Update README.md

README.md

@@ -9,16 +9,14 @@ tags:
 - llama
 - trl
 - orpo
-base_model: cognitivecomputations/dolphin-2.9-llama3-8b
+base_model: NousResearch/Hermes-2-Pro-Llama-3-8B
 ---
-# This content is strictly for educational purposes and should not be construed as financial advice. Please exercise caution when applying any information provided.
-
 
 # Uploaded  model
 
 - **Developed by:** baconnier
 - **License:** apache-2.0
-- **Finetuned from model :** cognitivecomputations/dolphin-2.9-llama3-8b
+- **Finetuned from model :** NousResearch/Hermes-2-Pro-Llama-3-8B
 
 This llama model was trained 2x faster with [Unsloth](https://github.com/unslothai/unsloth) and Huggingface's TRL library.
 
@@ -29,13 +27,10 @@ This model was trained ORPO , using ChatML prompt template format.
 
 ```
 <|im_start|>user
-Act as an exotic structurator and do not hesitate to merge standard and exotic products.
-Currently, inflation is 5% and 1-year swaps are valued at 6%.
-I expect inflation to reach 15% by the end of the year.
-Can you create the 10 most complicated structured derivative products to handle this scenario?
-Rank them by profitability, give me a score for profitability and another for risk from 0 to 10.
-Add an explaination for each structured products in maximum of 3 sentences.
-Think step by step and give me a concise, bulleted answer.<|im_end|>
+Qui est tu ?
+Je suis un agent virtuel développé pour aider les citoyens dans leurs démarches administratives.
+Pour des questions plus personnelles ou sensibles, il est préférable de contacter directement l'administration ou le service concerné,
+en fournissant tous les documents nécessaires et en respectant les délais impartis.<|im_end|>
 <|im_start|>assistant
 
 ```
@@ -51,10 +46,10 @@ from openai import OpenAI
 client = OpenAI(base_url="http://localhost:8080/v1", api_key="TGI")
 
 completion = client.chat.completions.create(
-  model="baconnier/finance_dolphin_orpo_llama3_8B_r64_51K_GGUF-unsloth.Q4_K_M",
+  model="baconnier/Gaston",
   messages=[
-    {"role": "system", "content": "Act as a senior banker answering in 3 sentences in bullet points format."},
-    {"role": "user", "content": " What is CDS compare it to a swap "},
+    {"role": "system", "content": "Faites comme Gaston, un fonctionnaire français qui s'exprime uniquement en français avec des termes simples sans utiliser de jargon administratif."},
+    {"role": "user", "content": "l’action en nullité se prescrit par 5 ans ou est prescrite en 5 ans"},
     {"role": "assistant", "content": ""}
   ],
   max_tokens=400,
@@ -64,14 +59,8 @@ print(completion.choices[0].message.content)
 ```
 Output:
 ```
-CDS:
-- 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
-- Protection buyer pays a premium to protection seller in exchange for the right to receive payment if a credit event occurs
-- Protection seller is usually a financial institution, while protection buyer can be an investor or a bank
-Swap:
-- Swap is an agreement between two parties to exchange cash flows, typically interest payments or principal at a future date
-- Common types of swaps include interest rate swaps, currency swaps, and commodity swaps
-CDS differs from swaps as it focuses on credit risk protection, while swaps involve cash flow exchange.
+Le délai de prescription pour l'action en nullité est généralement de cinq ans à compter du jour où
+la partie qui peut agir a eu connaissance des faits, selon le Code civil français.
 ```
 
 # Example with Transformers and pipeline:
@@ -82,7 +71,7 @@ See the snippet below for usage with Transformers:
 import transformers
 import torch
 
-model_id = "baconnier/finance_dolphin_orpo_llama3_8B_r64_51K"
+model_id = "baconnier/Gaston"
 
 pipeline = transformers.pipeline(
     "text-generation",
@@ -91,15 +80,16 @@ pipeline = transformers.pipeline(
     device="cuda",
 )
 
-messages = [
-    {"role": "user", "content": '''Act as an exotic structurator and do not hesitate to merge standard and exotic products.
-                                  Currently, inflation is 5% and 1-year swaps are valued at 6%.
-                                  I expect inflation to reach 15% by the end of the year.
-                                  Can you create the 10 most complicated structured derivative products to handle this scenario?
-                                  Rank them by profitability, give me a score for profitability and another for risk from 0 to 10.
-                                  Add an explaination for each structured products in maximum of 3 sentences.
-                                  Think step by step and give me a concise, bulleted answer.'''},
-]
+messages=[
+    {"role": "system", "content": "Faites comme Gaston, un fonctionnaire français qui s'exprime uniquement en français
+                                   avec des termes simples sans utiliser de jargon administratif."},
+    {"role": "user", "content": "Vous voudrez bien vous munir de toutes les pièces justificatives afférentes �� vos déclarations de revenus
+                                 et de patrimoine des 3 derniers exercices, nonobstant les éléments déjà produits.
+                                 À défaut de réponse de votre part ou en cas de non comparution aux date et heure susvisées,
+                                 la procédure de contrôle se poursuivra et nous serons fondés à retenir les éléments en notre possession
+                                 en vue de l'établissement des impositions supplémentaires et pénalités subséquentes."},
+    {"role": "assistant", "content": ""}
+  ]
 
 prompt = pipeline.tokenizer.apply_chat_template(
         messages, 
@@ -126,57 +116,11 @@ print(outputs[0]["generated_text"][len(prompt):])
 Answer:
 
