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3419 lines (3209 loc) · 186 KB
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import argparse
import os
import multiprocessing as py_mp # 为 DataLoader 指定上下文
from pathlib import Path
from typing import Optional, List, Tuple, Dict, TypedDict, Set
import math
import pandas as pd # for noise scaling by YZ vol lookup
import torch
import torch.nn as nn
from torch.utils.data import Dataset, DataLoader, Subset
from torch.utils.data.distributed import DistributedSampler
import torch.distributed as dist
from torch.nn.parallel import DistributedDataParallel as DDP
try:
from torch.distributed.fsdp import (
FullyShardedDataParallel as FSDP,
StateDictType,
FullStateDictConfig,
)
except Exception: # PyTorch 版本或环境不支持 FSDP 时安全降级
FSDP = None # type: ignore
StateDictType = None # type: ignore
FullStateDictConfig = None # type: ignore
import numpy as np
from collections import deque # unused; kept for compatibility
try:
from tqdm.auto import tqdm
except Exception:
tqdm = None
import time
import json
from model import SpacetimeGNNMAM
# 避免 /dev/shm 过小引发的 worker Bus Error:改用基于文件系统的共享策略
try:
import torch.multiprocessing as mp
mp.set_sharing_strategy('file_system')
except Exception:
pass
def is_dist_env() -> bool:
try:
return int(os.environ.get("WORLD_SIZE", "1")) > 1
except Exception:
return False
def setup_distributed() -> Tuple[bool, int, int, int]:
"""Initialize torch.distributed if WORLD_SIZE>1 via env://.
Backend can be overridden by env var DIST_BACKEND (nccl/gloo), default nccl.
Returns: (distributed, world_size, rank, local_rank)
"""
distributed = is_dist_env()
world_size = int(os.environ.get("WORLD_SIZE", "1"))
backend = os.environ.get("DIST_BACKEND", "nccl").lower()
if distributed:
if not dist.is_initialized():
dist.init_process_group(backend=backend, init_method="env://")
rank = dist.get_rank()
local_rank = int(os.environ.get("LOCAL_RANK", "0"))
if torch.cuda.is_available():
torch.cuda.set_device(local_rank)
else:
rank = 0
local_rank = 0
return distributed, world_size, rank, local_rank
def is_main_process(rank: int) -> bool:
return (rank == 0)
def unwrap_model(m: nn.Module) -> nn.Module:
return m.module if isinstance(m, DDP) else m
def ensure_dir(path: str) -> None:
Path(path).mkdir(parents=True, exist_ok=True)
def compute_grad_norm_l2(params: List[nn.Parameter]) -> float:
total = 0.0
for param in params:
if param.grad is None:
continue
grad = param.grad.detach()
total += float(grad.float().pow(2).sum().item())
if total <= 0.0:
return 0.0
return math.sqrt(total)
def collect_param_statistics(model: nn.Module) -> List[dict]:
stats: List[dict] = []
for name, param in model.named_parameters():
if not param.requires_grad:
continue
data = param.detach()
if data.numel() == 0:
continue
data_f = data.to(dtype=torch.float32)
stat = {
"name": name,
"shape": list(data.shape),
"numel": int(data.numel()),
"mean": float(data_f.mean().item()),
"std": float(data_f.std(unbiased=False).item()),
"min": float(data_f.min().item()),
"max": float(data_f.max().item()),
"l2": float(data_f.norm().item()),
}
if param.grad is not None:
grad = param.grad.detach().to(dtype=torch.float32)
stat.update({
"grad_mean": float(grad.mean().item()),
"grad_std": float(grad.std(unbiased=False).item()),
"grad_norm": float(grad.norm().item()),
})
stats.append(stat)
return stats
class GradEntry(TypedDict):
name: str
grad_norm: float
def collect_layer_grad_snapshot(model: nn.Module) -> Tuple[List[dict], float, GradEntry | None]:
"""
收集模型当前各层的参数与梯度统计快照。
Returns:
records: 每层的统计信息列表
total_grad_norm: 梯度范数的整体二范数(sqrt(sum(grad_norm^2)))
max_grad_entry: 梯度最大的层信息 {"name": str, "grad_norm": float} 或 None
"""
records: List[dict] = []
total_grad_sq = 0.0
max_grad_entry: GradEntry | None = None
with torch.no_grad():
for name, param in model.named_parameters():
if not param.requires_grad:
continue
param_norm = float(param.norm().item())
param_mean = float(param.mean().item())
param_std = float(param.std().item()) if param.numel() > 1 else 0.0
param_max = float(param.max().item())
param_min = float(param.min().item())
if param.grad is not None:
grad_tensor = param.grad
grad_norm = float(grad_tensor.norm().item())
grad_mean = float(grad_tensor.mean().item())
grad_std = float(grad_tensor.std().item()) if grad_tensor.numel() > 1 else 0.0
grad_max = float(grad_tensor.max().item())
grad_min = float(grad_tensor.min().item())
update_ratio = float(grad_norm / (param_norm + 1e-8))
else:
grad_norm = grad_mean = grad_std = grad_max = grad_min = update_ratio = 0.0
record = {
"name": name,
"shape": list(param.shape),
"param_norm": param_norm,
"param_mean": param_mean,
"param_std": param_std,
"param_range": [param_min, param_max],
"grad_norm": grad_norm,
"grad_mean": grad_mean,
"grad_std": grad_std,
"grad_range": [grad_min, grad_max],
"update_ratio": update_ratio,
}
records.append(record)
if grad_norm > 0.0:
