Update Q workflow

lib/trade_models/quant_transformer.py

@@ -41,8 +41,8 @@ class QuantTransformer(Model):
   def __init__(
     self,
     d_feat=6,
-    hidden_size=64,
-    num_layers=2,
+    hidden_size=48,
+    depth=5,
     dropout=0.0,
     n_epochs=200,
     lr=0.001,
@@ -62,7 +62,7 @@ class QuantTransformer(Model):
     # set hyper-parameters.
     self.d_feat = d_feat
     self.hidden_size = hidden_size
-    self.num_layers = num_layers
+    self.depth = depth
     self.dropout = dropout
     self.n_epochs = n_epochs
     self.lr = lr
@@ -79,7 +79,7 @@ class QuantTransformer(Model):
       "Transformer parameters setting:"
       "\nd_feat : {}"
       "\nhidden_size : {}"
-      "\nnum_layers : {}"
+      "\ndepth : {}"
       "\ndropout : {}"
       "\nn_epochs : {}"
       "\nlr : {}"
@@ -93,7 +93,7 @@ class QuantTransformer(Model):
       "\nseed : {}".format(
         d_feat,
         hidden_size,
-        num_layers,
+        depth,
         dropout,
         n_epochs,
         lr,
@@ -112,7 +112,9 @@ class QuantTransformer(Model):
       np.random.seed(self.seed)
       torch.manual_seed(self.seed)
 
-    self.model = TransformerModel(d_feat=self.d_feat)
+    self.model = TransformerModel(d_feat=self.d_feat,
+                                  embed_dim=self.hidden_size,
+                                  depth=self.depth)
     self.logger.info('model: {:}'.format(self.model))
     self.logger.info('model size: {:.3f} MB'.format(count_parameters_in_MB(self.model)))