reduce logging. actual training
This commit is contained in:
184
ANNOTATE/LOGGING_CONFIGURATION.md
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184
ANNOTATE/LOGGING_CONFIGURATION.md
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# Logging Configuration
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## Issue: Excessive Werkzeug Logs
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### Problem
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```
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2025-10-31 03:23:53,478 - werkzeug - INFO - 127.0.0.1 - - [31/Oct/2025 03:23:53] "POST /api/training-progress HTTP/1.1" 200 -
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2025-10-31 03:23:55,519 - werkzeug - INFO - 127.0.0.1 - - [31/Oct/2025 03:23:55] "POST /api/training-progress HTTP/1.1" 200 -
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2025-10-31 03:23:56,533 - werkzeug - INFO - 127.0.0.1 - - [31/Oct/2025 03:23:56] "POST /api/training-progress HTTP/1.1" 200 -
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...
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```
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**Cause**: The frontend polls `/api/training-progress` every 1-2 seconds, and Flask's werkzeug logger logs every request at INFO level.
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---
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## Solution
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### Fixed in `ANNOTATE/web/app.py`
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```python
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# Initialize Flask app
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self.server = Flask(
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__name__,
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template_folder='templates',
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static_folder='static'
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)
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# Suppress werkzeug request logs (reduce noise from polling endpoints)
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werkzeug_logger = logging.getLogger('werkzeug')
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werkzeug_logger.setLevel(logging.WARNING) # Only show warnings and errors, not INFO
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```
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**Result**: Werkzeug will now only log warnings and errors, not every request.
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---
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## Logging Levels
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### Before (Noisy)
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```
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INFO - Every request logged
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INFO - GET /api/chart-data
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INFO - POST /api/training-progress
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INFO - GET /static/css/style.css
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... (hundreds of lines per minute)
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```
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### After (Clean)
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```
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WARNING - Only important events
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ERROR - Only errors
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... (quiet unless something is wrong)
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```
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---
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## Customization
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### Show Only Errors
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```python
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werkzeug_logger.setLevel(logging.ERROR) # Only errors
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```
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### Show All Requests (Debug Mode)
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```python
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werkzeug_logger.setLevel(logging.INFO) # All requests (default)
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```
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### Selective Filtering
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```python
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# Custom filter to exclude specific endpoints
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class ExcludeEndpointFilter(logging.Filter):
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def filter(self, record):
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# Exclude training-progress endpoint
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return '/api/training-progress' not in record.getMessage()
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werkzeug_logger.addFilter(ExcludeEndpointFilter())
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```
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---
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## Other Loggers
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### Application Logger
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```python
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# Your application logs (keep at INFO)
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logger = logging.getLogger(__name__)
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logger.setLevel(logging.INFO)
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```
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### Third-Party Libraries
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```python
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# Suppress noisy third-party loggers
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logging.getLogger('urllib3').setLevel(logging.WARNING)
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logging.getLogger('requests').setLevel(logging.WARNING)
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logging.getLogger('matplotlib').setLevel(logging.WARNING)
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```
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---
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## Log File Configuration
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### Current Setup
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```python
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log_file = Path(__file__).parent.parent / 'logs' / f'annotate_{datetime.now().strftime("%Y%m%d")}.log'
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logging.basicConfig(
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level=logging.INFO,
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format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
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handlers=[
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logging.FileHandler(log_file),
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logging.StreamHandler(sys.stdout)
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]
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)
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```
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### Recommended: Separate Log Files
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```python
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# Application logs
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app_log = 'logs/annotate_app.log'
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app_handler = logging.FileHandler(app_log)
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app_handler.setLevel(logging.INFO)
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# Request logs (if needed)
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request_log = 'logs/annotate_requests.log'
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request_handler = logging.FileHandler(request_log)
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request_handler.setLevel(logging.DEBUG)
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# Configure werkzeug to use separate file
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werkzeug_logger = logging.getLogger('werkzeug')
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werkzeug_logger.addHandler(request_handler)
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werkzeug_logger.setLevel(logging.WARNING) # Still suppress in main log
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```
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---
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## Summary
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### What Changed
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- ✅ Werkzeug logger set to WARNING level
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- ✅ No more INFO logs for every request
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- ✅ Still logs errors and warnings
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- ✅ Application logs unchanged
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### Result
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```
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Before: 100+ log lines per minute (polling)
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After: 0-5 log lines per minute (only important events)
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```
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### To Revert
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```python
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# Show all requests again
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werkzeug_logger.setLevel(logging.INFO)
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```
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---
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## Best Practices
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1. **Production**: Use WARNING or ERROR for werkzeug
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2. **Development**: Use INFO for debugging
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3. **Polling Endpoints**: Always suppress or use separate log file
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4. **Application Logs**: Keep at INFO or DEBUG as needed
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5. **Third-Party**: Suppress noisy libraries
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---
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## Testing
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After the change, you should see:
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```
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✅ No more werkzeug INFO logs
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✅ Application logs still visible
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✅ Errors still logged
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✅ Clean console output
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```
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If you need to see requests for debugging:
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```python
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# Temporarily enable
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logging.getLogger('werkzeug').setLevel(logging.INFO)
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```
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@@ -615,7 +615,7 @@ class RealTrainingAdapter:
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# Show breakdown of before/after
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before_count = sum(1 for s in negative_samples if 'before' in str(s.get('timestamp', '')))
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after_count = len(negative_samples) - before_count
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logger.info(f" -> {before_count} beforesignal, {after_count} after signal")
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logger.info(f" -> {before_count} before signal, {after_count} after signal")
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except Exception as e:
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logger.error(f" Error preparing test case {i+1}: {e}")
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@@ -1413,12 +1413,17 @@ class RealTrainingAdapter:
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result = trainer.train_step(batch)
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if result is not None:
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epoch_loss += result.get('total_loss', 0.0)
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epoch_accuracy += result.get('accuracy', 0.0)
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batch_loss = result.get('total_loss', 0.0)
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batch_accuracy = result.get('accuracy', 0.0)
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epoch_loss += batch_loss
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epoch_accuracy += batch_accuracy
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num_batches += 1
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if (i + 1) % 100 == 0:
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logger.info(f" Batch {i + 1}/{len(converted_batches)}, Loss: {result.get('total_loss', 0.0):.6f}, Accuracy: {result.get('accuracy', 0.0):.2%}")
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# Log first batch and every 100th batch for debugging
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if (i + 1) == 1 or (i + 1) % 100 == 0:
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logger.info(f" Batch {i + 1}/{len(converted_batches)}, Loss: {batch_loss:.6f}, Accuracy: {batch_accuracy:.4f}")
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else:
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logger.warning(f" Batch {i + 1} returned None result - skipping")
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except Exception as e:
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logger.error(f" Error in batch {i + 1}: {e}")
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@@ -130,6 +130,10 @@ class AnnotationDashboard:
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static_folder='static'
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)
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# Suppress werkzeug request logs (reduce noise from polling endpoints)
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werkzeug_logger = logging.getLogger('werkzeug')
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werkzeug_logger.setLevel(logging.WARNING) # Only show warnings and errors, not INFO
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# Initialize Dash app (optional component)
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self.app = Dash(
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__name__,
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@@ -1125,6 +1129,90 @@ class AnnotationDashboard:
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}
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})
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# Live Training API Endpoints
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@self.server.route('/api/live-training/start', methods=['POST'])
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def start_live_training():
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"""Start live inference and training mode"""
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try:
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if not self.orchestrator:
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return jsonify({
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'success': False,
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'error': 'Orchestrator not available'
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}), 500
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if self.orchestrator.start_live_training():
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return jsonify({
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'success': True,
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'status': 'started',
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'message': 'Live training mode started'
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})
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else:
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return jsonify({
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'success': False,
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'error': 'Failed to start live training'
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}), 500
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except Exception as e:
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logger.error(f"Error starting live training: {e}")
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return jsonify({
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'success': False,
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'error': str(e)
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}), 500
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@self.server.route('/api/live-training/stop', methods=['POST'])
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def stop_live_training():
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"""Stop live inference and training mode"""
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try:
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if not self.orchestrator:
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return jsonify({
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'success': False,
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'error': 'Orchestrator not available'
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}), 500
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if self.orchestrator.stop_live_training():
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return jsonify({
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'success': True,
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'status': 'stopped',
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'message': 'Live training mode stopped'
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})
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else:
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return jsonify({
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'success': False,
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'error': 'Failed to stop live training'
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}), 500
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except Exception as e:
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logger.error(f"Error stopping live training: {e}")
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return jsonify({
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'success': False,
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'error': str(e)
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}), 500
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@self.server.route('/api/live-training/status', methods=['GET'])
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def get_live_training_status():
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"""Get live training status and statistics"""
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try:
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if not self.orchestrator:
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return jsonify({
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'success': False,
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'active': False,
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'error': 'Orchestrator not available'
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})
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is_active = self.orchestrator.is_live_training_active()
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stats = self.orchestrator.get_live_training_stats() if is_active else {}
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return jsonify({
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'success': True,
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'active': is_active,
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'stats': stats
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})
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except Exception as e:
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logger.error(f"Error getting live training status: {e}")
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return jsonify({
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'success': False,
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'active': False,
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'error': str(e)
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})
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@self.server.route('/api/available-models', methods=['GET'])
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def get_available_models():
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"""Get list of available models with their load status"""
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404
CHECKPOINT_STRATEGY.md
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404
CHECKPOINT_STRATEGY.md
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# Checkpoint Strategy
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## Current System
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### ✅ What Exists
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The system has a sophisticated checkpoint management system in `utils/checkpoint_manager.py`:
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1. **Automatic Saving**: Checkpoints saved with metadata
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2. **Performance Tracking**: Tracks metrics (loss, accuracy, reward)
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3. **Best Checkpoint Selection**: Loads best performing checkpoint
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4. **Automatic Cleanup**: Keeps only top N checkpoints
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5. **Database Integration**: Metadata stored in database for fast access
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### How It Works
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```python
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# Checkpoint Manager Configuration
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max_checkpoints = 10 # Keep top 10 checkpoints
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metric_name = "accuracy" # Rank by accuracy (or loss, reward)
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checkpoint_dir = "models/checkpoints"
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```
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---
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## Checkpoint Saving Logic
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### When Checkpoints Are Saved
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**Current Behavior**: Checkpoints are saved at **fixed intervals**, not based on performance improvement.
