training wip

This commit is contained in:
Dobromir Popov
2025-07-29 15:25:36 +03:00
parent b3e3a7673f
commit ff41f0a278
3 changed files with 102 additions and 13 deletions

View File

@@ -2014,26 +2014,59 @@ class TradingOrchestrator:
logger.debug(f"No fallback prediction available for {symbol}")
return None
# Choose decision method based on configuration and toggle state
# NEW BEHAVIOR: Check inference and training toggle states separately
decision_fusion_inference_enabled = self.is_model_inference_enabled("decision_fusion")
decision_fusion_training_enabled = self.is_model_training_enabled("decision_fusion")
if (
# If training is enabled, we should also inference the model for training purposes
# but we may not use the predictions for actions/signals depending on inference toggle
should_inference_for_training = decision_fusion_training_enabled and (
self.decision_fusion_enabled
and self.decision_fusion_mode == "neural"
and self.decision_fusion_network is not None
)
# If inference is enabled, use neural decision fusion for actions
if (
should_inference_for_training
and decision_fusion_inference_enabled
):
# Use neural decision fusion
# Use neural decision fusion for both training and actions
logger.debug(f"Using neural decision fusion for {symbol} (inference enabled)")
decision = self._make_decision_fusion_decision(
symbol=symbol,
predictions=predictions,
current_price=current_price,
timestamp=current_time,
)
elif should_inference_for_training and not decision_fusion_inference_enabled:
# Inference for training only, but use programmatic for actions
logger.info(f"Decision fusion inference disabled, using programmatic mode for {symbol} (training enabled)")
# Make neural inference for training purposes only
training_decision = self._make_decision_fusion_decision(
symbol=symbol,
predictions=predictions,
current_price=current_price,
timestamp=current_time,
)
# Store inference for decision fusion training
self._store_decision_fusion_inference(
training_decision, predictions, current_price
)
# Use programmatic decision for actual actions
decision = self._combine_predictions(
symbol=symbol,
price=current_price,
predictions=predictions,
timestamp=current_time,
)
else:
# Use programmatic decision combination
if not decision_fusion_inference_enabled:
logger.info(f"Decision fusion model disabled, using programmatic mode for {symbol}")
# Use programmatic decision combination (no neural inference)
if not decision_fusion_inference_enabled and not decision_fusion_training_enabled:
logger.info(f"Decision fusion model disabled (inference and training off), using programmatic mode for {symbol}")
else:
logger.debug(f"Using programmatic decision combination for {symbol}")
@@ -2044,8 +2077,11 @@ class TradingOrchestrator:
timestamp=current_time,
)
# Train decision fusion model even in programmatic mode
if self.decision_fusion_enabled and self.decision_fusion_network is not None:
# Train decision fusion model even in programmatic mode if training is enabled
if (decision_fusion_training_enabled and
self.decision_fusion_enabled and
self.decision_fusion_network is not None):
# Store inference for decision fusion (like other models)
self._store_decision_fusion_inference(
decision, predictions, current_price
@@ -5562,8 +5598,8 @@ class TradingOrchestrator:
# DEBUG: Log decision fusion input features
logger.info(f"=== DECISION FUSION INPUT FEATURES ===")
logger.info(f" Input shape: {input_features.shape}")
logger.info(f" Input features (first 20): {input_features[0, :20].cpu().numpy()}")
logger.info(f" Input features (last 20): {input_features[0, -20:].cpu().numpy()}")
# logger.info(f" Input features (first 20): {input_features[0, :20].cpu().numpy()}")
# logger.info(f" Input features (last 20): {input_features[0, -20:].cpu().numpy()}")
logger.info(f" Input features mean: {input_features.mean().item():.4f}")
logger.info(f" Input features std: {input_features.std().item():.4f}")