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scale up transformer

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This commit is contained in:
Dobromir Popov
2025-07-02 01:41:20 +03:00
parent 8645f6e8dd
commit 5eda20acc8
4 changed files with 96 additions and 122 deletions
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8
NN/models/advanced_transformer_trading.py
View File

@ -452,6 +452,14 @@ class AdvancedTradingTransformer(nn.Module):
""" """
batch_size, seq_len = price_data.shape[:2] batch_size, seq_len = price_data.shape[:2]
# Handle different input dimensions - expand to sequence if needed
if cob_data.dim() == 2: # (batch, features) -> (batch, seq_len, features)
cob_data = cob_data.unsqueeze(1).expand(batch_size, seq_len, -1)
if tech_data.dim() == 2: # (batch, features) -> (batch, seq_len, features)
tech_data = tech_data.unsqueeze(1).expand(batch_size, seq_len, -1)
if market_data.dim() == 2: # (batch, features) -> (batch, seq_len, features)
market_data = market_data.unsqueeze(1).expand(batch_size, seq_len, -1)
# Project inputs to model dimension # Project inputs to model dimension
price_emb = self.price_projection(price_data) price_emb = self.price_projection(price_data)
cob_emb = self.cob_projection(cob_data) cob_emb = self.cob_projection(cob_data)

50
NN/models/saved/checkpoint_metadata.json
View File

@ -271,15 +271,15 @@
], ],
"decision": [ "decision": [
{ {
"checkpoint_id": "decision_20250702_012558", "checkpoint_id": "decision_20250702_013257",
"model_name": "decision", "model_name": "decision",
"model_type": "decision_fusion", "model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012558.pt", "file_path": "NN\\models\\saved\\decision\\decision_20250702_013257.pt",
"created_at": "2025-07-02T01:25:58.614455", "created_at": "2025-07-02T01:32:57.057698",
"file_size_mb": 0.06720924377441406, "file_size_mb": 0.06720924377441406,
"performance_score": 9.999991886192655, "performance_score": 9.99999352005137,
"accuracy": null, "accuracy": null,
"loss": 8.113807345618998e-06, "loss": 6.479948628599987e-06,
"val_accuracy": null, "val_accuracy": null,
"val_loss": null, "val_loss": null,
"reward": null, "reward": null,
@ -291,15 +291,15 @@
"wandb_artifact_name": null "wandb_artifact_name": null
}, },
{ {
"checkpoint_id": "decision_20250702_012504", "checkpoint_id": "decision_20250702_013256",
"model_name": "decision", "model_name": "decision",
"model_type": "decision_fusion", "model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012504.pt", "file_path": "NN\\models\\saved\\decision\\decision_20250702_013256.pt",
"created_at": "2025-07-02T01:25:04.285477", "created_at": "2025-07-02T01:32:56.667169",
"file_size_mb": 0.06720924377441406, "file_size_mb": 0.06720924377441406,
"performance_score": 9.999991852067678, "performance_score": 9.999993471487318,
"accuracy": null, "accuracy": null,
"loss": 8.147932321987486e-06, "loss": 6.528512681061979e-06,
"val_accuracy": null, "val_accuracy": null,
"val_loss": null, "val_loss": null,
"reward": null, "reward": null,
@ -311,15 +311,15 @@
"wandb_artifact_name": null "wandb_artifact_name": null
}, },
{ {
"checkpoint_id": "decision_20250702_012502", "checkpoint_id": "decision_20250702_013255",
"model_name": "decision", "model_name": "decision",
"model_type": "decision_fusion", "model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012502.pt", "file_path": "NN\\models\\saved\\decision\\decision_20250702_013255.pt",
"created_at": "2025-07-02T01:25:02.958656", "created_at": "2025-07-02T01:32:55.915359",
"file_size_mb": 0.06720924377441406, "file_size_mb": 0.06720924377441406,
"performance_score": 9.999991847589234, "performance_score": 9.999993469737547,
"accuracy": null, "accuracy": null,
"loss": 8.152410765381393e-06, "loss": 6.5302624539599814e-06,
"val_accuracy": null, "val_accuracy": null,
"val_loss": null, "val_loss": null,
"reward": null, "reward": null,
@ -331,15 +331,15 @@
"wandb_artifact_name": null "wandb_artifact_name": null
}, },
{ {
"checkpoint_id": "decision_20250702_012503", "checkpoint_id": "decision_20250702_013255",
"model_name": "decision", "model_name": "decision",
"model_type": "decision_fusion", "model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012503.pt", "file_path": "NN\\models\\saved\\decision\\decision_20250702_013255.pt",
"created_at": "2025-07-02T01:25:03.108239", "created_at": "2025-07-02T01:32:55.774316",
"file_size_mb": 0.06720924377441406, "file_size_mb": 0.06720924377441406,
"performance_score": 9.99999184242316, "performance_score": 9.99999346914947,
"accuracy": null, "accuracy": null,
"loss": 8.157576839933662e-06, "loss": 6.530850530594989e-06,
"val_accuracy": null, "val_accuracy": null,
"val_loss": null, "val_loss": null,
"reward": null, "reward": null,
@ -351,15 +351,15 @@
"wandb_artifact_name": null "wandb_artifact_name": null
}, },
{ {
"checkpoint_id": "decision_20250702_012502", "checkpoint_id": "decision_20250702_013255",
"model_name": "decision", "model_name": "decision",
"model_type": "decision_fusion", "model_type": "decision_fusion",
"file_path": "NN\\models\\saved\\decision\\decision_20250702_012502.pt", "file_path": "NN\\models\\saved\\decision\\decision_20250702_013255.pt",
"created_at": "2025-07-02T01:25:02.603966", "created_at": "2025-07-02T01:32:55.646001",
"file_size_mb": 0.06720924377441406, "file_size_mb": 0.06720924377441406,
"performance_score": 9.999991812171043, "performance_score": 9.99999346889822,
"accuracy": null, "accuracy": null,
"loss": 8.187828957696905e-06, "loss": 6.531101780155828e-06,
"val_accuracy": null, "val_accuracy": null,
"val_loss": null, "val_loss": null,
"reward": null, "reward": null,