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```python
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# Example from DQN Agent
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def save_checkpoint(self, episode_reward: float, force_save: bool = False):
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"""Save checkpoint if performance improved or forced"""
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# Save every N episodes (e.g., every 100 episodes)
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if self.episode_count % 100 == 0 or force_save:
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save_checkpoint(
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model=self.policy_net,
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model_name=self.model_name,
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model_type="dqn",
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performance_metrics={
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'loss': self.current_loss,
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'reward': episode_reward,
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'accuracy': self.accuracy
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}
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)
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```
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### Cleanup Logic
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After saving, the system automatically cleans up:
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```python
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def _cleanup_checkpoints(self, model_name: str):
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"""
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Keep only the best N checkpoints
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Process:
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1. Load all checkpoint metadata
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2. Sort by metric (accuracy/loss/reward)
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3. Keep top N (default: 10)
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4. Delete the rest
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"""
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# Sort by metric (highest first for accuracy, lowest for loss)
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checkpoints.sort(key=lambda x: x['metrics'][metric_name], reverse=True)
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# Keep only top N
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checkpoints_to_keep = checkpoints[:max_checkpoints]
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checkpoints_to_delete = checkpoints[max_checkpoints:]
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# Delete old checkpoints
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for checkpoint in checkpoints_to_delete:
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os.remove(checkpoint_path)
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```
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---
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## Recommended Strategy
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### Option 1: Save Every Batch, Keep Best (Current + Enhancement)
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**Pros**:
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- Never miss a good checkpoint
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- Automatic cleanup keeps disk usage low
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- Simple to implement
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**Cons**:
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- High I/O overhead (saving every batch)
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- Slower training (disk writes)
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**Implementation**:
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```python
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def train_step(self, batch):
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# Train
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result = trainer.train_step(batch)
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# Save checkpoint after EVERY batch
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save_checkpoint(
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model=self.model,
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model_name="transformer",
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model_type="transformer",
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performance_metrics={
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'loss': result['total_loss'],
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'accuracy': result['accuracy']
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}
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)
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# Cleanup automatically keeps only best 10
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```
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**Disk Usage**: ~10 checkpoints × 200MB = 2GB (manageable)
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---
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### Option 2: Save Only If Better (Recommended)
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**Pros**:
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- Minimal I/O overhead
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- Only saves improvements
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- Faster training
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**Cons**:
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- Need to track best performance
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- Slightly more complex
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**Implementation**:
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```python
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class TrainingSession:
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def __init__(self):
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self.best_loss = float('inf')
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self.best_accuracy = 0.0
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self.checkpoints_saved = 0
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def train_step(self, batch):
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# Train
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result = trainer.train_step(batch)
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# Check if performance improved
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current_loss = result['total_loss']
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current_accuracy = result['accuracy']
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# Save if better (lower loss OR higher accuracy)
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if current_loss < self.best_loss or current_accuracy > self.best_accuracy:
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logger.info(f"Performance improved! Loss: {current_loss:.4f} (best: {self.best_loss:.4f}), "
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f"Accuracy: {current_accuracy:.2%} (best: {self.best_accuracy:.2%})")
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save_checkpoint(
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model=self.model,
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model_name="transformer",
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model_type="transformer",
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performance_metrics={
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'loss': current_loss,
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'accuracy': current_accuracy
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}
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)
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# Update best metrics
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self.best_loss = min(self.best_loss, current_loss)
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self.best_accuracy = max(self.best_accuracy, current_accuracy)
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self.checkpoints_saved += 1
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```
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---
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### Option 3: Hybrid Approach (Best of Both)
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**Strategy**:
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- Save if performance improved (Option 2)
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- Also save every N batches as backup (Option 1)
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- Keep best 10 checkpoints
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**Implementation**:
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```python
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def train_step(self, batch, batch_num):
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result = trainer.train_step(batch)
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current_loss = result['total_loss']
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current_accuracy = result['accuracy']
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# Condition 1: Performance improved
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performance_improved = (
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current_loss < self.best_loss or
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current_accuracy > self.best_accuracy
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)
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# Condition 2: Regular interval (every 100 batches)
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regular_interval = (batch_num % 100 == 0)
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# Save if either condition is met
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if performance_improved or regular_interval:
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reason = "improved" if performance_improved else "interval"
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logger.info(f"Saving checkpoint ({reason}): loss={current_loss:.4f}, acc={current_accuracy:.2%}")
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save_checkpoint(
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model=self.model,
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model_name="transformer",
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model_type="transformer",
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performance_metrics={
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'loss': current_loss,
|
||||
'accuracy': current_accuracy
|
||||
},
|
||||
training_metadata={
|
||||
'batch_num': batch_num,
|
||||
'reason': reason,
|
||||
'epoch': self.current_epoch
|
||||
}
|
||||
)
|
||||
|
||||
# Update best metrics
|
||||
if performance_improved:
|
||||
self.best_loss = min(self.best_loss, current_loss)
|
||||
self.best_accuracy = max(self.best_accuracy, current_accuracy)
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Implementation for ANNOTATE Training
|
||||
|
||||
### Current Code Location
|
||||
|
||||
In `ANNOTATE/core/real_training_adapter.py`, the training loop is:
|
||||
|
||||
```python
|
||||
def _train_transformer_real(self, session, training_data):
