dung5k commited on
Commit
fd199b1
·
verified ·
1 Parent(s): ad72eb8

Best model: CFG_XAG_ASIAN_V6/run_20260601_221745_v6_asian

Browse files
workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_221745_v6_asian/config.json ADDED
@@ -0,0 +1,100 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "HF_RUN_ID": "run_20260601_221745_v6_asian",
3
+ "MT5_PATH": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe",
4
+ "TARGET_SYMBOL": "XAGUSDm",
5
+ "EXECUTION_SYMBOL": "XAGUSDm",
6
+ "TARGET_PREFIX": "XAGUSD",
7
+ "CONFIG_ID": "CFG_XAG_ASIAN_V6",
8
+ "VERSION": "6.0",
9
+ "HF_CLOUD": {
10
+ "DATASET_REPO": "dung5k/argo_workspaces",
11
+ "MODEL_REPO": "dung5k/argo_workspaces",
12
+ "SYNC_CHUNKS": true
13
+ },
14
+ "FEATURE_ENGINEERING": {
15
+ "\u26a0\ufe0f_STRICT_WARNING_\u26a0\ufe0f": "T\u1ea4T C\u1ea2 MODULE MACRO_FEATURES L\u00c0 B\u1eaeT BU\u1ed8C.",
16
+ "TP_PCT": 0.006,
17
+ "SL_PCT": 0.004,
18
+ "MAX_HOLD_BARS": 20,
19
+ "FAST_HIT_BARS": 5,
20
+ "LABEL_MODE": "pct",
21
+ "PIP_SIZE": 0.001,
22
+ "lot_size": 0.1,
23
+ "CRYPTO_MODE": false,
24
+ "MTF_INPUTS": [
25
+ {
26
+ "SYMBOL": "XAGUSDm",
27
+ "TIMEFRAME": "5min",
28
+ "WINDOW_SIZE": 30,
29
+ "FEATURES": [
30
+ "log_return_close",
31
+ "body_pct",
32
+ "bb_width",
33
+ "rsi_14_scaled",
34
+ "hour_sin",
35
+ "hour_cos",
36
+ "volatility_index",
37
+ "order_flow_imbalance",
38
+ "atr_14_scaled"
39
+ ]
40
+ },
41
+ {
42
+ "SYMBOL": "XAUUSD",
43
+ "TIMEFRAME": "5min",
44
+ "WINDOW_SIZE": 30,
45
+ "FEATURES": [
46
+ "log_return_close",
47
+ "volatility_index",
48
+ "order_flow_imbalance"
49
+ ]
50
+ }
51
+ ],
52
+ "VOL_REGIME": true,
53
+ "ORDER_FLOW": true,
54
+ "STEP_SIZE": 1
55
+ },
56
+ "TRAINING": {
57
+ "D_MODEL": 128,
58
+ "N_HEAD": 8,
59
+ "NUM_LAYERS": 2,
60
+ "BATCH_SIZE": 32,
61
+ "WARMUP_EPOCHS": 15,
62
+ "FINETUNE_EPOCHS": 80,
63
+ "LEARNING_RATE": 1e-05,
64
+ "DROPOUT_RATE": 0.3,
65
+ "LR_SCHEDULER": "cosine_warm",
66
+ "POOLING": "mean",
67
+ "TRAIN_START": "2025-01-01",
68
+ "VAL_END": "2026-04-30"
69
+ },
70
+ "MT5_PATHS": {
71
+ "EXNESS": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe"
72
+ },
73
+ "DATA_SOURCE": {
74
+ "RAW_LOCAL_DIR": "workspaces/CFG_XAG_ASIAN_V6/data/raw",
75
+ "DATASET_SUFFIX": "2026",
76
+ "TIMEFRAME": "M1",
77
+ "BROKERS": {
78
+ "EXNESS": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe"
79
+ },
80
+ "ROUTING": {
81
+ "XAGUSDm": "EXNESS",
82
+ "XAUUSDm": "EXNESS"
83
+ }
84
+ },
85
+ "LIVE_BOT": {
86
+ "PAPER_TRADE": false,
87
+ "TRADE_PLATFORM": "EXNESS",
88
+ "MAX_ABSOLUTE_MSE": 0.8,
89
+ "MIN_PROBABILITY_THRESH": 0.59
90
+ },
91
+ "SESSION": "asian",
92
+ "SESSION_UTC": {
93
+ "START": "00:00",
94
+ "END": "07:00"
95
+ },
96
+ "RUN_ID": "run_20260531_103407_v6_asian",
