_yaml_file=path_yaml_file, dictionary=config)
         print('Config saved')
 

portfolio_management/database/retrieve.py

@@ -81,7 +81,7 @@ def get_dataset(
         float_32: bool = True
 ) -> xr.Dataset:
 
-    databases_folder_path = folder_path or p.databases_folder_path
+    databases_folder_path = p.get_databases_folder_path(folder_path)
 
     with session_scope(
             get_sessionmaker(str(databases_folder_path), database_name, echo),

portfolio_management/environment/data.py

@@ -1,17 +1,23 @@
 from pathlib import Path
+from typing import Union
+from typing import Optional
+
+import portfolio_management.paths as p
 from portfolio_management.io_utilities import pickle_load
 from portfolio_management.database.retrieve import get_dataset as _get_dataset
 
 
 def get_dataset(
         name: str,
-        databases_folder_path: Path,
-        datasets_folder_path: Path
+        databases_folder_path: Optional[Union[str, Path]] = None,
+        datasets_folder_path: Optional[Union[str, Path]] = None,
 ):
     try:
-        path = datasets_folder_path.joinpath(name).with_suffix('.pkl')
-        return pickle_load(path)
+        folder_path = p.get_datasets_folder_path(datasets_folder_path)
+        file_path = folder_path.joinpath(name).with_suffix('.pkl')
+        return pickle_load(file_path)
     except Exception as e:
         print(e)
 
-    return _get_dataset(folder_path=str(databases_folder_path), database_name=name)
+    path = p.get_databases_folder_path(databases_folder_path)
+    return _get_dataset(folder_path=str(path), database_name=name)

portfolio_management/io_utilities.py

@@ -1,4 +1,5 @@
 import yaml
+import json
 import pickle
 from pathlib import Path
 
@@ -20,3 +21,13 @@ def create_folders(path: Path) -> None:
 def write_yaml(path_yaml_file: Path, dictionary: dict):
     with open(path_yaml_file, 'w') as f:
         yaml.dump(dictionary, f, sort_keys=False)
+
+
+def read_json_file(file_path) -> dict:
+    with open(file_path, 'r') as f:
+        return json.load(f)
+
+
+def write_json_file(file_path, data: dict) -> None:
+    with open(file_path, 'w') as f:
+        json.dump(data, f)

portfolio_management/paths.py

@@ -1,6 +1,29 @@
 from pathlib import Path
-
+from typing import Union
+from typing import Optional
 
 project_path = Path(__file__).parent.parent
 datasets_folder_path = project_path.joinpath('datasets')
 databases_folder_path = project_path.joinpath('databases')
+models_folder_path = project_path.joinpath('models')
+
+
+def _get_path(default_path: Path, path: Optional[Union[str, Path]] = None) -> Path:
+    if isinstance(path, str):
+        return Path(path)
+    elif isinstance(path, Path):
+        return path
+    else:
+        return default_path
+
+
+def get_datasets_folder_path(path: Optional[Union[str, Path]] = None) -> Path:
+    return _get_path(path, datasets_folder_path)
+
+
+def get_databases_folder_path(path: Optional[Union[str, Path]] = None) -> Path:
+    return _get_path(path, datasets_folder_path)
+
+
+def get_models_folder_path(path: Optional[Union[str, Path]] = None) -> Path:
+    return _get_path(path, models_folder_path)

portfolio_management/supervised/models.py

@@ -3,7 +3,7 @@ import torch.nn as nn
 
 
 class BasicModel(nn.Module):
-    def __init__(self, num_observations, num_properties: int = 10):
+    def __init__(self, num_observations, num_properties: int = 9):
         super(BasicModel, self).__init__()
         self.num_properties = num_properties
         self.num_observations = num_observations

scripts/run_supervised.py

@@ -0,0 +1,6 @@
+import os
+import sys
+scripts_directory_path = os.path.dirname(os.path.abspath(__file__))
+sys.path.insert(0, scripts_directory_path + '/../')
+
+# todo do training and testing loop

scripts/run_torchsummary.py

@@ -0,0 +1,20 @@
+from torchsummary import summary
+
+from portfolio_management.paths import get_models_folder_path
+from portfolio_management.io_utilities import read_json_file
+from portfolio_management.supervised.utilities import get_sequential
+from portfolio_management.soft_actor_critic.utilities import get_device
+
+
+if __name__ == '__main__':
+    model_name = 'model_0'
+
+    models_path = get_models_folder_path(None)
+    path_config = models_path.joinpath(model_name).joinpath('config.json')
+    json_config = read_json_file(path_config)
+
+    device = get_device()
+    sequential = get_sequential(json_config['network_config']['module_list']).to(device)
+
+    input_shape = tuple([9, 50])  # Channels * Number of Observations
+    summary(sequential, input_size=input_shape)