47 lines
1.3 KiB
Bash
47 lines
1.3 KiB
Bash
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#!/usr/bin/env bash
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# run_focus.sh — focused grid with coverage and confidence sweep
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set -euo pipefail
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PROJ_DIR="${PROJ_DIR:-$HOME/Documents/Work/TCP/BTC_ETH_regime_predictor}"
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DATA_DIR="${DATA_DIR:-$PROJ_DIR/../data}"
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PY="${PY:-$PROJ_DIR/.venv/bin/python}"
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BTC="$DATA_DIR/btcusd_1-min_data.csv"
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ETH="$DATA_DIR/ethusd_1min_ohlc.csv"
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SPLIT="2023-01-01"
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N_STATES=3
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BARS_AHEAD=2 # fixed
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CONF_LIST=(0.45 0.50 0.55 0.60)
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# Rule bands 37–41min and 49–59min
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readarray -t RULES < <(seq 37 41 | awk '{printf "%dmin\n",$1}')
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readarray -t RULES2 < <(seq 49 59 | awk '{printf "%dmin\n",$1}')
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RULES=("${RULES[@]}" "${RULES2[@]}")
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to_minutes() { echo "${1%min}"; }
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OUT_DIR="$PROJ_DIR/run_logs"
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mkdir -p "$OUT_DIR"
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LOG="$OUT_DIR/focus_$(date +%Y%m%d_%H%M%S).log"
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for CONF in "${CONF_LIST[@]}"; do
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echo "### Confidence=$CONF" | tee -a "$LOG"
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for RULE in "${RULES[@]}"; do
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BAR_MIN=$(to_minutes "$RULE")
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HORIZON=$((BARS_AHEAD * BAR_MIN))
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echo "Running rule='$RULE' horizon_min=$HORIZON conf=$CONF" | tee -a "$LOG"
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"$PY" "$PROJ_DIR/main_conf_metrics.py" \
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--btc "$BTC" \
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--eth "$ETH" \
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--rules "$RULE" \
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--states "$N_STATES" \
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--split "$SPLIT" \
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--horizon "$HORIZON" \
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--conf "$CONF" | tee -a "$LOG"
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echo | tee -a "$LOG"
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done
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done
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