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run_example_hourly.py
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235 lines (205 loc) · 8.37 KB
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#!/usr/bin/env python
"""
ProjectOwl — Hourly frequency end-to-end example
=================================================
Same as run_example.py but reads from training_cases_hourly / validation_cases_hourly
and uses hourly bar windows (42 input + 7 prediction). Requires DB populated via
python scripts/populate_data_hourly.py.
Usage::
python scripts/populate_data_hourly.py # run first
python run_example_hourly.py
python run_example_hourly.py --no-dashboard
python run_example_hourly.py --model transformer
"""
import argparse
import logging
import sys
import threading
import webbrowser
logging.basicConfig(
level=logging.INFO,
format="%(asctime)s %(levelname)-8s %(name)-25s %(message)s",
)
logger = logging.getLogger("run_example_hourly")
EXAMPLE_EPOCHS = 50
EXAMPLE_BATCH = 400
EXAMPLE_WORKERS = 16
def main():
parser = argparse.ArgumentParser(description="ProjectOwl hourly end-to-end example")
parser.add_argument("--model", choices=["cnn", "transformer"], default="cnn")
parser.add_argument("--dashboard", action="store_true",
help="Launch live monitoring dashboard (default: True)")
parser.add_argument("--no-dashboard", action="store_true",
help="Do not launch the dashboard")
args = parser.parse_args()
use_dashboard = args.dashboard or not args.no_dashboard
from owl.config import (
DASHBOARD_PORT,
INPUT_WINDOW_BARS_HOURLY,
PREDICTION_WINDOW_BARS_HOURLY,
REPORT_DIR,
TRAINING_TABLE_HOURLY,
VALIDATION_TABLE_HOURLY,
WINDOW_STRIDE_HOURLY,
)
if use_dashboard:
from owl.orchestration.dashboard import run_dashboard
url = f"http://localhost:{DASHBOARD_PORT}"
t = threading.Thread(target=run_dashboard, kwargs={"debug": False},
daemon=True)
t.start()
logger.info("Dashboard → %s", url)
def _open():
import time
time.sleep(1.5)
webbrowser.open(url)
threading.Thread(target=_open, daemon=True).start()
from owl.data.db import clear_training_metrics, create_tables, get_case_ids
create_tables()
clear_training_metrics()
train_ids = get_case_ids(TRAINING_TABLE_HOURLY)
val_ids = get_case_ids(VALIDATION_TABLE_HOURLY)
if not train_ids or not val_ids:
logger.error(
"No hourly case data in DB. Populate first: python scripts/populate_data_hourly.py"
)
sys.exit(1)
logger.info("Step 1 — Found %d training + %d validation hourly cases",
len(train_ids), len(val_ids))
logger.info("Step 2 — Building data loaders (hourly bars)…")
from owl.data.feeder import make_dataloaders
from owl.preprocessing.pipeline import PreprocessingPipeline
pipeline = PreprocessingPipeline()
train_loader, val_loader = make_dataloaders(
pipeline=pipeline,
batch_size=EXAMPLE_BATCH,
num_workers=EXAMPLE_WORKERS,
training_table=TRAINING_TABLE_HOURLY,
validation_table=VALIDATION_TABLE_HOURLY,
input_window=INPUT_WINDOW_BARS_HOURLY,
prediction_window=PREDICTION_WINDOW_BARS_HOURLY,
stride=WINDOW_STRIDE_HOURLY,
)
in_features = train_loader.dataset.get_feature_dim()
logger.info("Features per time-step: %d | Input: %d bars, Prediction: %d bars",
in_features, INPUT_WINDOW_BARS_HOURLY, PREDICTION_WINDOW_BARS_HOURLY)
logger.info("Training windows: %d | Validation windows: %d",
len(train_loader.dataset), len(val_loader.dataset))
logger.info("Step 3 — Training %s model for %d epochs…",
args.model.upper(), EXAMPLE_EPOCHS)
from owl.data.db import log_metric
if args.model == "cnn":
from owl.models.cnn_model import CNNTrainer