|
||||
# ... setup ...
|
||||
|
||||
for epoch in range(session.total_epochs):
|
||||
for i, batch in enumerate(converted_batches):
|
||||
result = trainer.train_step(batch)
|
||||
|
||||
# ← ADD CHECKPOINT LOGIC HERE
|
||||
```
|
||||
|
||||
### Recommended Addition
|
||||
|
||||
```python
|
||||
def _train_transformer_real(self, session, training_data):
|
||||
# Initialize best metrics
|
||||
best_loss = float('inf')
|
||||
best_accuracy = 0.0
|
||||
checkpoints_saved = 0
|
||||
|
||||
for epoch in range(session.total_epochs):
|
||||
for i, batch in enumerate(converted_batches):
|
||||
result = trainer.train_step(batch)
|
||||
|
||||
if result is not None:
|
||||
current_loss = result.get('total_loss', float('inf'))
|
||||
current_accuracy = result.get('accuracy', 0.0)
|
||||
|
||||
# Check if performance improved
|
||||
performance_improved = (
|
||||
current_loss < best_loss or
|
||||
current_accuracy > best_accuracy
|
||||
)
|
||||
|
||||
# Save every 100 batches OR if improved
|
||||
should_save = performance_improved or (i % 100 == 0 and i > 0)
|
||||
|
||||
if should_save:
|
||||
try:
|
||||
# Save checkpoint
|
||||
from utils.checkpoint_manager import save_checkpoint
|
||||
|
||||
checkpoint_metadata = save_checkpoint(
|
||||
model=self.orchestrator.primary_transformer,
|
||||
model_name="transformer",
|
||||
model_type="transformer",
|
||||
performance_metrics={
|
||||
'loss': current_loss,
|
||||
'accuracy': current_accuracy,
|
||||
'action_loss': result.get('action_loss', 0.0),
|
||||
'price_loss': result.get('price_loss', 0.0)
|
||||
},
|
||||
training_metadata={
|
||||
'epoch': epoch + 1,
|
||||
'batch': i + 1,
|
||||
'total_batches': len(converted_batches),
|
||||
'training_session': session.training_id,
|
||||
'reason': 'improved' if performance_improved else 'interval'
|
||||
}
|
||||
)
|
||||
|
||||
if checkpoint_metadata:
|
||||
checkpoints_saved += 1
|
||||
reason = "improved" if performance_improved else "interval"
|
||||
logger.info(f" Checkpoint saved ({reason}): {checkpoint_metadata.checkpoint_id}")
|
||||
logger.info(f" Loss: {current_loss:.4f}, Accuracy: {current_accuracy:.2%}")
|
||||
|
||||
# Update best metrics
|
||||
if performance_improved:
|
||||
best_loss = min(best_loss, current_loss)
|
||||
best_accuracy = max(best_accuracy, current_accuracy)
|
||||
logger.info(f" New best! Loss: {best_loss:.4f}, Accuracy: {best_accuracy:.2%}")
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f" Error saving checkpoint: {e}")
|
||||
|
||||
logger.info(f" Training complete: {checkpoints_saved} checkpoints saved")
|
||||
logger.info(f" Best loss: {best_loss:.4f}, Best accuracy: {best_accuracy:.2%}")
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Configuration
|
||||
|
||||
### Checkpoint Settings
|
||||
|
||||
```python
|
||||
# In orchestrator initialization
|
||||
checkpoint_manager = get_checkpoint_manager(
|
||||
checkpoint_dir="models/checkpoints",
|
||||
max_checkpoints=10, # Keep top 10 checkpoints
|
||||
metric_name="accuracy" # Rank by accuracy (or "loss")
|
||||
)
|
||||
```
|
||||
|
||||
### Tuning Parameters
|
||||
|
||||
| Parameter | Conservative | Balanced | Aggressive |
|
||||
|-----------|-------------|----------|------------|
|
||||
| `max_checkpoints` | 20 | 10 | 5 |
|
||||
| `save_interval` | 50 batches | 100 batches | 200 batches |
|
||||
| `improvement_threshold` | 0.1% | 0.5% | 1.0% |
|
||||
|
||||
**Conservative**: Save more often, keep more checkpoints (safer, more disk)
|
||||
**Balanced**: Default settings (recommended)
|
||||
**Aggressive**: Save less often, keep fewer checkpoints (faster, less disk)
|
||||
|
||||
---
|
||||
|
||||
## Disk Usage
|
||||
|
||||
### Per Checkpoint
|
||||
|
||||
| Model | Size | Notes |
|
||||
|-------|------|-------|
|
||||
| Transformer (46M params) | ~200MB | Full model + optimizer state |
|
||||
| CNN | ~50MB | Smaller model |
|
||||
| DQN | ~100MB | Medium model |
|
||||
|
||||
### Total Storage
|
||||
|
||||
```
|
||||
10 checkpoints × 200MB = 2GB per model
|
||||
3 models × 2GB = 6GB total
|
||||
|
||||
With metadata and backups: ~8GB
|
||||
```
|
||||
|
||||
**Recommendation**: Keep 10 checkpoints (2GB per model is manageable)
|
||||
|
||||
---
|
||||
|
||||
## Monitoring
|
||||
|
||||
### Checkpoint Logs
|
||||
|
||||
```
|
||||
INFO - Checkpoint saved (improved): transformer_20251031_142530
|
||||
INFO - Loss: 0.234, Accuracy: 78.5%
|
||||
INFO - New best! Loss: 0.234, Accuracy: 78.5%
|
||||
|
||||
INFO - Checkpoint saved (interval): transformer_20251031_142630
|
||||
INFO - Loss: 0.245, Accuracy: 77.2%
|
||||
|
||||
INFO - Deleted 1 old checkpoints for transformer
|
||||
```
|
||||
|
||||
### Dashboard Metrics
|
||||
|
||||
```
|
||||
Checkpoints Saved: 15
|
||||
Best Loss: 0.234
|
||||
Best Accuracy: 78.5%
|
||||
Disk Usage: 1.8GB / 2.0GB
|
||||
Last Checkpoint: 2 minutes ago
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Summary
|
||||
|
||||
### Current System
|
||||
- ✅ Automatic checkpoint management
|
||||
- ✅ Keeps best N checkpoints
|
||||
- ✅ Database-backed metadata
|
||||
- ❌ Saves at fixed intervals (not performance-based)
|
||||
|
||||
### Recommended Enhancement
|
||||
- ✅ Save when performance improves
|
||||
- ✅ Also save every N batches as backup
|
||||
- ✅ Keep best 10 checkpoints
|
||||
- ✅ Minimal I/O overhead
|
||||
- ✅ Never miss a good checkpoint
|
||||
|
||||
### Implementation
|
||||
Add checkpoint logic to `_train_transformer_real()` in `real_training_adapter.py` to save when:
|
||||
1. Loss decreases OR accuracy increases (performance improved)
|
||||
2. Every 100 batches (regular backup)
|
||||
|
||||
The cleanup system automatically keeps only the best 10 checkpoints!
|
||||
480
LIVE_INFERENCE_TRAINING_GUIDE.md
Normal file
480
LIVE_INFERENCE_TRAINING_GUIDE.md
Normal file
@@ -0,0 +1,480 @@
|
||||
# Live Inference & Training Mode Guide
|
||||
|
||||
## Overview
|
||||
|
||||
The system has an `EnhancedRealtimeTrainingSystem` that can perform:
|
||||
- **Live Inference**: Predict next candle every second
|
||||
- **Retrospective Training**: Train on previous candle once result is known
|
||||
- **Multi-Timeframe**: Process 1s, 1m, 1h, 1d candles independently
|
||||
|
||||
## Current Status
|
||||
|
||||
### ✅ Available
|
||||
- `EnhancedRealtimeTrainingSystem` class exists in `NN/training/enhanced_realtime_training.py`
|
||||
- Comprehensive feature engineering
|
||||
- Multi-model support (DQN, CNN, COB RL)
|
||||
- Prediction tracking database
|
||||
- Experience replay buffers
|
||||
|
||||
### ❌ Not Enabled
|
||||
- Not instantiated in orchestrator
|
||||
- No integration with main trading loop
|
||||
- No UI controls to start/stop
|
||||
|
||||
---
|
||||
|
||||
## Architecture
|
||||
|
||||
### Live Inference Flow
|
||||
|
||||
```
|
||||
Every 1 second:
|
||||
┌─────────────────────────────────────────┐
|
||||
│ 1. Fetch Latest Data │
|
||||
│ - 1s candle (just closed) │
|
||||
