import sys sys.path.insert(0, '/app') import torch from finjepa.model import FinJEPA, FinJEPALoss from finjepa.data import generate_synthetic_data, build_dataloaders from torch.optim import AdamW from finjepa.planner import CEMPlanner DEVICE = 'cpu' df = generate_synthetic_data(n_timesteps=5000, n_assets=1) loaders = build_dataloaders(df, n_assets=1, context_window=60, target_window=10, batch_size=64) model = FinJEPA( in_features=14, n_assets=1, patch_size=4, embed_dim=64, encoder_depth=2, encoder_heads=4, predictor_depth=3, predictor_heads=4, ema_decay=0.996, use_idm=True, ).to(DEVICE) loss_fn = FinJEPALoss(pred_loss='l1', alpha=2.0, beta=1.0, delta=4.0, omega=0.5, gamma=0.5).to(DEVICE) optimizer = AdamW(model.parameters(), lr=0.001, betas=(0.9, 0.995), weight_decay=1e-5) print(f"Trainable params: {sum(p.numel() for p in model.parameters() if p.requires_grad):,}") for epoch in range(3): model.train() total_loss = 0 n = 0 for batch in loaders['train']: ctx = batch['context'].to(DEVICE) tgt = batch['target'].to(DEVICE) w = batch['weights'].to(DEVICE) s = batch['signals'].to(DEVICE) h = batch['hedge'].to(DEVICE) out = model(ctx, tgt, w, s, h) actions_gt = {'weights': w, 'signals': s} loss_dict = loss_fn(out, actions_gt) loss = loss_dict['loss'] optimizer.zero_grad() loss.backward() torch.nn.utils.clip_grad_norm_(model.parameters(), 1.0) optimizer.step() model.update_target() total_loss += loss.item() n += 1 print(f"Epoch {epoch+1}/3 | loss={total_loss / n:.3f}") print("Training complete. Testing planner...") planner = CEMPlanner(model, n_assets=1, horizon=5, n_candidates=20, n_elites=5, n_iterations=2) batch = next(iter(loaders['test'])) ctx = batch['context'][0:1].to(DEVICE) result = planner.plan(ctx) print(f"Best weights: {result['weights'].detach().cpu().numpy().round(3)}") print(f"Best signals: {result['signals'].detach().cpu().numpy()}") print(f"Expected cost: {result['expected_cost'].item():.4f}") import os os.makedirs('/app/finjepa/outputs', exist_ok=True) torch.save(model.state_dict(), '/app/finjepa/outputs/fast_model.pt') print("Model saved.")