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train works

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This commit is contained in:
Dobromir Popov
2025-03-31 03:20:12 +03:00
parent 8981ad0691
commit 1610d5bd49
10 changed files with 2554 additions and 406 deletions
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23
NN/realtime_main.py
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@@ -197,14 +197,25 @@ def train(data_interface, model, args):
train_action_probs, train_price_preds = model.predict(X_train)
val_action_probs, val_price_preds = model.predict(X_val)
# Convert probabilities to actions for PnL calculation
train_preds = np.argmax(train_action_probs, axis=1)
val_preds = np.argmax(val_action_probs, axis=1)
# Calculate PnL and win rates
try:
train_pnl, train_win_rate, train_trades = data_interface.calculate_pnl(
train_preds, train_prices, position_size=1.0
)
val_pnl, val_win_rate, val_trades = data_interface.calculate_pnl(
val_preds, val_prices, position_size=1.0
)
if train_preds is not None and train_prices is not None:
train_pnl, train_win_rate, train_trades = data_interface.calculate_pnl(
train_preds, train_prices, position_size=1.0
)
else:
train_pnl, train_win_rate, train_trades = 0, 0, []
if val_preds is not None and val_prices is not None:
val_pnl, val_win_rate, val_trades = data_interface.calculate_pnl(
val_preds, val_prices, position_size=1.0
)
else:
val_pnl, val_win_rate, val_trades = 0, 0, []
except Exception as e:
logger.error(f"Error calculating PnL: {str(e)}")
train_pnl, train_win_rate, val_pnl, val_win_rate = 0, 0, 0, 0