total_grad_sq += grad_norm ** 2
if max_grad_entry is None or grad_norm > max_grad_entry["grad_norm"]:
max_grad_entry = {"name": name, "grad_norm": grad_norm}
total_grad_norm = math.sqrt(total_grad_sq) if total_grad_sq > 0.0 else 0.0
return records, total_grad_norm, max_grad_entry
class AdaptiveSpectralNoiseTracker:
"""
预测任务专用:通过破坏低频特征迫使模型依赖高频内生特征
核心逻辑:低频特征(GDP、利率)作为条件输入,训练时需自适应增强噪声降低模型对其依赖
"""
def __init__(self, seq_len: int, feature_dim: int, freq_div: int = 3):
"""
freq_div控制低频截止点:cutoff = seq_len // freq_div
- freq_div=3: cutoff=20 (seq_len=60时,前20个频率为低频,较保守)
- freq_div=10: cutoff=6 (seq_len=60时,前6个频率为低频,太激进)
"""
self.seq_len = int(max(1, seq_len))
self.feature_dim = int(max(1, feature_dim))
freq_bins = self.seq_len // 2 + 1
freq_div = max(1, int(freq_div))
self.freq_cutoff = max(1, min(freq_bins, self.seq_len // freq_div if freq_div > 0 else freq_bins))
self.device = torch.device("cpu")
self.sensitivity_sum = torch.zeros(feature_dim, dtype=torch.float64, device=self.device)
self.sensitivity_count = 0
self.reset()
def reset(self) -> None:
F = self.feature_dim
self.orig_sum = torch.zeros(F, dtype=torch.float64, device=self.device)
self.orig_sq_sum = torch.zeros(F, dtype=torch.float64, device=self.device)
self.orig_count = 0
self.diff_sum = torch.zeros(F, dtype=torch.float64, device=self.device)
self.diff_sq_sum = torch.zeros(F, dtype=torch.float64, device=self.device)
self.diff_count = 0
self.low_power_sum = torch.zeros(F, dtype=torch.float64, device=self.device)
self.high_power_sum = torch.zeros(F, dtype=torch.float64, device=self.device)
self.sigma_sum = 0.0
self.sigma_sq_sum = 0.0
self.sigma_count = 0
self.last_stats: Optional[dict] = None
self.last_config: Optional[dict] = None
self.last_alpha: Optional[torch.Tensor] = None
def _update_statistics(self, x: torch.Tensor) -> None:
# x: [B, N, T, F]
x_detached = x.detach().to(dtype=torch.float32)
B, N, T, F = x_detached.shape
x_cpu = x_detached.view(-1, F).to(device=self.device, dtype=torch.float32)
orig_sum_batch = x_cpu.sum(dim=0, dtype=torch.float64)
orig_sq_sum_batch = (x_cpu * x_cpu).sum(dim=0, dtype=torch.float64)
self.orig_sum += orig_sum_batch
self.orig_sq_sum += orig_sq_sum_batch
self.orig_count += x_cpu.shape[0]
if T > 1:
diff = torch.diff(x_detached, dim=2) # [B,N,T-1,F]
diff_cpu = diff.reshape(-1, F).to(device=self.device, dtype=torch.float32)
self.diff_sum += diff_cpu.sum(dim=0, dtype=torch.float64)
self.diff_sq_sum += (diff_cpu * diff_cpu).sum(dim=0, dtype=torch.float64)
self.diff_count += diff_cpu.shape[0]
try:
fft_vals = torch.fft.rfft(x_detached, dim=2)
power = (fft_vals.abs() ** 2).to(dtype=torch.float32)
# power: [B,N,freq_bins,F]
freq_bins = power.shape[2]
cutoff = min(self.freq_cutoff, freq_bins)
low_slice = power[:, :, :cutoff, :].sum(dim=(0, 1, 2), dtype=torch.float64)
if cutoff < freq_bins:
high_slice = power[:, :, cutoff:, :].sum(dim=(0, 1, 2), dtype=torch.float64)
else:
high_slice = torch.zeros_like(low_slice, dtype=torch.float64)
self.low_power_sum += low_slice.to(self.device)
self.high_power_sum += high_slice.to(self.device)
except Exception:
# FFT 失败时跳过频域累积
pass
def _compute_stats(self, robustness_coeff: float = 9.0, epsilon: float = 0.1) -> Optional[dict]:
"""
预测任务核心:自适应计算每个特征的噪声增强系数alpha
公式:α_i = 1.0 + C / (k_i + ε) 【完全自适应,无硬截断】
- C: 全局鲁棒性系数(robustness_coeff),默认9.0
- k_i: 频域能量比(高频/低频),k越小表示越低频
- ε: 防止除零的小常数,默认0.1
核心逻辑:
- k_i → 0(极低频,如GDP):α_i → 1.0 + C/ε ≈ 91x 破坏
- k_i = 0.5:α_i ≈ 1.0 + 9.0/0.6 ≈ 16x
- k_i = 5.0:α_i ≈ 1.0 + 9.0/5.1 ≈ 2.8x
- k_i = 50:α_i ≈ 1.0 + 9.0/50.1 ≈ 1.2x
- k_i → ∞(极高频):α_i → 1.0(接近原噪声)
"""
if self.orig_count == 0:
return None
eps = 1e-8
orig_mean = self.orig_sum / max(1, self.orig_count)
orig_var = (self.orig_sq_sum / max(1, self.orig_count)) - orig_mean * orig_mean
orig_var = torch.clamp(orig_var, min=eps)
if self.diff_count > 0:
diff_mean = self.diff_sum / max(1, self.diff_count)
diff_var = (self.diff_sq_sum / max(1, self.diff_count)) - diff_mean * diff_mean
diff_var = torch.clamp(diff_var, min=eps)
else:
diff_var = torch.zeros_like(orig_var)
diff_ratio = diff_var / torch.clamp(orig_var, min=eps)
# 计算频域能量比 k = V_high / V_low
denom = torch.clamp(self.low_power_sum, min=eps)
k_per_feature = self.high_power_sum / denom
k_per_feature = torch.clamp(k_per_feature, min=eps)
# 全局自适应公式:α_i = 1.0 + C / (k_i + ε)
# 所有特征都参与,无硬截断,完全由k值决定破坏强度
C = float(max(0.0, robustness_coeff))
epsilon_safe = float(max(0.01, epsilon))
alpha = 1.0 + C / (k_per_feature + epsilon_safe)
signal_std = torch.sqrt(orig_var)
stats = {
"orig_var": orig_var,
"diff_var": diff_var,
"diff_ratio": diff_ratio,
"k_per_feature": k_per_feature,
"signal_std": signal_std,
"alpha": alpha,
"robustness_coeff": C,
"epsilon": epsilon_safe,
}
return stats
def apply(self, x: torch.Tensor, sigma_values: torch.Tensor) -> torch.Tensor:
"""
核心加噪逻辑:xₜ = x₀ + σ * (noise * alpha)
- alpha[i] 由 _compute_stats 自适应计算
- 低频特征(k_i小):alpha大(强破坏)
