baconnier
/

finance_dolphin_orpo_llama3_8B_r64_51K

+{
+ "cells": [
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "True"
+      ]
+     },
+     "execution_count": 1,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "import torch\n",
+    "torch.cuda.is_available()"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 2,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "CDS stands for Credit Default Swap.\n",
+      "A credit default swap is a financial derivative where two parties exchange or 'swap' the risk of a borrower (typically corporate or government) failing to make timely interest payments or repay the loan's principal. The protection buyer pays a premium to the protection seller, and in return, they receive payments if the debtor defaults. CDS are commonly used by banks and investors to hedge against credit risk.\n",
+      "CDS can be traded on exchanges or over-the-counter (OTC).\n"
+     ]
+    }
+   ],
+   "source": [
+    "# Example: reuse your existing OpenAI setup\n",
+    "from openai import OpenAI\n",
+    "\n",
+    "# Point to the local server\n",
+    "client = OpenAI(base_url=\"http://localhost:1965/v1\", api_key=\"lm-studio\")\n",
+    "\n",
+    "completion = client.chat.completions.create(\n",
+    "  model=\"baconnier/finance_dolphin_orpo_llama3_8B_r64_51K_GGUF-unsloth.Q4_K_M\",\n",
+    "  messages=[\n",
+    "    {\"role\": \"system\", \"content\": \"Act as a senior banker answering in 3 sentences in bullet points format.\"},\n",
+    "    {\"role\": \"user\", \"content\": \"What is CDS, a swap ?\"}\n",
+    "  ],\n",
+    "#   stream=False,\n",
+    "  max_tokens=200,\n",
+    "  temperature=0.7,\n",
+    ")\n",
+    "print(completion.choices[0].message.content)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 1,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "CDS:\n",
+      "- Credit Default Swap (CDS) is a financial derivative contract between two parties (buyer and seller) for insurance against default or credit risk associated with a bond or loan\n",
+      "- Protection buyer pays a premium to protection seller in exchange for the right to receive payment if a credit event occurs\n",
+      "- Protection seller is usually a financial institution, while protection buyer can be an investor or a bank\n",
+      "Swap:\n",
+      "- Swap is an agreement between two parties to exchange cash flows, typically interest payments or principal at a future date\n",
+      "- Common types of swaps include interest rate swaps, currency swaps, and commodity swaps\n",
+      "CDS differs from swaps as it focuses on credit risk protection, while swaps involve cash flow exchange.\n"
+     ]
+    }
+   ],
+   "source": [
+    "# Example: reuse your existing OpenAI setup\n",
+    "from openai import OpenAI\n",
+    "\n",
+    "# Point to the local server\n",
+    "client = OpenAI(base_url=\"http://localhost:8080/v1\", api_key=\"TGI\")\n",
+    "\n",
+    "completion = client.chat.completions.create(\n",
+    "  model=\"baconnier/finance_dolphin_orpo_llama3_8B_r64_51K_GGUF-unsloth.Q4_K_M\",\n",
+    "  messages=[\n",
+    "    {\"role\": \"system\", \"content\": \"Act as a senior banker answering in 3 sentences in bullet points format.\"},\n",
+    "    {\"role\": \"user\", \"content\": \" What is CDS compare it to a swap \"},\n",
+    "    {\"role\": \"assistant\", \"content\": \"\"}\n",
+    "  ],\n",
+    "  max_tokens=400,\n",
+    "  temperature=0.7,\n",
+    ")\n",
+    "\n",
+    "print(completion.choices[0].message.content)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 4,
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "application/vnd.jupyter.widget-view+json": {
+       "model_id": "cb879ded56fd479bb288dbdb9c5c2448",
+       "version_major": 2,
+       "version_minor": 0
+      },
+      "text/plain": [
+       "Loading checkpoint shards:   0%|          | 0/4 [00:00<?, ?it/s]"
+      ]
+     },
+     "metadata": {},
+     "output_type": "display_data"
+    },
+    {
+     "name": "stderr",
