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feat: rewrite ML utilities to Cython
Browse files- Makefile +2 -0
- diagram/cryptocurrency_prediction.ai +0 -0
- diagram/cryptocurrency_prediction.jpg +0 -0
- restful/cutils/build/lib.linux-x86_64-3.10/utilities.cpython-310-x86_64-linux-gnu.so +0 -0
- restful/cutils/build/temp.linux-x86_64-3.10/utilities.o +0 -0
- restful/cutils/setup.py +9 -0
- restful/cutils/utilities.c +0 -0
- restful/cutils/utilities.cpython-310-x86_64-linux-gnu.so +0 -0
- restful/cutils/utilities.pyx +56 -0
- restful/services.py +1 -1
Makefile
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cutils:
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cd restful/cutils && python setup.py build_ext --inplace && cd ../..
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diagram/cryptocurrency_prediction.ai
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diagram/cryptocurrency_prediction.jpg
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restful/cutils/build/lib.linux-x86_64-3.10/utilities.cpython-310-x86_64-linux-gnu.so
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Binary file (360 kB). View file
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restful/cutils/build/temp.linux-x86_64-3.10/utilities.o
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restful/cutils/setup.py
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from setuptools import setup
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from Cython.Build import cythonize
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import numpy
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setup(
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ext_modules=cythonize("utilities.pyx"),
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include_dirs=[numpy.get_include()]
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)
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restful/cutils/utilities.c
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restful/cutils/utilities.cpython-310-x86_64-linux-gnu.so
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restful/cutils/utilities.pyx
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import os
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from joblib import load
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from numpy import append, expand_dims
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from pandas import read_json, to_datetime, Timedelta
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from tensorflow.keras.models import load_model
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import cython
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cdef class Utilities:
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async def cryptocurrency_prediction_utils(self,
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int days, int sequence_length, str model_name) -> tuple:
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cdef str model_path = os.path.join('./models', f'{model_name}.keras')
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model = load_model(model_path)
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cdef str dataframe_path = os.path.join('./posttrained', f'{model_name}-posttrained.json')
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dataframe = read_json(dataframe_path)
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dataframe.set_index('Date', inplace=True)
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minmax_scaler = load(os.path.join('./pickles', f'{model_name}_minmax_scaler.pickle'))
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standard_scaler = load(os.path.join('./pickles', f'{model_name}_standard_scaler.pickle'))
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# Prediction
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lst_seq = dataframe[-sequence_length:].values
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lst_seq = expand_dims(lst_seq, axis=0)
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cdef dict predicted_prices = {}
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last_date = to_datetime(dataframe.index[-1])
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for _ in range(days):
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predicted_price = model.predict(lst_seq)
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last_date = last_date + Timedelta(days=1)
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predicted_prices[last_date] = minmax_scaler.inverse_transform(predicted_price)
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predicted_prices[last_date] = standard_scaler.inverse_transform(predicted_prices[last_date])
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lst_seq = append(lst_seq[:, 1:, :], [predicted_price], axis=1)
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predictions = [
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{'date': date.strftime('%Y-%m-%d'), 'price': float(price)} \
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for date, price in predicted_prices.items()
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]
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# Actual
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df_date = dataframe.index[-sequence_length:].values
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df_date = [to_datetime(date) for date in df_date]
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dataframe[['Close']] = minmax_scaler.inverse_transform(dataframe)
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dataframe[['Close']] = standard_scaler.inverse_transform(dataframe)
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df_close = dataframe.iloc[-sequence_length:]['Close'].values
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actuals = [
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{'date': date.strftime('%Y-%m-%d'), 'price': close} \
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for date, close in zip(df_date, df_close)
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]
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return actuals, predictions
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restful/services.py
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from restful.utilities import Utilities
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from restful.schemas import CryptocurrencyPredictionSchema
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class cryptocurrency_svc:
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from restful.cutils.utilities import Utilities
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from restful.schemas import CryptocurrencyPredictionSchema
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class cryptocurrency_svc:
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