- 高频特征(k_i大):alpha=1.0(保持原样)
"""
stats = self.last_stats
if stats is None:
# 首次调用或未预计算,直接返回原始噪声
noise = torch.randn_like(x)
sigma_tensor = sigma_values.detach()
if sigma_tensor.dim() == 0:
sigma_tensor = sigma_tensor.view(1)
sigma_tensor = sigma_tensor.to(device=x.device, dtype=x.dtype)
sigma_expand = sigma_tensor.view(-1, 1, 1, 1)
return x + sigma_expand * noise
# 记录sigma统计
sigma_tensor = sigma_values.detach()
if sigma_tensor.dim() == 0:
sigma_tensor = sigma_tensor.view(1)
sigma_tensor = sigma_tensor.to(device=x.device, dtype=x.dtype)
self.sigma_sum += float(sigma_tensor.sum().item())
self.sigma_sq_sum += float((sigma_tensor * sigma_tensor).sum().item())
self.sigma_count += int(sigma_tensor.numel())
# 获取alpha向量 [F]
alpha = stats["alpha"].to(device=x.device, dtype=x.dtype) # [F]
self.last_alpha = alpha.cpu()
# 生成噪声并应用特征级别的alpha缩放
noise = torch.randn_like(x) # [B, N, T, F]
# alpha形状为[F],广播到[1,1,1,F]后自动匹配[B,N,T,F]
noise_scaled = noise * alpha.view(1, 1, 1, -1)
# 最终加噪:xₜ = x₀ + σ * (noise * alpha)
sigma_expand = sigma_tensor.view(-1, 1, 1, 1) # [B,1,1,1]
return x + sigma_expand * noise_scaled
def update_sensitivity(self, x_input: torch.Tensor, model_output: torch.Tensor) -> None:
"""
计算模型输出对输入特征的敏感度(梯度范数)
- x_input: [B, N, T, F] 输入特征(需要requires_grad=True)
- model_output: [B, N, out_dim] 模型输出
理想情况:低频特征的敏感度应低于0.01(模型不依赖它们)
"""
if not x_input.requires_grad or model_output is None:
return
try:
# 计算输出对输入的梯度:∂output/∂input
# 使用output的L2范数作为标量loss进行反向传播
output_norm = torch.sum(model_output ** 2)
grads = torch.autograd.grad(
outputs=output_norm,
inputs=x_input,
create_graph=False,
retain_graph=True,
only_inputs=True,
)
if grads and len(grads) > 0:
grad_x = grads[0] # [B, N, T, F]
# 计算每个特征的梯度范数(跨batch, assets, time求平均)
grad_norm_per_feature = torch.sqrt(torch.mean(grad_x ** 2, dim=(0, 1, 2))) # [F]
self.sensitivity_sum += grad_norm_per_feature.detach().to(self.device, dtype=torch.float64)
self.sensitivity_count += 1
except Exception:
# 梯度计算失败时跳过
pass
def get_sensitivity_stats(self) -> Optional[dict]:
"""
返回各特征的敏感度统计(全局自适应,无硬截断)
"""
if self.sensitivity_count == 0 or self.last_stats is None:
return None
avg_sensitivity = self.sensitivity_sum / max(1, self.sensitivity_count)
alpha_vec = self.last_stats["alpha"].cpu()
k_feat = self.last_stats["k_per_feature"].cpu()
sens_cpu = avg_sensitivity.cpu().float()
stats: Dict[str, object] = {
"sensitivity_mean": float(sens_cpu.mean().item()),
"sensitivity_median": float(torch.median(sens_cpu).item()),
"sensitivity_max": float(sens_cpu.max().item()),
"sensitivity_min": float(sens_cpu.min().item()),
}
# 展示敏感度最高的特征(可能需要增大robustness_coeff)
top_k = min(5, sens_cpu.numel())
top_sens_idx = torch.topk(sens_cpu, k=top_k).indices
top_sensitive_features = []
for idx in top_sens_idx:
feat_idx = int(idx.item())
top_sensitive_features.append({
"feature": feat_idx,
"sensitivity": float(sens_cpu[feat_idx].item()),
"k": float(k_feat[feat_idx].item()),
"alpha": float(alpha_vec[feat_idx].item()),
})
stats["top_sensitive_features"] = top_sensitive_features
return stats
def get_summary(self, example_count: int = 5, full_dump: bool = False) -> Optional[dict]:
if self.last_stats is None:
return None
stats = self.last_stats
diff_ratio = stats["diff_ratio"].cpu()
k_feat = stats["k_per_feature"].cpu()
alpha_vec = stats["alpha"].cpu()
signal_std = stats["signal_std"].cpu()
def summarize_tensor(t: torch.Tensor) -> dict:
q25 = float(torch.quantile(t, 0.25).item()) if t.numel() > 0 else 0.0
q50 = float(torch.quantile(t, 0.50).item()) if t.numel() > 0 else 0.0
q75 = float(torch.quantile(t, 0.75).item()) if t.numel() > 0 else 0.0
return {
"mean": float(t.mean().item()) if t.numel() > 0 else 0.0,
"min": float(t.min().item()) if t.numel() > 0 else 0.0,
"max": float(t.max().item()) if t.numel() > 0 else 0.0,
"p25": q25,
"median": q50,
"p75": q75,
}
summary = {
"diff_ratio": summarize_tensor(diff_ratio),
"k_per_feature": summarize_tensor(k_feat),
"alpha": summarize_tensor(alpha_vec),
"signal_std": summarize_tensor(signal_std),
"sigma_mean": float(self.sigma_sum / max(1, self.sigma_count)),
"sigma_std": float(math.sqrt(max(0.0, self.sigma_sq_sum / max(1, self.sigma_count) - (self.sigma_sum / max(1, self.sigma_count)) ** 2))),
}
example_count = max(1, int(example_count))
# 展示alpha最大和最小的特征
top_alpha_idx = torch.topk(alpha_vec, k=min(example_count, alpha_vec.numel())).indices
bottom_alpha_idx = torch.topk(alpha_vec, k=min(example_count, alpha_vec.numel()), largest=False).indices
def build_example_list(indices: torch.Tensor) -> List[dict]:
result = []
for idx in indices:
feat_idx = int(idx.item())
result.append({
"feature": feat_idx,
"k": float(k_feat[feat_idx].item()),
"alpha": float(alpha_vec[feat_idx].item()),
"signal_std": float(signal_std[feat_idx].item()),
})
return result
summary["top_destroyed_features"] = build_example_list(top_alpha_idx)
summary["least_destroyed_features"] = build_example_list(bottom_alpha_idx)