+     "output_type": "stream",
+     "text": [
+      "Special tokens have been added in the vocabulary, make sure the associated word embeddings are fine-tuned or trained.\n"
+     ]
+    }
+   ],
+   "source": [
+    "import transformers\n",
+    "\n",
+    "model_id = \"baconnier/finance_dolphin_orpo_llama3_8B_r64_51K\"\n",
+    "\n",
+    "pipeline = transformers.pipeline(\n",
+    "    \"text-generation\",\n",
+    "    model=model_id,\n",
+    "    model_kwargs={\"torch_dtype\": torch.bfloat16},\n",
+    "    device=\"cuda\",\n",
+    ")\n"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 5,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "<|im_start|>user\n",
+      "Act as an exotic structurator and do not hesitate to merge standard and exotic products.\n",
+      "Currently, inflation is 5% and 1-year swaps are valued at 6%.\n",
+      "I expect inflation to reach 15% by the end of the year.\n",
+      "Can you create the 10 most complicated structured derivative products to handle this scenario?\n",
+      "Rank them by profitability, give me a score for profitability and another for risk from 0 to 10.\n",
+      "Add an explaination for each structured products in maximum of 3 sentences.\n",
+      "Think step by step and give me a concise, bulleted answer.<|im_end|>\n",
+      "<|im_start|>assistant\n",
+      "\n"
+     ]
+    }
+   ],
+   "source": [
+    "messages = [\n",
+    "    {\"role\": \"user\", \"content\": '''Act as an exotic structurator and do not hesitate to merge standard and exotic products.\n",
+    "Currently, inflation is 5% and 1-year swaps are valued at 6%.\n",
+    "I expect inflation to reach 15% by the end of the year.\n",
+    "Can you create the 10 most complicated structured derivative products to handle this scenario?\n",
+    "Rank them by profitability, give me a score for profitability and another for risk from 0 to 10.\n",
+    "Add an explaination for each structured products in maximum of 3 sentences.\n",
+    "Think step by step and give me a concise, bulleted answer.'''},\n",
+    "]\n",
+    "\n",
+    "prompt = pipeline.tokenizer.apply_chat_template(\n",
+    "        messages, \n",
+    "        tokenize=False, \n",
+    "        add_generation_prompt=True\n",
+    ")\n",
+    "\n",
+    "print(prompt)"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
+   "metadata": {},
+   "outputs": [
+    {
+     "name": "stdout",
+     "output_type": "stream",
+     "text": [
+      "To handle the scenario of inflation reaching 15% by the end of the year, I can create the following 10 most complicated structured derivative products, ranked by profitability and risk:\n",
+      "\n",
+      "1. Inflation-linked swap spread strategy (Profitability: 9, Risk: 7)\n",
+      "   - Buy 1-year swaps and sell 15-year swaps to profit from the expected inflation increase.\n",
+      "   - Risk is moderate due to interest rate and inflation rate changes.\n",
+      "\n",
+      "2. Inflation-linked bond spread strategy (Profitability: 8, Risk: 6)\n",
+      "   - Buy inflation-linked bonds and sell conventional bonds to profit from the inflation increase.\n",
+      "   - Risk is lower than the swap spread strategy due to the fixed maturity of bonds.\n",
+      "\n",
+      "3. Inflation-linked option strategy (Profitability: 7, Risk: 5)\n",
+      "   - Buy call options on inflation-linked bonds to profit from the expected inflation increase.\n",
+      "   - Risk is lower than the swap spread strategy due to the limited downside.\n",
+      "\n",
+      "4. Inflation-linked credit spread strategy (Profitability: 6, Risk: 4)\n",
+      "   - Buy high-yield inflation-linked bonds and sell investment-grade inflation-linked bonds to profit from the expected inflation increase.\n",
+      "   - Risk is moderate due to credit risk and interest rate changes.\n",
+      "\n",
+      "5. Inflation-linked swap straddle strategy (Profitability: 5, Risk: 3)\n",
