Mjw$dZddlmZddlZddlZddlmZddlZddl Z ee jjjZddlZej j#deeddlmZmZmZddlmZmZmZmZddlmZddlmZm Z dd l!m"Z"m#Z#m$Z$dd Z%ddd Z&d d d ddZ'ddZ(d ed ddZ)ddZ*e+dk(r e,e*y)afNon-promoting screen for a frozen MLP trunk plus tiny slow-regime heads. This is deliberately not part of ``run_mlp_train.py``: artifacts are written under ``results/mlp_experiments`` and the runner has no sweep/promote path. It uses the winner's thresholds unchanged, so any observed change is due to the 27 residual head parameters, not threshold search. ) annotationsN)Path) SCORE_START TRAIN_END WFO_FOLDS)SlowRouterConfigregime_head_scoresshared_trunk_forwardslow_regime_states)_prepare_features)_score_to_signalsload_mlp_artifact) _data_path _load_winner_summaryctjjj|r1tj|ddj j dStj|dj j dS)zEAccept either TradingView's ISO timestamps or its Unix-second export.sT)unitutcN)r)pdapitypesis_numeric_dtype to_datetimedt tz_localize)valuess T/Users/jameslopez/projects/TradingBot25/tools/run_mlp_slow_regime_head_experiment.py_parse_chart_timers^ vv||$$V,~~f3D9<<HHNN >>&d + . . : :4 @@ctj|djtj}t j tj ||d}|j|jjdj}tjt|tj}||d|d| z |z |d| tjd|z|dzz }tj||d t jt k\jz}||fS) zGSame causal target as train_mlp, kept local to isolate this experiment.closedtyper)prependNg@gư>time)nplogto_numpyfloat64rSeriesdiffrollingstdshiftfulllennantanhisnan Timestampr) framek vol_window log_closeret1volforwardyvalids r_targetr@%suW~..RZZ.@AI 99RWWY ! = >D ,,z " & & ( . .q 1 : : ) epochs_run best_val_mse train_barsval_bars)*torch manual_seedr(randomseedastypeint64r*rr6rany ValueErrorerrstateTreshapetensorfloat32long flatnonzeronn Parameteremptyshapenormal_optimAdamfloatrange zero_gradsumrLr4squarebackwardstepno_graddetachcpunumpycopyint)"trunkstates base_headr>r?timesrX val_startrCrDrU state_index train_maskval_mask base_weights base_bias base_logitsfeaturesindicestargets train_idxval_idxheadsbiasfixed optimizer best_loss best_state since_bestepochlogitsloss val_logitsval_losss" rfit_residual_headsr1s9 dIINN4--)A-K%)+5577J*4466%2<> 8<<>fgg'L) (8X F|~~- 9BB2F  G||E|7Hll;ejjl9Gll1EMMl2G R^^J7uzz JIll2>>(35::lFG HH  u{{Au{{1~+>emm{T\\beko\p qE 88  ekk!5==kAIIsX\I] ^D LLEMML :E   %4 8I(-e dA:zIvy!Xi%85AS;T%T$Y$YZ[$\\_cdkludv_wwzz5::f- 0BBqHIBRWR^R^R`ReReRgjnjujujwj|j|j~R~L  ]]_w8G+CZCZ[][e[eCf hhr )rC router_configctjt||}|jjj jj |_t|d|d<t||}t|d<tt |d}|dddgdk7rtd|dt||d}t||d } t||} t|\} } tj t"d d } t%||t'| | |d d t)j*d | j,d ft)j*d f}t/d |g}g}|D]}t1| | |d d | | |d|| | \}}t%||t'| | |d d |}t/d||}|j3||j3|||dj5|d j5gdd||t7|dDcic](}t |t9| |k(j;*c}t9t)j<t)j>| t | jAd|d }tjB||fScc}w)Nr'_pine_time_startmlp_weights_filearch)r&u+Expected dense 55→16→8→1 winner, got feature_colslayersrJr&rKz'null heads (exact shared-trunk control))rXr|rCz slow-regime residual heads seed r)rXtrainingresidual_headsT)rJrr&zwinner thresholds unchanged) non_promotingassettfrouter state_countsstate_switchesvalidation_start fixed_policyruns)"rread_csvrcolumnsstrlowerstriprrrrr\r r r r@r6rrr r(zerosrgrrappendtolistvarsrwrn count_nonzeror-date DataFrame)rrseedsrCrr7rartifactXrxryr>r?r|baselinerowsrrXrrsignalsrowstatemetadatas rrunris KK 5"- .EMM%%++-11779EM%eFm4E&M % $F!,F  V,>%?!@AH *FxPVGWFXYZZ%.!9:A HX$6 7E } 5Fu~HAu Yr]1-.Iv'9%RZI[\^I_<>HHaUVEX I JD D,UFHXzmain..s uSkNr )index float_formatrr& wfo_eligiblewfo_mean_calmarz]Rejected at the exploratory screen: no candidate met the canonical WFO coverage requirement (/z# eligible), and median WFO Calmar (rz*) was below the paired null-head control (z@). This is independent of the stricter live-promotion benchmark.T)parentsexist_oku# Slow Regime-Head Experiment — BTC 6H Non-promoting, fixed-policy screen. The current winner's thresholds were held fixed; the only trainable parameters are three residual 8→1 output heads. ## Decision z ## Results ```text c |dSrrrs rrzmain..safgj`k^lr z ``` ## Provenance ```json rO)indentz ``` )argparseArgumentParser__doc__ add_argumentrwrREPO parse_argsrrrrrCprint to_stringilocrnrkmedianr2outputparentmkdir write_textjsondumps) parserargsresultsrcontrol candidateseligible median_wfodecisions rmainrs  $ $ 9F  +<= -  3@RS  c:  tf}G}7}~    DDJJDKKPGX '  %6R  STll1oGab!J:n-1134Hz"34;;=>J  z3z?"34 s EeGTeLfFghkElmH H  KKTD9KK % %(" "%,$5$5EPl$5$m  n .  . 15 8A0N  O R[  [ r __main__)r pd.Seriesreturnr) <)r7 pd.DataFramer8rwr9rwrtuple[np.ndarray, np.ndarray])rx np.ndarrayryrrzrr>rr?rr{rrXrwr|z pd.TimestamprCrwrDrkrzrs$#  H~&&-- 3t944YYCOWWA ?Bt.^$.^-7.^@I.^TW.^"..^8;.^GL.^YU.^bhAD*:*<('(Ag(B @ z TV r