"""Run a small CPU check using one downloaded public asset; no paper scores.""" import argparse import json import math import sys import tempfile from pathlib import Path import numpy as np import torch ROOT = Path(__file__).resolve().parent sys.path.insert(0, str(ROOT / "experiments/tbd_revision/scripts")) from run_architecture_task_coverage import MODEL_ORDER, build_encoder from run_representation_task_suite import load_normalization, task_loss from train_downstream import load_npz from train_representation_baselines import ( ReconstructionPretrainer, build_method, completed_result, result_path_for, run_one, ) def main(): parser = argparse.ArgumentParser(description=__doc__) parser.add_argument("--data-dir", type=Path, default=ROOT.parent / "deidentified_50stock_panel") args = parser.parse_args() torch.set_num_threads(2) normalization = load_normalization(args.data_dir, "asset_001") with np.load(args.data_dir / "asset_001.npz", allow_pickle=False) as original: parts = [original[key][:count] for key, count in [("natural_train_idx", 12), ("val_idx", 6), ("test_idx", 6)]] selected = np.concatenate(parts) assert len(set(selected.tolist())) == 24, "smoke partitions overlap or are too small" arrays = {key: original[key][selected] for key in ["x", "y", "future_returns", "relative_day_id", "seconds_since_midnight"]} assert arrays["x"].shape == (24, 100, 40) assert np.isfinite(arrays["x"]).all() arrays.update(natural_train_idx=np.arange(12), val_idx=np.arange(12, 18), test_idx=np.arange(18, 24)) with tempfile.TemporaryDirectory(prefix="lobench-smoke-") as directory: work = Path(directory) np.savez_compressed(work / "asset_001.npz", **arrays) (work / "manifest.json").write_text(json.dumps({"assets": [ {"alias": "asset_001", "normalization_training_only": normalization} ]})) x, _, splits = load_npz(work / "asset_001.npz") assert len(splits["train"]) == 12 config = { "processed_dir": str(work), "dataset_manifest": str(work / "manifest.json"), "data_file_template": "{stock}.npz", "results_dir": str(work / "results"), "pretrain_scope": "local", "pretrain_index_key": "natural_train_idx", "downstream_index_key": "natural_train_idx", "training": {"batch_size": 6, "pretrain_epochs": 1, "pretrain_patience": 0, "downstream_epochs": 1, "downstream_patience": 0, "learning_rate": 3e-4, "weight_decay": 1e-5, "latent_dim": 16, "d_model": 16, "nhead": 4, "mask_ratio": 0.4, "device": "cpu", "num_workers": 0, "class_weights": "balanced", "log_epochs": False}, } settings = ["from_scratch", "frozen_probe", "fine_tune"] for method in ["timae", "lobgrid_timae", "simlob2026"]: run_one(config, "asset_001", method, 2026, 1.0, settings) for setting in settings: output = result_path_for(config, "asset_001", method, setting, 2026, 1.0) assert completed_result(output), output result = json.loads(output.read_text()) assert math.isfinite(result["test"]["macro_f1"]) model = ReconstructionPretrainer(build_method(method, 16, 16), d_model=16) for task in ["reconstruction", "imputation"]: loss = task_loss(model, x[:2], task, method, structure_weight=0) assert torch.isfinite(loss), (method, task) loss.backward() model.zero_grad() for name in MODEL_ORDER: encoder = build_encoder(name, latent_dim=16, hidden_dim=16).eval() with torch.no_grad(): output = encoder(x[:2]) assert output.shape == (2, 16) and torch.isfinite(output).all(), name print("PASS: public data loading; 3 encoders × 3 prediction settings; recovery losses; 9 architecture adapters.") print("This smoke test uses 24 windows and one epoch; it does not reproduce paper scores.") if __name__ == "__main__": main()