Add finbert sentiment analysis

Signed-off-by: Nikolaos Karaolidis <nick@karaolidis.com>

src/config.rs

@@ -4,7 +4,19 @@ use reqwest::{
     header::{HeaderMap, HeaderName, HeaderValue},
     Client,
 };
-use std::{env, num::NonZeroU32, sync::Arc};
+use rust_bert::{
+    pipelines::{
+        common::{ModelResource, ModelType},
+        sequence_classification::{SequenceClassificationConfig, SequenceClassificationModel},
+    },
+    resources::LocalResource,
+};
+use std::{
+    env,
+    num::NonZeroU32,
+    path::PathBuf,
+    sync::{Arc, Mutex},
+};
 
 pub const ALPACA_ASSET_API_URL: &str = "https://api.alpaca.markets/v2/assets";
 pub const ALPACA_CLOCK_API_URL: &str = "https://api.alpaca.markets/v2/clock";
@@ -23,6 +35,8 @@ pub struct Config {
     pub alpaca_rate_limit: DefaultDirectRateLimiter,
     pub alpaca_source: Source,
     pub clickhouse_client: clickhouse::Client,
+    pub max_bert_inputs: usize,
+    pub sequence_classifier: Arc<Mutex<SequenceClassificationModel>>,
 }
 
 impl Config {
@@ -41,6 +55,11 @@ impl Config {
             env::var("CLICKHOUSE_PASSWORD").expect("CLICKHOUSE_PASSWORD must be set.");
         let clickhouse_db = env::var("CLICKHOUSE_DB").expect("CLICKHOUSE_DB must be set.");
 
+        let max_bert_inputs: usize = env::var("MAX_BERT_INPUTS")
+            .expect("MAX_BERT_INPUTS must be set.")
+            .parse()
+            .expect("MAX_BERT_INPUTS must be a positive integer.");
+
         Self {
             alpaca_client: Client::builder()
                 .default_headers(HeaderMap::from_iter([
@@ -69,6 +88,26 @@ impl Config {
                 .with_database(clickhouse_db),
             alpaca_api_key,
             alpaca_api_secret,
+            max_bert_inputs,
+            sequence_classifier: Arc::new(Mutex::new(
+                SequenceClassificationModel::new(SequenceClassificationConfig::new(
+                    ModelType::Bert,
+                    ModelResource::Torch(Box::new(LocalResource {
+                        local_path: PathBuf::from("./models/finbert/rust_model.ot"),
+                    })),
+                    LocalResource {
+                        local_path: PathBuf::from("./models/finbert/config.json"),
+                    },
+                    LocalResource {
+                        local_path: PathBuf::from("./models/finbert/vocab.txt"),
+                    },
+                    None,
+                    true,
+                    None,
+                    None,
+                ))
+                .unwrap(),
+            )),
         }
     }