16
web/clean_dashboard.py
View File

@ -239,10 +239,10 @@ class CleanTradingDashboard:
from NN.models.advanced_transformer_trading import create_trading_transformer, TradingTransformerConfig from NN.models.advanced_transformer_trading import create_trading_transformer, TradingTransformerConfig
config = TradingTransformerConfig( config = TradingTransformerConfig(
d_model=1024, # 2x increase for 46M parameters d_model=512, # Optimized for 46M parameters
n_heads=16, # 2x increase n_heads=8, # Optimized
n_layers=12, # 2x increase n_layers=8, # Optimized
seq_len=150, # 1.5x increase seq_len=100, # Optimized
n_actions=3, n_actions=3,
use_multi_scale_attention=True, use_multi_scale_attention=True,
use_market_regime_detection=True, use_market_regime_detection=True,
@ -4603,10 +4603,10 @@ class CleanTradingDashboard:
# Create transformer if not exists # Create transformer if not exists
if transformer_model is None or transformer_trainer is None: if transformer_model is None or transformer_trainer is None:
config = TradingTransformerConfig( config = TradingTransformerConfig(
d_model=1024, # 2x increase for 46M parameters d_model=512, # Optimized for 46M parameters
n_heads=16, # 2x increase n_heads=8, # Optimized
n_layers=12, # 2x increase n_layers=8, # Optimized
seq_len=150, # 1.5x increase seq_len=100, # Optimized
n_actions=3, n_actions=3,
use_multi_scale_attention=True, use_multi_scale_attention=True,
use_market_regime_detection=True, use_market_regime_detection=True,

116
web/layout_manager.py
View File

@ -200,98 +200,64 @@ class DashboardLayoutManager:
]) ])
def _create_cob_and_trades_row(self): def _create_cob_and_trades_row(self):
"""Creates the row for COB ladders, closed trades, and model status.""" """Creates the row for COB ladders, closed trades, and model status - REORGANIZED LAYOUT"""
return html.Div( return html.Div([
[ # Top row: COB Ladders (left) and Models/Training (right)
html.Div([
# Left side: COB Ladders (60% width) # Left side: COB Ladders (60% width)
html.Div( html.Div([
[ html.Div([
html.Div(
[
# ETH/USDT COB # ETH/USDT COB
html.Div( html.Div([
[
html.Div( html.Div(
id="eth-cob-content", id="eth-cob-content",
className="card-body p-2", className="card-body p-2",
) )
], ], className="card", style={"flex": "1"}),
className="card",
style={"flex": "1"},
),
# BTC/USDT COB # BTC/USDT COB
html.Div( html.Div([
[
html.Div( html.Div(
id="btc-cob-content", id="btc-cob-content",
className="card-body p-2", className="card-body p-2",
) )
], ], className="card", style={"flex": "1", "marginLeft": "1rem"}),
className="card", ], className="d-flex")
style={"flex": "1", "marginLeft": "1rem"}, ], style={"width": "60%"}),
),
], # Right side: Models & Training Progress (40% width) - MOVED UP
className="d-flex", html.Div([
) html.Div([
], html.Div([
style={"width": "60%"}, html.H6([
),
# Right side: Trades and Model Status (40% width)
html.Div(
[
# Closed Trades
html.Div(
[
html.Div(
[
html.H6(
[
html.I(className="fas fa-history me-2"),
"Closed Trades",
],
className="card-title mb-2",
),
html.Div(
id="closed-trades-table",
style={"height": "250px", "overflowY": "auto"},
),
],
className="card-body p-2",
)
],
className="card mb-3",
),
# Model Status
html.Div(
[
html.Div(
[
html.H6(
[
html.I(className="fas fa-brain me-2"), html.I(className="fas fa-brain me-2"),
"Models & Training Progress", "Models & Training Progress",
], ], className="card-title mb-2"),
className="card-title mb-2",
),
html.Div( html.Div(
id="training-metrics", id="training-metrics",
style={ style={"height": "300px", "overflowY": "auto"}, # Increased height
"height": "250px",
"overflowY": "auto",
},
), ),
], ], className="card-body p-2")
className="card-body p-2", ], className="card")
) ], style={"width": "38%", "marginLeft": "2%"}),
], ], className="d-flex mb-3"),
className="card",
# Bottom row: Closed Trades (full width) - MOVED BELOW COB
html.Div([
html.Div([
html.Div([
html.H6([
html.I(className="fas fa-history me-2"),
"Recent Closed Trades",
], className="card-title mb-2"),
html.Div(
id="closed-trades-table",
style={"height": "200px", "overflowY": "auto"}, # Reduced height
), ),
], ], className="card-body p-2")
style={"width": "38%", "marginLeft": "2%"}, ], className="card")
), ])
], ])
className="d-flex mb-3",
)
def _create_analytics_and_performance_row(self): def _create_analytics_and_performance_row(self):
"""Create the combined analytics and performance row with COB data, trades, and training progress""" """Create the combined analytics and performance row with COB data, trades, and training progress"""