trading/services/learning_engine/weight_adjuster.py

191 lines
6 KiB
Python

"""Weight adjuster -- multi-armed bandit strategy weight updates.
Implements the exponential moving average weight adjustment formula with
configurable guardrails: minimum trade count, max shift per cycle,
weight floor, and normalization.
"""
from __future__ import annotations
import logging
from collections import defaultdict
from services.learning_engine.config import LearningEngineConfig
logger = logging.getLogger(__name__)
class WeightAdjuster:
"""Adjusts strategy weights using a multi-armed bandit approach.
The update rule is::
new_weight = (1 - lr) * current_weight + lr * reward_signal
Subject to guardrails:
- No adjustment until ``min_trades_before_adjustment`` trades recorded
- Max weight shift clamped to ``max_weight_shift_pct``
- Weight floor enforced at ``weight_floor``
- All weights normalized to sum to 1.0
"""
def __init__(self, config: LearningEngineConfig) -> None:
self.config = config
self._trade_counts: dict[str, int] = defaultdict(int)
self._reward_history: dict[str, list[float]] = defaultdict(list)
@property
def trade_counts(self) -> dict[str, int]:
"""Return a copy of the current trade counts per strategy."""
return dict(self._trade_counts)
def should_adjust(self, strategy_name: str) -> bool:
"""Return True if the strategy has enough trades for adjustment.
Parameters
----------
strategy_name:
Name of the strategy to check.
"""
return self._trade_counts[strategy_name] >= self.config.min_trades_before_adjustment
def adjust_weight(self, current_weight: float, reward_signal: float) -> float:
"""Compute a new weight from the current weight and reward signal.
Applies the exponential moving average formula, clamps the shift
to ``max_weight_shift_pct``, and enforces the weight floor.
Parameters
----------
current_weight:
The strategy's current weight (0..1).
reward_signal:
The reward signal (positive = good, negative = bad).
Returns
-------
float
The adjusted weight.
"""
lr = self.config.learning_rate
raw_new = (1 - lr) * current_weight + lr * reward_signal
# Clamp the shift
shift = raw_new - current_weight
max_shift = self.config.max_weight_shift_pct
if abs(shift) > max_shift:
shift = max_shift if shift > 0 else -max_shift
new_weight = current_weight + shift
# Apply floor
new_weight = max(new_weight, self.config.weight_floor)
return new_weight
def normalize_weights(self, weights: dict[str, float]) -> dict[str, float]:
"""Normalize weights so they sum to 1.0, respecting the floor.
Uses an iterative approach: after normalization, any weight below
the floor is set to the floor, and the remaining weights are
re-normalized from the leftover budget. This repeats until stable.
Parameters
----------
weights:
Mapping of strategy name to raw weight.
Returns
-------
dict[str, float]
Normalized weights summing to 1.0.
"""
if not weights:
return {}
floor = self.config.weight_floor
result = dict(weights)
for _ in range(10): # iterative convergence (bounded)
total = sum(result.values())
if total == 0:
# Equal distribution
equal = 1.0 / len(result)
return {k: max(equal, floor) for k in result}
# Normalize
result = {k: v / total for k, v in result.items()}
# Check floor violations
floored: set[str] = set()
for k, v in result.items():
if v < floor:
floored.add(k)
if not floored:
break
# Fix floor violations and redistribute
floored_budget = floor * len(floored)
remaining_budget = 1.0 - floored_budget
remaining_total = sum(v for k, v in result.items() if k not in floored)
for k in floored:
result[k] = floor
if remaining_total > 0:
scale = remaining_budget / remaining_total
for k in result:
if k not in floored:
result[k] *= scale
# Final normalization to handle rounding
total = sum(result.values())
if total > 0 and abs(total - 1.0) > 1e-9:
result = {k: v / total for k, v in result.items()}
return result
def record_trade(self, strategy_name: str) -> None:
"""Increment the trade count for a strategy.
Parameters
----------
strategy_name:
Name of the strategy that contributed to the trade.
"""
self._trade_counts[strategy_name] += 1
def record_reward(self, strategy_name: str, reward: float) -> None:
"""Record a reward signal for a strategy, applying recency decay.
Parameters
----------
strategy_name:
Name of the strategy.
reward:
The reward signal to record.
"""
decay = self.config.recency_decay
# Decay existing rewards
self._reward_history[strategy_name] = [
r * decay for r in self._reward_history[strategy_name]
]
self._reward_history[strategy_name].append(reward)
def get_decayed_reward(self, strategy_name: str) -> float:
"""Get the average decayed reward for a strategy.
Parameters
----------
strategy_name:
Name of the strategy.
Returns
-------
float
The average of all decayed reward signals, or 0.0 if none recorded.
"""
history = self._reward_history.get(strategy_name, [])
if not history:
return 0.0
return sum(history) / len(history)