patrick-kidger/torchcde

Integration to pytorch lighting pipeline

Karlheinzniebuhr opened this issue · 1 comments

I'm trying to integrate torchcde to a BTC price prediction pipeline using pytorch lighting but I'm not able to figure out how to do it based on the examples provided.
The goal is to predict if the price will go up or down in the next interval and by how much. So the target variable is close

Scaled Data Example

minute hour day_of_week vol open high low close_change close
-1.000000 -0.391304 -0.666667 -0.992874 -0.635116 -0.657622 -0.621309 0.035182 -0.654171
-0.818182 -0.391304 -0.666667 -0.993615 -0.647342 -0.663678 -0.625783 0.014025 -0.658862
-0.636364 -0.391304 -0.666667 -0.997344 -0.652328 -0.668183 -0.625867 0.035498 -0.658792

Feel free to have a look at the complete pipeline
Any orientation to how to put things into place would be highly appreciated!

I'm afraid I'm not a user of PyTorch Lightning, so this isn't something I can help with. Good luck.