Multi_Swarm_Coevolutive/scripts/run_phase1.py

from __future__ import annotations

import argparse
from datetime import datetime

from multi_swarm.cerbero.client import CerberoClient
from multi_swarm.config import load_settings
from multi_swarm.data.cerbero_ohlcv import CerberoOHLCVLoader, OHLCVRequest
from multi_swarm.genome.hypothesis import ModelTier
from multi_swarm.llm.client import LLMClient
from multi_swarm.orchestrator.run import RunConfig, run_phase1


def parse_args() -> argparse.Namespace:
    p = argparse.ArgumentParser(description="Multi-Swarm Phase 1 runner")
    p.add_argument("--name", default="phase1-spike-001")
    p.add_argument("--population-size", type=int, default=20)
    p.add_argument("--n-generations", type=int, default=10)
    p.add_argument("--elite-k", type=int, default=2)
    p.add_argument("--tournament-k", type=int, default=3)
    p.add_argument("--p-crossover", type=float, default=0.5)
    p.add_argument("--seed", type=int, default=42)
    p.add_argument(
        "--exchange",
        default="deribit",
        choices=["deribit", "bybit", "hyperliquid"],
    )
    p.add_argument("--symbol", default="BTC-PERPETUAL")
    p.add_argument("--timeframe", default="1h")
    p.add_argument("--start", default="2024-01-01T00:00:00+00:00")
    p.add_argument("--end", default="2026-01-01T00:00:00+00:00")
    p.add_argument("--fees-bp", type=float, default=5.0)
    p.add_argument("--n-trials-dsr", type=int, default=50)
    p.add_argument(
        "--prompt-mutation-weight",
        type=float,
        default=0.0,
        help="Phase 2.5: probabilità (0-1) che la mutazione invochi LLM mutator tier B",
    )
    p.add_argument(
        "--fees-eat-alpha-threshold",
        type=float,
        default=0.5,
        help="Adversarial gate: kill se fees/gross_pnl > soglia (default 0.5, ablation 0.7)",
    )
    p.add_argument(
        "--flat-too-long-threshold",
        type=float,
        default=0.95,
        help="Adversarial gate: kill se signal flat > soglia delle bar (default 0.95, ablation 0.98)",
    )
    p.add_argument(
        "--undertrading-threshold",
        type=int,
        default=10,
        help="Adversarial: kill se n_trades < soglia (default 10, bump per filtrare lucky-shot)",
    )
    p.add_argument(
        "--fitness-v2",
        action="store_true",
        help=(
            "Attiva fitness v2: solo {no_trades, degenerate, undertrading} azzerano; "
            "gli altri HIGH applicano soft penalty multiplicativa"
        ),
    )
    p.add_argument(
        "--fitness-soft-penalty",
        type=float,
        default=0.4,
        help="v2: fattore soft penalty per HIGH non-hard (default 0.4 → 1 HIGH → 0.71x)",
    )
    p.add_argument(
        "--wfa-train-split",
        type=float,
        default=None,
        help="Walk-forward: frazione bar usate per training (es. 0.7 = primi 70%% in-sample, ultimi 30%% OOS)",
    )
    p.add_argument(
        "--wfa-top-k",
        type=int,
        default=5,
        help="Walk-forward: quanti top genomi rivalutare OOS (default 5)",
    )
    p.add_argument(
        "--eval-oos-during-loop",
        action="store_true",
        help=(
            "Multi-objective: eval ogni genome anche su test_ohlcv durante "
            "il loop e usa combined = alpha*IS + (1-alpha)*OOS per selection. "
            "Richiede --wfa-train-split. 2x costo backtest engine."
        ),
    )
    p.add_argument(
        "--fitness-combined-alpha",
        type=float,
        default=0.5,
        help="Multi-objective: peso IS (1-alpha = OOS). 1.0=solo IS, 0.5=bilanciato, 0.0=solo OOS",
    )
    return p.parse_args()


def main() -> None:
    args = parse_args()
    settings = load_settings()

    token = (
        settings.cerbero_mainnet_token.get_secret_value()
        if settings.cerbero_mainnet_token
        else settings.cerbero_testnet_token.get_secret_value()
    )
    cerbero = CerberoClient(
        base_url=settings.cerbero_base_url,
        token=token,
        bot_tag=settings.cerbero_bot_tag,
    )

    loader = CerberoOHLCVLoader(client=cerbero, cache_dir=settings.series_dir)
    req = OHLCVRequest(
        symbol=args.symbol,
        timeframe=args.timeframe,
        start=datetime.fromisoformat(args.start),
        end=datetime.fromisoformat(args.end),
        exchange=args.exchange,
    )
    ohlcv = loader.load(req)
    print(f"OHLCV loaded: {len(ohlcv)} bars from {ohlcv.index[0]} to {ohlcv.index[-1]}")

    llm = LLMClient(
        openrouter_api_key=settings.openrouter_api_key.get_secret_value(),
        model_tier_s=settings.llm_model_tier_s,
        model_tier_a=settings.llm_model_tier_a,
        model_tier_b=settings.llm_model_tier_b,
        model_tier_c=settings.llm_model_tier_c,
        model_tier_d=settings.llm_model_tier_d,
        openrouter_base_url=settings.openrouter_base_url,
    )

    cfg = RunConfig(
        run_name=args.name,
        population_size=args.population_size,
        n_generations=args.n_generations,
        elite_k=args.elite_k,
        tournament_k=args.tournament_k,
        p_crossover=args.p_crossover,
        seed=args.seed,
        model_tier=ModelTier.C,
        symbol=args.symbol,
        timeframe=args.timeframe,
        fees_bp=args.fees_bp,
        n_trials_dsr=args.n_trials_dsr,
        db_path=settings.db_path,
        prompt_mutation_weight=args.prompt_mutation_weight,
        fees_eat_alpha_threshold=args.fees_eat_alpha_threshold,
        flat_too_long_threshold=args.flat_too_long_threshold,
        undertrading_threshold=args.undertrading_threshold,
        fitness_hard_kill_findings=(
            ("no_trades", "degenerate", "undertrading") if args.fitness_v2 else None
        ),
        fitness_adversarial_soft_penalty=args.fitness_soft_penalty,
        wfa_train_split=args.wfa_train_split,
        wfa_top_k=args.wfa_top_k,
        eval_oos_during_loop=args.eval_oos_during_loop,
        fitness_combined_alpha=args.fitness_combined_alpha,
    )

    run_id = run_phase1(cfg, ohlcv=ohlcv, llm=llm)
    print(f"Run completed: {run_id}")


if __name__ == "__main__":
    main()