if full_dump:
summary["diff_ratio_vector"] = [round(float(v), 6) for v in diff_ratio.tolist()]
summary["k_vector"] = [round(float(v), 6) for v in k_feat.tolist()]
summary["alpha_vector"] = [round(float(v), 6) for v in alpha_vec.tolist()]
return summary
class PanelDataset(Dataset):
def __init__(self, tensor_path: str):
pack = torch.load(tensor_path, weights_only=False)
self.X = pack["X"] # [S, N, T, F]
self.Y = pack["Y"] # [S, N, 1]
self.seq_len = pack["seq_len"]
self.input_dim = pack["input_dim"]
self.stocks = pack["stocks"]
def __len__(self) -> int:
return self.X.shape[0]
def __getitem__(self, idx: int):
# 返回时间位置 idx,便于频域损失基于绝对时间索引累计
return self.X[idx], self.Y[idx], idx
class StreamingPanelDataset(Dataset):
def __init__(self, panels_path: str, split: str, exclude_stocks: Optional[List[str]] = None, trim_tail_days: int = 0):
pack = torch.load(panels_path,weights_only=True)
# 保持为 Torch Tensor,避免反复 numpy<->torch 转换带来的 CPU 压力
self.feature_panel = pack["feature_panel"].float().contiguous() # [D,N,F]
self.mask_panel = pack.get("mask_panel", torch.ones_like(pack["feature_panel"])).float().contiguous() # [D,N,F] [mask机制]
self.target_panel = pack["target_panel"].float().contiguous() # [D,N]
self.seq_len = int(pack["seq_len"]) # T
self.input_dim = int(pack["input_dim"]) # F
self.stocks = pack["stocks"]
# 可选:按股票排除(用于训练期OOS实体留出)
if exclude_stocks is not None and len(exclude_stocks) > 0:
mask = [s not in set(exclude_stocks) for s in self.stocks]
if any(mask):
mask_arr = np.array(mask, dtype=bool)
self.feature_panel = self.feature_panel[:, mask_arr, :]
self.mask_panel = self.mask_panel[:, mask_arr, :] # [mask机制] 同步过滤
self.target_panel = self.target_panel[:, mask_arr]
self.stocks = [s for s, keep in zip(self.stocks, mask) if keep]
self.dates = pack["dates"]
self.train_end = np.datetime64(pack["train_end"]) if "train_end" in pack else None
self.val_end = np.datetime64(pack["val_end"]) if "val_end" in pack else None
self.split = split
self.trim_tail_days = int(max(0, trim_tail_days))
# 预计算可用时间索引
self.time_indices = self._build_time_indices()
def _build_time_indices(self) -> list:
D = self.feature_panel.shape[0]
t0 = self.seq_len - 1
# map dates to np.datetime64
date_arr = np.array(self.dates, dtype='datetime64[D]')
if self.train_end is None:
# fallback: all train
mask = np.ones(D, dtype=bool)
else:
if self.split == "train":
mask = date_arr <= self.train_end
elif self.split == "val":
mask = (date_arr > self.train_end) & (date_arr <= self.val_end)
else:
mask = date_arr > self.val_end
idx = np.where(mask)[0]
idx = idx[idx >= t0]
# 裁掉末尾填充日(仅作用于验证/测试 split)
try:
if self.trim_tail_days > 0 and self.split in ("val", "test"):
max_keep = int(max(-1, D - 1 - self.trim_tail_days))
idx = idx[idx <= max_keep]
except Exception:
pass
# 过滤 target_panel 在该时间步含 NaN 的样本,并打印一次诊断日志
try:
# self.target_panel: [D, N]
finite_t = torch.isfinite(self.target_panel).all(dim=1).cpu().numpy() # [D]
keep = finite_t[idx]
if not np.all(keep):
# 训练/验证已稳定,无需持续输出
pass
idx = idx[keep]
except Exception:
pass
return idx.tolist()
def __len__(self) -> int:
return len(self.time_indices)
def __getitem__(self, i: int):
t = self.time_indices[i]
# window [T,N,F] → [N,T,F](保持 Torch Tensor)
win = self.feature_panel[t - self.seq_len + 1:t + 1] # [T,N,F]
X = win.permute(1, 0, 2).contiguous() # [N,T,F]
# [mask机制] 同步提取mask窗口
mask_win = self.mask_panel[t - self.seq_len + 1:t + 1] # [T,N,F]
mask = mask_win.permute(1, 0, 2).contiguous() # [N,T,F]
y = self.target_panel[t] # [N]
Y = y.view(-1, 1).contiguous() # [N,1]
# 返回绝对时间索引 t,便于频域损失构造 DFT 累计
return X, Y, int(t), mask # [mask机制] 返回mask
def _normalize_date(value) -> str:
ts = pd.to_datetime(value)
return ts.strftime('%Y-%m-%d')
def _get_dataset_dates(dataset, context: str) -> List[str]:
if not hasattr(dataset, 'dates'):
raise AttributeError(f"[{context}] dataset 缺少 dates 属性,无法定位 yz_vol")
dates = getattr(dataset, 'dates')
if dates is None or len(dates) == 0:
raise ValueError(f"[{context}] dataset.dates 为空,无法定位 yz_vol")
return [ _normalize_date(d) for d in dates ]
def _get_dataset_stocks(dataset, context: str) -> List[str]:
if not hasattr(dataset, 'stocks'):
raise AttributeError(f"[{context}] dataset 缺少 stocks 属性,无法对齐 yz_vol")
stocks = list(getattr(dataset, 'stocks'))
if len(stocks) == 0:
raise ValueError(f"[{context}] dataset.stocks 为空,无法对齐 yz_vol")
return [str(s) for s in stocks]
def _load_yz_table(args: argparse.Namespace) -> pd.DataFrame:
global YZ_TABLE
if 'YZ_TABLE' in globals() and isinstance(globals()['YZ_TABLE'], pd.DataFrame):
return globals()['YZ_TABLE']
csv_path = str(getattr(args, 'noise_scale_csv', 'data/processed/yz_vol.csv'))
if not os.path.exists(csv_path):
raise FileNotFoundError(f"未找到 yz_vol CSV: {csv_path}")
df = pd.read_csv(csv_path)
if 'date' not in df.columns:
raise KeyError(f"{csv_path} 中缺少 date 列")
default_col = 'yz_vol_scale'
col_name = str(getattr(args, 'noise_scale_col', default_col))
