fix(notebook): correct clone step order, extract prompt utils, fix github url
Browse files- training/prompt_utils.py +152 -0
- training/train_grpo_multiagent.py +1 -132
training/prompt_utils.py
ADDED
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@@ -0,0 +1,152 @@
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| 1 |
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import sys
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| 2 |
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import json
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| 3 |
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import random
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| 4 |
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from pathlib import Path
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| 5 |
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from typing import Dict, List
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| 6 |
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import numpy as np
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| 7 |
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| 8 |
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ROOT = Path(__file__).resolve().parents[1]
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| 9 |
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if str(ROOT) not in sys.path:
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| 10 |
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sys.path.insert(0, str(ROOT))
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| 11 |
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| 12 |
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from env.multi_agent_env import (
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MultiAgentTradingEnv,
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| 14 |
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RISK_MANAGER,
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| 15 |
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PORTFOLIO_MGR,
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| 16 |
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TRADER,
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| 17 |
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)
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from training.train_multi_agent import (
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| 19 |
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RuleRiskManagerPolicy,
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| 20 |
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RulePortfolioManagerPolicy,
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)
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| 23 |
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SYSTEM_PROMPT = """You are a trading agent in a multi-agent governance system.
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The Risk Manager has set governance constraints, and the Portfolio Manager has allocated capital.
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| 25 |
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Your job: propose a trade that maximizes profit while respecting these constraints.
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| 26 |
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| 27 |
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Respond exactly in this format:
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| 28 |
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<thought>
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| 29 |
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Your reasoning about the market state, risk constraints, and trade decision.
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| 30 |
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</thought>
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| 31 |
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<action>
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| 32 |
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{"direction": 0, "size": 0.0, "sl": 0, "tp": 0}
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| 33 |
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</action>
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| 34 |
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"""
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| 35 |
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| 36 |
+
def generate_pz_scenarios(
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| 37 |
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n: int = 500,
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| 38 |
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difficulty: str = "easy",
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| 39 |
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max_env_steps: int = 100,
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| 40 |
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) -> List[Dict]:
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| 41 |
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"""Run the PZ env with rule policies to generate realistic scenarios.
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| 42 |
+
|
| 43 |
+
Each scenario captures:
|
| 44 |
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- The Trader's full observation (29 dims)
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| 45 |
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- The RM constraints decoded from the message
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| 46 |
+
- The PM allocation decoded from the message
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| 47 |
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"""
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| 48 |
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env = MultiAgentTradingEnv(difficulty=difficulty, max_steps=max_env_steps)
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| 49 |
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rm_policy = RuleRiskManagerPolicy()
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| 50 |
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pm_policy = RulePortfolioManagerPolicy()
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| 51 |
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|
| 52 |
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scenarios: List[Dict] = []
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| 53 |
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attempts = 0
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| 54 |
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max_attempts = n * 3
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| 55 |
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|
| 56 |
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while len(scenarios) < n and attempts < max_attempts:
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| 57 |
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env.reset()
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| 58 |
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attempts += 1
|
| 59 |
+
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| 60 |
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step_count = 0
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| 61 |
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while env.agents and step_count < max_env_steps:
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| 62 |
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agent = env.agent_selection
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| 63 |
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| 64 |
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if agent == RISK_MANAGER:
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| 65 |
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obs = env.observe(agent)
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| 66 |
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action = rm_policy.act(obs)
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| 67 |
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env.step(action)
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| 68 |
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| 69 |
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elif agent == PORTFOLIO_MGR:
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| 70 |
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obs = env.observe(agent)
