17 lines
501 B
Python
17 lines
501 B
Python
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import torch
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import torch.nn as nn
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import torch.nn.functional as F
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class ForexMLP(nn.Module):
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def __init__(self, input_size):
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super(ForexMLP, self).__init__()
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self.fc1 = nn.Linear(input_size, 64)
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self.fc2 = nn.Linear(64, 32)
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self.out = nn.Linear(32, 2) # [buy_score, sell_score]
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def forward(self, x):
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x = F.relu(self.fc1(x))
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x = F.relu(self.fc2(x))
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x = torch.sigmoid(self.out(x)) # We want probabilities between 0-1
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return x
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