if col_name not in df.columns:
raise KeyError(f"{csv_path} 中缺少 {col_name} 列")
df['date'] = pd.to_datetime(df['date']).dt.strftime('%Y-%m-%d')
pivot = df.pivot(index='date', columns='order_book_id', values=col_name)
globals()['YZ_TABLE'] = pivot
return pivot
def _build_vol_tensor(
table: pd.DataFrame,
dates: List[str],
stocks: List[str],
indices: torch.Tensor,
clip: float,
device: torch.device,
dtype: torch.dtype,
context: str,
) -> torch.Tensor:
idx_cpu = indices.detach().cpu().tolist()
vol_np = np.ones((len(idx_cpu), len(stocks)), dtype=np.float32)
for row_idx, idx in enumerate(idx_cpu):
if idx < 0 or idx >= len(dates):
raise IndexError(f"[{context}] 索引 {idx} 超出日期范围 0~{len(dates)-1}")
date_key = dates[idx]
if date_key not in table.index:
raise KeyError(f"[{context}] yz_vol 表中缺少日期 {date_key}")
row = table.loc[date_key]
values = []
for stock in stocks:
if stock not in row.index:
raise KeyError(f"[{context}] yz_vol 表中日期 {date_key} 缺少股票 {stock}")
values.append(row[stock])
arr = np.asarray(values, dtype=np.float64)
if not np.all(np.isfinite(arr)):
raise ValueError(f"[{context}] 日期 {date_key} 存在非有限 yz_vol 值: {arr}")
arr = np.clip(arr, 1e-6, clip)
vol_np[row_idx, :] = arr.astype(np.float32)
tensor = torch.from_numpy(vol_np).to(device=device)
return tensor.to(dtype=dtype)
def parse_args() -> argparse.Namespace:
parser = argparse.ArgumentParser(description="训练 GNN-MAM 模型(支持 DDP / ReduceLROnPlateau / 时间滚动交叉验证)")
parser.add_argument("--config", type=str, default="", help="可选:配置JSON路径;若其中 train.use_tuned_best=false,则按配置覆盖超参")
parser.add_argument("--data_dir", type=str, default="data/processed", help="预处理数据目录")
parser.add_argument("--checkpoint_dir", type=str, default="checkpoints", help="模型保存目录")
parser.add_argument("--resume", type=int, default=0, help="1=从最近的检查点继续训练;0=从头训练")
parser.add_argument("--resume_path", type=str, default="checkpoints/last_checkpoint.pth", help="resume 时加载的检查点路径(默认 last_checkpoint.pth)")
parser.add_argument("--batch_size", type=int, default=8)
parser.add_argument("--epochs", type=int, default=20)
parser.add_argument("--lr", type=float, default=1e-3)
parser.add_argument("--weight_decay", type=float, default=1e-4)
parser.add_argument("--d_model", type=int, default=128)
parser.add_argument("--num_heads", type=int, default=8)
parser.add_argument("--num_layers", type=int, default=4)
parser.add_argument("--d_ff", type=int, default=512)
parser.add_argument("--dropout", type=float, default=0.1)
parser.add_argument("--temp", type=float, default=1.0)
# 移除 top-k/退火相关参数
# 邻接激活
parser.add_argument("--adj_activation", type=str, default="entmax", choices=["softmax", "entmax"], help="图邻接归一化:softmax 或 entmax")
parser.add_argument("--objective", type=str, default="edm", choices=["edm"], help="主训练目标:edm")
parser.add_argument("--entmax_alpha", type=float, default=1.5, help="entmax 稀疏度超参 α,典型 1.2~1.8,默认1.5")
parser.add_argument("--device", type=str, default="cuda" if torch.cuda.is_available() else "cpu")
# 分布式参数(遵循 torchrun env://,无需手动传值)
parser.add_argument("--dist", type=int, default=1, help="若 WORLD_SIZE>1 且 dist=1,则启用分布式DDP")
parser.add_argument("--dist_mode", type=str, default="ddp", choices=["ddp", "fsdp", "none"], help="分布式模式:ddp(数据并行)/ fsdp(分片数据并行)/ none")
# Streaming / performance
parser.add_argument("--use_panels", type=int, default=1, help="使用 panels.pt 流式训练 (1) 或使用预制序列 train.pt (0)")
parser.add_argument("--grad_accum_steps", type=int, default=8, help="梯度累计步数,用于大等效批量")
parser.add_argument("--use_amp", type=int, default=0, help="启用自动混合精度训练 (1/0)")
parser.add_argument("--num_workers", type=int, default=0)
parser.add_argument("--pin_memory", type=int, default=1)
parser.add_argument("--prefetch_factor", type=int, default=2)
parser.add_argument("--progress", type=int, default=0, help="训练时显示进度条 (1/0)")
# Scheduler
parser.add_argument("--scheduler_type", type=str, default="plateau", choices=["sgdr", "plateau"], help="学习率调度器类型:sgdr 或 plateau")
parser.add_argument("--scheduler_patience", type=int, default=3)
parser.add_argument("--scheduler_factor", type=float, default=0.5)
parser.add_argument("--sgdr_T_0", type=int, default=50, help="SGDR 初始周期(单位:epoch)")
parser.add_argument("--sgdr_T_mult", type=int, default=2, help="SGDR 周期放大倍数")
parser.add_argument("--sgdr_eta_min", type=float, default=1e-6, help="SGDR 最小学习率")
# Warmup 参数
parser.add_argument("--warmup_epochs", type=int, default=3, help="Warmup 线性升温的 epoch 数")
parser.add_argument("--warmup_init_factor", type=float, default=0.1, help="Warmup 初始学习率系数,相对 base lr(0~1)")
# Time CV
parser.add_argument("--time_cv_folds", type=int, default=1, help="滚动时间交叉验证的折数(>1 启用)")
# Logging
parser.add_argument("--print_shapes_once", type=int, default=1, help="是否在第一批打印一次 X/Y/Pred 形状")
parser.add_argument("--log_png", type=int, default=1, help="是否保存训练曲线PNG (1/0)")
parser.add_argument("--plot_dir", type=str, default="plots/train", help="PNG 输出目录")