97
+ "TRAIN": {
98
+ "LR_INIT": 0.0001
99
+ }
100
+ }
workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_221745_v6_asian/prepare_dataset.log ADDED
@@ -0,0 +1,41 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+
2
+ ======================================================================
3
+ 🔥 CHUẨN BỊ DỮ LIỆU V6 MTF HETEROGENEOUS: CFG_XAG_ASIAN_V6
4
+ ======================================================================
5
+
6
+ [LOAD] Quét thư mục: workspaces\CFG_XAG_ASIAN_V6\data\raw
7
+ + XAGUSDM: Đã gộp 1 file → 71,381 nến (từ 2024)
8
+ + XAUUSD: Đã gộp 1 file → 71,346 nến (từ 2024)
9
+ ✅ df_raw tổng hợp: 71,569 dòng × 14 cột
10
+
11
+ [1] Gắn nhãn Triple-Barrier trên khung Base (1m) cho XAGUSDm...
12
+ Phân bố TRAIN sau Downsample: {2: 1045, 0: 1045, 1: 700}
13
+ Phân bố TEST (Giữ nguyên thực tế): {2: 11401, 1: 17, 0: 16}
14
+
15
+ [2] Feature Engineering Độc Lập Cho Từng MTF_INPUTS...
16
+ -> Nhánh 0: XAGUSDm | 5min | Window 30
17
+ [Cảnh báo] Feature 'volatility_index' không tồn tại. Bỏ qua.
18
+ [Cảnh báo] Feature 'order_flow_imbalance' không tồn tại. Bỏ qua.
19
+ [Cảnh báo] Feature 'atr_14_scaled' không tồn tại. Bỏ qua.
20
+ Đã lọc 6 features: ['log_return_close', 'body_pct', 'bb_width']...
21
+ [DEBUG SHAPE] len(df_f) = 14346
22
+ -> Nhánh 1: XAUUSD | 5min | Window 30
23
+ [Cảnh báo] Feature 'volatility_index' không tồn tại. Bỏ qua.
24
+ [Cảnh báo] Feature 'order_flow_imbalance' không tồn tại. Bỏ qua.
25
+ Đã lọc 1 features: ['log_return_close']...
26
+ [DEBUG SHAPE] len(df_f) = 14346
27
+
28
+ [DEBUG] Bắt đầu ráp Tensor MTF với window_sizes=[30, 30], step_size=1, weekly_split=True
29
+ [DEBUG] max_idx (số lượng nến Base có thể dùng): 71539
30
+
31
+ Bỏ qua (ngoài session): 49,745
32
+ Bỏ qua (clean mask): 16,726
33
+ Bỏ qua (NaN): 8
34
+ Bỏ qua (Embargo): 0
35
+ Giữ lại (Valid Samples):5,060
36
+
37
+ 👉 KẾT QUẢ: Y=(5060,)
38
+ X_tf0 (XAGUSDm-5min): (5060, 30, 6)
39
+ X_tf1 (XAUUSD-5min): (5060, 30, 1)
40
+
41
+ ✅ Đã lưu tensor MTF Heterogeneous cục bộ tại: workspaces\CFG_XAG_ASIAN_V6\data\tensors/
workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_221745_v6_asian/results/config.json ADDED
@@ -0,0 +1,100 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "HF_RUN_ID": "run_20260601_221745_v6_asian",
3
+ "MT5_PATH": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe",
4
+ "TARGET_SYMBOL": "XAGUSDm",
5
+ "EXECUTION_SYMBOL": "XAGUSDm",
6
+ "TARGET_PREFIX": "XAGUSD",
7
+ "CONFIG_ID": "CFG_XAG_ASIAN_V6",
8
+ "VERSION": "6.0",
9
+ "HF_CLOUD": {
10
+ "DATASET_REPO": "dung5k/argo_workspaces",
11
+ "MODEL_REPO": "dung5k/argo_workspaces",
12
+ "SYNC_CHUNKS": true
13
+ },
14
+ "FEATURE_ENGINEERING": {
15
