Add finbert sentiment analysis

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

src/threads/data/backfill.rs

@@ -4,18 +4,19 @@ use crate::{
     database,
     types::{
         alpaca::{api, Source},
+        news::Prediction,
         Asset, Bar, Class, News, Subset,
     },
     utils::{duration_until, last_minute, FIFTEEN_MINUTES, ONE_MINUTE},
 };
 use backoff::{future::retry, ExponentialBackoff};
-use log::{error, info};
+use log::{error, info, warn};
 use std::{collections::HashMap, sync::Arc};
 use time::OffsetDateTime;
 use tokio::{
     join, spawn,
     sync::{mpsc, oneshot, Mutex, RwLock},
-    task::JoinHandle,
+    task::{spawn_blocking, JoinHandle},
     time::sleep,
 };
 
@@ -103,11 +104,14 @@ async fn handle_backfill_message(
     match message.action {
         Action::Backfill => {
             for symbol in symbols {
-                if let Some(job) = backfill_jobs.remove(&symbol) {
+                if let Some(job) = backfill_jobs.get(&symbol) {
                     if !job.is_finished() {
-                        job.abort();
+                        warn!(
+                            "{:?} - Backfill for {} is already running, skipping.",
+                            thread_type, symbol
+                        );
+                        continue;
                     }
-                    let _ = job.await;
                 }
 
                 let app_config = app_config.clone();
@@ -361,7 +365,41 @@ async fn execute_backfill_news(
         return;
     }
 
-    let backfill = (news.last().unwrap().clone(), symbol.clone()).into();
+    let app_config_clone = app_config.clone();
+    let inputs = news
+        .iter()
+        .map(|news| format!("{}\n\n{}", news.headline, news.content))
+        .collect::<Vec<_>>();
+
+    let predictions: Vec<Prediction> = spawn_blocking(move || {
+        inputs
+            .chunks(app_config_clone.max_bert_inputs)
+            .flat_map(|inputs| {
+                app_config_clone
+                    .sequence_classifier
+                    .lock()
+                    .unwrap()
+                    .predict(inputs.iter().map(String::as_str).collect::<Vec<_>>())
+                    .into_iter()
+                    .map(|label| Prediction::try_from(label).unwrap())
+                    .collect::<Vec<_>>()
+            })
+            .collect()
+    })
+    .await
+    .unwrap();
+
+    let news = news
+        .into_iter()
+        .zip(predictions.into_iter())
+        .map(|(news, prediction)| News {
+            sentiment: prediction.sentiment,
+            confidence: prediction.confidence,
+            ..news
+        })
+        .collect::<Vec<_>>();
+
+    let backfill = (news[0].clone(), symbol.clone()).into();
     database::news::upsert_batch(&app_config.clickhouse_client, news).await;
     database::backfills::upsert(&app_config.clickhouse_client, &thread_type, &backfill).await;