QNNs for Stock Price Trend Prediction background cover

QNNs for Stock Price Trend Prediction

Develop quantum neural network models using PyTorch to predict stock price trends based on limit order book data.

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Hasarindu Perera
hasarinduperera

2

Posted

No data_train.npy and data_test.npy in my BenchmarkDatasets folder

I’m following the instructions that say:
dataset_type = "train"
dataset = FIDataset(dataset_type)
to train the model on the train dataset. However, the code for FIDataset actually requires:
FIDataset(
    dataset_type: str,
    dataset_path: str | Path,
    ...
)
so if I only pass dataset_type, I get a TypeError because dataset_path is missing.
Additionally, my BenchmarkDatasets folder does not contain any file named data_train.npy. Instead, I see files like Train_Dst_NoAuction_ZScore_CF_7.txt and so on. The FIDataset script specifically looks for a file named data_train.npy (or data_test.npy, etc.).
FileNotFoundError: [Errno 2] No such file or directory: 'BenchmarkDatasets/data_train.npy'
How I can handle the missing data_train.npy? Is there a step I’m missing to generate them?
Any guidance or suggestions would be a huge help. Thank you!

Order by:

Antoine Chauvin

3

Posted by antoine

Thank you for helping us spot this bug! Here is how you can load the FI dataset:
dataset = FIDataset(dataset_type, ".aqora/data/data")
We will update soon the use-case sources so it can be more easily used in the future!

Jannes Stubbemann

1

Posted by stubbi

@hasarinduperera can you confirm this to be working for you?

Jannes Stubbemann

1

Posted by stubbi

@hasarinduperera I see you have just made a submission. Could you make it work?

Hasarindu Perera

1

Posted by hasarinduperera

No, actually I just tried submitting the dummy model. Now I am trying to train a model but could not because I am getting the above error. Do I need to train the model in the same notebook, and test it out using aqora test?

Hasarindu Perera

1

Posted by hasarinduperera

Tried editing the same notebook for training, and submitting trough aqora test. Getting the same error.
Screenshot from 2025-01-12 16-07-36.png

Jannes Stubbemann

1

Posted by stubbi

@antoine could you also check this one, please? 🙏

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