+ "\u26a0\ufe0f_STRICT_WARNING_\u26a0\ufe0f": "T\u1ea4T C\u1ea2 MODULE MACRO_FEATURES L\u00c0 B\u1eaeT BU\u1ed8C.",
16
+ "TP_PCT": 0.006,
17
+ "SL_PCT": 0.004,
18
+ "MAX_HOLD_BARS": 20,
19
+ "FAST_HIT_BARS": 5,
20
+ "LABEL_MODE": "pct",
21
+ "PIP_SIZE": 0.001,
22
+ "lot_size": 0.1,
23
+ "CRYPTO_MODE": false,
24
+ "MTF_INPUTS": [
25
+ {
26
+ "SYMBOL": "XAGUSDm",
27
+ "TIMEFRAME": "5min",
28
+ "WINDOW_SIZE": 30,
29
+ "FEATURES": [
30
+ "log_return_close",
31
+ "body_pct",
32
+ "bb_width",
33
+ "rsi_14_scaled",
34
+ "hour_sin",
35
+ "hour_cos",
36
+ "volatility_index",
37
+ "order_flow_imbalance",
38
+ "atr_14_scaled"
39
+ ]
40
+ },
41
+ {
42
+ "SYMBOL": "XAUUSD",
43
+ "TIMEFRAME": "5min",
44
+ "WINDOW_SIZE": 30,
45
+ "FEATURES": [
46
+ "log_return_close",
47
+ "volatility_index",
48
+ "order_flow_imbalance"
49
+ ]
50
+ }
51
+ ],
52
+ "VOL_REGIME": true,
53
+ "ORDER_FLOW": true,
54
+ "STEP_SIZE": 1
55
+ },
56
+ "TRAINING": {
57
+ "D_MODEL": 128,
58
+ "N_HEAD": 8,
59
+ "NUM_LAYERS": 2,
60
+ "BATCH_SIZE": 32,
61
+ "WARMUP_EPOCHS": 15,
62
+ "FINETUNE_EPOCHS": 80,
63
+ "LEARNING_RATE": 1e-05,
64
+ "DROPOUT_RATE": 0.3,
65
+ "LR_SCHEDULER": "cosine_warm",
66
+ "POOLING": "mean",
67
+ "TRAIN_START": "2025-01-01",
68
+ "VAL_END": "2026-04-30"
69
+ },
70
+ "MT5_PATHS": {
71
+ "EXNESS": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe"
72
+ },
73
+ "DATA_SOURCE": {
74
+ "RAW_LOCAL_DIR": "workspaces/CFG_XAG_ASIAN_V6/data/raw",
75
+ "DATASET_SUFFIX": "2026",
76
+ "TIMEFRAME": "M1",
77
+ "BROKERS": {
78
+ "EXNESS": "D:\\mt5\\MetaTrader 5 EXNESS\\terminal64.exe"
79
+ },
80
+ "ROUTING": {
81
+ "XAGUSDm": "EXNESS",
82
+ "XAUUSDm": "EXNESS"
83
+ }
84
+ },
85
+ "LIVE_BOT": {
86
+ "PAPER_TRADE": false,
87
+ "TRADE_PLATFORM": "EXNESS",
88
+ "MAX_ABSOLUTE_MSE": 0.8,
89
+ "MIN_PROBABILITY_THRESH": 0.59
90
+ },
91
+ "SESSION": "asian",
92
+ "SESSION_UTC": {
93
+ "START": "00:00",
94
+ "END": "07:00"
95
+ },
96
+ "RUN_ID": "run_20260531_103407_v6_asian",
97
+ "TRAIN": {
98
+ "LR_INIT": 0.0001
99
+ }
100
+ }
workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_221745_v6_asian/results/train_v3.log ADDED
@@ -0,0 +1,5 @@
 
 
 
 
 
 
1
+ [PACK] Kèm theo scaler file vào: D:\DungLA\Argo\workspaces\CFG_XAG_ASIAN_V6\runs\run_20260601_221745_v6_asian\brains
2
+ --- 🚀 BẮT ĐẦU VÒNG LẶP FINE-TUNING ĐA NHIỆM (Infinite Loop) ---
3
+ [Epoch 1] Loss(MSE:0.0353/CE:1.6596) | LR=1.00e-05 | Val V6 Simulator Score [0.000] - Loss(MSE:0.0470/CE:1.7200) | >=53%: WR=0.0% | Score=0.000 | N=30 (30B/0S Bal:0.00) | >=54%: WR=0.0% | Score=0.000 | N=20 (20B/0S Bal:0.00) | >=55%: WR=0.0% | Score=0.000 | N=5 (5B/0S Bal:0.00) | >=56%: WR=0.0% | Score=0.000 | N=5 (5B/0S Bal:0.00)
4
+ [ARGO2] MO HINH HOI TU TOT NHAT! Val CE Loss = 1.7647 (WR: 0.0%). Luu model...
