flash-crash-watchdog / scripts /train_tcn.py
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#!/usr/bin/env python3
"""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
# Add ml package to path
# Insert the ml directory at the FRONT of sys.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())