trainer = CNNTrainer(in_features)
else:
from owl.models.transformer_model import TransformerTrainer
trainer = TransformerTrainer(
in_features,
max_seq_len=INPUT_WINDOW_BARS_HOURLY + 1,
)
trainer.model_name = f"{args.model}_hourly"
def _cb(m):
try:
log_metric(
trainer.model_name, m.get("epoch", 0), m.get("batch", 0),
"train_loss", m.get("train_loss", 0), m.get("phase", "train")
)
log_metric(
trainer.model_name, m.get("epoch", 0), m.get("batch", 0),
"throughput_rows_per_sec",
m.get("throughput_rows_per_sec", 0), m.get("phase", "train")
)
log_metric(
trainer.model_name, m.get("epoch", 0), m.get("batch", 0),
"data_wait_sec", m.get("data_wait_sec", 0), m.get("phase", "train")
)
log_metric(
trainer.model_name, m.get("epoch", 0), m.get("batch", 0),
"compute_sec", m.get("compute_sec", 0), m.get("phase", "train")
)
except Exception:
pass
history = trainer.fit(
train_loader, val_loader,
epochs=EXAMPLE_EPOCHS,
metrics_callback=_cb,
)
logger.info("Step 4 — Generating reports…")
from owl.visualization.reports import (
plot_category_examples,
plot_category_overlay,
plot_feature_importance,
plot_training_history,
)
report_dir = REPORT_DIR / f"{args.model}_hourly"
report_dir.mkdir(parents=True, exist_ok=True)
plot_training_history(
history, title=f"{args.model.upper()} (hourly) Training",
save_path=report_dir / "training_history.png",
)
batch = next(iter(val_loader))
sector_idx = batch[2] if len(batch) > 2 else None
try:
from torchinfo import summary
x = batch[0][:1].to(trainer.device)
sec = batch[2][:1].to(trainer.device).long() if len(batch) > 2 else None
s = summary(
trainer.model,
input_data=(x,) if sec is None else (x, sec),
col_names=("input_size", "output_size", "num_params"),
depth=4,
verbose=0,
)
(report_dir / "model_arch.txt").write_text(str(s), encoding="utf-8")
except Exception as e:
logger.warning("Could not save model arch: %s", e)
plot_feature_importance(
trainer.model, batch[0],
feature_names=pipeline.feature_columns,
device=trainer.device,
save_path=report_dir / "feature_importance.png",
sector_idx=sector_idx,
)
plot_category_examples(
val_loader.dataset,
save_path=report_dir / "category_examples.png",
)
plot_category_overlay(
val_loader.dataset,
save_path=report_dir / "category_overlay.png",
)
try:
from owl.visualization.gantt import run_label_gantt
if run_label_gantt(
trainer, pipeline, n_symbols=20, days=14,
save_path=report_dir / "label_gantt.png",
frequency="hour",
input_window=INPUT_WINDOW_BARS_HOURLY,
prediction_window=PREDICTION_WINDOW_BARS_HOURLY,
):
logger.info("Label Gantt → %s", report_dir / "label_gantt.png")
except Exception as e:
logger.warning("Skipping Gantt chart: %s", e)
logger.info("Step 5 — t-SNE visualisation…")
from owl.models.tsne_viz import compute_tsne, plot_tsne_2d, plot_tsne_3d
latents, labels, symbols, timestamps = trainer.extract_latents_with_metadata(
val_loader.dataset, max_samples=1500
)
if len(latents) > 0:
emb2 = compute_tsne(latents, n_components=2)
emb3 = compute_tsne(latents, n_components=3)
plot_tsne_2d(
emb2, labels, symbols=symbols, timestamps=timestamps,
save_path=report_dir / "tsne_2d.png",
)
plot_tsne_3d(
emb3, labels, symbols=symbols, timestamps=timestamps,
save_path=report_dir / "tsne_3d.png",
)
else:
logger.warning("No latent vectors — skipping t-SNE")
logger.info("═══════════════════════════════════════════════════════")
logger.info(" Hourly example run complete! Reports in: %s", report_dir)
logger.info("═══════════════════════════════════════════════════════")
if __name__ == "__main__":
main()