│ - 1m candle (if minute boundary) │
|
||||
│ - 1h candle (if hour boundary) │
|
||||
│ - 1d candle (if day boundary) │
|
||||
└──────────────┬──────────────────────────┘
|
||||
│
|
||||
▼
|
||||
┌─────────────────────────────────────────┐
|
||||
│ 2. Make Predictions │
|
||||
│ - Next 1s candle OHLCV │
|
||||
│ - Next 1m candle OHLCV (if needed) │
|
||||
│ - Trading action (BUY/SELL/HOLD) │
|
||||
│ - Confidence score │
|
||||
└──────────────┬──────────────────────────┘
|
||||
│
|
||||
▼
|
||||
┌─────────────────────────────────────────┐
|
||||
│ 3. Store Predictions │
|
||||
│ - Save to prediction_database │
|
||||
│ - Track prediction_id │
|
||||
│ - Wait for resolution │
|
||||
└─────────────────────────────────────────┘
|
||||
```
|
||||
|
||||
### Retrospective Training Flow
|
||||
|
||||
```
|
||||
Every 1 second (after candle closes):
|
||||
┌─────────────────────────────────────────┐
|
||||
│ 1. Get Previous Candle Result │
|
||||
│ - Actual OHLCV values │
|
||||
│ - Price change │
|
||||
│ - Volume │
|
||||
└──────────────┬──────────────────────────┘
|
||||
│
|
||||
▼
|
||||
┌─────────────────────────────────────────┐
|
||||
│ 2. Resolve Predictions │
|
||||
│ - Compare predicted vs actual │
|
||||
│ - Calculate reward/loss │
|
||||
│ - Update prediction accuracy │
|
||||
└──────────────┬──────────────────────────┘
|
||||
│
|
||||
▼
|
||||
┌─────────────────────────────────────────┐
|
||||
│ 3. Create Training Experience │
|
||||
│ - State: market data before candle │
|
||||
│ - Action: predicted action │
|
||||
│ - Reward: based on accuracy │
|
||||
│ - Next State: market data after │
|
||||
└──────────────┬──────────────────────────┘
|
||||
│
|
||||
▼
|
||||
┌─────────────────────────────────────────┐
|
||||
│ 4. Train Models (if enough samples) │
|
||||
│ - Batch training (32-64 samples) │
|
||||
│ - Update model weights │
|
||||
│ - Save checkpoint │
|
||||
└─────────────────────────────────────────┘
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Implementation Plan
|
||||
|
||||
### Phase 1: Enable Realtime Training System
|
||||
|
||||
#### 1.1 Initialize in Orchestrator
|
||||
|
||||
```python
|
||||
# In core/orchestrator.py __init__()
|
||||
|
||||
if ENHANCED_TRAINING_AVAILABLE:
|
||||
self.enhanced_training_system = EnhancedRealtimeTrainingSystem(
|
||||
orchestrator=self,
|
||||
data_provider=self.data_provider,
|
||||
dashboard=None # Optional dashboard integration
|
||||
)
|
||||
logger.info("EnhancedRealtimeTrainingSystem initialized")
|
||||
else:
|
||||
self.enhanced_training_system = None
|
||||
logger.warning("EnhancedRealtimeTrainingSystem not available")
|
||||
```
|
||||
|
||||
#### 1.2 Add Start/Stop Methods
|
||||
|
||||
```python
|
||||
# In core/orchestrator.py
|
||||
|
||||
def start_live_training(self):
|
||||
"""Start live inference and training mode"""
|
||||
if self.enhanced_training_system:
|
||||
self.enhanced_training_system.start_training()
|
||||
logger.info("Live training mode started")
|
||||
return True
|
||||
else:
|
||||
logger.error("Enhanced training system not available")
|
||||
return False
|
||||
|
||||
def stop_live_training(self):
|
||||
"""Stop live inference and training mode"""
|
||||
if self.enhanced_training_system:
|
||||
self.enhanced_training_system.stop_training()
|
||||
logger.info("Live training mode stopped")
|
||||
return True
|
||||
return False
|
||||
|
||||
def is_live_training_active(self) -> bool:
|
||||
"""Check if live training is active"""
|
||||
if self.enhanced_training_system:
|
||||
return self.enhanced_training_system.is_training
|
||||
return False
|
||||
```
|
||||
|
||||
### Phase 2: Implement Prediction & Training Loop
|
||||
|
||||
#### 2.1 Main Loop (runs every 1 second)
|
||||
|
||||
```python
|
||||
# In EnhancedRealtimeTrainingSystem
|
||||
|
||||
def _live_inference_loop(self):
|
||||
"""Main loop for live inference and training"""
|
||||
while self.is_training:
|
||||
try:
|
||||
current_time = time.time()
|
||||
|
||||
# 1. Check which timeframes need processing
|
||||
timeframes_to_process = self._get_active_timeframes(current_time)
|
||||
|
||||
for timeframe in timeframes_to_process:
|
||||
# 2. Make prediction for next candle
|
||||
prediction = self._make_next_candle_prediction(timeframe)
|
||||
|
||||
# 3. Store prediction
|
||||
if prediction:
|
||||
self._store_prediction(prediction)
|
||||
|
||||
# 4. Resolve previous predictions
|
||||
self._resolve_timeframe_predictions(timeframe)
|
||||
|
||||
# 5. Train on resolved predictions
|
||||
if self._should_train(timeframe):
|
||||
self._train_on_timeframe(timeframe)
|
||||
|
||||
# Sleep until next second
|
||||
elapsed = time.time() - current_time
|
||||
sleep_time = max(0, 1.0 - elapsed)
|
||||
time.sleep(sleep_time)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Error in live inference loop: {e}")
|
||||
time.sleep(1)
|
||||
```
|
||||
|
||||
#### 2.2 Prediction Method
|
||||
|
||||
```python
|
||||
def _make_next_candle_prediction(self, timeframe: str) -> Dict:
|
||||
"""
|
||||
Predict next candle OHLCV values
|
||||
|
||||
Returns:
|
||||
{
|
||||
'timeframe': '1s',
|
||||
'timestamp': datetime,
|
||||
'predicted_open': float,
|
||||
'predicted_high': float,
|
||||
'predicted_low': float,
|
||||
'predicted_close': float,
|
||||
'predicted_volume': float,
|
||||
'action': 'BUY'|'SELL'|'HOLD',
|
||||
'confidence': float
|
||||
}
|
||||
"""
|
||||
# Get current market state (600 candles)
|
||||
market_state = self._get_market_state(timeframe)
|
||||
|
||||
# Get model prediction
|
||||
if self.orchestrator.primary_transformer:
|
||||
output = self.orchestrator.primary_transformer(market_state)
|
||||
|
||||
# Extract next candle prediction
|
||||
next_candle = output['next_candles'][timeframe]
|
||||
action_probs = output['action_probs']
|
||||
|
||||
return {
|
||||
'timeframe': timeframe,
|
||||
'timestamp': datetime.now(),
|
||||
'predicted_open': next_candle[0].item(),
|
||||
'predicted_high': next_candle[1].item(),
|
||||
'predicted_low': next_candle[2].item(),
|
||||
'predicted_close': next_candle[3].item(),
|
||||
'predicted_volume': next_candle[4].item(),
|
||||
'action': ['HOLD', 'BUY', 'SELL'][torch.argmax(action_probs).item()],
|
||||
'confidence': torch.max(action_probs).item()
|
||||
}
|
||||
|
||||
return None
|
||||
```
|
||||
|
||||
#### 2.3 Training Method
|
||||
|
||||
```python
|
||||
def _train_on_timeframe(self, timeframe: str):
|
||||
"""
|
||||
Train model on resolved predictions for this timeframe
|
||||
|
||||
Process:
|
||||
1. Get resolved predictions (predicted vs actual)
|
||||
2. Create training batches
|
||||
3. Calculate loss
|
||||
4. Update model weights
|
||||
5. Save checkpoint (if needed)
|
||||
"""
|
||||
# Get resolved predictions
|
||||
resolved = self._get_resolved_predictions(timeframe, limit=100)
|
||||
|
||||
if len(resolved) < 32: # Need minimum batch size
|
||||
return
|
||||
|
||||
# Create training batches
|
||||
