Merge pull request #18 from gianlucamazza/develop

cleanup

.editorconfig

@@ -0,0 +1,9 @@
+root = true
+
+[*]
+indent_style = space
+indent_size = 4
+end_of_line = lf
+charset = utf-8
+trim_trailing_whitespace = true
+insert_final_newline = true

.flake8

@@ -0,0 +1,17 @@
+[flake8]
+max-line-length = 88
+extend-ignore = E203, E266, E501, W503, W293, E302
+max-complexity = 18
+select = B,C,E,F,W,T4,B9
+exclude =
+    .git,
+    __pycache__,
+    docs/source/conf.py,
+    old,
+    build,
+    dist,
+    venv
+
+per-file-ignores =
+    # imported but unused
+    __init__.py: F401

.github/workflows/python-code-quality.yml

@@ -0,0 +1,25 @@
+name: Python Code Quality
+
+on:
+    push:
+        branches: [main, develop]
+    pull_request:
+        branches: [main, develop]
+
+jobs:
+    code-quality:
+        runs-on: ubuntu-latest
+        steps:
+            - uses: actions/checkout@v2
+            - name: Set up Python
+              uses: actions/setup-python@v2
+              with:
+                  python-version: "3.x"
+            - name: Install dependencies
+              run: |
+                  python -m pip install --upgrade pip
+                  pip install flake8 black
+            - name: Run Flake8
+              run: flake8 src tests
+            - name: Run Black
+              run: black --check src tests

.gitignore

@@ -20,6 +20,9 @@ src/__pycache__/
 src/*.egg-info/
 build/
 
+# Distribution / packaging
+node_modules/
+
 # virtualenv
 venv/
 

.pre-commit-config.yaml

@@ -0,0 +1,13 @@
+repos:
+    - repo: https://github.com/pre-commit/mirrors-prettier
+      rev: "v4.0.0-alpha.8"
+      hooks:
+          - id: prettier
+    - repo: https://github.com/psf/black
+      rev: 24.8.0
+      hooks:
+          - id: black
+    - repo: https://github.com/pycqa/flake8
+      rev: 7.1.1
+      hooks:
+          - id: flake8

config.json

@@ -11,11 +11,7 @@
             "SMA_50": 50,
             "SMA_200": 200,
             "EMA": 20,
-            "MACD": [
-                12,
-                26,
-                9
-            ],
+            "MACD": [12, 26, 9],
             "RSI": 14,
             "Bollinger": 20,
             "ATR": 14,
@@ -30,16 +26,8 @@
                 "window3": 52
             }
         },
-        "targets": [
-            "Open",
-            "High",
-            "Low",
-            "Close",
-            "Volume"
-        ],
-        "disabled_features": [
-            "Adj Close"
-        ],
+        "targets": ["Open", "High", "Low", "Close", "Volume"],
+        "disabled_features": ["Adj Close"],
         "all_features": [
             "SMA_50",
             "SMA_200",
@@ -71,19 +59,15 @@
             "PSAR_Up",
             "PSAR_Down"
         ],
-        "selected_features": [
-            "MACD",
-            "SMA_200",
-            "EMA"
-        ]
+        "selected_features": ["MACD", "SMA_200", "EMA"]
     },
     "model_settings": {
         "hidden_size": 391,
         "num_layers": 1,
         "dropout": 0.012239709228895848,
         "learning_rate": 0.00020025239898961104,
         "fc_output_size": 5,
-        "weight_decay": 8.99288758616325e-05,
+        "weight_decay": 8.99288758616325e-5,
         "clip_value": 3.974825341474775,
         "batch_size": 20,
         "sequence_length": 16
@@ -93,6 +77,7 @@
         "look_forward": 30,
         "epochs": 150,
         "model_dir": "models",
+        "plot_dir": "plots",
         "use_time_series_split": true,
         "time_series_splits": 5,
         "max_lag": 5
@@ -108,4 +93,4 @@
         "trade_allocation": 0.1,
         "max_open_trades": 5
     }
-}
+}