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| 71 |
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action = pm_policy.act(obs)
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| 72 |
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env.step(action)
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| 73 |
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| 74 |
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elif agent == TRADER:
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| 75 |
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obs = env.observe(agent)
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| 76 |
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# Extract RM and PM messages from the observation
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| 77 |
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# obs layout: base(24) + rm_msg(3) + pm_msg(2) = 29
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| 78 |
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base_obs = obs[:24].tolist()
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| 79 |
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rm_msg = obs[24:27].tolist() # [size_limit, allow_new, force_reduce]
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| 80 |
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pm_msg = obs[27:29].tolist() # [cap_alloc, override_strength]
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| 81 |
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| 82 |
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rm_size_limit = float(rm_msg[0])
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| 83 |
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rm_allow_new = bool(rm_msg[1] > 0.5)
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| 84 |
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rm_force_reduce = bool(rm_msg[2] > 0.5)
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| 85 |
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pm_cap_alloc = float(pm_msg[0])
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| 86 |
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pm_override = float(pm_msg[1])
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| 87 |
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|
| 88 |
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scenarios.append({
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| 89 |
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"state": [round(float(x), 4) for x in base_obs[:5]],
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| 90 |
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"full_obs": [round(float(x), 4) for x in base_obs],
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| 91 |
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"rm_size_limit": round(rm_size_limit, 3),
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| 92 |
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"rm_allow_new": rm_allow_new,
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| 93 |
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"rm_force_reduce": rm_force_reduce,
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| 94 |
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"pm_cap_alloc": round(pm_cap_alloc, 3),
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| 95 |
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"pm_override": round(pm_override, 3),
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| 96 |
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"signals": {
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| 97 |
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"ta": round(float(obs[5] * 2 - 1), 3), # RSI mapped to [-1,1]
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| 98 |
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"fa": round(float(obs[8]), 3), # MACD as FA proxy
|
| 99 |
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"position_limit": round(rm_size_limit, 3),
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| 100 |
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"rm_size_limit": round(rm_size_limit, 3),
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| 101 |
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},
|
| 102 |
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})
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| 103 |
+
|
| 104 |
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if len(scenarios) >= n:
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| 105 |
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break
|
| 106 |
+
|
| 107 |
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# Take a random trader action so the env advances
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| 108 |
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trader_action = {
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| 109 |
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"direction": random.choice([0, 1, 2]),
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| 110 |
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"size": np.array([random.uniform(0.05, 0.3)], dtype=np.float32),
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| 111 |
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"sl": np.array([0.0], dtype=np.float32),
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| 112 |
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"tp": np.array([0.0], dtype=np.float32),
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| 113 |
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}
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| 114 |
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env.step(trader_action)
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| 115 |
+
|
| 116 |
+
step_count += 1
|
| 117 |
+
|
| 118 |
+
random.shuffle(scenarios)
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| 119 |
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return scenarios[:n]
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| 120 |
+
|
| 121 |
+
|
| 122 |
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def build_prompt_multiagent(scenario: Dict) -> str:
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| 123 |
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"""Build the prompt for the Trader, including RM and PM constraints."""
|
| 124 |
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rm_limit = scenario["rm_size_limit"]
|
| 125 |
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rm_allow_str = "allowed" if scenario.get("rm_allow_new", True) else "BLOCKED"
|
| 126 |
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rm_force_str = "yes" if scenario.get("rm_force_reduce", False) else "no"
|
| 127 |
+
pm_cap = scenario["pm_cap_alloc"]
|
| 128 |
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pm_override_str = "none" if scenario.get("pm_override", 0.0) < 0.5 else "ACTIVE"
|
| 129 |
+
|
| 130 |
+
state = scenario.get("state", [1.0, 1.0, 1.0, 1.0, 1.0])
|
| 131 |
+
signals = scenario.get("signals", {})
|
| 132 |
+
|
| 133 |
+
body = json.dumps({
|
| 134 |
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"state": state,
|
| 135 |
+
"signals": signals,
|
| 136 |
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"governance": {
|
| 137 |
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"rm_size_limit": rm_limit,
|
| 138 |
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"rm_allow_new": rm_allow_str,
|
| 139 |
+
"rm_force_reduce": rm_force_str,
|
| 140 |
+
"pm_cap_alloc": pm_cap,
|
| 141 |
+
"pm_override": pm_override_str,
|
| 142 |
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},
|
| 143 |
+
}, separators=(",", ":"))
|
| 144 |
+
|
| 145 |
+
prompt = (
|
| 146 |
+
f"{SYSTEM_PROMPT}\n"
|
| 147 |
+
f"The Risk Manager has set the following constraints: "
|
| 148 |
+
f"size_limit={rm_limit:.2f}, new_positions={rm_allow_str}, force_reduce={rm_force_str}.\n"
|
| 149 |
+
f"The Portfolio Manager allocated: capital_cap={pm_cap:.2f}, override={pm_override_str}.\n\n"
|
| 150 |
+
f"Scenario:\n{body}\n"
|
| 151 |
+
)
|
| 152 |
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return prompt
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training/train_grpo_multiagent.py
CHANGED
|
@@ -52,139 +52,8 @@ from training.train_multi_agent import (
|
|
| 52 |
DEFAULT_MODEL_NAME = "unsloth/Qwen2.5-1.5B-Instruct-bnb-4bit"
|
| 53 |
DEFAULT_OUTPUT_DIR = "models/local_policy_grpo_multiagent"
|
| 54 |
|
| 55 |
-
|
| 56 |
-
The Risk Manager has set governance constraints, and the Portfolio Manager has allocated capital.