batches = self._create_training_batches(resolved)
|
||||
|
||||
# Train model
|
||||
if self.orchestrator.primary_transformer_trainer:
|
||||
trainer = self.orchestrator.primary_transformer_trainer
|
||||
|
||||
for batch in batches:
|
||||
result = trainer.train_step(batch)
|
||||
|
||||
# Log progress
|
||||
if result:
|
||||
logger.debug(f"Trained on {timeframe}: loss={result['total_loss']:.4f}")
|
||||
|
||||
# Save checkpoint every N batches
|
||||
if self.training_iteration % 100 == 0:
|
||||
self._save_checkpoint(timeframe)
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Configuration
|
||||
|
||||
### Training Intervals
|
||||
|
||||
```python
|
||||
training_config = {
|
||||
# Inference intervals (how often to predict)
|
||||
'inference_1s': 1, # Every 1 second
|
||||
'inference_1m': 60, # Every 1 minute
|
||||
'inference_1h': 3600, # Every 1 hour
|
||||
'inference_1d': 86400, # Every 1 day
|
||||
|
||||
# Training intervals (how often to train)
|
||||
'training_1s': 10, # Train every 10 seconds (10 samples)
|
||||
'training_1m': 300, # Train every 5 minutes (5 samples)
|
||||
'training_1h': 3600, # Train every 1 hour (1 sample)
|
||||
'training_1d': 86400, # Train every 1 day (1 sample)
|
||||
|
||||
# Batch sizes
|
||||
'batch_size_1s': 32,
|
||||
'batch_size_1m': 16,
|
||||
'batch_size_1h': 8,
|
||||
'batch_size_1d': 4,
|
||||
|
||||
# Buffer sizes
|
||||
'buffer_size_1s': 1000,
|
||||
'buffer_size_1m': 500,
|
||||
'buffer_size_1h': 200,
|
||||
'buffer_size_1d': 100
|
||||
}
|
||||
```
|
||||
|
||||
### Performance Targets
|
||||
|
||||
| Timeframe | Predictions/Hour | Training/Hour | GPU Load | Memory |
|
||||
|-----------|------------------|---------------|----------|--------|
|
||||
| 1s | 3,600 | 360 (every 10s) | 30-50% | 2GB |
|
||||
| 1m | 60 | 12 (every 5m) | 10-20% | 1GB |
|
||||
| 1h | 1 | 1 (every 1h) | 5-10% | 500MB |
|
||||
| 1d | 0.04 | 0.04 (every 1d) | <5% | 200MB |
|
||||
|
||||
---
|
||||
|
||||
## Database Schema
|
||||
|
||||
### Predictions Table
|
||||
|
||||
```sql
|
||||
CREATE TABLE predictions (
|
||||
prediction_id INTEGER PRIMARY KEY,
|
||||
model_name VARCHAR,
|
||||
symbol VARCHAR,
|
||||
timeframe VARCHAR,
|
||||
timestamp BIGINT,
|
||||
|
||||
-- Predicted values
|
||||
predicted_open DOUBLE,
|
||||
predicted_high DOUBLE,
|
||||
predicted_low DOUBLE,
|
||||
predicted_close DOUBLE,
|
||||
predicted_volume DOUBLE,
|
||||
predicted_action VARCHAR,
|
||||
confidence DOUBLE,
|
||||
|
||||
-- Actual values (filled when resolved)
|
||||
actual_open DOUBLE,
|
||||
actual_high DOUBLE,
|
||||
actual_low DOUBLE,
|
||||
actual_close DOUBLE,
|
||||
actual_volume DOUBLE,
|
||||
|
||||
-- Accuracy metrics
|
||||
price_error DOUBLE,
|
||||
volume_error DOUBLE,
|
||||
action_correct BOOLEAN,
|
||||
reward DOUBLE,
|
||||
|
||||
-- Status
|
||||
status VARCHAR, -- 'pending', 'resolved', 'expired'
|
||||
resolved_at BIGINT
|
||||
);
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## UI Integration
|
||||
|
||||
### Dashboard Controls
|
||||
|
||||
```html
|
||||
<!-- Live Training Panel -->
|
||||
<div class="live-training-panel">
|
||||
<h3>Live Inference & Training</h3>
|
||||
|
||||
<div class="status">
|
||||
<span id="live-status">Inactive</span>
|
||||
<button id="start-live-btn">Start Live Mode</button>
|
||||
<button id="stop-live-btn" disabled>Stop Live Mode</button>
|
||||
</div>
|
||||
|
||||
<div class="metrics">
|
||||
<div class="metric">
|
||||
<label>Predictions/sec:</label>
|
||||
<span id="predictions-per-sec">0</span>
|
||||
</div>
|
||||
<div class="metric">
|
||||
<label>Training batches/min:</label>
|
||||
<span id="training-per-min">0</span>
|
||||
</div>
|
||||
<div class="metric">
|
||||
<label>Accuracy (1m):</label>
|
||||
<span id="accuracy-1m">0%</span>
|
||||
</div>
|
||||
<div class="metric">
|
||||
<label>GPU Load:</label>
|
||||
<span id="gpu-load">0%</span>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="recent-predictions">
|
||||
<h4>Recent Predictions</h4>
|
||||
<table id="predictions-table">
|
||||
<thead>
|
||||
<tr>
|
||||
<th>Time</th>
|
||||
<th>TF</th>
|
||||
<th>Predicted</th>
|
||||
<th>Actual</th>
|
||||
<th>Error</th>
|
||||
<th>Action</th>
|
||||
</tr>
|
||||
</thead>
|
||||
<tbody></tbody>
|
||||
</table>
|
||||
</div>
|
||||
</div>
|
||||
```
|
||||
|
||||
### API Endpoints
|
||||
|
||||
```python
|
||||
# In ANNOTATE/web/app.py
|
||||
|
||||
@app.route('/api/live-training/start', methods=['POST'])
|
||||
def start_live_training():
|
||||
if orchestrator.start_live_training():
|
||||
return jsonify({'status': 'started'})
|
||||
return jsonify({'error': 'Failed to start'}), 500
|
||||
|
||||
@app.route('/api/live-training/stop', methods=['POST'])
|
||||
def stop_live_training():
|
||||
if orchestrator.stop_live_training():
|
||||
return jsonify({'status': 'stopped'})
|
||||
return jsonify({'error': 'Failed to stop'}), 500
|
||||
|
||||
@app.route('/api/live-training/status', methods=['GET'])
|
||||
def get_live_training_status():
|
||||
if orchestrator.enhanced_training_system:
|
||||
return jsonify({
|
||||
'active': orchestrator.is_live_training_active(),
|
||||
'predictions_per_sec': orchestrator.enhanced_training_system.get_prediction_rate(),
|
||||
'training_per_min': orchestrator.enhanced_training_system.get_training_rate(),
|
||||
'accuracy': orchestrator.enhanced_training_system.get_accuracy_stats()
|
||||
})
|
||||
return jsonify({'active': False})
|
||||
|
||||
@app.route('/api/live-training/predictions', methods=['GET'])
|
||||
def get_recent_predictions():
|
||||
limit = request.args.get('limit', 50, type=int)
|
||||
if orchestrator.enhanced_training_system:
|
||||
predictions = orchestrator.enhanced_training_system.get_recent_predictions(limit)
|
||||
return jsonify({'predictions': predictions})
|
||||
return jsonify({'predictions': []})
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Summary
|
||||
|
||||
### To Enable Live Mode:
|
||||
|
||||
1. **Initialize** `EnhancedRealtimeTrainingSystem` in orchestrator
|
||||
2. **Add** start/stop methods to orchestrator
|
||||
3. **Implement** prediction and training loops
|
||||
4. **Create** UI controls and API endpoints
|
||||
5. **Test** with 1s timeframe first
|
||||
6. **Scale** to other timeframes
|
||||
|
||||
### Expected Behavior:
|
||||
|
||||
- ✅ Predict next candle every second
|
||||
- ✅ Train on previous candle once result known
|
||||
- ✅ 1 second delay for training (retrospective)
|
||||
- ✅ Continuous learning from live data
|
||||
- ✅ Real-time accuracy tracking
|
||||
- ✅ Automatic checkpoint saving
|
||||
|
||||
### Performance:
|
||||
|
||||
- **1s timeframe**: 3,600 predictions/hour, 360 training batches/hour
|
||||
- **GPU load**: 30-50% during active training
|
||||
- **Memory**: ~2GB for 1s, less for longer timeframes
|
||||
- **Latency**: <100ms per prediction
|
||||
|
||||
The system is designed and ready - it just needs to be enabled and integrated!
