Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
522 commits
Select commit Hold shift + click to select a range
92e2a22
Merge pull request #66 from lee101/worktree-agent-a076df9a
lee101 Mar 22, 2026
9aafd48
Add TorchScript export script for pufferlib models to ctrader
lee101 Mar 22, 2026
9a08f5d
Merge libtorch policy inference + TorchScript export + Makefile updates
lee101 Mar 22, 2026
42326a5
feat: add unified markdown profiling report generator
lee101 Mar 22, 2026
f5315a3
feat: fused_obs_encode Triton kernel (normalize+linear+relu, CuTE-style)
lee101 Mar 22, 2026
3d4f3e1
Merge pull request #67 from lee101/worktree-agent-aa3d4dc8
lee101 Mar 22, 2026
c068ad8
fix: cast bias to weight.dtype in fused_obs_encode fallback
lee101 Mar 22, 2026
0da36ac
feat: add --stocks12 mode, --early-stop-patience, and H100 overfittin…
lee101 Mar 22, 2026
2d2ab51
feat: extend stocks12 training data + update H100 plan
lee101 Mar 22, 2026
77c445c
feat: add audit_stock_splits.py — comprehensive split audit and auto-fix
lee101 Mar 22, 2026
b0281ec
feat: update H100 stock plan — use stocks12_daily (not extended), add…
lee101 Mar 22, 2026
87d99ff
feat: add trade_pen_05 H100 variants to pool — new local best config …
lee101 Mar 22, 2026
84c096d
feat: add drawpen H100 pool variants + update experiment plan with v2…
lee101 Mar 22, 2026
67ce3c3
fix: early reject threshold uses val_return scale not holdout_robust_…
lee101 Mar 22, 2026
35b1611
fix: H100 experiment strategy — use --max-timesteps-per-sample 200, N…
lee101 Mar 22, 2026
ba1e420
docs: update H100 plan v4 — drawpen was lucky run, focus on diversity
lee101 Mar 22, 2026
1230996
data: complete drawpen standalone verification — all 13 variants nega…
lee101 Mar 22, 2026
0e2cfeb
feat: extend training data to 2020-09-30, update H100 plan (v5 breakt…
lee101 Mar 22, 2026
ced5ec5
feat: add 15 trade_pen_03 variants to STOCK_EXPERIMENTS pool
lee101 Mar 22, 2026
db80028
feat: add tp03 best-combination configs, update H100 plan with tp03 v…
lee101 Mar 22, 2026
40e02c2
feat: add tp03 dense seed sweep pool + max-timesteps-per-sample to re…
lee101 Mar 22, 2026
2600805
fix: make training fully deterministic by seeding torch, numpy, rando…
lee101 Mar 22, 2026
5df1f22
fix: remote H100 stocks launch was using wrong experiment pool and st…
lee101 Mar 22, 2026
85a8ffb
docs: update h100_experiment_plan with training duration root cause
lee101 Mar 22, 2026
1d6c8f6
feat: restructure STOCK_EXPERIMENTS pool + add extended stocks11 data…
lee101 Mar 22, 2026
affb098
feat: expand STOCK_EXPERIMENTS to 532 entries + finalize H100 strateg…
lee101 Mar 22, 2026
22fc964
perf: replace torch.no_grad with inference_mode in cutechronos (#72)
lee101 Mar 22, 2026
301d007
Integrate Chronos2 forecast bias into work-stealing candidate scoring…
lee101 Mar 22, 2026
fcf38c2
Add SDPA/FlexAttention backends for CuteChronos2 unscaled attention (…
lee101 Mar 22, 2026
4e5b04c
Add fused residual+RMS LayerNorm Triton kernel (#38)
lee101 Mar 22, 2026
641df2c
Add CuteChronos2 optimization-level benchmark (Unit 8) (#37)
lee101 Mar 22, 2026
f06b24c
Add Chronos2 LoRA improvement sweep targeting high-MAE symbols (#36)
lee101 Mar 22, 2026
b49d2ee
Add MKTD reader and offline backtest mode to ctrader
lee101 Mar 22, 2026
cfe9478
Merge libtorch policy inference (PR #71) into ctrader
lee101 Mar 22, 2026
8ebd37d
Improve random mutation space: add tp=0.03, anneal_ent, smooth_downsi…
lee101 Mar 22, 2026
e1e6b7c
Enable BF16+CUDA graph by default; update H100 plan with stocks11 fin…
lee101 Mar 22, 2026
199006e
feat: extend stocks history to 2012, add --bin-suffix arg
lee101 Mar 22, 2026
5883dcb
feat: add lr=1e-4 named configs + update H100 default to stocks11_2015
lee101 Mar 22, 2026
1f2d552
docs: update h100_experiment_plan v9 — lr=1e-4 critical finding for s…
lee101 Mar 22, 2026
6efb399
feat: add lr=1e-4 H100 configs + use stocks11_2012 as default
lee101 Mar 22, 2026
d353dbf
docs: h100_experiment_plan v9 — add arch comparison results + stocks1…
lee101 Mar 22, 2026
fe6242a
feat: add 38 focused lr=1e-4 + arch exploration configs to STOCK_EXPE…
lee101 Mar 22, 2026
53aab0c
docs: h100_experiment_plan v10 — step-based cap + RL variance note
lee101 Mar 22, 2026
1ad23d8
fix: H100 launch script now uses step-based cap (--max-timesteps-per-…
lee101 Mar 22, 2026
9566490
feat: add s1137 hyperparam cross-validation configs (indices 137-160)
lee101 Mar 22, 2026
ead34b9
fix: H100 launch now uses --stocks and --start-from 96
lee101 Mar 22, 2026
a900310
fix: restrict mutate_config lr/anneal_lr space in stocks mode
lee101 Mar 22, 2026
5f419d3
feat: add L-block s1137 configs (lr=2e-4, h2048, obs_norm, gamma995, …
lee101 Mar 22, 2026
ee183b7
feat: add M-block smooth_downside_penalty configs + phase2 auto-launcher
lee101 Mar 22, 2026
70d783b
fix: cross-feature sweep targets s1137/s5678 only with --descriptions
lee101 Mar 22, 2026
01a0418
feat: add s1137_transformer to cross-feature sweep (5th trial)
lee101 Mar 22, 2026
5f843e9
fix: H100 launch defaults — start-from=167, max-trials=500
lee101 Mar 22, 2026
cba47ad
fix: re-enable lr=3e-4 in stocks_mode mutate_config
lee101 Mar 22, 2026
032ed69
fix: stocks_mode seed sweep — only seed mutates, lr=1e-4 always forced
lee101 Mar 22, 2026
360e9c2
fix: evaluate_holdout arch inference — GRU/transformer detection order
lee101 Mar 22, 2026
c246e19
feat: add SDP02 seed sweep + cross-feature sweep launcher
lee101 Mar 22, 2026
4d9e3d3
feat: H100 launcher v14 — seed-only mode, cross-feature support
lee101 Mar 22, 2026
5255d01
feat: add N-block h=256 configs + update H100 --start-from to 195
lee101 Mar 22, 2026
08236ee
feat: add O-block PPO configs + update H100 launch to 1000 trials fro…
lee101 Mar 22, 2026
4e041f7
fix: remove h=256 from stocks_mode mutations + add s1137_h512 to O-block
lee101 Mar 22, 2026
ec0f08e
feat: add polynomial early stopper module for autoresearch pruning
lee101 Mar 22, 2026
5f372c8
feat: polynomial early stopping + --local/--a40 presets for autoresea…
lee101 Mar 22, 2026
10247f2
feat: polynomial early stopping + --local/--a40 presets for autoresea…
lee101 Mar 22, 2026
5432702
fix: make val_wr optional (default None) in combined_score
lee101 Mar 22, 2026
4338474
fix: extend random pool to 1000 + --no-poly-prune for H100 stocks sweep
lee101 Mar 22, 2026
2386d81
fix: H100 launch default start-from 204 to prevent O-block best_confi…
lee101 Mar 22, 2026
67d9e21
fix: remove leaked Gemini API key from supervisor, reduce leverage 10x
lee101 Mar 22, 2026
268be45
docs: update prod.md with Gemini API incident, security policy, and b…
lee101 Mar 22, 2026
887c9f8
feat: add RL signal action masking for tradable symbols
lee101 Mar 22, 2026
33dd742
feat: add position unwind script for manual margin cleanup
lee101 Mar 22, 2026
38951fc
feat: add prod trade replay script for sim vs actual P&L comparison
lee101 Mar 22, 2026
3c44a12
fx
lee101 Mar 23, 2026
7e3abc3
Merge branch 'main' of github.com:lee101/stock-prediction
lee101 Mar 23, 2026
adf8d98
Add Binance robustness sweep and seeded sim starts
lee101 Mar 23, 2026
d3904f2
fix: CUDA graph inference mode order + add Q/R-block winning-combo co…
lee101 Mar 23, 2026
0595959
Merge branch 'main' of https://github.com/lee101/stock-prediction
lee101 Mar 23, 2026
a5e1113
feat: add Q/R/S/T blocks + fix mutate_config for stocks11_2012
lee101 Mar 23, 2026
45efdd3
feat: add U-block GRPO seed sweep + fix H100 seed_only best_config in…
lee101 Mar 23, 2026
077ea41
fix: update daily stock PPO deployment to random_mut_2201 (the actual…
lee101 Mar 23, 2026
3e46efe
feat: add random_mut_2201 config variants to STOCK_EXPERIMENTS
lee101 Mar 23, 2026
31f0d05
fix: correct autoresearch holdout eval + add rmu2201 configs to STOCK…
lee101 Mar 23, 2026
0a02da2
feat: add --init-best-config to autoresearch_rl for pre-seeding mutat…
lee101 Mar 23, 2026
48c86fa
feat: add --lock-best-config to prevent autoresearch drift from good …
lee101 Mar 23, 2026
976bcfa
feat: ensemble inference in trade_daily_stock_prod.py (2201+8597 soft…
lee101 Mar 23, 2026
976dbc3
feat: add per_env init configs to STOCK_EXPERIMENTS for stocks12 search
lee101 Mar 23, 2026
0249fbb
feat: add per_env monitoring script + document NVDA concentration risk
lee101 Mar 23, 2026
40e9e65
feat: add supervisor deployment config for daily-stock-ppo ensemble bot
lee101 Mar 23, 2026
95a8dfe
feat: upgrade to 3-model ensemble + per_env_focused mutation mode
lee101 Mar 23, 2026
77f39d6
fix: update monitor to watch ext_focused leaderboards + use 3-model e…
lee101 Mar 23, 2026
5ffb8d6
feat: upgrade to tp05_s123 standalone model — beats 3-model ensemble …
lee101 Mar 23, 2026
feb77c8
feat: pivot search to tp05-family autoresearch + lower monitor threshold
lee101 Mar 23, 2026
b7c4321
feat: update monitor to watch tp05 seedonly leaderboards + raise esca…
lee101 Mar 23, 2026
c3ae15b
feat: deploy tp05 ensemble (s123+s15) — +80% median return over stand…
lee101 Mar 24, 2026
1bb6768
chore: organize sweep CSVs into sweepresults/, add new tools and arch…
lee101 Mar 24, 2026
07fcc7d
chore: bump chronos-forecasting submodule — relax transformers bound …
lee101 Mar 24, 2026
270c624
fxbinance
lee101 Mar 24, 2026
44afeb1
resolve merge conflicts: remove archsweep CSVs from tracking, add to …
lee101 Mar 24, 2026
d920c64
feat: gpu_pool, NorMuon, hold-cash fast-kill, Binance.US fix
lee101 Mar 24, 2026
12481cc
feat: download crypto70 dataset + fix export pipeline
lee101 Mar 24, 2026
5cf19e0
fix: crypto70_autoresearch preset uses daily settings (periods_per_ye…
lee101 Mar 24, 2026
198c06f
perf: fuse actor/critic heads + fix 4090 time budget + add stocks15 l…
lee101 Mar 24, 2026
675bdfe
feat: add run_4090_autoresearch.py — end-to-end RunPod lifecycle manager
lee101 Mar 24, 2026
b176566
Merge branch 'main' of https://github.com/lee101/stock-prediction
lee101 Mar 24, 2026
3955a78
Merge branch 'main' of https://github.com/lee101/stock-prediction
lee101 Mar 24, 2026
7970338
fix: fused_mlp Triton kernel + no-cuda-graph mode for shared-GPU compat
lee101 Mar 24, 2026
580661a
Merge branch 'main' of https://github.com/lee101/stock-prediction
lee101 Mar 24, 2026
d43fb06
feat: upgrade stocks12 daily PPO to 3-model ensemble (s123+s15+s36)
lee101 Mar 24, 2026
994dd3f
fix: gpu_pool holdout_eval_steps + update seed leaderboard with s19/s…
lee101 Mar 24, 2026
0cd0773
feat: add crypto15, stocks15, stocks12_ext pool presets to gpu_pool
lee101 Mar 24, 2026
e960e04
fix: obs_norm CPU eval path + evaluate.py strict loading
lee101 Mar 24, 2026
4e05306
fix: guard Triton fused kernels behind eval-only mode in TradingPolicy
lee101 Mar 24, 2026
82afb83
fix: detect RunPod SSH ports on non-public IPs (proxy mode)
lee101 Mar 24, 2026
f84e05a
data: stocks12 tp05 seed sweep leaderboard (seeds 38-52, 50/51 canoni…
lee101 Mar 24, 2026
8626639
data: crypto70/crypto15 sweep results and stocks11/15 failed experiments
lee101 Mar 24, 2026
4ca8a60
data: seed sweep leaderboards updated (s53-55 done; s53 canonical 28/…
lee101 Mar 24, 2026
a7428d1
data: add seeds 54-57 (stocks12 sweep) and s53 canonical eval result
lee101 Mar 24, 2026
b4d7eaa
fix: restore unified-stock-trader (crash since Mar19 — missing checkp…
lee101 Mar 24, 2026
29b18fc
data: seed sweep update (s57-s58; s58 val_ret=0.0589 → canonical 39/5…
lee101 Mar 24, 2026
4070594
data: seed sweep s59-s60 results; gold LB s59 canonical (41/50 neg)
lee101 Mar 24, 2026
b777ae0
data: crypto15/crypto70 s1 and s7-tp03 results
lee101 Mar 24, 2026
35ad2d4
results: crypto29 daily autoresearch sweep on local 3090 Ti
lee101 Mar 24, 2026
7f9fe5c
data: crypto15 s2, crypto70 s7 sweep, stocks12 seeds 60-63
lee101 Mar 24, 2026
064b72a
data: crypto15 tp05 sweep complete (only s123 genuine); crypto70 s7 d…
lee101 Mar 24, 2026
3a48206
feat: crypto70 daily RL autoresearch sweep complete — tp05_slip5 best…
lee101 Mar 24, 2026
706d595
data: c15_tp03_slip5_s7 BEST (honest=+0.69, +189.6% ann); stocks12 se…
lee101 Mar 24, 2026
e79fc92
prod: add crypto15 c15_tp03_slip5_s7 as pending Binance deployment
lee101 Mar 24, 2026
65bdba1
results: crypto15 sweep complete + crypto70 seed sweep progress
lee101 Mar 24, 2026
e37a7e0
results: crypto15 final honest evals + crypto70 seed sweep continues
lee101 Mar 24, 2026
5c572af
results: crypto70/crypto15/stocks12 seed sweeps progress (2026-03-24)
lee101 Mar 24, 2026
29bc099
results: crypto70 s17=+107.5% (ann +339%) new #2 best; crypto15 cross…
lee101 Mar 24, 2026
a8a55e1
results: crypto70 s19 NEW ABSOLUTE CHAMPION — honest=+438.7%, ann=+29…
lee101 Mar 24, 2026
b9477e4
feat: crypto70 s19 champion — +667%/180d binary-fill, honest +439%, 7…
lee101 Mar 24, 2026
25debc3
results: crypto70 s20-23 + c15 seed 17 transfer; stocks12 seeds 27-32,81
lee101 Mar 24, 2026
006fc88
sweep: crypto15 complete (36/36), crypto70 s20-s26 honest eval
lee101 Mar 24, 2026
389fc40
sweep: crypto70 s27-s33, crypto15 s21/s22 cross-domain results
lee101 Mar 24, 2026
1557af2
A40 RunPod sweep: seed7 champion (+6.16% median, 84% positive, Sort=1…
lee101 Mar 24, 2026
5ec021a
sweep: crypto70 s34-s39, crypto15 s8/s26/s32 cross-domain results
lee101 Mar 24, 2026
9bde93f
sweep: NEW CHAMPIONS c15_tp03_s33+s37, crypto70 s37/s39; free 98GB disk
lee101 Mar 24, 2026
824f6f8
prod: update crypto15 deploy target to c15_tp03_s33 (NEW CHAMPION +388%)
lee101 Mar 24, 2026
1229c8f
sweep: crypto70 s44-s49 results, crypto15 s44/s45 cross-domain
lee101 Mar 24, 2026
32a57eb
sweep: crypto15 FINAL (61/61), crypto70 s50-s53, cross-domain complete
lee101 Mar 24, 2026
ebac817
sweep: crypto70 COMPLETE (60/60 seeds), crypto15 s55 final
lee101 Mar 24, 2026
0ee8b3c
sweep: stocks12 tp05 seed sweep COMPLETE (seeds 20-150, 124 total)
lee101 Mar 24, 2026
5f759d5
Deploy crypto15 model with 15-symbol support and fix Gemini model name
lee101 Mar 24, 2026
0714faa
fx
lee101 Mar 24, 2026
994e7a7
Add hourly replay eval results for c15 champion and robust_champion
lee101 Mar 24, 2026
b96b44f
SAM config + trainer updates
lee101 Mar 24, 2026
331a042
feat: RunPod scale sweep for crypto70 daily and crypto40 hourly
lee101 Mar 24, 2026
2b6f2c7
fix: PodConfig field names (volume_size/container_disk not volume_in_gb)
lee101 Mar 24, 2026
7d2d8ad
fix: use A100 default + parallel pod wait + 30-min SSH timeout
lee101 Mar 24, 2026
73e6af2
data: v2cfg seed sweep started; crypto15/crypto70 new genuine seeds f…
lee101 Mar 24, 2026
3f596bc
fix: correct _stocks12_seedsweep preset to use exact s123 config
lee101 Mar 24, 2026
bee9663
feat: add seed_sweep_rl, RunPod scale launcher, community cloud fix
lee101 Mar 24, 2026
d64a284
fix: seed_sweep_rl holdout metrics from top-level result keys
lee101 Mar 24, 2026
235a471
feat: add --extra-checkpoints ensemble to evaluate.py; update sweep r…
lee101 Mar 24, 2026
c3148f2
Enhance README with project details and recommendations
lee101 Mar 24, 2026
f55477b
Remove yfinance from architecture description
lee101 Mar 24, 2026
57ec7b7
feat: c15_tp03_s78 is new crypto15 champion (+141.4% median, +497% ann)
lee101 Mar 24, 2026
e137a68
update: sweep results — crypto70 s63 (+349% ann), kill wasteful sweeps
lee101 Mar 24, 2026
e8f0f4a
sweep: stocks12 v2cfg/ent08 terminated (bf16+cudagraph→degenerate), c…
lee101 Mar 24, 2026
395e581
fix: prevent BF16+CUDA-graph mode collapse + add entropy collapse rec…
lee101 Mar 24, 2026
4b19c71
fix: evaluate.py architecture mismatch for new encoder_norm checkpoints
lee101 Mar 24, 2026
0b860f9
fix: encoder_norm backwards-compat in evaluate_tail/multiperiod for n…
lee101 Mar 24, 2026
ad0e5db
fix: add encoder_norm LayerNorm to eval policies + strict=False loading
lee101 Mar 24, 2026
a8e13f7
fix: 3 bugs in unified hourly live trader + alpacaprogress6
lee101 Mar 25, 2026
cc1bf97
update: prod.md — ABEV incident, 3 bug fixes, alpacaprogress6 ref
lee101 Mar 25, 2026
a8e18c6
Update crypto70 s61-120 sweep: s78+s80 as new top-5 champions
lee101 Mar 25, 2026
c88f5c6
fix: Alpaca clock API market-open check + crypto market-hours gate + …
lee101 Mar 25, 2026
d562f0e
crypto70 sweep: s83(+2527%) s85(+1510%) s87(+3316%) discovered
lee101 Mar 25, 2026
b2886be
crypto70 sweep: s89(+497%), s90(+260%), s91(+609%) discovered; fix au…
lee101 Mar 25, 2026
9659a93
crypto70: s92(+10526% 8bps) s93(+455%) s94(+273%) discovered; s71 con…
lee101 Mar 25, 2026
4ef2ba0
crypto70: s97(+933%), s98(+2964% 5bps NEW #5), s99(+175%) discovered
lee101 Mar 25, 2026
6332f59
crypto70: s100(+655%), s101(+3470% 5bps NEW #3) discovered
lee101 Mar 25, 2026
e964e48
crypto70: s107(+5237% 5bps NEW #2) found! s102-s106 negative/weak
lee101 Mar 25, 2026
32fc0c8
crypto70 s61-120 COMPLETE: s118(+7426% 5bps NEW #2!), s115, s119, s12…
lee101 Mar 25, 2026
7379a21
Add crypto70 long+s121-200 and crypto15 sweep results
lee101 Mar 25, 2026
b50f153
feat: add RLgpt experiment + SAPP multi-symbol sweep results + tests
lee101 Mar 25, 2026
76f2e46
wipsharpness
lee101 Mar 25, 2026
66cc5f2
Add GPU-parallel GAE Triton kernel for PPO training
lee101 Mar 25, 2026
e0a08b0
Add crypto34_hourly focused sweep configs for 34-symbol Binance hourl…
lee101 Mar 25, 2026
29df3dd
Fix worksteal bot: heartbeat logging, preview cleanup, price formatti…
lee101 Mar 25, 2026
868a8b5
Fix hybrid-spot bot (short-masking + RL override + s78 champion), fix…
lee101 Mar 25, 2026
15482f2
feat: temporal bar-shift augmentation + sparse MoE FFN + round-4 swee…
lee101 Mar 25, 2026
972b94d
C-accelerated worksteal parameter sweep: champion config dip=18% tp=2…
lee101 Mar 25, 2026
0a8a442
Update prod.md: worksteal daily config change + fixes documented
lee101 Mar 25, 2026
281f952
fix: max_train_days uses most-recent data + RunPod GPU fallback + cap…
lee101 Mar 25, 2026
c6bbbca
sweep: crypto15 tp03 s50-200 COMPLETE + crypto70 s121-200 + long swee…
lee101 Mar 25, 2026
7672aba
feat: robust start-state eval + scale up sweeps to 500+ seeds
lee101 Mar 25, 2026
4b0d6b3
fix: replay_eval.py cap max_steps at data length to prevent ValueError
lee101 Mar 25, 2026
0a859aa
sweep: scale to 5 parallel 300s pools, kill harmful 1800s sweeps
lee101 Mar 25, 2026
ddd7fdf
feat: add crypto70 s121-200/s201-300 and crypto15 s200-700 sweep results
lee101 Mar 25, 2026
f7e844b
feat: add can_short support to SAP trainer + Round 6 short experiments
lee101 Mar 25, 2026
ad6540d
feat: crypto70 s121-200/s201-300 sweep progress — s165(+1380%), s208(…
lee101 Mar 25, 2026
53f1685
feat: crypto70 s201-300 hot cluster s206-s210 — s210(+3996%@8bps, +44…
lee101 Mar 25, 2026
746c17c
sweep: crypto70 s201-300/s301-400 + crypto15 s200-700 seed sweeps
lee101 Mar 25, 2026
0163ede
sweep: new champion s171=+2054%@8bps (+2202%@5bps), s401-700 ranges s…
lee101 Mar 25, 2026
cef2870
feat: new crypto70 champions s507(#2,+8273%@5bps) and s404(#3,+7319%@…
lee101 Mar 25, 2026
1ec5633
feat: crypto70 sweep s401-700 progress — s507 NEW #2 (+8290%), s404 N…
lee101 Mar 25, 2026
32d5ddb
sweep: crypto70 s201-800 parallel sweeps — s404 NEW #3 (+7319%@5bps),…
lee101 Mar 25, 2026
278bcdf
feat: crypto70 s410 NEW #19 (+2954%@5bps) — pool_val=1.1 but honest=4…
lee101 Mar 25, 2026
8dfffe0
sweep: crypto70 s401-900 new champions — s410 NEW #21 (+2945%@5bps), …
lee101 Mar 25, 2026
381f950
sweep: crypto70 s121-900 progress — new champions s321(+3063%), s415(…
lee101 Mar 25, 2026
3f4b545
feat: crypto70 seed sweep s301-900 — s416 NEW TOP-10 (+4091%), s321 (…
lee101 Mar 25, 2026
72a762b
sweep: crypto70 s121-200 complete, s520 BREAKTHROUGH (+6135%@5bps Sor…
lee101 Mar 25, 2026
877152d
feat: major crypto70 discoveries — s520(#7,+6132%), s416(#12,+4099%),…
lee101 Mar 25, 2026
1e585d0
sweep: s621 NEW (+1448%@5bps Sortino=4.33), s140/s175/s126 verified, …
lee101 Mar 25, 2026
fc6f962
sweep: s623 NEW (+1165%@5bps), s221/s224 verified, 87 seeds total
lee101 Mar 25, 2026
832e0c6
sweep: s523 BREAKTHROUGH (#8 all-time, +5928%@5bps Sortino=7.56)
lee101 Mar 25, 2026
f254482
feat: s240 NEW ALL-TIME CHAMPION — +17,642% ann @5bps, +40,405% @8bps
lee101 Mar 25, 2026
ddb74f8
s240 NEW #1 all-time (+17566%@5bps!), s817/s334/s816/s904 new champions
lee101 Mar 25, 2026
d5aab85
s628 NEW #6 all-time (+7158%@5bps!), s627/s428/s729/s336 new champions
lee101 Mar 25, 2026
97619b1
s431(+1588%)/s820(+1545%)/s430(+672%)/s335(+604%) new champions confi…
lee101 Mar 25, 2026
d82761d
feat: more sweep results — s628(#6,+7145%), ongoing s201-1000 sweeps
lee101 Mar 25, 2026
73ea329
sweep: crypto70 new champions s434(+10384%),s249(+6286%),s734(+7160%)…
lee101 Mar 25, 2026
6ffde3b
crypto70 seed sweep results: s201-900, 5bps leaderboard
lee101 Mar 25, 2026
e46adb1
feat: discover s240 NEW CHAMPION (+17642% at 5bps) and 6 more top seeds
lee101 Mar 25, 2026
2ce2007
sweep: crypto70 batch2 champions s827(+4801%),s534(+3598%),s737(+2228%)
lee101 Mar 25, 2026
a6b0a51
sweep: crypto70 batch3 champions s446(+6536%),s827(+4801%),s347(+3383%)
lee101 Mar 25, 2026
f1685d7
sweep: crypto70 batch4 — s446(+6536%),s431(+1588%),s828+s830+s539+s53…
lee101 Mar 25, 2026
b56ef95
sweep: crypto70 batch5 — s823(+1163%),s820(+1548%),s817(+1532%),s816(…
lee101 Mar 25, 2026
a0c392b
sweep: crypto70 batch6 — s452(+8002% ROBUST!),s543(+1636%),s747(+2905…
lee101 Mar 25, 2026
ba703c8
sweep: crypto70 batch7 — s455(+1975%),s646(+2486%),s837(+1312%),s349(…
lee101 Mar 25, 2026
e67f11b
crypto70: new champions s456(+8802%), s452(+8002%) enter top-6
lee101 Mar 25, 2026
2f9fca7
sweep: crypto70 s275 NEW CHAMPION (+23595% ROBUST, Sortino=9.00) + s4…
lee101 Mar 25, 2026
d7d6f36
crypto70 NEW ALL-TIME CHAMPION: s275 +23,595% ann at 5bps
lee101 Mar 25, 2026
71745e6
sweep: batch eval complete — 196 seeds, 85 ROBUST; new finds s467(+32…
lee101 Mar 25, 2026
9e86535
sweep: new ROBUST seeds s658(+1837%), s279(+2127%), s277(+1230%), s66…
lee101 Mar 25, 2026
97b0665
sweep: s921 NEW TOP-8 ROBUST (+6386%), s850(+4869%), s660/s284/s920 n…
lee101 Mar 25, 2026
7c55ae3
feat: crypto70 daily sweep progress — 205 seeds at 5bps, new champion…
lee101 Mar 25, 2026
022d988
sweep: crypto70 session2 — 238 seeds, 118 ROBUST; s292(+19815%), s765…
lee101 Mar 25, 2026
dc2b860
feat: crypto70 seed sweep — new champion s670 at +29,099% ann 5bps
lee101 Mar 25, 2026
8a6d731
fx
lee101 Mar 25, 2026
eadcf1c
fx
lee101 Mar 25, 2026
6dd9316
newresults
lee101 Mar 25, 2026
7f455b5
fix: correct unified hourly crypto hold timing
lee101 Mar 25, 2026
10e0966
Add JAX stock trainer and RunPod launcher
lee101 Mar 26, 2026
d286c78
Improve PyTorch checkpoint robustness
lee101 Mar 26, 2026
1519869
Add unified HF trainer bridge
lee101 Mar 26, 2026
9d0290d
fxhmm
lee101 Mar 26, 2026
8b38d10
Improve WandBoard scouting and RunPod safety
lee101 Mar 26, 2026
73f697c
Add hourly multiseed market scout
lee101 Mar 26, 2026
197ac41
fx
lee101 Mar 27, 2026
b54e564
jax branch: robust metrics, binance lora sweep, autoresearch improvem…
lee101 Mar 27, 2026
5eb88cc
sweep: launch stocks deep sweep — 480+ seeds across tp05/tp03/tp07/an…
lee101 Mar 27, 2026
8afeee7
fix: use enumerate() in trainer loop to resolve SIM113 lint error
lee101 Mar 27, 2026
07ace42
feat: SAPP portfolio eval + R5 research configs
lee101 Mar 27, 2026
05ae875
add: alpaca Chronos2 finetune script + extended_train sweep
lee101 Mar 27, 2026
a847614
merge: resolve upstream conflicts (keep both branches' additions)
lee101 Mar 27, 2026
913ecf3
Merge branch 'main' of github.com:lee101/stock-prediction
lee101 Mar 27, 2026
5983e0a
fix: resolve fast-unit-tests CI collection errors and stale config as…
lee101 Mar 27, 2026
File filter

Filter by extension

Filter by extension


Conversations
Failed to load comments.