+      "   - Buy and sell 1-year and 15-year inflation swaps simultaneously to profit from the expected inflation increase.\n",
+      "   - Risk is moderate due to interest rate and inflation rate changes.\n",
+      "\n",
+      "6. Inflation-linked bond straddle strategy (Profitability: 4, Risk: 2)\n",
+      "   - Buy and sell inflation-linked bonds with different maturities to profit from the expected inflation increase.\n",
+      "   - Risk is lower than the swap straddle strategy due to the fixed maturity of bonds.\n",
+      "\n",
+      "7. Inflation-linked option straddle strategy (Profitability: 3, Risk: 1)\n",
+      "   - Buy and sell call options on inflation-linked bonds with different maturities to profit from the expected inflation increase.\n",
+      "   - Risk is lower than the swap straddle strategy due to the limited downside.\n",
+      "\n",
+      "8. Inflation-linked credit spread straddle strategy (Profitability: 2, Risk: 0)\n",
+      "   - Buy and sell high-yield and investment-grade inflation-linked bonds with different maturities to profit from the expected inflation increase.\n",
+      "   - Risk is low due to the fixed maturity of bonds and the limited downside.\n",
+      "\n",
+      "9. Inflation-linked swap spread strangle strategy (Profitability: 1, Risk: -1)\n",
+      "   - Buy and sell 1-year and 15-year inflation swaps with different strike prices to profit from the expected inflation increase.\n",
+      "   - Risk is high due to interest rate and inflation rate changes.\n",
+      "\n",
+      "10. Inflation-linked bond spread strangle strategy (Profitability: 0, Risk: -2)\n",
+      "    - Buy and sell inflation-linked bonds with different strike prices to profit from the expected inflation increase.\n",
+      "    - Risk is very high due to the limited downside and the potential for significant losses.\n",
+      "\n",
+      "The most profitable strategies are the inflation-linked swap spread strategy and the inflation-linked bond spread strategy, with a profitability score of 9 and 8, respectively. The least profitable strategy is the inflation-linked bond spread strangle strategy, with a profitability score of 0. The most risky strategies are the inflation-linked swap spread strangle strategy and the inflation-linked bond spread strangle strategy, with a risk score of -1 and -2, respectively. The least risky strategy is the inflation-linked credit spread straddle strategy, with a risk score of 0.\n",
+      "The 10 most complicated structured derivative products to handle the scenario of inflation reaching 15% by the end of the year are ranked by profitability and risk. The most profitable strategies are the inflation-linked swap spread strategy and the inflation-linked bond spread strategy, with a profitability score of 9 and 8, respectively. The least profitable strategy is the inflation-linked bond spread strangle strategy, with a profitability score of 0. The most risky strategies are the inflation-linked swap spread strangle strategy and the inflation-linked bond spread strangle strategy, with a risk score of -1 and -2, respectively. The least risky strategy is the inflation-linked credit spread straddle strategy, with a risk score of 0.\n"
+     ]
+    }
+   ],
+   "source": [
+    "\n",
+    "outputs = pipeline(\n",
+    "    prompt,\n",
+    "    max_new_tokens=2048,\n",
+    "    do_sample=True,\n",
+    "    temperature=0.6,\n",
+    "    top_p=0.1,\n",
+    ")\n",
+    "print(outputs[0][\"generated_text\"][len(prompt):])"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": []
+  }
+ ],
+ "metadata": {
+  "kernelspec": {
+   "display_name": "base",
+   "language": "python",
+   "name": "python3"
+  },
+  "language_info": {
+   "codemirror_mode": {
+    "name": "ipython",
+    "version": 3
+   },
+   "file_extension": ".py",
+   "mimetype": "text/x-python",
+   "name": "python",
+   "nbconvert_exporter": "python",
+   "pygments_lexer": "ipython3",
+   "version": "3.11.3"
+  }
+ },
+ "nbformat": 4,
+ "nbformat_minor": 2
+}