adjust weights
This commit is contained in:
@ -424,7 +424,7 @@ class TradingOrchestrator:
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if self.rl_agent:
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if self.rl_agent:
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try:
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try:
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rl_interface = RLAgentInterface(self.rl_agent, name="dqn_agent")
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rl_interface = RLAgentInterface(self.rl_agent, name="dqn_agent")
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self.register_model(rl_interface, weight=0.3)
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self.register_model(rl_interface, weight=0.2)
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logger.info("RL Agent registered successfully")
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logger.info("RL Agent registered successfully")
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except Exception as e:
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except Exception as e:
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logger.error(f"Failed to register RL Agent: {e}")
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logger.error(f"Failed to register RL Agent: {e}")
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@ -433,7 +433,7 @@ class TradingOrchestrator:
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if self.cnn_model:
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if self.cnn_model:
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try:
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try:
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cnn_interface = CNNModelInterface(self.cnn_model, name="enhanced_cnn")
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cnn_interface = CNNModelInterface(self.cnn_model, name="enhanced_cnn")
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self.register_model(cnn_interface, weight=0.4)
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self.register_model(cnn_interface, weight=0.25)
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logger.info("CNN Model registered successfully")
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logger.info("CNN Model registered successfully")
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except Exception as e:
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except Exception as e:
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logger.error(f"Failed to register CNN Model: {e}")
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logger.error(f"Failed to register CNN Model: {e}")
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@ -528,7 +528,7 @@ class TradingOrchestrator:
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return 50.0 # MB
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return 50.0 # MB
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cob_rl_interface = COBRLModelInterfaceWrapper(self.cob_rl_agent, name="cob_rl_model")
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cob_rl_interface = COBRLModelInterfaceWrapper(self.cob_rl_agent, name="cob_rl_model")
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self.register_model(cob_rl_interface, weight=0.15)
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self.register_model(cob_rl_interface, weight=0.4)
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logger.info("COB RL Agent registered successfully")
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logger.info("COB RL Agent registered successfully")
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except Exception as e:
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except Exception as e:
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logger.error(f"Failed to register COB RL Agent: {e}")
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logger.error(f"Failed to register COB RL Agent: {e}")
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@ -769,15 +769,15 @@ class TradingOrchestrator:
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async def start_cob_integration(self):
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async def start_cob_integration(self):
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"""Start the COB integration to begin streaming data"""
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"""Start the COB integration to begin streaming data"""
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if self.cob_integration and hasattr(self.cob_integration, 'start_streaming'):
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if self.cob_integration and hasattr(self.cob_integration, 'start'):
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try:
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try:
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logger.info("Attempting to start COB integration...")
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logger.info("Attempting to start COB integration...")
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await self.cob_integration.start_streaming()
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await self.cob_integration.start()
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logger.info("COB Integration streaming started successfully.")
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logger.info("COB Integration started successfully.")
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except Exception as e:
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except Exception as e:
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logger.error(f"Failed to start COB integration streaming: {e}")
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logger.error(f"Failed to start COB integration: {e}")
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else:
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else:
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logger.warning("COB Integration not initialized or streaming not available.")
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logger.warning("COB Integration not initialized or start method not available.")
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def _on_cob_cnn_features(self, symbol: str, cob_data: Dict):
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def _on_cob_cnn_features(self, symbol: str, cob_data: Dict):
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"""Callback for when new COB CNN features are available"""
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"""Callback for when new COB CNN features are available"""
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@ -885,9 +885,9 @@ class TradingOrchestrator:
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if hasattr(self, 'rl_agent') and self.rl_agent:
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if hasattr(self, 'rl_agent') and self.rl_agent:
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self.model_weights["dqn_agent"] = 0.3
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self.model_weights["dqn_agent"] = 0.3
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# Add COB RL model weight if it exists
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# Add COB RL model weight if it exists (HIGHEST PRIORITY)
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if hasattr(self, 'cob_rl_agent') and self.cob_rl_agent:
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if hasattr(self, 'cob_rl_agent') and self.cob_rl_agent:
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self.model_weights["cob_rl_model"] = 0.2
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self.model_weights["cob_rl_model"] = 0.4
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# Add extrema trainer weight if it exists
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# Add extrema trainer weight if it exists
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if hasattr(self, 'extrema_trainer') and self.extrema_trainer:
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if hasattr(self, 'extrema_trainer') and self.extrema_trainer:
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