# 额外记录:按波动率分桶的 score 范数/损失、样本 realized-vol 分布
parser.add_argument("--log_vol_buckets", type=int, default=8, help="按 yz_vol_scale 分桶数量(0=禁用)")
parser.add_argument("--log_vol_bucket_mode", type=str, default="logspace", choices=["logspace", "quantile"], help="vol分桶边界模式:logspace 或 quantile(基于训练分布分位数)")
parser.add_argument("--log_vol_json", type=str, default="plots/train/vol_stats.jsonl", help="每epoch追加一行JSON:各桶的score范数/损失/样本数等")
parser.add_argument("--log_vol_png", type=str, default="plots/train/vol_buckets.png", help="每epoch覆盖保存:按桶的曲线/柱状图(若 log_vol_plot_each_epoch=1)")
parser.add_argument("--log_vol_plot_each_epoch", type=int, default=0, help="是否每个epoch绘制vol分桶PNG(1);0=仅最终汇总绘制一次")
parser.add_argument("--log_vol_png_final", type=str, default="plots/train/vol_buckets.png", help="最终汇总PNG路径(训练结束时绘制一次)")
parser.add_argument("--log_vol_summary_json", type=str, default="plots/train/vol_stats_summary.json", help="最终汇总JSON路径(训练结束时覆盖写出)")
# 偏差/尺度诊断日志(一次训练尽量定位系统性偏大的原因)
parser.add_argument("--log_bias_json", type=str, default="plots/train/bias_stats.jsonl", help="每epoch追加:σ/ s_yz/ 组合尺度 与 score/target/y0重建偏差 统计")
# Early stopping
parser.add_argument("--early_stop_patience", type=int, default=5, help="早停耐心次数(val不提升时允许的连续epoch数)")
parser.add_argument("--early_stop_min_delta", type=float, default=0.0, help="判定提升所需的最小改善阈值 (val_loss需较best减少超出该值)")
# 时间扭曲(VE范式下的 σ(t) 条件化):t_eff = clamp(t * s_bar^gamma)
parser.add_argument("--time_warp_gamma", type=float, default=0.5, help="时间嵌入扭曲指数 γ,按 s_yz 的资产均值做 t→t*s_bar^γ (0 表示禁用扭曲)")
# Save policy
parser.add_argument("--skip_first_best_saves", type=int, default=0, help="跳过前N次best提升的保存以减少I/O;超过N次后才开始保存")
# 验证集尾部裁剪,排除预处理保留的 tail_fill 天数对验证的影响
parser.add_argument("--trim_tail_days_val", type=int, default=0, help="验证集裁掉末尾 k 天(避免 tail_fill 进入验证集)")
# Saving controls (tuning可禁用保存,仅输出指标/配置)
parser.add_argument("--save_model", type=int, default=1, help="是否保存最佳权重 (1/0)")
parser.add_argument("--save_best_metrics_path", type=str, default="", help="将最佳指标写入到该JSON路径(可选)")
parser.add_argument("--save_best_config_path", type=str, default="", help="将本次使用的模型配置写入到该JSON路径(可选)")
# EMA 与 σ 策略/分桶日志
parser.add_argument("--ema", type=int, default=1, help="启用EMA权重 (1/0)")
parser.add_argument("--ema_decay", type=float, default=0.999, help="EMA衰减系数")
parser.add_argument("--sigma_schedule", type=str, default="log_uniform", help="噪声采样日程: log_uniform|karras")
parser.add_argument("--sigma_min", type=float, default=None, help="覆盖 score_sigma_min(可选统一入口)")
parser.add_argument("--sigma_max", type=float, default=None, help="覆盖 score_sigma_max(可选统一入口)")
parser.add_argument("--sigma_data", type=float, default=None, help="EDM 预条件化中的 sigma_data(None=使用默认0.025)")
parser.add_argument("--log_sigma_buckets", type=int, default=8, help="按σ或t分桶记录diffmse")
parser.add_argument("--log_sigma_json", type=str, default="", help="可选:将每epoch的σ分桶统计写入JSONL路径")
parser.add_argument("--log_t_loss_png", type=str, default="plots/train/t_loss.png", help="按时间步绘制loss分布PNG路径")
# 训练过程参数和梯度监控
parser.add_argument("--log_layer_stats", type=int, default=1, help="是否记录各层参数和梯度统计(1/0)")
parser.add_argument("--log_layer_stats_path", type=str, default="plots/train/layer_stats.jsonl", help="层级参数梯度记录路径(每epoch一行)")
parser.add_argument("--log_layer_stats_interval", type=int, default=1, help="记录间隔(每N个epoch记录一次)")
parser.add_argument("--log_t_loss_json", type=str, default="", help="按时间步loss统计JSONL路径(可选)")
parser.add_argument("--log_t_grad_json", type=str, default="", help="记录按时间步梯度范数JSONL路径(可选)")
parser.add_argument("--log_param_stats_json", type=str, default="", help="可选:每隔若干epoch记录参数统计(JSONL)")
parser.add_argument("--log_param_stats_interval", type=int, default=1, help="参数统计写入的epoch间隔")
parser.add_argument("--log_spectral_stats_json", type=str, default="", help="可选:记录自适应谱噪声统计和敏感度(JSONL)")
parser.add_argument("--log_spectral_stats_interval", type=int, default=10, help="谱噪声统计写入的epoch间隔")
parser.add_argument("--spectral_sensitivity_interval", type=int, default=100, help="敏感度采样间隔(每N个iteration计算一次梯度)")
parser.add_argument("--diffusion_head_hidden", type=int, default=None, help="Diffusion head隐藏维度(None=使用d_model)")
parser.add_argument("--diffusion_head_dropout", type=float, default=None, help="Diffusion head dropout(None=使用dropout)")
# Multi-CLS 聚合(固定 attn 模式,仅暴露查询数与温度)
parser.add_argument("--num_pool_queries", type=int, default=6)
parser.add_argument("--pooling_tau", type=float, default=0.7)
# 越界惩罚:约束预测 log-return 不超过理论涨跌幅
parser.add_argument("--reg_bound_w", type=float, default=0.0, help="越界惩罚损失权重(超出理论涨跌幅范围时施加二次惩罚)")
parser.add_argument("--bound_return_upper", type=float, default=0.3444, help="t+2 对 t+1 相对涨幅上限(比例)")
parser.add_argument("--bound_return_lower", type=float, default=-0.2636, help="t+2 对 t+1 相对跌幅下限(比例,负数)")
parser.add_argument("--graph_l2_reg", type=float, default=0.0, help="图分支 Frobenius 正则权重,鼓励稀疏高信噪比的 A_learned")