|
| 57 |
-
Your job: propose a trade that maximizes profit while respecting these constraints.
|
| 58 |
-
|
| 59 |
-
Respond exactly in this format:
|
| 60 |
-
<thought>
|
| 61 |
-
Your reasoning about the market state, risk constraints, and trade decision.
|
| 62 |
-
</thought>
|
| 63 |
-
<action>
|
| 64 |
-
{"direction": 0, "size": 0.0, "sl": 0, "tp": 0}
|
| 65 |
-
</action>
|
| 66 |
-
"""
|
| 67 |
-
|
| 68 |
-
|
| 69 |
-
# βββ Scenario Generation from PettingZoo Env ββββββββββββββββββββββββββββββββββ
|
| 70 |
|
| 71 |
-
def generate_pz_scenarios(
|
| 72 |
-
n: int = 500,
|
| 73 |
-
difficulty: str = "easy",
|
| 74 |
-
max_env_steps: int = 100,
|
| 75 |
-
) -> List[Dict]:
|
| 76 |
-
"""Run the PZ env with rule policies to generate realistic scenarios.
|
| 77 |
-
|
| 78 |
-
Each scenario captures:
|
| 79 |
-
- The Trader's full observation (29 dims)
|
| 80 |
-
- The RM constraints decoded from the message
|
| 81 |
-
- The PM allocation decoded from the message
|
| 82 |
-
"""
|
| 83 |
-
env = MultiAgentTradingEnv(difficulty=difficulty, max_steps=max_env_steps)
|
| 84 |
-
rm_policy = RuleRiskManagerPolicy()
|
| 85 |
-
pm_policy = RulePortfolioManagerPolicy()
|
| 86 |
-
|
| 87 |
-
scenarios: List[Dict] = []
|
| 88 |
-
attempts = 0
|
| 89 |
-
max_attempts = n * 3
|
| 90 |
-
|
| 91 |
-
while len(scenarios) < n and attempts < max_attempts:
|
| 92 |
-
env.reset()
|
| 93 |
-
attempts += 1
|
| 94 |
-
|
| 95 |
-
step_count = 0
|
| 96 |
-
while env.agents and step_count < max_env_steps:
|
| 97 |
-
agent = env.agent_selection
|
| 98 |
-
|
| 99 |
-
if agent == RISK_MANAGER:
|
| 100 |
-
obs = env.observe(agent)
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| 101 |
-
action = rm_policy.act(obs)
|
| 102 |
-
env.step(action)
|
| 103 |
-
|
| 104 |
-
elif agent == PORTFOLIO_MGR:
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| 105 |
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obs = env.observe(agent)
|
| 106 |
-
action = pm_policy.act(obs)
|
| 107 |
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env.step(action)
|
| 108 |
-
|
| 109 |
-
elif agent == TRADER:
|
| 110 |
-
obs = env.observe(agent)
|
| 111 |
-
# Extract RM and PM messages from the observation
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| 112 |
-
# obs layout: base(24) + rm_msg(3) + pm_msg(2) = 29
|
| 113 |
-
base_obs = obs[:24].tolist()
|
| 114 |
-
rm_msg = obs[24:27].tolist() # [size_limit, allow_new, force_reduce]
|
| 115 |
-
pm_msg = obs[27:29].tolist() # [cap_alloc, override_strength]
|
| 116 |
-
|
| 117 |
-
rm_size_limit = float(rm_msg[0])
|
| 118 |
-
rm_allow_new = bool(rm_msg[1] > 0.5)
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| 119 |
-
rm_force_reduce = bool(rm_msg[2] > 0.5)
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| 120 |
-
pm_cap_alloc = float(pm_msg[0])
|
| 121 |
-
pm_override = float(pm_msg[1])
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| 122 |
-
|
| 123 |
-
scenarios.append({
|
| 124 |
-
"state": [round(float(x), 4) for x in base_obs[:5]],
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| 125 |
-
"full_obs": [round(float(x), 4) for x in base_obs],
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| 126 |
-
"rm_size_limit": round(rm_size_limit, 3),
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| 127 |
-
"rm_allow_new": rm_allow_new,
|
| 128 |
-
"rm_force_reduce": rm_force_reduce,
|
| 129 |
-
"pm_cap_alloc": round(pm_cap_alloc, 3),
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| 130 |
-
"pm_override": round(pm_override, 3),
|
| 131 |
-
"signals": {
|
| 132 |
-
"ta": round(float(obs[5] * 2 - 1), 3), # RSI mapped to [-1,1]
|
| 133 |
-
"fa": round(float(obs[8]), 3), # MACD as FA proxy
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| 134 |
-
"position_limit": round(rm_size_limit, 3),
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| 135 |
-
"rm_size_limit": round(rm_size_limit, 3),
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| 136 |
-
},
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| 137 |
-
})
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| 138 |
-
|
| 139 |
-
if len(scenarios) >= n:
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| 140 |