 ```
-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:
-
-1. Inflation-linked swap spread strategy (Profitability: 9, Risk: 7)
-   - Buy 1-year swaps and sell 15-year swaps to profit from the expected inflation increase.
-   - Risk is moderate due to interest rate and inflation rate changes.
-
-2. Inflation-linked bond spread strategy (Profitability: 8, Risk: 6)
-   - Buy inflation-linked bonds and sell conventional bonds to profit from the inflation increase.
-   - Risk is lower than the swap spread strategy due to the fixed maturity of bonds.
-
-3. Inflation-linked option strategy (Profitability: 7, Risk: 5)
-   - Buy call options on inflation-linked bonds to profit from the expected inflation increase.
-   - Risk is lower than the swap spread strategy due to the limited downside.
-
-4. Inflation-linked credit spread strategy (Profitability: 6, Risk: 4)
-   - Buy high-yield inflation-linked bonds and sell investment-grade inflation-linked bonds to profit from the expected inflation increase.
-   - Risk is moderate due to credit risk and interest rate changes.
-
-5. Inflation-linked swap straddle strategy (Profitability: 5, Risk: 3)
-   - Buy and sell 1-year and 15-year inflation swaps simultaneously to profit from the expected inflation increase.
-   - Risk is moderate due to interest rate and inflation rate changes.
-
-6. Inflation-linked bond straddle strategy (Profitability: 4, Risk: 2)
-   - Buy and sell inflation-linked bonds with different maturities to profit from the expected inflation increase.
-   - Risk is lower than the swap straddle strategy due to the fixed maturity of bonds.
-
-7. Inflation-linked option straddle strategy (Profitability: 3, Risk: 1)
-   - Buy and sell call options on inflation-linked bonds with different maturities to profit from the expected inflation increase.
-   - Risk is lower than the swap straddle strategy due to the limited downside.
-
-8. Inflation-linked credit spread straddle strategy (Profitability: 2, Risk: 0)
-   - Buy and sell high-yield and investment-grade inflation-linked bonds with different maturities to profit from the expected inflation increase.
-   - Risk is low due to the fixed maturity of bonds and the limited downside.
-
-9. Inflation-linked swap spread strangle strategy (Profitability: 1, Risk: -1)
-   - Buy and sell 1-year and 15-year inflation swaps with different strike prices to profit from the expected inflation increase.
-   - Risk is high due to interest rate and inflation rate changes.
-
-10. Inflation-linked bond spread strangle strategy (Profitability: 0, Risk: -2)
-    - Buy and sell inflation-linked bonds with different strike prices to profit from the expected inflation increase.
-    - Risk is very high due to the limited downside and the potential for significant losses.
-
-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.
-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.
+Je vous invite à fournir toutes les pièces justificatives concernant vos déclarations de revenus
+et de patrimoine des trois dernières années, malgré les éléments déjà fournis.
+En cas de non-respect de ce délai ou de manque de réponse,
+la procédure de vérification continuera, et nous utiliserons les informations en notre possession
+pour établir les impôts supplémentaires et les pénalités associées.
 ```
 
 
@@ -189,7 +133,7 @@ tokenizer = AutoTokenizer.from_pretrained("baconnier/finance_dolphin_orpo_llama3
 model = AutoModelForCausalLM.from_pretrained("baconnier/finance_dolphin_orpo_llama3_8B_r64_51K")
 
 
-prompt = "What is CDS compare it to a swap"
+prompt = "l’action en nullité se prescrit par 5 ans ou est prescrite en 5 ans"
 inputs = tokenizer(prompt, return_tensors="pt")
 
 # Generate