Files
PythagorasGoal/Old/scripts/games/session_arena.py
T
Adriano Dal Pastro 14522262e6 chore(reset): v2.0.0 — storico certificato Deribit mainnet, ripartenza pulita
Reset del progetto su fondamenta verificate dopo la scoperta che l'intera
libreria "validata OOS" era artefatto di feed contaminato (print fantasma del
feed Cerbero TESTNET + storico Binance/USDT).

- Storico ricostruito da Deribit MAINNET (ccxt pubblico, tokenless) e
  CERTIFICATO (certify_feed.py): BTC/ETH puliti su TUTTA la storia
  (mediana 2-6 bps vs Coinbase USD), integrita' OHLC + coerenza resample
  (maxΔ 0.00) + cross-venue OK. Alt esclusi (illiquidi/divergenti: LTC/DOGE
  50-82% barre flat; XRP/BNB non certificabili).
- Verdetto sul feed pulito: FADE / PAIRS / XS01 / TSM01 morti (ogni
  portafoglio Sharpe -2.3..-3.0, DD ~40%); solo SH01 e frammenti HONEST
  con segnale residuo, da ri-validare in isolamento.
- Cleanup "restart pulito": strategie, stack live (src/live, src/portfolio,
  runner/executor, yml, docker), ~100 script ricerca/gate, waste/games/
  portfolios, dati non certificati + cache e 60+ diari -> archiviati in Old/
  (preservati, non cancellati). Diario consolidato in un unico documento.
- Skeleton ricerca tenuto: Strategy ABC + indicatori + src/fractal +
  src/backtest/engine + load_data; tool dati certificati (rebuild_history,
  certify_feed, audit_feed, multi_source_check).
- Universo dati ATTIVO: solo BTC/ETH (5m/15m/1h); guardrail fisico
  (load_data su alt -> FileNotFoundError). Esecuzione DISABILITATA, conto flat.

Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
2026-06-19 15:20:59 +00:00

175 lines
7.5 KiB
Python

"""
Arena del gioco-SESSION: 100 agenti ciechi cercano pattern ORARI intraday (fascia di
controllo -> finestra successiva) su due serie anonime (A=BTC, B=ETH). Torneo standard
(3 finestre, 90 epoche, cull 10%/10) col motore session_engine.
uv run python -m scripts.games.session_arena # 100 random (test)
GAME_SPECS_DIR=... GAME_OUT=... uv run python -m scripts.games.session_arena --from-specs
"""
from __future__ import annotations
import json
import os
import random
import sys
from pathlib import Path
from scripts.games.session_engine import load_session, splits3, evaluate
OUT = Path("data/games"); OUT.mkdir(parents=True, exist_ok=True)
PSPACE = dict(ctrl_hour=(0, 23, "i"), ctrl_len=(1, 6, "i"),
entry_thr=(0.0, 1.5, "f"), hold=(1, 12, "i"))
SERIES = ["A", "B"]
DIRECTIONS = ["trend", "reversion"]
def _rand(rng, lo, hi, typ):
return int(rng.randint(int(lo), int(hi))) if typ == "i" else round(rng.uniform(lo, hi), 3)
def random_spec(rng):
p = {k: _rand(rng, *v) for k, v in PSPACE.items()}
return {"series": rng.choice(SERIES), "direction": rng.choice(DIRECTIONS), "params": p}
def _normalize(spec):
out = {"series": spec.get("series") if spec.get("series") in SERIES else "A",
"direction": spec.get("direction") if spec.get("direction") in DIRECTIONS else "trend",
"params": {}}
src = spec.get("params", spec)
for k, (lo, hi, typ) in PSPACE.items():
v = src.get(k, (lo + hi) / 2)
try:
v = float(v)
except Exception:
v = (lo + hi) / 2
v = max(lo, min(hi, v))
out["params"][k] = int(round(v)) if typ == "i" else round(v, 3)
return out
def _flat(spec):
return {"direction": spec["direction"], **spec["params"]}
def mutate(spec, rng, strength=0.25):
s = json.loads(json.dumps(spec))
for k in rng.sample(list(PSPACE), k=rng.randint(1, 2)):
lo, hi, typ = PSPACE[k]
span = (hi - lo) * strength
nv = max(lo, min(hi, s["params"][k] + rng.uniform(-span, span)))
s["params"][k] = int(round(nv)) if typ == "i" else round(nv, 3)
if rng.random() < 0.12:
s["direction"] = rng.choice(DIRECTIONS)
if rng.random() < 0.05:
s["series"] = rng.choice(SERIES)
return s
class Agent:
def __init__(self, aid, spec, brief=""):
self.id = aid; self.spec = _normalize(spec); self.brief = brief
self.train_fit = self.valid_fit = -1e9; self.metrics = self.vmetrics = {}; self.alive = True
@property
def series(self):
return self.spec["series"]
def score(self, datasets, sm):
d = datasets[self.series]; tr, va, _ = sm[self.series]
self.metrics = evaluate(d, _flat(self.spec), tr); self.vmetrics = evaluate(d, _flat(self.spec), va)
self.train_fit = self.metrics["fitness"]; self.valid_fit = self.vmetrics["fitness"]
def run_tournament(specs, briefs=None, seed=2026, epochs=90, cull_every=10, cull_n=10,
out_name="session_result.json", log=print):
rng = random.Random(seed)
datasets = {"A": load_session("BTC"), "B": load_session("ETH")}
sm = {k: splits3(datasets[k]) for k in datasets}
briefs = briefs or [""] * len(specs)
agents = [Agent(i, s, briefs[i] if i < len(briefs) else "") for i, s in enumerate(specs)]
for a in agents:
a.score(datasets, sm)
alive = lambda: [a for a in agents if a.alive]
log(f"[epoch 0] {len(alive())} | best VALID {max(a.valid_fit for a in agents):.1f}")
for ep in range(1, epochs + 1):
for a in alive():
cand = _normalize(mutate(a.spec, rng))
d = datasets[cand["series"]]; tr, va, _ = sm[cand["series"]]
m = evaluate(d, _flat(cand), tr)
if m["fitness"] > a.train_fit:
a.spec, a.metrics, a.train_fit = cand, m, m["fitness"]
a.vmetrics = evaluate(d, _flat(cand), va); a.valid_fit = a.vmetrics["fitness"]
if ep % cull_every == 0:
av = sorted(alive(), key=lambda a: a.valid_fit)
k = cull_n if len(av) - cull_n >= 10 else max(0, len(av) - 10)
for a in av[:k]:
a.alive = False
log(f"[epoch {ep:2d}] cull {k:2d} -> {len(alive()):3d} | best VALID "
f"{max(a.valid_fit for a in alive()):.1f} | worst {min(a.valid_fit for a in alive()):.1f}")
survivors = sorted(alive(), key=lambda a: a.valid_fit, reverse=True)
results = []
for rank, a in enumerate(survivors, 1):
d = datasets[a.series]; _, _, te = sm[a.series]
results.append({"rank": rank, "agent": a.id, "spec": a.spec, "brief": a.brief,
"series": a.series, "train": a.metrics, "valid": a.vmetrics,
"test": evaluate(d, _flat(a.spec), te), "full": evaluate(d, _flat(a.spec), None)})
payload = {"n_agents": len(specs), "survivors": len(survivors), "results": results,
"reveal": {"A": "BTC", "B": "ETH"}, "game": "session"}
(OUT / out_name).write_text(json.dumps(payload, indent=2))
return payload
def leaderboard(payload, top=10, log=print):
log("\n===== CLASSIFICA SESSION (top %d) — fascia controllo -> finestra dopo =====" % top)
log(f"{'#':>2} {'ag':>4} {'ser':>3} {'h':>3} {'len':>3} {'thr%':>5} {'hold':>4} {'dir':>9} "
f"{'TEpnl%':>8} {'TEwin':>5} {'TEtpm':>6} {'TEsh':>6}")
for r in payload["results"][:top]:
sp = r["spec"]; te = r["test"]; p = sp["params"]
log(f"{r['rank']:>2} {r['agent']:>4} {sp['series']:>3} {p['ctrl_hour']:>3} {p['ctrl_len']:>3} "
f"{p['entry_thr']:>5.2f} {p['hold']:>4} {sp['direction']:>9} {te['pnl_pct']:>8.0f} "
f"{te['win_rate']*100:>4.0f}% {te['tpm']:>6.0f} {te['sharpe']:>6.1f}")
def load_specs(specs_dir, n=100):
rng = random.Random(7); specs, briefs = [], []
for i in range(n):
f = Path(specs_dir) / f"agent_{i}.json"; spec = None
if f.exists():
try:
raw = json.loads(f.read_text())
params = {k: raw.get(k, raw.get("params", {}).get(k)) for k in PSPACE}
spec = _normalize({"series": {"X": "A", "Y": "B"}.get(raw.get("series"), raw.get("series")),
"direction": raw.get("direction"), "params": params})
briefs.append(str(raw.get("hypothesis", ""))[:300])
except Exception:
spec = None
if spec is None:
spec = random_spec(rng); briefs.append("(spec mancante -> random)")
specs.append(spec)
return specs, briefs
def main():
if "--from-specs" in sys.argv:
sd = os.environ.get("GAME_SPECS_DIR", "data/games/specs_sess")
on = os.environ.get("GAME_OUT", "session_result.json")
specs, briefs = load_specs(sd)
print(f"caricati {sum(1 for b in briefs if 'mancante' not in b)}/100 spec da agenti reali")
payload = run_tournament(specs, briefs=briefs, out_name=on)
else:
rng = random.Random(42)
payload = run_tournament([random_spec(rng) for _ in range(100)], seed=42)
leaderboard(payload)
rev = payload["reveal"]; w = payload["results"][0]; p = w["spec"]["params"]
print(f"\n>>> RIVELAZIONE: A={rev['A']}, B={rev['B']}. <<<")
print(f"VINCITORE: #{w['agent']} {w['series']} fascia h{p['ctrl_hour']} len{p['ctrl_len']} "
f"-> {w['spec']['direction']} hold{p['hold']}h thr{p['entry_thr']}%")
print(f" ipotesi: {w['brief']}")
print(f" TEST: PnL {w['test']['pnl_pct']:.0f}% | win {w['test']['win_rate']*100:.0f}% | "
f"{w['test']['tpm']:.0f} tr/mese | Sharpe {w['test']['sharpe']:.1f}")
if __name__ == "__main__":
main()