# -*- coding: utf-8 -*- """P3-S.18 — SMALL MLP BASELINE. Small MLP: input -> 16 hidden (tanh) -> 1 output (sigmoid), L2 alpha=1e-3, max_iter=2000, fixed seed. NOT a reproduction of the legacy 19->12->2 MLP (target differs: setup-outcome TP-before-SL, not 24-bar drift). Standardizer fit on train only. Binary target: WIN vs LOSS (leads only). """ import csv import json import os import sys import numpy as np from sklearn.neural_network import MLPClassifier from sklearn.preprocessing import StandardScaler HERE = os.path.dirname(os.path.abspath(__file__)) OUT = os.path.join(HERE, "output") sys.path.insert(0, HERE) sys.path.insert(0, os.path.normpath(os.path.join(HERE, "..", "setup_dataset"))) import prepare_dataset as PD # noqa: E402 SEED = 42 def main(): os.makedirs(OUT, exist_ok=True) ctx = PD.load_verified_population() rows = PD.build_rows(ctx) bin_rows = [r for r in rows if r["lead"] and r["outcome"] in PD.BINARY_CLASSES] bin_rows.sort(key=lambda r: (r["creation_bar"], r["setup_id"])) tr, va, te, _ = PD.temporal_split(rows) split_map = {} for part, tag in ((tr, "train"), (va, "val"), (te, "test")): for r in part: split_map[r["setup_id"]] = tag X = np.asarray([[r["feature_" + k] for k in PD.FEATURE_COLS] for r in bin_rows], dtype=float) y = np.asarray([1.0 if r["outcome"] == "WIN" else 0.0 for r in bin_rows], dtype=float) splits = np.asarray([split_map[r["setup_id"]] for r in bin_rows]) scaler = StandardScaler().fit(X[splits == "train"]) Xs = scaler.transform(X) clf = MLPClassifier(hidden_layer_sizes=(16,), activation="tanh", alpha=1e-3, max_iter=2000, random_state=SEED) clf.fit(Xs[splits == "train"], y[splits == "train"]) p = clf.predict_proba(Xs)[:, 1] rows_out = [] for i, r in enumerate(bin_rows): rows_out.append({"setup_id": r["setup_id"], "split": splits[i], "outcome": r["outcome"], "y": int(y[i]), "pred_mlp16": float(p[i])}) with open(os.path.join(OUT, "p3_s18_predictions_mlp.csv"), "w", newline="", encoding="utf-8") as f: w = csv.DictWriter(f, fieldnames=list(rows_out[0].keys())) w.writeheader() for r in rows_out: w.writerow(r) with open(os.path.join(OUT, "p3_s18_mlp_model.json"), "w", encoding="utf-8") as f: json.dump({ "model": "MLP(hidden=(16,),tanh,alpha=1e-3,max_iter=2000)", "feature_sha16": PD.make_manifest(rows, tr, va, te, True)["feature_sha16"], "seed": SEED, "n_iter": int(clf.n_iter_), "loss_curve_len": int(len(clf.loss_curve_)), }, f, indent=2) print("[saved] p3_s18_predictions_mlp.csv / mlp_model.json") return 0 if __name__ == "__main__": sys.exit(main())