61 lines
1.9 KiB
Python
61 lines
1.9 KiB
Python
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"""
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train_ftmo_island.py — FTMO 专属 + Island 多起点并行训练
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训练 index 组，使用 IslandAlphaEngine：
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- 3 个独立模型（islands）
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- 每 200 步迁移一次 elite
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- 自适应噪声、部分参数重置、elite decay 已启用
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"""
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import sys
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import time
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from pathlib import Path
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sys.path.insert(0, str(Path(__file__).parent))
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from config import Config
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from data_pipeline.data_manager import MT5DataManager
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from data_pipeline.fetcher import MT5DataFetcher
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from model_core.config import ModelConfig
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from model_core.island_engine import IslandAlphaEngine
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def main():
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offline = "--offline" in sys.argv
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t0 = time.time()
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print(f"\n{'='*60}")
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print(f" FTMO + Island 多起点并行训练 — index 组")
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print(f"{'='*60}")
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print(f" 奖励模式: {ModelConfig.REWARD_MODE}")
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print(f" 公式长度: {ModelConfig.MAX_FORMULA_LEN}")
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print(f" Islands : {ModelConfig.N_ISLANDS}")
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print(f" Migration: every {ModelConfig.MIGRATION_INTERVAL} steps, Top-{ModelConfig.MIGRATION_TOP_K}")
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print(f" Adaptive noise: {ModelConfig.ADAPTIVE_NOISE}")
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print(f" Partial reset: {ModelConfig.PARTIAL_RESET}")
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print(f" Elite decay: {ModelConfig.ELITE_DECAY}")
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print(f" 品种: {Config.SYMBOL_GROUPS['index']}")
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print(f"{'='*60}\n")
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with MT5DataFetcher(offline=offline) as fetcher:
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# 临时切换 SYMBOLS 到 index 组
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original_symbols = Config.SYMBOLS[:]
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Config.SYMBOLS = Config.SYMBOL_GROUPS["index"]
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try:
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mgr = MT5DataManager(fetcher)
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mgr.load()
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engine = IslandAlphaEngine(mgr)
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engine.train()
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formula, score = engine.get_global_best()
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print(f"\n最终全局最优: score={score:.4f}")
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print(f"公式: {formula}")
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finally:
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Config.SYMBOLS = original_symbols
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elapsed = time.time() - t0
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print(f"\n总耗时 {elapsed/3600:.2f}h")
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if __name__ == "__main__":
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main()
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