Adriano
bf70acc322
Estende AdversarialAgent con flat_too_long_threshold (default 0.95) configurabile, simmetrico a fees_eat_alpha_threshold. Propagato a RunConfig.flat_too_long_threshold e flag CLI --flat-too-long-threshold. Motivazione: pop30-combo ha registrato 75 finding flat_too_long HIGH (secondo killer dopo fees_eat_alpha 87). Rilassare la soglia 0.95→0.98 ammette strategie più passive ma marginalmente attive — analogo all'ablation fees già verificata (+23% stabile). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
116 lines
4.0 KiB
Python
116 lines
4.0 KiB
Python
from __future__ import annotations
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import argparse
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from datetime import datetime
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from multi_swarm.cerbero.client import CerberoClient
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from multi_swarm.config import load_settings
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from multi_swarm.data.cerbero_ohlcv import CerberoOHLCVLoader, OHLCVRequest
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from multi_swarm.genome.hypothesis import ModelTier
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from multi_swarm.llm.client import LLMClient
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from multi_swarm.orchestrator.run import RunConfig, run_phase1
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def parse_args() -> argparse.Namespace:
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p = argparse.ArgumentParser(description="Multi-Swarm Phase 1 runner")
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p.add_argument("--name", default="phase1-spike-001")
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p.add_argument("--population-size", type=int, default=20)
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p.add_argument("--n-generations", type=int, default=10)
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p.add_argument("--elite-k", type=int, default=2)
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p.add_argument("--tournament-k", type=int, default=3)
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p.add_argument("--p-crossover", type=float, default=0.5)
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p.add_argument("--seed", type=int, default=42)
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p.add_argument(
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"--exchange",
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default="deribit",
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choices=["deribit", "bybit", "hyperliquid"],
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)
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p.add_argument("--symbol", default="BTC-PERPETUAL")
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p.add_argument("--timeframe", default="1h")
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p.add_argument("--start", default="2024-01-01T00:00:00+00:00")
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p.add_argument("--end", default="2026-01-01T00:00:00+00:00")
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p.add_argument("--fees-bp", type=float, default=5.0)
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p.add_argument("--n-trials-dsr", type=int, default=50)
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p.add_argument(
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"--prompt-mutation-weight",
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type=float,
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default=0.0,
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help="Phase 2.5: probabilità (0-1) che la mutazione invochi LLM mutator tier B",
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)
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p.add_argument(
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"--fees-eat-alpha-threshold",
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type=float,
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default=0.5,
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help="Adversarial gate: kill se fees/gross_pnl > soglia (default 0.5, ablation 0.7)",
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)
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p.add_argument(
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"--flat-too-long-threshold",
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type=float,
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default=0.95,
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help="Adversarial gate: kill se signal flat > soglia delle bar (default 0.95, ablation 0.98)",
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)
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return p.parse_args()
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def main() -> None:
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args = parse_args()
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settings = load_settings()
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token = (
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settings.cerbero_mainnet_token.get_secret_value()
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if settings.cerbero_mainnet_token
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else settings.cerbero_testnet_token.get_secret_value()
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)
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cerbero = CerberoClient(
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base_url=settings.cerbero_base_url,
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token=token,
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bot_tag=settings.cerbero_bot_tag,
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)
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loader = CerberoOHLCVLoader(client=cerbero, cache_dir=settings.series_dir)
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req = OHLCVRequest(
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symbol=args.symbol,
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timeframe=args.timeframe,
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start=datetime.fromisoformat(args.start),
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end=datetime.fromisoformat(args.end),
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exchange=args.exchange,
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)
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ohlcv = loader.load(req)
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print(f"OHLCV loaded: {len(ohlcv)} bars from {ohlcv.index[0]} to {ohlcv.index[-1]}")
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llm = LLMClient(
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openrouter_api_key=settings.openrouter_api_key.get_secret_value(),
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model_tier_s=settings.llm_model_tier_s,
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model_tier_a=settings.llm_model_tier_a,
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model_tier_b=settings.llm_model_tier_b,
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model_tier_c=settings.llm_model_tier_c,
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model_tier_d=settings.llm_model_tier_d,
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openrouter_base_url=settings.openrouter_base_url,
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)
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cfg = RunConfig(
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run_name=args.name,
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population_size=args.population_size,
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n_generations=args.n_generations,
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elite_k=args.elite_k,
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tournament_k=args.tournament_k,
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p_crossover=args.p_crossover,
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seed=args.seed,
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model_tier=ModelTier.C,
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symbol=args.symbol,
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timeframe=args.timeframe,
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fees_bp=args.fees_bp,
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n_trials_dsr=args.n_trials_dsr,
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db_path=settings.db_path,
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prompt_mutation_weight=args.prompt_mutation_weight,
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fees_eat_alpha_threshold=args.fees_eat_alpha_threshold,
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flat_too_long_threshold=args.flat_too_long_threshold,
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)
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run_id = run_phase1(cfg, ohlcv=ohlcv, llm=llm)
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print(f"Run completed: {run_id}")
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if __name__ == "__main__":
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main()
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