# (DDPM 已移除)
parser.add_argument("--pred_consist_w", type=float, default=0.05, help="预测头与去噪重建 y0 的一致性损失权重(保持推理稳定)")
# Score-Based 训练开关(替代 ε-parameterization):预测 score 而非噪声
parser.add_argument("--use_score_model", type=int, default=1, help="启用 SBDM 训练 (1/0):主损失为 score 匹配")
parser.add_argument("--score_sigma_min", type=float, default=0.01, help="最小噪声强度,用于 score 目标计算")
parser.add_argument("--score_sigma_max", type=float, default=1.0, help="最大噪声强度,用于 score 目标计算")
# 噪声缩放(波动率调制)
parser.add_argument("--noise_scale_mode", type=str, default="constant", choices=["constant", "yz_vol"], help="训练加噪幅度模式:constant=单高斯;yz_vol=按 Yang-Zhang 波动率缩放")
parser.add_argument("--noise_scale_csv", type=str, default="data/processed/yz_vol.csv", help="当 noise_scale_mode=yz_vol 时,提供按 (date,stock) 的 yz_vol CSV 路径")
parser.add_argument("--noise_scale_col", type=str, default="yz_vol_scale", help="noise_scale_csv 中作为缩放的列名,默认使用预处理生成的 yz_vol_scale")
parser.add_argument("--noise_scale_clip", type=float, default=10.0, help="对缩放系数进行上限截断,避免异常放大")
parser.add_argument("--adaptive_spectral_noise", type=int, default=0, help="启用特征谱自适应噪声增强 (1/0) [已弃用,请使用spectral_noise_enabled]")
parser.add_argument("--spectral_noise_enabled", type=int, default=0, help="启用自适应谱噪声 (1/0)")
# 新的自适应alpha参数
parser.add_argument("--spectral_robustness_coeff", type=float, default=9.0, help="自适应alpha公式的鲁棒性系数 C (alpha = 1 + C/(k+epsilon))")
parser.add_argument("--spectral_alpha_epsilon", type=float, default=0.1, help="自适应alpha公式的防除零常数 epsilon")
parser.add_argument("--spectral_k_threshold", type=float, default=1.0, help="高频特征判定阈值(k>=threshold则alpha=1)")
# 旧的谱噪声参数(保留向后兼容)
parser.add_argument("--spectral_noise_sigma_min", type=float, default=0.002, help="谱自适应噪声的 σ 下界 [已弃用]")
parser.add_argument("--spectral_noise_sigma_max", type=float, default=80.0, help="谱自适应噪声的 σ 上界 [已弃用]")
parser.add_argument("--spectral_noise_target_snr", type=float, default=3.0, help="谱自适应噪声目标信噪比 S_target [已弃用]")
parser.add_argument("--spectral_noise_threshold", type=float, default=0.3, help="判定低频特征的 diff_ratio 阈值 [已弃用]")
parser.add_argument("--spectral_noise_alpha_floor", type=float, default=0.05, help="低频特征噪声因子的最小缩放 [已弃用]")
parser.add_argument("--spectral_noise_alpha_cap", type=float, default=0.9, help="低频特征噪声因子的最大缩放 [已弃用]")
parser.add_argument("--spectral_noise_freq_div", type=int, default=3, help="谱能量低频截断的分母(seq_len//freq_div,默认3→cutoff=20)")
parser.add_argument("--spectral_noise_log_json", type=str, default="", help="自适应谱噪声统计输出JSONL路径")
parser.add_argument("--spectral_noise_log_interval", type=int, default=1, help="谱噪声统计写入的epoch间隔")
parser.add_argument("--spectral_noise_log_examples", type=int, default=5, help="谱噪声统计中每类示例特征数")
parser.add_argument("--spectral_noise_full_dump", type=int, default=0, help="是否输出完整特征向量(0=只输出摘要, 1=完整)")
# OOS (by stocks) for training holdout
parser.add_argument("--oos_stock_ratio", type=float, default=0.0, help="训练期按比例留出股票作OOS(不参与训练)")
parser.add_argument("--oos_stock_list", type=str, default="", help="训练期使用的OOS股票列表文件路径(每行一个股票ID),优先于比例")
parser.add_argument("--oos_seed", type=int, default=42, help="OOS股票采样的随机种子")
parser.add_argument("--log_coverage_path", type=str, default="", help="覆盖率分析日志路径")
parser.add_argument("--sample_coverage_threshold", type=float, default=0.5, help="样本覆盖率阈值")
# EDM 相关参数
parser.add_argument("--edm_lambda", type=int, default=0, help="启用 EDM λ(σ) 加权 (1/0)")
parser.add_argument("--edm_lambda_norm", type=str, default="batch_mean", help="EDM λ 归一化模式")
parser.add_argument("--edm_lambda_pow", type=float, default=1.0, help="EDM λ 的幂次")
# yzvol 条件开关
parser.add_argument("--vol_cond_as_input", type=int, default=1, help="yzvol 作为条件输入网络")
parser.add_argument("--vol_cond_scale_output", type=int, default=0, help="yzvol 直接乘到输出上")
# Sensitivity checks (replace SNR monitoring)
parser.add_argument("--check_sensitivity", type=int, default=1, help="启用特征敏感度阈值检查(1/0)")
parser.add_argument("--check_sensitivity_features", type=str, default="", help="逗号分隔的特征索引,例如: 0,1,2")
parser.add_argument("--check_sensitivity_threshold", type=float, default=0.01, help="敏感度阈值,默认0.01")
parser.add_argument("--check_sensitivity_interval", type=int, default=64, help="每隔多少步进行一次敏感度检查")
parser.add_argument("--log_grad_clip_json", type=str, default="", help="可选:记录梯度裁剪前范数的JSONL路径")
parser.add_argument("--log_grad_clip_interval", type=int, default=50, help="梯度裁剪日志写入间隔(每多少次更新记录一次)")
args = parser.parse_args()
return args
def evaluate(model: SpacetimeGNNMAM, loader: DataLoader, device: torch.device) -> float:
model.eval()
loss_fn = nn.MSELoss()
total_loss = 0.0
total_count = 0
with torch.no_grad():
for batch in loader:
if isinstance(batch, (list, tuple)) and len(batch) == 4:
X, Y, _, mask_b = batch # [mask机制]
elif isinstance(batch, (list, tuple)) and len(batch) == 3:
X, Y, _ = batch
mask_b = None
else:
X, Y = batch
mask_b = None
X = X.to(device)
Y = Y.to(device)
if mask_b is not None:
mask_tensor = mask_b.to(device)
