feat: auto-queue orderbook retrain at coverage gate

This commit is contained in:
Курнат Андрей
2026-07-15 09:50:57 +03:00
parent 0992da0ece
commit 5082be2e5a
5 changed files with 55 additions and 1 deletions
+1
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@@ -126,6 +126,7 @@ TORCH_ORDERBOOK_DB=runtime/orderbook_observations.sqlite3
TORCH_ORDERBOOK_MIN_SAMPLES_PER_BUCKET=20 TORCH_ORDERBOOK_MIN_SAMPLES_PER_BUCKET=20
TORCH_ORDERBOOK_MIN_COVERED_BUCKETS=240 TORCH_ORDERBOOK_MIN_COVERED_BUCKETS=240
TORCH_ORDERBOOK_MIN_SYMBOLS=2 TORCH_ORDERBOOK_MIN_SYMBOLS=2
TORCH_ORDERBOOK_AUTO_CHECK_SECONDS=3600
# Forward-only gate for an offline-approved shadow model. Promotion remains an # Forward-only gate for an offline-approved shadow model. Promotion remains an
# explicit authenticated API action after every check has passed. # explicit authenticated API action after every check has passed.
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@@ -250,6 +250,7 @@ Live-исполнение ведет журнал order intent до отправ
- `GET /api/training/market-observations/manifest` — training-token manifest для инкрементальной синхронизации forward L1-данных. - `GET /api/training/market-observations/manifest` — training-token manifest для инкрементальной синхронизации forward L1-данных.
- `GET /api/training/shadow` — состояние изолированной shadow-модели и повторного forward-gate. - `GET /api/training/shadow` — состояние изолированной shadow-модели и повторного forward-gate.
- `POST /api/training/shadow/promote` — атомарное продвижение shadow-модели; возвращает `409`, пока forward-gate не пройден. - `POST /api/training/shadow/promote` — атомарное продвижение shadow-модели; возвращает `409`, пока forward-gate не пройден.
- `POST /api/training/retrain/auto` — ограниченная training-token команда Windows-agent; ставит только orderbook-retrain без произвольных параметров.
- `GET /api/trades` — последние сделки. - `GET /api/trades` — последние сделки.
- `GET /api/signals` — последние сигналы стратегии. - `GET /api/signals` — последние сигналы стратегии.
- `GET /api/events` — события. - `GET /api/events` — события.
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@@ -1,3 +1,3 @@
"""Crypto spot trading bot package.""" """Crypto spot trading bot package."""
__version__ = "1.1.0" __version__ = "1.1.1"
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@@ -223,6 +223,17 @@ def create_app(settings: Settings | None = None) -> FastAPI:
) -> dict[str, Any]: ) -> dict[str, Any]:
return training.request_retrain(payload) return training.request_retrain(payload)
@app.post("/api/training/retrain/auto")
async def training_retrain_auto(
_: None = Depends(authorizer.require_training),
) -> dict[str, Any]:
return training.request_retrain(
{
"source": "windows-agent-auto",
"parameters": {"use_orderbook": True},
}
)
@app.post("/api/training/heartbeat") @app.post("/api/training/heartbeat")
async def training_heartbeat( async def training_heartbeat(
payload: dict[str, Any] | None = None, payload: dict[str, Any] | None = None,
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@@ -38,6 +38,7 @@ SHADOW_ARTIFACT_NAMES = (
"torch_shadow_guard.json", "torch_shadow_guard.json",
"torch_shadow_calibration.json", "torch_shadow_calibration.json",
) )
_LAST_ORDERBOOK_AUTO_CHECK = 0.0
def main() -> None: def main() -> None:
@@ -63,6 +64,7 @@ def poll_once(args: argparse.Namespace, repo_root: Path, runtime_dir: Path, log_
api_json(args, "/api/training/heartbeat", worker) api_json(args, "/api/training/heartbeat", worker)
claim = api_json(args, "/api/training/claim", worker) claim = api_json(args, "/api/training/claim", worker)
if not claim.get("claimed"): if not claim.get("claimed"):
maybe_auto_queue_orderbook(args, repo_root, runtime_dir, log_path)
return return
job = claim.get("job") if isinstance(claim.get("job"), dict) else {} job = claim.get("job") if isinstance(claim.get("job"), dict) else {}
job_id = str(job.get("id") or "") job_id = str(job.get("id") or "")
@@ -352,6 +354,45 @@ def prepare_orderbook_data(
return result return result
def maybe_auto_queue_orderbook(
args: argparse.Namespace,
repo_root: Path,
runtime_dir: Path,
log_path: Path,
) -> None:
global _LAST_ORDERBOOK_AUTO_CHECK
try:
interval_seconds = max(
300,
int(os.environ.get("TORCH_ORDERBOOK_AUTO_CHECK_SECONDS", "3600") or 3600),
)
except ValueError:
interval_seconds = 3600
now = time.monotonic()
if _LAST_ORDERBOOK_AUTO_CHECK and now - _LAST_ORDERBOOK_AUTO_CHECK < interval_seconds:
return
_LAST_ORDERBOOK_AUTO_CHECK = now
marker_path = runtime_dir / "orderbook_auto_queue.json"
if marker_path.is_file() or (runtime_dir / "lstm_forecaster.shadow.json").is_file():
return
status = prepare_orderbook_data(args, repo_root, {}, log_path)
if status.get("state") != "ready":
return
response = api_json(args, "/api/training/retrain/auto", {})
if not response.get("queued"):
log(log_path, f"Automatic orderbook retrain was not queued: {response.get('reason', 'unknown')}")
return
marker = {
"queued_at": datetime.now().astimezone().isoformat(timespec="seconds"),
"job_id": (response.get("job") or {}).get("id"),
"coverage": status,
}
marker_tmp = marker_path.with_suffix(".tmp")
marker_tmp.write_text(json.dumps(marker, ensure_ascii=False, indent=2) + "\n", encoding="utf-8")
marker_tmp.replace(marker_path)
log(log_path, f"Automatically queued orderbook retrain job {marker['job_id']}")
def friendly_training_message(message: str) -> str: def friendly_training_message(message: str) -> str:
cleaned = message.strip() cleaned = message.strip()
if not cleaned: if not cleaned: