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23 changes: 20 additions & 3 deletions back_tester/trainer.py
Original file line number Diff line number Diff line change
Expand Up @@ -7,13 +7,14 @@
from datetime import datetime
from collections import deque
import uuid
import argparse

project_dir = os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))
sys.path.append(project_dir)

from strategy import backtest_strategy
from getTradingPairs import get_trading_pairs
from db_operations import ClickHouseDB
from back_tester.strategy import backtest_strategy
from back_tester.getTradingPairs import get_trading_pairs
from back_tester.db_operations import ClickHouseDB

# Set up focused logging for training
logger = logging.getLogger("training")
Expand Down Expand Up @@ -448,6 +449,22 @@ def optimize_weights(
fitness, metrics = evaluate_weights(best_weights)
if metrics:
logger.info(f"Final metrics: {metrics.get_metrics()}")

timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
weights_file = f"models/weights_{timestamp}.txt"
os.makedirs("models", exist_ok=True)

with open(weights_file, "w") as f:
f.write(
f"# Optimized weights for {args.symbol} {args.interval} at {timestamp}\n"
)
f.write(f"# Fitness: {fitness:.4f}\n")
f.write(f"# Risk: {risk_percentage}\n\n")
for i, w in enumerate(best_weights):
f.write(f"W{i} = {w:.6f}\n")

logger.info(f"Weights saved to {weights_file}")

except Exception as e:
logger.error(f"Training failed: {str(e)}")
sys.exit(1)