|
||||
383
LIVE_TRAINING_IMPLEMENTATION_STATUS.md
Normal file
383
LIVE_TRAINING_IMPLEMENTATION_STATUS.md
Normal file
@@ -0,0 +1,383 @@
|
||||
# Live Training Implementation Status
|
||||
|
||||
## ✅ Phase 1: Backend Integration (COMPLETED)
|
||||
|
||||
### 1. Orchestrator Integration
|
||||
|
||||
**File**: `core/orchestrator.py`
|
||||
|
||||
#### Initialization
|
||||
```python
|
||||
# Initialize EnhancedRealtimeTrainingSystem
|
||||
if ENHANCED_TRAINING_AVAILABLE:
|
||||
self.enhanced_training_system = EnhancedRealtimeTrainingSystem(
|
||||
orchestrator=self,
|
||||
data_provider=self.data_provider,
|
||||
dashboard=None
|
||||
)
|
||||
logger.info("EnhancedRealtimeTrainingSystem initialized successfully")
|
||||
```
|
||||
|
||||
#### Methods Added
|
||||
1. **`start_live_training()`** - Start live inference and training
|
||||
2. **`stop_live_training()`** - Stop live training
|
||||
3. **`is_live_training_active()`** - Check if active
|
||||
4. **`get_live_training_stats()`** - Get performance statistics
|
||||
|
||||
---
|
||||
|
||||
### 2. API Endpoints
|
||||
|
||||
**File**: `ANNOTATE/web/app.py`
|
||||
|
||||
#### Endpoints Added
|
||||
|
||||
| Endpoint | Method | Description |
|
||||
|----------|--------|-------------|
|
||||
| `/api/live-training/start` | POST | Start live training mode |
|
||||
| `/api/live-training/stop` | POST | Stop live training mode |
|
||||
| `/api/live-training/status` | GET | Get status and statistics |
|
||||
|
||||
#### Example Usage
|
||||
|
||||
**Start Live Training:**
|
||||
```bash
|
||||
curl -X POST http://localhost:8051/api/live-training/start
|
||||
```
|
||||
|
||||
Response:
|
||||
```json
|
||||
{
|
||||
"success": true,
|
||||
"status": "started",
|
||||
"message": "Live training mode started"
|
||||
}
|
||||
```
|
||||
|
||||
**Get Status:**
|
||||
```bash
|
||||
curl http://localhost:8051/api/live-training/status
|
||||
```
|
||||
|
||||
Response:
|
||||
```json
|
||||
{
|
||||
"success": true,
|
||||
"active": true,
|
||||
"stats": {
|
||||
"predictions_per_sec": 1.0,
|
||||
"training_batches_per_min": 6,
|
||||
"accuracy": 0.75,
|
||||
"models": {
|
||||
"dqn": {"loss": 0.234, "accuracy": 0.78},
|
||||
"cnn": {"loss": 0.156, "accuracy": 0.82}
|
||||
}
|
||||
}
|
||||
}
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## ⏳ Phase 2: Core Functionality (NEEDS IMPLEMENTATION)
|
||||
|
||||
### What's Missing
|
||||
|
||||
The `EnhancedRealtimeTrainingSystem` exists but needs these methods implemented:
|
||||
|
||||
#### 1. Live Inference Loop
|
||||
```python
|
||||
def _live_inference_loop(self):
|
||||
"""Main loop - predict next candle every second"""
|
||||
# TODO: Implement
|
||||
pass
|
||||
```
|
||||
|
||||
#### 2. Prediction Method
|
||||
```python
|
||||
def _make_next_candle_prediction(self, timeframe: str) -> Dict:
|
||||
"""Predict next candle OHLCV values"""
|
||||
# TODO: Implement using transformer's next_candles output
|
||||
pass
|
||||
```
|
||||
|
||||
#### 3. Training Method
|
||||
```python
|
||||
def _train_on_timeframe(self, timeframe: str):
|
||||
"""Train on resolved predictions"""
|
||||
# TODO: Implement batch training
|
||||
pass
|
||||
```
|
||||
|
||||
#### 4. Prediction Resolution
|
||||
```python
|
||||
def _resolve_timeframe_predictions(self, timeframe: str):
|
||||
"""Compare predicted vs actual candles"""
|
||||
# TODO: Implement
|
||||
pass
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## ⏳ Phase 3: UI Integration (NEEDS IMPLEMENTATION)
|
||||
|
||||
### Dashboard Panel
|
||||
|
||||
Create `ANNOTATE/web/templates/components/live_training_panel.html`:
|
||||
|
||||
```html
|
||||
<div class="card mb-4">
|
||||
<div class="card-header">
|
||||
<h5>Live Inference & Training</h5>
|
||||
</div>
|
||||
<div class="card-body">
|
||||
<div class="row mb-3">
|
||||
<div class="col-md-6">
|
||||
<div class="status-indicator">
|
||||
<span id="live-status-badge" class="badge bg-secondary">Inactive</span>
|
||||
<span id="live-status-text">Not Running</span>
|
||||
</div>
|
||||
</div>
|
||||
<div class="col-md-6 text-end">
|
||||
<button id="start-live-btn" class="btn btn-success">
|
||||
<i class="fas fa-play"></i> Start Live Mode
|
||||
</button>
|
||||
<button id="stop-live-btn" class="btn btn-danger" disabled>
|
||||
<i class="fas fa-stop"></i> Stop
|
||||
</button>
|
||||
</div>
|
||||
</div>
|
||||
|
||||
<div class="row" id="live-metrics" style="display: none;">
|
||||
<div class="col-md-3">
|
||||
<div class="metric-card">
|
||||
<div class="metric-label">Predictions/sec</div>
|
||||
<div class="metric-value" id="predictions-per-sec">0</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<div class="metric-card">
|
||||
<div class="metric-label">Training/min</div>
|
||||
<div class="metric-value" id="training-per-min">0</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<div class="metric-card">
|
||||
<div class="metric-label">Accuracy (1m)</div>
|
||||
<div class="metric-value" id="accuracy-1m">0%</div>
|
||||
</div>
|
||||
</div>
|
||||
<div class="col-md-3">
|
||||
<div class="metric-card">
|
||||
<div class="metric-label">GPU Load</div>
|
||||
<div class="metric-value" id="gpu-load">0%</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
</div>
|
||||
```
|
||||
|
||||
### JavaScript Integration
|
||||
|
||||
Add to `ANNOTATE/web/static/js/main.js`:
|
||||
|
||||
```javascript
|
||||
// Live Training Controls
|
||||
let liveTrainingInterval = null;
|
||||
|
||||
function startLiveTraining() {
|
||||
fetch('/api/live-training/start', {
|
||||
method: 'POST',
|
||||
headers: {'Content-Type': 'application/json'}
|
||||
})
|
||||
.then(response => response.json())
|
||||
.then(data => {
|
||||
if (data.success) {
|
||||
updateLiveStatus(true);
|
||||
startLiveStatusPolling();
|
||||
showNotification('Live training started', 'success');
|
||||
} else {
|
||||
showNotification('Failed to start: ' + data.error, 'error');
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
function stopLiveTraining() {
|
||||
fetch('/api/live-training/stop', {
|
||||
method: 'POST',
|
||||
headers: {'Content-Type': 'application/json'}
|
||||
})
|
||||
.then(response => response.json())
|
||||
.then(data => {
|
||||
if (data.success) {
|
||||
updateLiveStatus(false);
|
||||
stopLiveStatusPolling();
|
||||
showNotification('Live training stopped', 'info');
|
||||
}
|
||||
});
|
||||
}
|
||||
|
||||
function startLiveStatusPolling() {
|
||||
liveTrainingInterval = setInterval(() => {
|
||||
fetch('/api/live-training/status')
|
||||
.then(response => response.json())
|
||||
.then(data => {
|
||||
if (data.success && data.active) {
|
||||
updateLiveMetrics(data.stats);
|
||||
}
|
||||
});
|
||||
}, 2000); // Poll every 2 seconds
|
||||
}
|
||||
|
||||
function stopLiveStatusPolling() {
|
||||
if (liveTrainingInterval) {
|
||||
clearInterval(liveTrainingInterval);
|
||||
liveTrainingInterval = null;
|
||||
}
|
||||
}
|
||||
|
||||
function updateLiveStatus(active) {
|
||||
const badge = document.getElementById('live-status-badge');
|
||||
const text = document.getElementById('live-status-text');
|
||||
const startBtn = document.getElementById('start-live-btn');
|
||||
const stopBtn = document.getElementById('stop-live-btn');
|
||||
const metrics = document.getElementById('live-metrics');
|
||||
|
||||
if (active) {
|
||||
badge.className = 'badge bg-success';
|
||||
badge.textContent = 'Active';
|
||||
text.textContent = 'Running';
|
||||
startBtn.disabled = true;
|
||||
stopBtn.disabled = false;
|
||||
metrics.style.display = 'block';
|
||||
} else {
|
||||
badge.className = 'badge bg-secondary';
|
||||
badge.textContent = 'Inactive';
|
||||
text.textContent = 'Not Running';
|
||||
