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Prefer replay-qualified Torch calibration

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Codex
2026-06-24 23:52:46 +03:00
parent cb8efb7cd7
commit bb3b4070f6
4 changed files with 607 additions and 322 deletions
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tools/run_retrain_until_replay8.ps1
+33 -6
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@@ -18,6 +18,7 @@ $RepoRoot = (Resolve-Path (Join-Path $PSScriptRoot "..")).Path
$RuntimeDir = Join-Path $RepoRoot "runtime"
$LoopLog = Join-Path $RuntimeDir "torch_retrain_until_replay8.log"
$GuardReport = Join-Path $RuntimeDir "torch_retrain_guard.json"
$ActiveCalibration = Join-Path $RuntimeDir "torch_threshold_calibration.json"
$Runner = Join-Path $RepoRoot "tools\run_torch_retrain.ps1"
New-Item -ItemType Directory -Force -Path $RuntimeDir | Out-Null
@@ -45,7 +46,8 @@ function Read-GuardSummary {
return [pscustomobject]@{
Accepted = $false
Reason = "guard_report_missing"
ReplayTrades = 0
CandidateReplayTrades = 0
CurrentReplayTrades = 0
WalkForwardTrades = 0
}
}
@@ -54,7 +56,8 @@ function Read-GuardSummary {
return [pscustomobject]@{
Accepted = [bool]$payload.accepted
Reason = [string]$payload.reason
ReplayTrades = ConvertTo-IntOrZero $payload.candidate.full_replay.trades
CandidateReplayTrades = ConvertTo-IntOrZero $payload.candidate.full_replay.trades
CurrentReplayTrades = ConvertTo-IntOrZero $payload.current.full_replay.trades
WalkForwardTrades = ConvertTo-IntOrZero $payload.candidate.walk_forward_summary.trades
}
}
@@ -62,14 +65,34 @@ function Read-GuardSummary {
return [pscustomobject]@{
Accepted = $false
Reason = "guard_report_unreadable"
ReplayTrades = 0
CandidateReplayTrades = 0
CurrentReplayTrades = 0
WalkForwardTrades = 0
}
}
}
function Read-ActiveReplayTrades {
if (-not (Test-Path $ActiveCalibration)) {
return 0
}
try {
$payload = Get-Content -Raw -LiteralPath $ActiveCalibration | ConvertFrom-Json
return ConvertTo-IntOrZero $payload.full_replay.trades
}
catch {
return 0
}
}
$attempt = 0
while ($true) {
$activeReplayTrades = Read-ActiveReplayTrades
if ($activeReplayTrades -ge $MinReplayTrades) {
Write-LoopLog "Stop condition reached: active calibration full_replay.trades=$activeReplayTrades >= $MinReplayTrades."
exit 0
}
$attempt += 1
if ($SeedStart -gt 0) {
$attemptSeed = $SeedStart + $attempt - 1
@@ -98,10 +121,14 @@ while ($true) {
& powershell.exe @runnerArgs 2>&1 | Tee-Object -FilePath $LoopLog -Append
$runnerExit = $LASTEXITCODE
$summary = Read-GuardSummary
Write-LoopLog "Attempt $attempt finished; runner_exit=$runnerExit accepted=$($summary.Accepted) reason=$($summary.Reason) full_replay.trades=$($summary.ReplayTrades) walk_forward.trades=$($summary.WalkForwardTrades)."
Write-LoopLog "Attempt $attempt finished; runner_exit=$runnerExit accepted=$($summary.Accepted) reason=$($summary.Reason) candidate_full_replay.trades=$($summary.CandidateReplayTrades) current_full_replay.trades=$($summary.CurrentReplayTrades) walk_forward.trades=$($summary.WalkForwardTrades)."
if ($summary.ReplayTrades -ge $MinReplayTrades) {
Write-LoopLog "Stop condition reached: full_replay.trades=$($summary.ReplayTrades) >= $MinReplayTrades."
if ($summary.Accepted -and $summary.CandidateReplayTrades -ge $MinReplayTrades) {
Write-LoopLog "Stop condition reached: accepted candidate full_replay.trades=$($summary.CandidateReplayTrades) >= $MinReplayTrades."
exit 0
}
if ($summary.CurrentReplayTrades -ge $MinReplayTrades) {
Write-LoopLog "Stop condition reached: current artifact full_replay.trades=$($summary.CurrentReplayTrades) >= $MinReplayTrades."
exit 0
}