pyproject.toml

@@ -1,3 +1,57 @@
 [build-system]
 requires = ["setuptools>=64", "wheel"]
 build-backend = "setuptools.build_meta"
+
+[tool.black]
+line-length = 79
+target-version = ['py38']
+include = '\.pyi?$'
+extend-exclude = '''
+/(
+  # directories
+  \.eggs
+  | \.git
+  | \.hg
+  | \.mypy_cache
+  | \.tox
+  | \.venv
+  | build
+  | dist
+  | node_modules
+  | data
+  | docs
+  | logs
+  | models
+  | png
+  | reports
+  | static
+)/
+'''
+
+[tool.isort]
+profile = "black"
+line_length = 79
+multi_line_output = 3
+include_trailing_comma = true
+force_grid_wrap = 0
+use_parentheses = true
+ensure_newline_before_comments = true
+
+[tool.pytest.ini_options]
+minversion = "6.0"
+addopts = "-ra -q"
+testpaths = [
+    "tests",
+]
+
+[tool.mypy]
+python_version = "3.8"
+warn_return_any = true
+warn_unused_configs = true
+ignore_missing_imports = true
+
+[tool.pylint.messages_control]
+disable = "C0330, C0326"
+
+[tool.pylint.format]
+max-line-length = "79"

requirements.txt

@@ -12,4 +12,7 @@ optuna
 onnxruntime
 onnx
 flask
-pytest
+pytest
+black
+flake8
+pre-commit

src/lstm_forecast/api/__init__.py

@@ -1,12 +1,13 @@
 from flask import Flask
 from .config import Config
-from flask import Flask
+
 
 def create_app(config_class=Config):
     app = Flask(__name__)
     app.config.from_object(config_class)
 
     from api.routes import main
+
     app.register_blueprint(main)
 
-    return app
+    return app

src/lstm_forecast/api/app.py

@@ -1,11 +1,6 @@
-import os
-import sys
-
-sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
-
 from api import create_app
 
 app = create_app()
 
-if __name__ == '__main__':
-    app.run(debug=True)
+if __name__ == "__main__":
+    app.run(debug=True)

src/lstm_forecast/api/config.py

@@ -1,6 +1,7 @@
 import os
 
+
 class Config:
-    MODEL_PATH = os.environ.get('MODEL_PATH') or 'models/best_model.onnx'
-    SECRET_KEY = os.environ.get('SECRET_KEY') or 'you-will-never-guess'
-    # Add other configuration variables as needed
+    MODEL_PATH = os.environ.get("MODEL_PATH") or "models/best_model.onnx"
+    SECRET_KEY = os.environ.get("SECRET_KEY") or "you-will-never-guess"
+    # Add other configuration variables as needed

src/lstm_forecast/api/models.py

@@ -1,15 +1,11 @@
-import os
-import sys
 import onnxruntime as ort
-import numpy as np
-
-sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
-
 from api.config import Config
 
+
 def load_model():
     return ort.InferenceSession(Config.MODEL_PATH)
 
+
 def make_prediction(model, data):
     ort_inputs = {model.get_inputs()[0].name: data}
-    return model.run(None, ort_inputs)[0]
+    return model.run(None, ort_inputs)[0]

src/lstm_forecast/api/routes.py

@@ -2,23 +2,25 @@
 from .utils import preprocess_data, postprocess_prediction
 from .models import load_model, make_prediction
 
-main = Blueprint('main', __name__)
+main = Blueprint("main", __name__)
 
-@main.route('/predict', methods=['POST'])
+
+@main.route("/predict", methods=["POST"])
 def predict():
     data = request.json
     if not data:
-        return jsonify({'error': 'No data provided'}), 400
+        return jsonify({"error": "No data provided"}), 400
 
     try:
         processed_data = preprocess_data(data)
         model = load_model()
         prediction = make_prediction(model, processed_data)
         result = postprocess_prediction(prediction)
-        return jsonify({'prediction': result})
+        return jsonify({"prediction": result})
     except Exception as e:
-        return jsonify({'error': str(e)}), 500
+        return jsonify({"error": str(e)}), 500
+
 
-@main.route('/health', methods=['GET'])
+@main.route("/health", methods=["GET"])
 def health_check():
-    return jsonify({'status': 'healthy'}), 200
+    return jsonify({"status": "healthy"}), 200