#!/usr/bin/env python3 """Train LightGBM on GP-mined features.""" import sys from pathlib import Path ROOT = Path(__file__).resolve().parents[1] if str(ROOT) not in sys.path: sys.path.insert(0, str(ROOT)) import pandas as pd from models.lightgbm_model import prepare_ml_matrix, train_lightgbm def main(): feature_path = ROOT / "outputs" / "gp_mining" / "qlib_gp_run_0" / "ML_Features_qlib.csv" if not feature_path.exists(): feature_path = feature_path.with_suffix(".parquet") if not feature_path.exists(): raise FileNotFoundError("Run GP mining first: python scripts/run_gp_mining.py") df = pd.read_parquet(feature_path) if feature_path.suffix == ".parquet" else pd.read_csv(feature_path) df["date"] = pd.to_datetime(df["date"]) work, feature_cols = prepare_ml_matrix(df) train_df = work[work["date"] < "2018-01-01"] valid_df = work[(work["date"] >= "2018-01-01") & (work["date"] < "2019-04-01")] test_df = work[work["date"] >= "2019-04-01"] model = train_lightgbm( train_df, valid_df, feature_cols, model_path=ROOT / "outputs" / "models" / "lightgbm_gp.txt", ) test_pred = model.predict(test_df[feature_cols]) test_df = test_df.copy() test_df["pred_score"] = test_pred test_df[["date", "symbol", "pred_score", "target_return"]].to_csv( ROOT / "outputs" / "models" / "test_predictions.csv", index=False, ) print("Test predictions saved.") if __name__ == "__main__": main()