5
+ [22:19:03] PUSH RUN: run_20260601_221745_v6_asian -> HF (new/changed files only)...
workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_221745_v6_asian/results/training_metrics_v3.json ADDED
@@ -0,0 +1,86 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ {
2
+ "target": "xagusd",
3
+ "version": "Transformer_V3",
4
+ "dimensions": {
5
+ "num_features_target": 0,
6
+ "num_features_macro": 38
7
+ },
8
+ "sessions": {
9
+ "asian": {
10
+ "BEST_VLOSS": {
11
+ "epoch": 1,
12
+ "max_threshold": 0.56,
13
+ "composite_score": 0.0,
14
+ "val_loss": 1.7669982618215132,
15
+ "threshold_metrics": [
16
+ {
17
+ "threshold": 0.53,
18
+ "total_signals": 30,
19
+ "win_rate": 0.0,
20
+ "avg_win_return": 0.001,
21
+ "avg_loss_return": 0.001,
22
+ "ev_score": 0.0,
23
+ "sharpe_score": 0.0,
24
+ "tus_score": 0.0,
25
+ "total_buy": 30,
26
+ "total_sell": 0
27
+ },
28
+ {
29
+ "threshold": 0.54,
30
+ "total_signals": 20,
31
+ "win_rate": 0.0,
32
+ "avg_win_return": 0.001,
33
+ "avg_loss_return": 0.001,
34
+ "ev_score": 0.0,
35
+ "sharpe_score": 0.0,
36
+ "tus_score": 0.0,
37
+ "total_buy": 20,
38
+ "total_sell": 0
39
+ },
40
+ {
41
+ "threshold": 0.55,
42
+ "total_signals": 5,
43
+ "win_rate": 0.0,
44
+ "avg_win_return": 0.001,
45
+ "avg_loss_return": 0.001,
46
+ "ev_score": 0.0,
47
+ "sharpe_score": 0.0,
48
+ "tus_score": 0.0,
49
+ "total_buy": 5,
50
+ "total_sell": 0
51
+ },
52
+ {
53
+ "threshold": 0.56,
54
+ "total_signals": 5,
55
+ "win_rate": 0.0,
56
+ "avg_win_return": 0.001,
57
+ "avg_loss_return": 0.001,
58
+ "ev_score": 0.0,
59
+ "sharpe_score": 0.0,
60
+ "tus_score": 0.0,
61
+ "total_buy": 5,
62
+ "total_sell": 0
63
+ }
64
+ ],
65
+ "win_rates": [
66
+ 0.0,
67
+ 0.0,
68
+ 0.0,
69
+ 0.0
70
+ ],
71
+ "thresholds": [
72
+ 0.53,
73
+ 0.54,
74
+ 0.55,
75
+ 0.56
76
+ ],
77
+ "totals": [
78
+ 30,
79
+ 20,
80
+ 5,
81
+ 5
82
+ ]
83
+ }
84
+ }
85
+ }
86
+ }
workspaces/CFG_XAG_ASIAN_V6/runs/run_20260601_221745_v6_asian/train_v6.log ADDED
@@ -0,0 +1,36 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ Loading config from: workspaces/CFG_XAG_ASIAN_V6\runs\run_20260601_221745_v6_asian\config.json
2
+ Loaded run-specific overrides from: D:\DungLA\Argo\workspaces\CFG_XAG_ASIAN_V6\runs\run_20260601_221745_v6_asian\config.json
3
+ ☁️ Đang tải Dataset Tensor từ HuggingFace HUB...