Loading
Jump to
The table of contents is too big for display.
Diff view
Diff view
  •  
  •  
  •  
2 changes: 2 additions & 0 deletions .gitignore
Original file line number Diff line number Diff line change
Expand Up @@ -636,3 +636,5 @@ chronos2_long
profile_output/
deployments/
binanceneural/profile_trace.json
AGENTS.md
.tmp_eval/
70 changes: 0 additions & 70 deletions AGENTS.md

This file was deleted.

6 changes: 5 additions & 1 deletion README.md
Original file line number Diff line number Diff line change
@@ -1,4 +1,8 @@
# stock-prediction
this is a collection of experiments training AI to trade.

i reccomend you use my stats dashboard, forecasting platform and API [bitbank.nz](https://bitbank.nz) for cryptocurrency trading.


A production RL trading system for crypto and equities. The core loop is:
fast C market environment + PPO policy training + Chronos2 time-series
Expand All @@ -7,7 +11,7 @@ forecasting + live execution on Binance (FDUSD/USDT) and Alpaca (US stocks).
## Architecture

```
Raw OHLCV data (Binance / Alpaca / yfinance)
Raw OHLCV data (Binance / Alpaca)
|
v
Binary export (export_data_*.py)
Expand Down
20 changes: 20 additions & 0 deletions RLgpt/__init__.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,20 @@
"""RLgpt daily-plan trading experiment."""

from .config import DailyPlanDataConfig, PlannerConfig, SimulatorConfig, TrainingConfig
from .data import DailyPlanTensorDataset, DailyPlanTensors, TensorNormalizer, prepare_daily_plan_tensors
from .model import CrossAssetDailyPlanner
from .simulator import compute_trading_objective, simulate_daily_plans

__all__ = [
"CrossAssetDailyPlanner",
"DailyPlanDataConfig",
"DailyPlanTensorDataset",
"DailyPlanTensors",
"PlannerConfig",
"SimulatorConfig",
"TensorNormalizer",
"TrainingConfig",
"compute_trading_objective",
"prepare_daily_plan_tensors",
"simulate_daily_plans",
]
66 changes: 66 additions & 0 deletions RLgpt/config.py
Original file line number Diff line number Diff line change
@@ -0,0 +1,66 @@
from __future__ import annotations

from dataclasses import dataclass, field
from pathlib import Path


@dataclass(frozen=True)
class DailyPlanDataConfig:
symbols: tuple[str, ...]
data_root: Path = Path("trainingdatahourly") / "crypto"
forecast_cache_root: Path = Path("binanceneural") / "forecast_cache"
forecast_horizons: tuple[int, ...] = (1, 24)
sequence_length: int = 72
min_history_hours: int = 24 * 45
max_feature_lookback_hours: int = 24 * 7
min_bars_per_day: int = 1
validation_days: int = 30
cache_only: bool = True


@dataclass(frozen=True)
class PlannerConfig:
hidden_dim: int = 128
depth: int = 3
heads: int = 4
dropout: float = 0.1
max_center_offset_bps: float = 250.0
min_half_spread_bps: float = 5.0
max_half_spread_bps: float = 300.0


@dataclass(frozen=True)
class SimulatorConfig:
initial_cash: float = 100_000.0
shared_unit_budget: float = 20.0
max_units_per_asset: float = 10.0
maker_fee_bps: float = 10.0
slippage_bps: float = 5.0
fill_buffer_bps: float = 5.0
fill_temperature_bps: float = 8.0
carry_inventory: bool = False
min_trade_units: float = 0.0
raw_pnl_weight: float = 1.0
smooth_pnl_weight: float = 0.05
downside_penalty: float = 0.25
turnover_penalty: float = 1e-5
inventory_penalty: float = 1e-3


@dataclass(frozen=True)
class TrainingConfig:
data: DailyPlanDataConfig
planner: PlannerConfig = field(default_factory=PlannerConfig)
simulator: SimulatorConfig = field(default_factory=SimulatorConfig)
epochs: int = 25
batch_size: int = 16
learning_rate: float = 3e-4
weight_decay: float = 1e-4
grad_clip: float = 1.0
seed: int = 1337
device: str | None = None
num_workers: int = 0
max_train_days: int | None = None
max_val_days: int | None = None
run_name: str | None = None
output_root: Path = Path("experiments") / "RLgpt"
Loading
Loading