24d3ba9411
- Updated `fetch_history.py` to collect open interest (OI) and funding rate data from Binance, improving the dataset for model training. - Modified `train_and_deploy.sh` to include options for OI and funding rate collection during data fetching. - Enhanced `dataset_builder.py` to incorporate OI change and funding rate features with rolling z-score normalization. - Updated training logs to reflect new metrics and features, ensuring comprehensive tracking of model performance. - Adjusted feature columns in `ml_features.py` to include OI and funding rate for improved model robustness.
67 lines
2.4 KiB
Bash
Executable File
67 lines
2.4 KiB
Bash
Executable File
#!/usr/bin/env bash
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# 맥미니에서 전체 학습 파이프라인을 실행하고 LXC로 배포한다.
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# 사용법: bash scripts/train_and_deploy.sh [mlx|lgbm] [wf-splits]
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#
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# 예시:
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# bash scripts/train_and_deploy.sh # LightGBM + Walk-Forward 5폴드 (기본값)
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# bash scripts/train_and_deploy.sh mlx # MLX GPU 학습 + Walk-Forward 5폴드
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# bash scripts/train_and_deploy.sh lgbm 3 # LightGBM + Walk-Forward 3폴드
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# bash scripts/train_and_deploy.sh lgbm 0 # Walk-Forward 건너뜀 (단일 학습만)
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set -euo pipefail
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SCRIPT_DIR="$(cd "$(dirname "${BASH_SOURCE[0]}")" && pwd)"
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PROJECT_ROOT="$(cd "$SCRIPT_DIR/.." && pwd)"
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VENV_PATH="${VENV_PATH:-$PROJECT_ROOT/.venv}"
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if [ -f "$VENV_PATH/bin/activate" ]; then
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# shellcheck source=/dev/null
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source "$VENV_PATH/bin/activate"
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else
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echo "경고: 가상환경을 찾을 수 없습니다 ($VENV_PATH). 시스템 Python을 사용합니다." >&2
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fi
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BACKEND="${1:-lgbm}"
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WF_SPLITS="${2:-5}" # 두 번째 인자: Walk-Forward 폴드 수 (0이면 건너뜀)
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cd "$PROJECT_ROOT"
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echo "=== [1/3] 데이터 수집 (XRP + BTC + ETH 3심볼, 1년치 + OI/펀딩비) ==="
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python scripts/fetch_history.py \
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--symbols XRPUSDT BTCUSDT ETHUSDT \
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--interval 15m \
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--days 365 \
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--output data/combined_15m.parquet
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echo ""
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echo "=== [2/3] 모델 학습 (23개 피처: XRP 13 + BTC/ETH 8 + OI/펀딩비 2) ==="
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DECAY="${TIME_WEIGHT_DECAY:-2.0}"
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if [ "$BACKEND" = "mlx" ]; then
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echo " 백엔드: MLX (Apple Silicon GPU), decay=${DECAY}"
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python scripts/train_mlx_model.py --data data/combined_15m.parquet --decay "$DECAY"
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else
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echo " 백엔드: LightGBM (CPU), decay=${DECAY}"
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python scripts/train_model.py --data data/combined_15m.parquet --decay "$DECAY"
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fi
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# Walk-Forward 검증 (WF_SPLITS > 0 인 경우, lgbm 백엔드만 지원)
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if [ "$WF_SPLITS" -gt 0 ] 2>/dev/null && [ "$BACKEND" != "mlx" ]; then
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echo ""
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echo "=== [2.5/3] Walk-Forward 검증 (${WF_SPLITS}폴드) ==="
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python scripts/train_model.py \
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--data data/combined_15m.parquet \
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--decay "$DECAY" \
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--wf \
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--wf-splits "$WF_SPLITS"
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fi
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echo ""
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echo "=== [3/3] LXC 배포 ==="
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bash scripts/deploy_model.sh "$BACKEND"
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echo ""
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echo "=== 전체 파이프라인 완료 ==="
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echo ""
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echo "봇 재시작이 필요하면:"
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echo " ssh root@10.1.10.24 'cd /root/cointrader && docker compose restart cointrader'"
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