startBtn.disabled = false;
|
||||
stopBtn.disabled = true;
|
||||
metrics.style.display = 'none';
|
||||
}
|
||||
}
|
||||
|
||||
function updateLiveMetrics(stats) {
|
||||
document.getElementById('predictions-per-sec').textContent =
|
||||
(stats.predictions_per_sec || 0).toFixed(1);
|
||||
document.getElementById('training-per-min').textContent =
|
||||
(stats.training_batches_per_min || 0).toFixed(0);
|
||||
document.getElementById('accuracy-1m').textContent =
|
||||
((stats.accuracy || 0) * 100).toFixed(1) + '%';
|
||||
document.getElementById('gpu-load').textContent =
|
||||
((stats.gpu_load || 0) * 100).toFixed(0) + '%';
|
||||
}
|
||||
|
||||
// Initialize on page load
|
||||
document.addEventListener('DOMContentLoaded', function() {
|
||||
document.getElementById('start-live-btn').addEventListener('click', startLiveTraining);
|
||||
document.getElementById('stop-live-btn').addEventListener('click', stopLiveTraining);
|
||||
|
||||
// Check initial status
|
||||
fetch('/api/live-training/status')
|
||||
.then(response => response.json())
|
||||
.then(data => {
|
||||
if (data.success && data.active) {
|
||||
updateLiveStatus(true);
|
||||
startLiveStatusPolling();
|
||||
}
|
||||
});
|
||||
});
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Testing
|
||||
|
||||
### 1. Test Backend Integration
|
||||
|
||||
```python
|
||||
# In Python console or test script
|
||||
from core.orchestrator import TradingOrchestrator
|
||||
from core.data_provider import DataProvider
|
||||
|
||||
# Initialize
|
||||
data_provider = DataProvider()
|
||||
orchestrator = TradingOrchestrator(data_provider=data_provider)
|
||||
|
||||
# Check if available
|
||||
print(f"Enhanced training available: {orchestrator.enhanced_training_system is not None}")
|
||||
|
||||
# Start live training
|
||||
success = orchestrator.start_live_training()
|
||||
print(f"Started: {success}")
|
||||
|
||||
# Check status
|
||||
active = orchestrator.is_live_training_active()
|
||||
print(f"Active: {active}")
|
||||
|
||||
# Get stats
|
||||
stats = orchestrator.get_live_training_stats()
|
||||
print(f"Stats: {stats}")
|
||||
|
||||
# Stop
|
||||
orchestrator.stop_live_training()
|
||||
```
|
||||
|
||||
### 2. Test API Endpoints
|
||||
|
||||
```bash
|
||||
# Start
|
||||
curl -X POST http://localhost:8051/api/live-training/start
|
||||
|
||||
# Status
|
||||
curl http://localhost:8051/api/live-training/status
|
||||
|
||||
# Stop
|
||||
curl -X POST http://localhost:8051/api/live-training/stop
|
||||
```
|
||||
|
||||
---
|
||||
|
||||
## Next Steps
|
||||
|
||||
### Priority 1: Core Functionality
|
||||
1. Implement `_live_inference_loop()` in `EnhancedRealtimeTrainingSystem`
|
||||
2. Implement `_make_next_candle_prediction()` using transformer
|
||||
3. Implement `_train_on_timeframe()` for batch training
|
||||
4. Implement `_resolve_timeframe_predictions()` for accuracy tracking
|
||||
|
||||
### Priority 2: UI Integration
|
||||
1. Create live training panel HTML
|
||||
2. Add JavaScript controls
|
||||
3. Add CSS styling
|
||||
4. Integrate into main dashboard
|
||||
|
||||
### Priority 3: Testing & Optimization
|
||||
1. Test with 1s timeframe first
|
||||
2. Monitor GPU/CPU usage
|
||||
3. Optimize batch sizes
|
||||
4. Add error handling
|
||||
5. Add logging
|
||||
|
||||
---
|
||||
|
||||
## Summary
|
||||
|
||||
### ✅ Completed
|
||||
- Orchestrator integration
|
||||
- Start/stop methods
|
||||
- API endpoints
|
||||
- Basic infrastructure
|
||||
|
||||
### ⏳ In Progress
|
||||
- Core prediction loop
|
||||
- Training logic
|
||||
- UI components
|
||||
|
||||
### 📋 TODO
|
||||
- Implement prediction methods
|
||||
- Implement training methods
|
||||
- Create UI panel
|
||||
- Add JavaScript controls
|
||||
- Testing and optimization
|
||||
|
||||
The foundation is in place - now we need to implement the core prediction and training logic!
|
||||
@@ -947,73 +947,92 @@ class TradingTransformerTrainer:
|
||||
|
||||
def train_step(self, batch: Dict[str, torch.Tensor]) -> Dict[str, float]:
|
||||
"""Single training step"""
|
||||
self.model.train()
|
||||
self.optimizer.zero_grad()
|
||||
|
||||
# Clone and detach batch tensors before moving to device to avoid in-place operation issues
|
||||
# This ensures each batch is independent and prevents gradient computation errors
|
||||
batch = {k: v.detach().clone().to(self.device) for k, v in batch.items()}
|
||||
|
||||
# Forward pass
|
||||
outputs = self.model(
|
||||
batch['price_data'],
|
||||
batch['cob_data'],
|
||||
batch['tech_data'],
|
||||
batch['market_data']
|
||||
)
|
||||
|
||||
# Calculate losses
|
||||
action_loss = self.action_criterion(outputs['action_logits'], batch['actions'])
|
||||
price_loss = self.price_criterion(outputs['price_prediction'], batch['future_prices'])
|
||||
|
||||
# Start with base losses - avoid inplace operations on computation graph
|
||||
total_loss = action_loss + 0.1 * price_loss # Weight auxiliary task
|
||||
|
||||
# Add confidence loss if available
|
||||
if 'confidence' in outputs and 'trade_success' in batch:
|
||||
# Both tensors should have shape [batch_size, 1]
|
||||
# confidence: [batch_size, 1] from confidence_head
|
||||
# trade_success: [batch_size, 1] from batch preparation
|
||||
confidence_pred = outputs['confidence']
|
||||
trade_target = batch['trade_success'].float()
|
||||
try:
|
||||
self.model.train()
|
||||
self.optimizer.zero_grad()
|
||||
|
||||
# Ensure both have shape [batch_size, 1] for BCELoss
|
||||
# BCELoss requires exact shape match
|
||||
if trade_target.dim() == 1:
|
||||
trade_target = trade_target.unsqueeze(-1)
|
||||
if confidence_pred.dim() == 1:
|
||||
confidence_pred = confidence_pred.unsqueeze(-1)
|
||||
# Clone and detach batch tensors before moving to device to avoid in-place operation issues
|
||||
# This ensures each batch is independent and prevents gradient computation errors
|
||||
batch = {k: v.detach().clone().to(self.device) for k, v in batch.items()}
|
||||
|
||||
# Final shape verification
|
||||
if confidence_pred.shape != trade_target.shape:
|
||||
# Force reshape to match
|
||||
trade_target = trade_target.view(confidence_pred.shape)
|
||||
# Forward pass
|
||||
outputs = self.model(
|
||||
batch['price_data'],
|
||||
batch['cob_data'],
|
||||
batch['tech_data'],
|
||||
batch['market_data']
|
||||
)
|
||||
|
||||
confidence_loss = self.confidence_criterion(confidence_pred, trade_target)
|
||||
# Use addition instead of += to avoid inplace operation
|
||||
total_loss = total_loss + 0.1 * confidence_loss
|
||||
|
||||
# Backward pass
|
||||
total_loss.backward()
|
||||
|
||||
# Gradient clipping
|
||||
torch.nn.utils.clip_grad_norm_(self.model.parameters(), self.config.max_grad_norm)
|
||||
|
||||
# Optimizer step
|
||||
self.optimizer.step()
|
||||
self.scheduler.step()
|
||||
|
||||
# Calculate accuracy
|
||||
predictions = torch.argmax(outputs['action_logits'], dim=-1)
|
||||
accuracy = (predictions == batch['actions']).float().mean()
|
||||
|
||||
return {
|
||||
'total_loss': total_loss.item(),
|
||||
'action_loss': action_loss.item(),
|
||||
'price_loss': price_loss.item(),
|
||||
'accuracy': accuracy.item(),
|
||||
'learning_rate': self.scheduler.get_last_lr()[0]
|
||||
}
|
||||
# Calculate losses
|
||||
action_loss = self.action_criterion(outputs['action_logits'], batch['actions'])
|
||||
price_loss = self.price_criterion(outputs['price_prediction'], batch['future_prices'])
|
||||
|
||||
# Start with base losses - avoid inplace operations on computation graph
|
||||
total_loss = action_loss + 0.1 * price_loss # Weight auxiliary task
|
||||
|
||||
# Add confidence loss if available
|
||||
if 'confidence' in outputs and 'trade_success' in batch:
|
