scripts/train.py

"""
Training script — Train the RL policy for yield optimization.
"""

import logging
import os
import sys
import json

sys.path.insert(0, os.path.dirname(os.path.dirname(os.path.abspath(__file__))))

from agent.main import YieldRouterAgent, setup_logging
from agent.rl_optimizer import PPOYieldOptimizer, RWAYieldEnv, Backtester


def main():
    setup_logging()
    logger = logging.getLogger("train")
    
    logger.info("=" * 60)
    logger.info("Dynamic RWA Yield Router — RL Training")
    logger.info("=" * 60)
    
    # Initialize optimizer
    total_timesteps = int(os.getenv("TRAIN_STEPS", "100000"))
    
    optimizer = PPOYieldOptimizer(
        total_timesteps=total_timesteps,
        learning_rate=3e-4,
        n_steps=2048,
        batch_size=64,
    )
    
    # Train
    logger.info(f"\n🎓 Training for {total_timesteps} timesteps...\n")
    optimizer.train(total_timesteps=total_timesteps)
    
    # Backtest
    logger.info("\n📊 Running backtest...\n")
    env = RWAYieldEnv(episode_length=720)
    backtester = Backtester(optimizer, env)
    results = backtester.run_backtest(n_episodes=10)
    
    if results.get("rl_agent"):
        import numpy as np
        returns = [r["total_return"] for r in results["rl_agent"]]
        sharpes = [r["sharpe"] for r in results["rl_agent"]]
        drawdowns = [r["max_drawdown"] for r in results["rl_agent"]]
        
        print("\n" + "=" * 60)
        print("📊 BACKTEST RESULTS (10 episodes)")
        print("=" * 60)
        print(f"  Avg Return:     {np.mean(returns):+.2f}%")
        print(f"  Std Return:     {np.std(returns):.2f}%")
        print(f"  Avg Sharpe:     {np.mean(sharpes):.3f}")
        print(f"  Avg Max DD:     {np.mean(drawdowns)*100:.2f}%")
        print(f"  Best Return:    {max(returns):+.2f}%")
        print(f"  Worst Return:   {min(returns):+.2f}%")
    
    logger.info("\n✅ Training complete!")


if __name__ == "__main__":
    main()