| |
| """Train the TCN model on FI-2010 or custom data. |
| |
| Usage: |
| python scripts/train_tcn.py --data data/fi2010/ --epochs 50 |
| """ |
| import argparse |
| import logging |
| import sys |
| from pathlib import Path |
|
|
| |
| |
| ML_DIR = Path(__file__).resolve().parent.parent / "ml" |
| sys.path.insert(0, str(ML_DIR)) |
| PROJECT_ROOT = Path(__file__).resolve().parent.parent |
| sys.path.insert(0, str(PROJECT_ROOT)) |
|
|
| from flash_crash_watchdog.data.fi2010_loader import load_fi2010 |
| from flash_crash_watchdog.models.stage3_tcn import Stage3TCN, TCNConfig |
|
|
|
|
| def main() -> int: |
| parser = argparse.ArgumentParser(description="Train the TCN model") |
| parser.add_argument("--data", required=True, help="FI-2010 directory") |
| parser.add_argument("--epochs", type=int, default=50) |
| parser.add_argument("--output", default="models/tcn_baseline.pt") |
| args = parser.parse_args() |
|
|
| logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s %(message)s") |
|
|
| train_data, val_data = load_fi2010(args.data) |
| model = Stage3TCN(TCNConfig()) |
| history = model.train(train_data, val_data, epochs=args.epochs) |
|
|
| output_path = Path(args.output) |
| output_path.parent.mkdir(parents=True, exist_ok=True) |
| model.save(output_path) |
| print(f"Model saved to {output_path}") |
| return 0 |
|
|
|
|
| if __name__ == "__main__": |
| raise SystemExit(main()) |
|
|