4
+ ✅ Tensor đã sẵn sàng!
5
+ ✅ Tải thành công! Y: (5060,), T: (5060,)
6
+ X_tf0: (5060, 30, 6)
7
+ X_tf1: (5060, 30, 1)
8
+ [DATA CHECK] X abs_max=15.0000 | abs_mean=0.5260
9
+ ✅ Dữ liệu đã được scale chuẩn (abs_max < 100).
10
+ [DATA CHECK] Phân bố nhãn Y (Tổng): {0: 339, 1: 210, 2: 4511}
11
+ [DATA SPLIT] Dùng S_tensor (Chronological Split trước khi Downsample) để chia Train/Val.
12
+ [DATA CHECK] Train: 3501 mẫu | Val: 1559 mẫu (Giữ nguyên thực tế, không downsample)
13
+ [CLASS WEIGHTS] Trọng số cân bằng lớp (tự động): [5.748768472906404, 8.774436090225564, 0.3687203791469194]
14
+ 💻 Đang Train trên nền tảng: cpu
15
+ [MODEL] Init with: d_model=128, nhead=8, num_layers=2, dropout=0.3, d_ff=512
16
+
17
+ [INHERIT] Bỏ qua kế thừa theo cờ --scratch. Đào tạo mới hoàn toàn!
18
+ ✅ [TELEGRAM] Đã gửi thông báo khởi động!
19
+ [LOSS] Khởi tạo AAMT_JointLoss với focal_gamma = 0.0 | mse_gate = 0.0 | lambda_recon = 1.0 | label_smoothing = 0.15
20
+ [SCHEDULER] CosineAnnealingWarmRestarts (T_0=15, T_mult=2)
21
+ --- 🚀 BẮT ĐẦU WARM-UP AUTOENCODER (10 Epochs) ---
22
+ [Warm-up] Epoch 1/10 | Recon_MSE_Loss: 0.298913
23
+ [Warm-up] Epoch 2/10 | Recon_MSE_Loss: 0.148549
24
+ [Warm-up] Epoch 3/10 | Recon_MSE_Loss: 0.099415
25
+ [Warm-up] Epoch 4/10 | Recon_MSE_Loss: 0.077255
26
+ [Warm-up] Epoch 5/10 | Recon_MSE_Loss: 0.063904
27
+ [Warm-up] Epoch 6/10 | Recon_MSE_Loss: 0.054706
28
+ [Warm-up] Epoch 7/10 | Recon_MSE_Loss: 0.047966
29
+ [Warm-up] Epoch 8/10 | Recon_MSE_Loss: 0.043042
30
+ [Warm-up] Epoch 9/10 | Recon_MSE_Loss: 0.038782
31
+ [Warm-up] Epoch 10/10 | Recon_MSE_Loss: 0.035690
32
+ [PACK] Kèm theo scaler file vào: D:\DungLA\Argo\workspaces\CFG_XAG_ASIAN_V6\runs\run_20260601_221745_v6_asian\brains
33
+ --- 🚀 BẮT ĐẦU VÒNG LẶP FINE-TUNING ĐA NHIỆM (Infinite Loop) ---
34
+ [Epoch 1] Loss(MSE:0.0353/CE:1.6596) | LR=1.00e-05 | Val V6 Simulator Score [0.000] - Loss(MSE:0.0470/CE:1.7200) | >=53%: WR=0.0% | Score=0.000 | N=30 (30B/0S Bal:0.00) | >=54%: WR=0.0% | Score=0.000 | N=20 (20B/0S Bal:0.00) | >=55%: WR=0.0% | Score=0.000 | N=5 (5B/0S Bal:0.00) | >=56%: WR=0.0% | Score=0.000 | N=5 (5B/0S Bal:0.00)
35
+ [ARGO2] MO HINH HOI TU TOT NHAT! Val CE Loss = 1.7647 (WR: 0.0%). Luu model...
36
+ [22:19:03] PUSH RUN: run_20260601_221745_v6_asian -> HF (new/changed files only)...