56 lines
1.5 KiB
Bash
56 lines
1.5 KiB
Bash
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#!/usr/bin/env bash
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# run_grid.sh — loop over timeframes and 2–6 bars-ahead horizons
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set -euo pipefail
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# Paths (edit if different)
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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_CSV="${BTC_CSV:-$DATA_DIR/btcusd_1-min_data.csv}"
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ETH_CSV="${ETH_CSV:-$DATA_DIR/ethusd_1min_ohlc.csv}"
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SPLIT_DATE="${SPLIT_DATE:-2023-01-01}"
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N_STATES="${N_STATES:-3}"
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# Timeframes to test: 20–60 min inclusive
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readarray -t RULES < <(seq 20 60 | awk '{printf "%dmin\n",$1}')
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# Convert a pandas-like offset to minutes: supports Nmin, NH, ND
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to_minutes() {
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local r="$1"
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if [[ "$r" =~ ^([0-9]+)min$ ]]; then
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echo "${BASH_REMATCH[1]}"
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elif [[ "$r" =~ ^([0-9]+)H$ ]]; then
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echo $(( ${BASH_REMATCH[1]} * 60 ))
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elif [[ "$r" =~ ^([0-9]+)D$ ]]; then
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echo $(( ${BASH_REMATCH[1]} * 1440 ))
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else
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echo "Unsupported rule: $r" >&2
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exit 2
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fi
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}
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# Logs
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OUT_DIR="${OUT_DIR:-$PROJ_DIR/run_logs}"
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mkdir -p "$OUT_DIR"
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TS="$(date +"%Y%m%d_%H%M%S")"
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LOG="$OUT_DIR/grid_${TS}.log"
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# Run grid
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for BARS in 2 3 4 5 6; do
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for RULE in "${RULES[@]}"; do
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BAR_MIN=$(to_minutes "$RULE")
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HORIZON=$(( BARS * BAR_MIN ))
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echo "Running rule='$RULE' bars_ahead=$BARS horizon_min=$HORIZON" | tee -a "$LOG"
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"$PY" "$PROJ_DIR/main.py" \
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--btc "$BTC_CSV" \
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--eth "$ETH_CSV" \
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--rules "$RULE" \
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--states "$N_STATES" \
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--split "$SPLIT_DATE" \
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--horizon "$HORIZON" | tee -a "$LOG"
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echo | tee -a "$LOG"
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done
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done
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