forked from chiki2bum2/SniperGold_ML
77 lines
No EOL
2.9 KiB
Python
77 lines
No EOL
2.9 KiB
Python
# -*- coding: utf-8 -*-
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"""P3-S.18 — SMALL MLP BASELINE.
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Small MLP: input -> 16 hidden (tanh) -> 1 output (sigmoid), L2 alpha=1e-3,
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max_iter=2000, fixed seed. NOT a reproduction of the legacy 19->12->2 MLP
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(target differs: setup-outcome TP-before-SL, not 24-bar drift). Standardizer
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fit on train only. Binary target: WIN vs LOSS (leads only).
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"""
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import csv
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import json
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import os
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import sys
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import numpy as np
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from sklearn.neural_network import MLPClassifier
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from sklearn.preprocessing import StandardScaler
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HERE = os.path.dirname(os.path.abspath(__file__))
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OUT = os.path.join(HERE, "output")
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sys.path.insert(0, HERE)
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sys.path.insert(0, os.path.normpath(os.path.join(HERE, "..", "setup_dataset")))
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import prepare_dataset as PD # noqa: E402
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SEED = 42
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def main():
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os.makedirs(OUT, exist_ok=True)
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ctx = PD.load_verified_population()
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rows = PD.build_rows(ctx)
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bin_rows = [r for r in rows if r["lead"] and r["outcome"] in PD.BINARY_CLASSES]
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bin_rows.sort(key=lambda r: (r["creation_bar"], r["setup_id"]))
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tr, va, te, _ = PD.temporal_split(rows)
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split_map = {}
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for part, tag in ((tr, "train"), (va, "val"), (te, "test")):
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for r in part:
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split_map[r["setup_id"]] = tag
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X = np.asarray([[r["feature_" + k] for k in PD.FEATURE_COLS]
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for r in bin_rows], dtype=float)
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y = np.asarray([1.0 if r["outcome"] == "WIN" else 0.0
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for r in bin_rows], dtype=float)
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splits = np.asarray([split_map[r["setup_id"]] for r in bin_rows])
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scaler = StandardScaler().fit(X[splits == "train"])
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Xs = scaler.transform(X)
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clf = MLPClassifier(hidden_layer_sizes=(16,), activation="tanh",
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alpha=1e-3, max_iter=2000, random_state=SEED)
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clf.fit(Xs[splits == "train"], y[splits == "train"])
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p = clf.predict_proba(Xs)[:, 1]
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rows_out = []
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for i, r in enumerate(bin_rows):
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rows_out.append({"setup_id": r["setup_id"], "split": splits[i],
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"outcome": r["outcome"], "y": int(y[i]),
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"pred_mlp16": float(p[i])})
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with open(os.path.join(OUT, "p3_s18_predictions_mlp.csv"), "w",
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newline="", encoding="utf-8") as f:
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w = csv.DictWriter(f, fieldnames=list(rows_out[0].keys()))
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w.writeheader()
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for r in rows_out:
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w.writerow(r)
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with open(os.path.join(OUT, "p3_s18_mlp_model.json"), "w",
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encoding="utf-8") as f:
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json.dump({
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"model": "MLP(hidden=(16,),tanh,alpha=1e-3,max_iter=2000)",
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"feature_sha16": PD.make_manifest(rows, tr, va, te,
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True)["feature_sha16"],
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"seed": SEED, "n_iter": int(clf.n_iter_),
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"loss_curve_len": int(len(clf.loss_curve_)),
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}, f, indent=2)
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print("[saved] p3_s18_predictions_mlp.csv / mlp_model.json")
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return 0
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if __name__ == "__main__":
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sys.exit(main()) |