#!/usr/bin/env python3 """Retrain the five-stock prediction comparison under alternate labels.""" from __future__ import annotations import argparse import copy import json import sys from pathlib import Path ROOT = Path(__file__).resolve().parents[3] SCRIPT_DIR = ROOT / "experiments/tbd_revision/scripts" if str(SCRIPT_DIR) not in sys.path: sys.path.insert(0, str(SCRIPT_DIR)) from train_representation_baselines import run_one, summarize # noqa: E402 STOCKS = ("asset_001", "asset_002", "asset_017", "asset_005", "asset_033") METHODS = ("timae", "lobgrid_timae", "simlob2026") SEEDS = (2026, 2027, 2028) THRESHOLDS = { "threshold0001": 0.0001, "threshold0005": 0.0005, "threshold0010": 0.0010, } def parse_args() -> argparse.Namespace: parser = argparse.ArgumentParser(description=__doc__) parser.add_argument("--base-config", type=Path, required=True) parser.add_argument("--output-root", type=Path, required=True) parser.add_argument( "--variants", nargs="+", choices=tuple(THRESHOLDS), required=True, ) parser.add_argument("--force", action="store_true") return parser.parse_args() def resolved(path: Path) -> Path: return path if path.is_absolute() else ROOT / path def require_pretraining(config: dict) -> None: directory = resolved(Path(config["pretrain_dir"])) pretrain_id = str(config["pretrain_id"]) missing = [] for method in METHODS: for seed in SEEDS: stem = directory / f"{pretrain_id}_{method}_seed{seed}_encoder" for suffix in (".pt", ".pretrain.json"): path = stem.with_suffix(suffix) if not path.is_file(): missing.append(str(path)) if missing: raise FileNotFoundError( "The retained pooled checkpoints must be complete before label " f"retraining. Missing examples: {missing[:3]}" ) def main() -> None: args = parse_args() base = json.loads(resolved(args.base_config).read_text(encoding="utf-8")) require_pretraining(base) output_root = resolved(args.output_root) output_root.mkdir(parents=True, exist_ok=True) for variant in args.variants: config = copy.deepcopy(base) threshold = THRESHOLDS[variant] config.setdefault("data", {})["label_threshold"] = threshold config["data"]["relabel_from_future_returns"] = True result_dir = output_root / variant config["results_dir"] = str(result_dir) config["stocks"] = list(STOCKS) config["methods"] = list(METHODS) config["settings"] = ["from_scratch", "fine_tune"] config["seeds"] = list(SEEDS) config["label_budgets"] = [0.5] config["purpose"] = ( "Exploratory five-stock, three-seed prediction retraining under " f"label threshold {threshold:g}; the pooled checkpoint is fixed." ) result_dir.mkdir(parents=True, exist_ok=True) (result_dir / "resolved_config.json").write_text( json.dumps(config, indent=2) + "\n", encoding="utf-8", ) total = len(STOCKS) * len(METHODS) * len(SEEDS) completed = 0 for stock in STOCKS: for method in METHODS: for seed in SEEDS: completed += 1 print( f"THRESHOLD {variant} {completed}/{total} " f"{stock} {method} seed={seed}", flush=True, ) run_one( config, stock, method, seed, 0.5, config["settings"], force=args.force, ) summarize(config, f"label_{variant}") if __name__ == "__main__": main()