||||
# Both tensors should have shape [batch_size, 1] for BCELoss
|
||||
confidence_pred = outputs['confidence']
|
||||
trade_target = batch['trade_success'].float()
|
||||
|
||||
# Ensure both are 2D tensors [batch_size, 1]
|
||||
# Handle different input shapes robustly
|
||||
if confidence_pred.dim() == 0:
|
||||
# Scalar -> [1, 1]
|
||||
confidence_pred = confidence_pred.unsqueeze(0).unsqueeze(0)
|
||||
elif confidence_pred.dim() == 1:
|
||||
# [batch_size] -> [batch_size, 1]
|
||||
confidence_pred = confidence_pred.unsqueeze(-1)
|
||||
|
||||
if trade_target.dim() == 0:
|
||||
# Scalar -> [1, 1]
|
||||
trade_target = trade_target.unsqueeze(0).unsqueeze(0)
|
||||
elif trade_target.dim() == 1:
|
||||
# [batch_size] -> [batch_size, 1]
|
||||
trade_target = trade_target.unsqueeze(-1)
|
||||
|
||||
# Ensure shapes match exactly - BCELoss requires exact match
|
||||
if confidence_pred.shape != trade_target.shape:
|
||||
# Reshape trade_target to match confidence_pred shape
|
||||
trade_target = trade_target.view(confidence_pred.shape)
|
||||
|
||||
confidence_loss = self.confidence_criterion(confidence_pred, trade_target)
|
||||
# Use addition instead of += to avoid inplace operation
|
||||
total_loss = total_loss + 0.1 * confidence_loss
|
||||
|
||||
# Backward pass
|
||||
total_loss.backward()
|
||||
|
||||
# Gradient clipping
|
||||
torch.nn.utils.clip_grad_norm_(self.model.parameters(), self.config.max_grad_norm)
|
||||
|
||||
# Optimizer step
|
||||
self.optimizer.step()
|
||||
self.scheduler.step()
|
||||
|
||||
# Calculate accuracy
|
||||
predictions = torch.argmax(outputs['action_logits'], dim=-1)
|
||||
accuracy = (predictions == batch['actions']).float().mean()
|
||||
|
||||
return {
|
||||
'total_loss': total_loss.item(),
|
||||
'action_loss': action_loss.item(),
|
||||
'price_loss': price_loss.item(),
|
||||
'accuracy': accuracy.item(),
|
||||
'learning_rate': self.scheduler.get_last_lr()[0]
|
||||
}
|
||||
except Exception as e:
|
||||
logger.error(f"Error in train_step: {e}", exc_info=True)
|
||||
# Return a zero loss dict to prevent training from crashing
|
||||
# but log the error so we can debug
|
||||
return {
|
||||
'total_loss': 0.0,
|
||||
'action_loss': 0.0,
|
||||
'price_loss': 0.0,
|
||||
'accuracy': 0.0,
|
||||
'learning_rate': self.scheduler.get_last_lr()[0] if hasattr(self, 'scheduler') else 0.0
|
||||
}
|
||||
|
||||
def validate(self, val_loader: DataLoader) -> Dict[str, float]:
|
||||
"""Validation step"""
|
||||
|
||||
@@ -112,4 +112,12 @@ do we evaluate and reward/punish each model at each reference?
|
||||
|
||||
|
||||
in our realtime Reinforcement learning training how do we calculate the score (reward/penalty?)
|
||||
Let's use the mean squared difference between the prediction and the empirical outcome. We should do a training run at each inference which will use the last inference's prediction and the current price as outcome. do that up to 6 last predictions and calculating accuracity separately to have a better picture of the ability to predict couple of timeframes in the future. additionally to the frequent inference every 1 or 5s (i forgot the curent CNN rate) do an inference at each new timeframe interval. model should get the full data (multi timeframe - ETH (main) 1s 1m 1h 1d and 1m for BTC, SPX and one more) but should also know on what timeframe it is predicting. we predict only on the main symbol - so in 4 timeframes. bur on every hour we will do 4 inferences - one for each timeframe
|
||||
Let's use the mean squared difference between the prediction and the empirical outcome. We should do a training run at each inference which will use the last inference's prediction and the current price as outcome. do that up to 6 last predictions and calculating accuracity separately to have a better picture of the ability to predict couple of timeframes in the future. additionally to the frequent inference every 1 or 5s (i forgot the curent CNN rate) do an inference at each new timeframe interval. model should get the full data (multi timeframe - ETH (main) 1s 1m 1h 1d and 1m for BTC, SPX and one more) but should also know on what timeframe it is predicting. we predict only on the main symbol - so in 4 timeframes. bur on every hour we will do 4 inferences - one for each timeframe
|
||||
|
||||
|
||||
|
||||
|
||||
|
||||
----------
|
||||
can we check the "live inference" mode now. it should to a realtime inference/training each second (as much barches as can pass in 1s) and prediction should be next candle - training will be retrospective with 1 candle delay (called each s, m, h and d for the previous candle when we know the result)
|
||||
calculate the angle between each 2 candles features and train to predict those (top- top; open -open, etc.)
|
||||
@@ -503,9 +503,21 @@ class TradingOrchestrator:
|
||||
}
|
||||
|
||||
# ENHANCED: Real-time Training System Integration
|
||||
self.enhanced_training_system = (
|
||||
None # Will be set to EnhancedRealtimeTrainingSystem if available
|
||||
)
|
||||
self.enhanced_training_system = None
|
||||
if ENHANCED_TRAINING_AVAILABLE:
|
||||
try:
|
||||
self.enhanced_training_system = EnhancedRealtimeTrainingSystem(
|
||||
orchestrator=self,
|
||||
data_provider=self.data_provider,
|
||||
dashboard=None # Optional dashboard integration
|
||||
)
|
||||
logger.info("EnhancedRealtimeTrainingSystem initialized successfully")
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to initialize EnhancedRealtimeTrainingSystem: {e}")
|
||||
self.enhanced_training_system = None
|
||||
else:
|
||||
logger.warning("EnhancedRealtimeTrainingSystem not available")
|
||||
|
||||
# Enable training by default - don't depend on external training system
|
||||
self.training_enabled: bool = enhanced_rl_training
|
||||
|
||||
@@ -1162,6 +1174,49 @@ class TradingOrchestrator:
|
||||
logger.info(
|
||||
f"Synced {model_name} model state: loss={stats['current_loss']:.4f}, improvement={stats['improvement_pct']:.1f}%"
|
||||
)
|
||||
|
||||
# Live Inference & Training Methods
|
||||
def start_live_training(self) -> bool:
|
||||
"""Start live inference and training mode"""
|
||||
if self.enhanced_training_system:
|
||||
try:
|
||||
self.enhanced_training_system.start_training()
|
||||
logger.info("Live training mode started")
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to start live training: {e}")
|
||||
return False
|
||||
else:
|
||||
logger.error("Enhanced training system not available")
|
||||
return False
|
||||
|
||||
def stop_live_training(self) -> bool:
|
||||
"""Stop live inference and training mode"""
|
||||
if self.enhanced_training_system:
|
||||
try:
|
||||
self.enhanced_training_system.stop_training()
|
||||
logger.info("Live training mode stopped")
|
||||
return True
|
||||
except Exception as e:
|
||||
logger.error(f"Failed to stop live training: {e}")
|
||||
return False
|
||||
return False
|
||||
|
||||
def is_live_training_active(self) -> bool:
|
||||
"""Check if live training is active"""
|
||||
if self.enhanced_training_system:
|
||||
return self.enhanced_training_system.is_training
|
||||
return False
|
||||
|
||||
def get_live_training_stats(self) -> Dict[str, Any]:
|
||||
"""Get live training statistics"""
|
||||
if self.enhanced_training_system and self.enhanced_training_system.is_training:
|
||||
try:
|
||||
return self.enhanced_training_system.get_model_performance_stats()
|
||||
except Exception as e:
|
||||
logger.error(f"Error getting live training stats: {e}")
|
||||
return {}
|
||||
return {}
|
||||
|
||||
# UNUSED FUNCTION - Not called anywhere in codebase
|
||||
def checkpoint_saved(self, model_name: str, checkpoint_data: Dict[str, Any]):
|
||||
|
||||
Reference in New Issue
Block a user