-
break
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| 141 |
-
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| 142 |
-
# Take a random trader action so the env advances
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| 143 |
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trader_action = {
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| 144 |
-
"direction": random.choice([0, 1, 2]),
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| 145 |
-
"size": np.array([random.uniform(0.05, 0.3)], dtype=np.float32),
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| 146 |
-
"sl": np.array([0.0], dtype=np.float32),
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| 147 |
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"tp": np.array([0.0], dtype=np.float32),
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| 148 |
-
}
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| 149 |
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env.step(trader_action)
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| 150 |
-
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| 151 |
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step_count += 1
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| 152 |
-
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| 153 |
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random.shuffle(scenarios)
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| 154 |
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return scenarios[:n]
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| 155 |
-
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| 156 |
-
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| 157 |
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def build_prompt_multiagent(scenario: Dict) -> str:
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| 158 |
-
"""Build the prompt for the Trader, including RM and PM constraints."""
|
| 159 |
-
rm_limit = scenario["rm_size_limit"]
|
| 160 |
-
rm_allow_str = "allowed" if scenario.get("rm_allow_new", True) else "BLOCKED"
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| 161 |
-
rm_force_str = "yes" if scenario.get("rm_force_reduce", False) else "no"
|
| 162 |
-
pm_cap = scenario["pm_cap_alloc"]
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| 163 |
-
pm_override_str = "none" if scenario.get("pm_override", 0.0) < 0.5 else "ACTIVE"
|
| 164 |
-
|
| 165 |
-
state = scenario.get("state", [1.0, 1.0, 1.0, 1.0, 1.0])
|
| 166 |
-
signals = scenario.get("signals", {})
|
| 167 |
-
|
| 168 |
-
body = json.dumps({
|
| 169 |
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"state": state,
|
| 170 |
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"signals": signals,
|
| 171 |
-
"governance": {
|
| 172 |
-
"rm_size_limit": rm_limit,
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| 173 |
-
"rm_allow_new": rm_allow_str,
|
| 174 |
-
"rm_force_reduce": rm_force_str,
|
| 175 |
-
"pm_cap_alloc": pm_cap,
|
| 176 |
-
"pm_override": pm_override_str,
|
| 177 |
-
},
|
| 178 |
-
}, separators=(",", ":"))
|
| 179 |
-
|
| 180 |
-
prompt = (
|
| 181 |
-
f"{SYSTEM_PROMPT}\n"
|
| 182 |
-
f"The Risk Manager has set the following constraints: "
|
| 183 |
-
f"size_limit={rm_limit:.2f}, new_positions={rm_allow_str}, force_reduce={rm_force_str}.\n"
|
| 184 |
-
f"The Portfolio Manager allocated: capital_cap={pm_cap:.2f}, override={pm_override_str}.\n\n"
|
| 185 |
-
f"Scenario:\n{body}\n"
|
| 186 |
-
)
|
| 187 |
-
return prompt
|
| 188 |
|
| 189 |
|
| 190 |
# βββ Updated GRPO Verifiers βββββββββββββββββββββββββββββββββββββββββββββββββββ
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|
| 52 |
DEFAULT_MODEL_NAME = "unsloth/Qwen2.5-1.5B-Instruct-bnb-4bit"
|
| 53 |
DEFAULT_OUTPUT_DIR = "models/local_policy_grpo_multiagent"
|
| 54 |
|
| 55 |
+
from training.prompt_utils import SYSTEM_PROMPT, generate_pz_scenarios, build_prompt_multiagent
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| 59 |
# βββ Updated GRPO Verifiers βββββββββββββββββββββββββββββββββββββββββββββββββββ
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