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Fix remote training and model validation pipeline

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Курнат Андрей
2026-07-12 22:56:49 +03:00
parent 18936cf8b1
commit da53483164
22 changed files with 1691 additions and 246 deletions
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tools/run_torch_retrain.ps1
+19 -7
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@@ -12,6 +12,10 @@ param(
[string]$Features = "",
[string]$ContextSymbols = "",
[int]$Seed = 0,
[string]$EnsembleSeeds = "",
[int]$SelectionFolds = 0,
[double]$LearningRate = 0,
[double]$WeightDecay = 0,
[int]$Epochs = 0,
[int]$Patience = 0,
[int]$HoldoutWindow = 0,
@@ -132,18 +136,22 @@ function Sync-AcceptedArtifactsToPi {
if (-not $Symbols -and $env:TORCH_RETRAIN_SYMBOLS) { $Symbols = $env:TORCH_RETRAIN_SYMBOLS }
if ($Limit -le 0) {
$Limit = if ($env:TORCH_RETRAIN_LIMIT) { [int]$env:TORCH_RETRAIN_LIMIT } else { 3000 }
$Limit = if ($env:TORCH_RETRAIN_LIMIT) { [int]$env:TORCH_RETRAIN_LIMIT } else { 6000 }
}
if (-not $Lookbacks) { $Lookbacks = if ($env:TORCH_RETRAIN_LOOKBACKS) { $env:TORCH_RETRAIN_LOOKBACKS } else { "64" } }
if (-not $Lookbacks) { $Lookbacks = if ($env:TORCH_RETRAIN_LOOKBACKS) { $env:TORCH_RETRAIN_LOOKBACKS } else { "32,64,128" } }
if (-not $Architectures) { $Architectures = if ($env:TORCH_RETRAIN_ARCHITECTURES) { $env:TORCH_RETRAIN_ARCHITECTURES } else { "lstm,gru" } }
if (-not $HiddenSizes) { $HiddenSizes = if ($env:TORCH_RETRAIN_HIDDEN_SIZES) { $env:TORCH_RETRAIN_HIDDEN_SIZES } else { "64,96" } }
if (-not $Layers) { $Layers = if ($env:TORCH_RETRAIN_LAYERS) { $env:TORCH_RETRAIN_LAYERS } else { "2" } }
if (-not $Dropouts) { $Dropouts = if ($env:TORCH_RETRAIN_DROPOUTS) { $env:TORCH_RETRAIN_DROPOUTS } else { "0.15" } }
if ($Horizon -le 0 -and $env:TORCH_RETRAIN_HORIZON) { $Horizon = [int]$env:TORCH_RETRAIN_HORIZON }
if (-not $Horizons -and $env:TORCH_RETRAIN_HORIZONS) { $Horizons = $env:TORCH_RETRAIN_HORIZONS }
if (-not $Dropouts) { $Dropouts = if ($env:TORCH_RETRAIN_DROPOUTS) { $env:TORCH_RETRAIN_DROPOUTS } else { "0.20" } }
if ($Horizon -le 0) { $Horizon = if ($env:TORCH_RETRAIN_HORIZON) { [int]$env:TORCH_RETRAIN_HORIZON } else { 12 } }
if (-not $Horizons) { $Horizons = if ($env:TORCH_RETRAIN_HORIZONS) { $env:TORCH_RETRAIN_HORIZONS } else { "3,6,12,24" } }
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) { $env:TORCH_RETRAIN_ENSEMBLE_SEEDS } else { "7,19,43" } }
if ($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 } }
@@ -182,6 +190,10 @@ try {
"--epochs", $Epochs.ToString(),
"--patience", $Patience.ToString(),
"--holdout-window", $HoldoutWindow.ToString(),
"--ensemble-seeds", $EnsembleSeeds,
"--selection-folds", $SelectionFolds.ToString(),
"--learning-rate", $LearningRate.ToString([Globalization.CultureInfo]::InvariantCulture),
"--weight-decay", $WeightDecay.ToString([Globalization.CultureInfo]::InvariantCulture),
"--output", $CandidateFile
)
if ($Symbols) { $trainerArgs += @("--symbols", $Symbols) }
@@ -222,8 +234,8 @@ try {
$calibrationBaseArgs = @(
"-u",
"tools\calibrate_torch_thresholds.py",
"--limit", "3000",
"--calibration-window", "1200",
"--limit", $Limit.ToString(),
"--calibration-window", ([Math]::Min(2400, [Math]::Max(1200, [int]($Limit / 2)))).ToString(),
"--min-trades", "60",
"--walk-forward-folds", "8",
"--confidence-grid", "0.40"