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Keep bot operational when forecast model is unavailable

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Курнат Андрей
2026-07-13 11:57:25 +03:00
parent da53483164
commit 668e606ee2
22 changed files with 706 additions and 73 deletions
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tools/run_torch_retrain.ps1
+10 -3
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@@ -27,6 +27,7 @@ param(
[string]$PiRoot = "",
[string]$PiSshKeyPath = "",
[switch]$NoPiRestart,
[switch]$Pooled,
[switch]$SkipGuard,
[switch]$ResumeCandidate
)
@@ -148,13 +149,13 @@ if (-not $Horizons) { $Horizons = if ($env:TORCH_RETRAIN_HORIZONS) { $env:TORCH_
if (-not $Features -and $env:TORCH_RETRAIN_FEATURES) { $Features = $env:TORCH_RETRAIN_FEATURES }
if (-not $ContextSymbols -and $env:TORCH_RETRAIN_CONTEXT_SYMBOLS) { $ContextSymbols = $env:TORCH_RETRAIN_CONTEXT_SYMBOLS }
if ($Seed -le 0 -and $env:TORCH_RETRAIN_SEED) { $Seed = [int]$env:TORCH_RETRAIN_SEED }
if (-not $EnsembleSeeds) { $EnsembleSeeds = if ($env:TORCH_RETRAIN_ENSEMBLE_SEEDS) { $env:TORCH_RETRAIN_ENSEMBLE_SEEDS } else { "7,19,43" } }
if (-not $EnsembleSeeds) { $EnsembleSeeds = if ($env:TORCH_RETRAIN_ENSEMBLE_SEEDS) { $env:TORCH_RETRAIN_ENSEMBLE_SEEDS } else { "7,19" } }
if ($SelectionFolds -le 0) { $SelectionFolds = if ($env:TORCH_RETRAIN_SELECTION_FOLDS) { [int]$env:TORCH_RETRAIN_SELECTION_FOLDS } else { 3 } }
if ($LearningRate -le 0) { $LearningRate = if ($env:TORCH_RETRAIN_LEARNING_RATE) { [double]$env:TORCH_RETRAIN_LEARNING_RATE } else { 0.0007 } }
if ($WeightDecay -le 0) { $WeightDecay = if ($env:TORCH_RETRAIN_WEIGHT_DECAY) { [double]$env:TORCH_RETRAIN_WEIGHT_DECAY } else { 0.0005 } }
if ($Epochs -le 0) { $Epochs = if ($env:TORCH_RETRAIN_EPOCHS) { [int]$env:TORCH_RETRAIN_EPOCHS } else { 70 } }
if ($Patience -le 0) { $Patience = if ($env:TORCH_RETRAIN_PATIENCE) { [int]$env:TORCH_RETRAIN_PATIENCE } else { 8 } }
if ($HoldoutWindow -le 0) { $HoldoutWindow = if ($env:TORCH_RETRAIN_HOLDOUT_WINDOW) { [int]$env:TORCH_RETRAIN_HOLDOUT_WINDOW } else { 240 } }
if ($HoldoutWindow -le 0) { $HoldoutWindow = if ($env:TORCH_RETRAIN_HOLDOUT_WINDOW) { [int]$env:TORCH_RETRAIN_HOLDOUT_WINDOW } else { 1000 } }
if (-not $Interval -and $env:TORCH_RETRAIN_INTERVAL) { $Interval = $env:TORCH_RETRAIN_INTERVAL }
if (-not $EnvFile -and $env:TORCH_RETRAIN_ENV) { $EnvFile = $env:TORCH_RETRAIN_ENV }
if (-not $EnvFile -and (Test-Path (Join-Path $RepoRoot ".env"))) { $EnvFile = Join-Path $RepoRoot ".env" }
@@ -196,6 +197,12 @@ try {
"--weight-decay", $WeightDecay.ToString([Globalization.CultureInfo]::InvariantCulture),
"--output", $CandidateFile
)
if ($Pooled) {
$trainerArgs += "--pooled"
}
else {
$trainerArgs += "--no-pooled"
}
if ($Symbols) { $trainerArgs += @("--symbols", $Symbols) }
if ($Interval) { $trainerArgs += @("--interval", $Interval) }
if ($EnvFile) { $trainerArgs += @("--env", $EnvFile) }
@@ -236,7 +243,7 @@ try {
"tools\calibrate_torch_thresholds.py",
"--limit", $Limit.ToString(),
"--calibration-window", ([Math]::Min(2400, [Math]::Max(1200, [int]($Limit / 2)))).ToString(),
"--min-trades", "60",
"--min-trades", "24",
"--walk-forward-folds", "8",
"--confidence-grid", "0.40"
)