2b92fd0dce
- Added support for demo trading on Binance Futures with a new configuration for 1-minute candles and 125x leverage. - Updated various components including Config, Exchange, DataStream, UserDataStream, and Bot to handle demo and testnet flags. - Enhanced the training pipeline to collect 1-minute data and adjusted the lookahead for model training. - Updated environment variables in .env and .env.example to include demo settings. This commit lays the groundwork for testing ML-based automated trading strategies in a controlled environment.
106 lines
3.6 KiB
Bash
Executable File
106 lines
3.6 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 mlx 0 # MLX 학습만 (Walk-Forward 건너뜀)
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# bash scripts/train_and_deploy.sh lgbm 0 # LightGBM 학습만 (Walk-Forward 건너뜀)
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set -euo pipefail
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# cron 환경에서 sysctl 경로 누락 방지
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export PATH="/usr/sbin:/usr/bin:/bin:/opt/homebrew/bin:$PATH"
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export LOKY_MAX_CPU_COUNT="${LOKY_MAX_CPU_COUNT:-$(sysctl -n hw.physicalcpu 2>/dev/null || echo 4)}"
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SCRIPT_DIR="$(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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mkdir -p data
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PARQUET_FILE="data/combined_15m.parquet"
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echo ""
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echo "========================================"
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echo " 학습 파이프라인 시작: $(date '+%Y-%m-%d %H:%M:%S %Z')"
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echo "========================================"
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echo ""
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echo "=== [1/3] 데이터 수집 (XRP + BTC + ETH 3심볼 + OI/펀딩비) ==="
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if [ ! -f "$PARQUET_FILE" ]; then
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echo " [최초 실행] 기존 데이터 없음 → 1년치(365일) 전체 수집 (--no-upsert)"
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FETCH_DAYS=365
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UPSERT_FLAG="--no-upsert"
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else
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echo " [일반 실행] 기존 데이터 존재 → 35일치 Upsert (OI/펀딩비 0.0 구간 보충)"
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FETCH_DAYS=35
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UPSERT_FLAG=""
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fi
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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 "$FETCH_DAYS" \
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$UPSERT_FLAG \
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--output "$PARQUET_FILE"
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DECAY="${TIME_WEIGHT_DECAY:-2.0}"
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echo ""
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echo "=== [1.5/3] OI 파생 피처 A/B 비교 ==="
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python scripts/train_model.py --compare --data "$PARQUET_FILE" --decay "$DECAY" || true
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echo ""
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echo "=== [2/3] 모델 학습 (26개 피처: XRP 13 + BTC/ETH 8 + OI/펀딩비 2 + OI파생 2 + ADX) ==="
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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 "$DECAY"
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fi
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# Walk-Forward 검증 (WF_SPLITS > 0 인 경우)
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if [ "$WF_SPLITS" -gt 0 ] 2>/dev/null; then
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echo ""
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echo "=== [2.5/3] Walk-Forward 검증 (${WF_SPLITS}폴드) ==="
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if [ "$BACKEND" = "mlx" ]; then
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python scripts/train_mlx_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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else
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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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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: $(date '+%Y-%m-%d %H:%M:%S %Z') ==="
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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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