Files
ai-trade/modules/analysis/deep_learning.py

207 lines
7.7 KiB
Python

import torch
import torch.nn as nn
import numpy as np
from sklearn.preprocessing import MinMaxScaler
class Attention(nn.Module):
"""Attention Mechanism for LSTM"""
def __init__(self, hidden_size):
super(Attention, self).__init__()
self.hidden_size = hidden_size
self.attn = nn.Linear(hidden_size, 1)
def forward(self, lstm_output):
# lstm_output: [batch_size, seq_len, hidden_size]
# attn_weights: [batch_size, seq_len, 1]
attn_weights = torch.softmax(self.attn(lstm_output), dim=1)
# context: [batch_size, hidden_size]
context = torch.sum(attn_weights * lstm_output, dim=1)
return context, attn_weights
class AdvancedLSTM(nn.Module):
"""
[RTX 5070 Ti Optimized] High-Capacity LSTM with Attention
- Hidden Size: 512 (Rich Feature Extraction)
- Layers: 4 (Deep Reasoning)
- Attention: Focus on critical time steps
"""
def __init__(self, input_size=1, hidden_size=512, num_layers=4, output_size=1, dropout=0.3):
super(AdvancedLSTM, self).__init__()
self.hidden_size = hidden_size
self.num_layers = num_layers
self.lstm = nn.LSTM(input_size, hidden_size, num_layers,
batch_first=True, dropout=dropout)
self.attention = Attention(hidden_size)
self.fc = nn.Sequential(
nn.Linear(hidden_size, hidden_size // 2),
nn.ReLU(),
nn.Dropout(dropout),
nn.Linear(hidden_size // 2, hidden_size // 4),
nn.ReLU(),
nn.Linear(hidden_size // 4, output_size)
)
def forward(self, x):
# x: [batch, seq, feature]
h0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).to(x.device)
c0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).to(x.device)
# LSTM Output
lstm_out, _ = self.lstm(x, (h0, c0)) # [batch, seq, hidden]
# Attention Mechanism
context, _ = self.attention(lstm_out) # [batch, hidden]
# Final Prediction
out = self.fc(context)
return out
class PricePredictor:
"""
주가 예측을 위한 고성능 Deep Learning 모델 (RTX 5070 Ti Edition)
"""
def __init__(self):
self.scaler = MinMaxScaler(feature_range=(0, 1))
# [Hardware Spec] RTX 5070 Ti (16GB VRAM) 맞춤 설정
self.hidden_size = 512
self.num_layers = 4
self.model = AdvancedLSTM(input_size=1, hidden_size=self.hidden_size,
num_layers=self.num_layers, dropout=0.3)
self.criterion = nn.MSELoss()
# CUDA 설정
self.device = torch.device('cpu')
if torch.cuda.is_available():
try:
gpu_name = torch.cuda.get_device_name(0)
vram_gb = torch.cuda.get_device_properties(0).total_memory / 1024**3
# GPU 할당
self.device = torch.device('cuda')
self.model.to(self.device)
# Warm-up (컴파일 최적화 유도)
dummy = torch.zeros(1, 60, 1).to(self.device)
_ = self.model(dummy)
print(f"🚀 [AI] Powered by {gpu_name} ({vram_gb:.1f}GB) - High Performance Mode On")
except Exception as e:
print(f"⚠️ [AI] GPU Init Failed: {e}")
self.device = torch.device('cpu')
else:
print("⚠️ [AI] Running on CPU (Low Performance)")
# Optimizer 설정 (AdamW가 일반화 성능이 좀 더 좋음)
self.optimizer = torch.optim.AdamW(self.model.parameters(), lr=0.0005, weight_decay=1e-4)
# 학습 파라미터 강화
self.batch_size = 64
self.epochs = 200 # 충분한 학습
self.seq_length = 60 # 60일(약 3개월) 패턴 분석
self.training_status = {
"is_training": False,
"loss": 0.0
}
@staticmethod
def verify_hardware():
"""서버 시작 시 하드웨어 가속 여부 점검 및 로그 출력"""
if torch.cuda.is_available():
try:
gpu_name = torch.cuda.get_device_name(0)
vram_gb = torch.cuda.get_device_properties(0).total_memory / 1024**3
print(f"🚀 [AI Check] Hardware Detected: {gpu_name} ({vram_gb:.1f}GB VRAM)")
print(f" ✅ High Performance Mode is READY.")
return True
except Exception as e:
print(f"⚠️ [AI Check] GPU Error: {e}")
return False
else:
print("⚠️ [AI Check] No GPU Detected. Running in CPU Mode.")
return False
def train_and_predict(self, prices, forecast_days=1):
"""
Online Learning & Prediction
"""
# 데이터가 최소 시퀀스 길이 + 여유분보다 적으면 예측 불가
if len(prices) < (self.seq_length + 10):
return None
# 1. 데이터 전처리
data = np.array(prices).reshape(-1, 1)
scaled_data = self.scaler.fit_transform(data)
x_train, y_train = [], []
for i in range(len(scaled_data) - self.seq_length):
x_train.append(scaled_data[i:i+self.seq_length])
y_train.append(scaled_data[i+self.seq_length])
x_train_t = torch.FloatTensor(np.array(x_train)).to(self.device)
y_train_t = torch.FloatTensor(np.array(y_train)).to(self.device)
# 2. 학습
self.model.train()
self.training_status["is_training"] = True
dataset_size = len(x_train_t)
final_loss = 0.0
for epoch in range(self.epochs):
perm = torch.randperm(dataset_size).to(self.device)
x_shuffled = x_train_t[perm]
y_shuffled = y_train_t[perm]
epoch_loss = 0.0
steps = 0
for i in range(0, dataset_size, self.batch_size):
batch_x = x_shuffled[i:min(i+self.batch_size, dataset_size)]
batch_y = y_shuffled[i:min(i+self.batch_size, dataset_size)]
self.optimizer.zero_grad()
outputs = self.model(batch_x)
loss = self.criterion(outputs, batch_y)
loss.backward()
self.optimizer.step()
epoch_loss += loss.item()
steps += 1
final_loss = epoch_loss / max(1, steps)
self.training_status["is_training"] = False
self.training_status["loss"] = final_loss
# 3. 예측
self.model.eval()
with torch.no_grad():
last_seq = torch.FloatTensor(scaled_data[-self.seq_length:]).unsqueeze(0).to(self.device)
predicted_scaled = self.model(last_seq)
predicted_price = self.scaler.inverse_transform(predicted_scaled.cpu().numpy())[0][0]
current_price = prices[-1]
trend = "UP" if predicted_price > current_price else "DOWN"
change_rate = ((predicted_price - current_price) / current_price) * 100
# 신뢰도 점수 (Loss가 낮을수록 높음, 0~1)
# Loss가 0.001이면 0.99, 0.01이면 0.9 정도 나오게 조정
confidence = 1.0 / (1.0 + (final_loss * 100))
return {
"current": current_price,
"predicted": float(predicted_price),
"change_rate": round(change_rate, 2),
"trend": trend,
"loss": final_loss,
"confidence": round(confidence, 2)
}