else:
mask_tensor = None
feat = model.encode(X, mask=mask_tensor) # [mask机制] # pyright: ignore[reportGeneralTypeIssues]
pred = torch.mean(feat, dim=-1, keepdim=True)
loss = loss_fn(pred, Y)
total_loss += loss.item() * X.size(0)
total_count += X.size(0)
return total_loss / max(1, total_count)
def build_time_cv_folds(num_samples: int, k: int) -> List[Tuple[List[int], List[int]]]:
"""滚动时间CV:将训练样本按时间等分为 k+1 段。
第 i 折:train = [0 : cut_i],val = (cut_i : cut_{i+1}]。
"""
cuts = [int(num_samples * i / (k + 1)) for i in range(k + 1)] + [num_samples]
folds = []
for i in range(1, k + 1):
train_end = cuts[i]
val_end = cuts[i + 1]
if val_end <= train_end:
continue
train_idx = list(range(0, train_end))
val_idx = list(range(train_end, val_end))
folds.append((train_idx, val_idx))
return folds
def try_plot_train_curves(plot_dir: str, train_losses: list, val_losses: list, lrs: list) -> None:
try:
import matplotlib
matplotlib.use("Agg")
import matplotlib.pyplot as plt
import warnings
# 设置中文字体(使用系统实际可用的字体)
plt.rcParams['font.sans-serif'] = ['Noto Sans CJK JP', 'Droid Sans Fallback', 'SimHei', 'Microsoft YaHei', 'DejaVu Sans']
plt.rcParams['axes.unicode_minus'] = False
warnings.filterwarnings('ignore', category=UserWarning, module='matplotlib.font_manager')
except Exception as e:
print(f"[plot] matplotlib not available, skip plotting: {e}")
return
ensure_dir(plot_dir)
# Loss curves
try:
plt.figure(figsize=(6, 4))
plt.plot(range(1, len(train_losses) + 1), train_losses, label="train_loss")
plt.plot(range(1, len(val_losses) + 1), val_losses, label="val_loss")
plt.xlabel("Epoch")
plt.ylabel("Loss")
plt.title("Training and Validation Loss")
plt.legend()
# 强制使用整数刻度作为 Epoch 轴,避免出现小数刻度
try:
from matplotlib.ticker import MaxNLocator
ax = plt.gca()
ax.xaxis.set_major_locator(MaxNLocator(integer=True))
except Exception:
pass
plt.tight_layout()
plt.savefig(os.path.join(plot_dir, "train_val_loss.png"), dpi=150)
plt.close()
except Exception as e:
print(f"[plot] failed to save loss curve: {e}")
# LR curve
try:
plt.figure(figsize=(6, 4))
plt.plot(range(1, len(lrs) + 1), lrs, label="lr")
plt.xlabel("Epoch")
plt.ylabel("Learning Rate")
plt.title("Learning Rate by Epoch")
plt.legend()
# 强制使用整数刻度作为 Epoch 轴,避免出现小数刻度
try:
from matplotlib.ticker import MaxNLocator
ax = plt.gca()
ax.xaxis.set_major_locator(MaxNLocator(integer=True))
except Exception:
pass
plt.tight_layout()
plt.savefig(os.path.join(plot_dir, "lr.png"), dpi=150)
plt.close()
except Exception as e:
print(f"[plot] failed to save lr curve: {e}")
def main(): # pyright: ignore[reportGeneralTypeIssues]
args = parse_args()
# 读取配置文件,失败应立即报错
cfg_path = None
if isinstance(getattr(args, "config", ""), str) and len(args.config) > 0 and os.path.exists(args.config):
cfg_path = args.config
elif os.path.exists("config.json"):
cfg_path = "config.json"
if cfg_path is not None:
with open(cfg_path, "r", encoding="utf-8") as f:
cfg = json.load(f)
use_tuned_best = bool(cfg.get("train", {}).get("use_tuned_best", False))
if use_tuned_best is False:
tcfg = cfg.get("train", {})
# 仅当键存在时才覆盖,避免把 None 写进来
def _ovr(name, cast_fn=lambda x: x):
val = tcfg.get(name, None)
if val is not None:
setattr(args, name, cast_fn(val))
_ovr("batch_size", int)
_ovr("epochs", int)
_ovr("lr", float)
_ovr("weight_decay", float)
_ovr("d_model", int)
_ovr("num_heads", int)
_ovr("num_layers", int)
_ovr("d_ff", int)
_ovr("dropout", float)
_ovr("temp", float)
_ovr("adj_activation", str)
_ovr("entmax_alpha", float)
_ovr("objective", str)
_ovr("grad_accum_steps", int)
_ovr("use_amp", int)
_ovr("num_workers", int)
_ovr("pin_memory", int)
_ovr("prefetch_factor", int)
_ovr("scheduler_patience", int)
_ovr("scheduler_factor", float)
_ovr("scheduler_type", str)
_ovr("sgdr_T_0", int)
_ovr("sgdr_T_mult", int)
_ovr("sgdr_eta_min", float)
_ovr("warmup_epochs", int)
_ovr("warmup_init_factor", float)
# (DDPM 参数已移除)
_ovr("pred_consist_w", float)
# 波动率噪声缩放相关覆盖
_ovr("noise_scale_mode", str)
_ovr("noise_scale_csv", str)
_ovr("noise_scale_col", str)
_ovr("noise_scale_clip", float)
_ovr("noise_scale_log1p", int)
_ovr("noise_scale_row_zscore", int)
_ovr("noise_scale_row_gamma", float)
_ovr("noise_scale_z_eps", float)
_ovr("use_score_model", int)
_ovr("score_sigma_min", float)
_ovr("score_sigma_max", float)
# 新增:扩散噪声与EMA/分桶日志参数透传
_ovr("sigma_schedule", str)
_ovr("sigma_min", float)
_ovr("sigma_max", float)
_ovr("sigma_data", float)
_ovr("log_sigma_buckets", int)
_ovr("log_sigma_json", str)
_ovr("log_t_loss_json", str)
# Vol-bucket 可视化/统计 透传
_ovr("log_vol_buckets", int)
_ovr("log_vol_bucket_mode", str)
_ovr("log_vol_json", str)
_ovr("log_vol_png", str)
_ovr("ema", int)
_ovr("ema_decay", float)
_ovr("time_cv_folds", int)
_ovr("print_shapes_once", int)
_ovr("early_stop_patience", int)
_ovr("early_stop_min_delta", float)
_ovr("skip_first_best_saves", int)
_ovr("trim_tail_days_val", int)
_ovr("save_model", int)
_ovr("diffusion_head_hidden", int)