wip training

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Dobromir Popov
2025-07-24 15:27:32 +03:00
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@ -140,7 +140,7 @@ Training:
### 4. Orchestrator
The Orchestrator serves as the central coordination hub of the multi-modal trading system, responsible for data subscription management, model inference coordination, output storage, and training pipeline orchestration.
The Orchestrator serves as the central coordination hub of the multi-modal trading system, responsible for data subscription management, model inference coordination, output storage, training pipeline orchestration, and inference-training feedback loop management.
#### Key Classes and Interfaces
@ -245,6 +245,47 @@ The Orchestrator coordinates training for all models by managing the prediction-
- checkpoint manager has capability to ensure only top 5 to 10 best checkpoints are stored for each model deleting the least performant ones. it stores metadata along the CPs to decide the performance
- we automatically load the best CP at startup if we have stored ones
##### 5. Inference Data Validation and Storage
The Orchestrator implements comprehensive inference data validation and persistent storage:
**Input Data Validation**:
- Validates complete OHLCV dataframes for all required timeframes before inference
- Checks input data dimensions against model requirements
- Logs missing components and prevents prediction on incomplete data
- Raises validation errors with specific details about expected vs actual dimensions
**Inference History Storage**:
- Stores complete input data packages with each prediction in persistent storage
- Includes timestamp, symbol, input features, prediction outputs, confidence scores, and model internal states
- Maintains compressed storage to minimize footprint while preserving accessibility
- Implements efficient query mechanisms by symbol, timeframe, and date range
**Storage Management**:
- Applies configurable retention policies to manage storage limits
- Archives or removes oldest entries when limits are reached
- Prioritizes keeping most recent and valuable training examples during storage pressure
- Provides data completeness metrics and validation results in logs
##### 6. Inference-Training Feedback Loop
The Orchestrator manages the continuous learning cycle through inference-training feedback:
**Prediction Outcome Evaluation**:
- Evaluates prediction accuracy against actual price movements after sufficient time has passed
- Creates training examples using stored inference data paired with actual market outcomes
- Feeds prediction-result pairs back to respective models for learning
**Adaptive Learning Signals**:
- Provides positive reinforcement signals for accurate predictions
- Delivers corrective training signals for inaccurate predictions to help models learn from mistakes
- Retrieves last inference data for each model to compare predictions against actual outcomes
**Continuous Improvement Tracking**:
- Tracks and reports accuracy improvements or degradations over time
- Monitors model learning progress through the feedback loop
- Alerts administrators when data flow issues are detected with specific error details and remediation suggestions
##### 5. Decision Making and Trading Actions
Beyond coordination, the Orchestrator makes final trading decisions: