From 741de87ce25d105a0843b6284e740c10f9844237 Mon Sep 17 00:00:00 2001 From: Hermes Agent Date: Sun, 26 Jul 2026 23:19:21 +0000 Subject: [PATCH] perf: trim persisted ML fold metadata --- config/ml_weights.json | 6752 +------------------------ ml/optimizer.py | 10 +- tests/test_ml_optimizer_validation.py | 18 + 3 files changed, 29 insertions(+), 6751 deletions(-) diff --git a/config/ml_weights.json b/config/ml_weights.json index 59d4347..90da360 100644 --- a/config/ml_weights.json +++ b/config/ml_weights.json @@ -50,1012 +50,6 @@ "folds": [ { "fold": 1, - "train_idx": [ - 0, - 1, - 2, - 3, - 4, - 5, - 6, - 7, - 8, - 9, - 10, - 11, - 12, - 13, - 14, - 15, - 16, - 17, - 18, - 19, - 20, - 21, - 22, - 23, - 24, - 25, - 26, - 27, - 28, - 29, - 30, - 31, - 32, - 33, - 34, - 35, - 36, - 37, - 38, - 39, - 40, - 41, - 42, - 43, - 44, - 45, - 46, - 47, - 48, - 49, - 50, - 51, - 52, - 53, - 54, - 55, - 56, - 57, - 58, - 59, - 60, - 61, - 62, - 63, - 64, - 65, - 66, - 67, - 68, - 69, - 70, - 71, - 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"trained_at": "2026-07-26T23:17:28.407380+00:00" + "trained_at": "2026-07-26T23:19:01.231759+00:00" } \ No newline at end of file diff --git a/ml/optimizer.py b/ml/optimizer.py index 8b0d2d3..b00ed9c 100644 --- a/ml/optimizer.py +++ b/ml/optimizer.py @@ -164,6 +164,14 @@ def viable_classification_splits(y, splits): yield train_idx, val_idx +def artifact_fold_results(fold_results): + """Strip training-only row indexes from the persisted ML artifact.""" + return [ + {key: value for key, value in fold.items() if key not in {"train_idx", "val_idx"}} + for fold in fold_results + ] + + def _build_model(): return GradientBoostingClassifier( n_estimators=300, @@ -503,7 +511,7 @@ def train_model(rows): "mean_recall": round(float(np.mean(cv_recall)), 4), "validation_method": "purged_expanding_window", "label_horizon_days": LABEL_HORIZON_DAYS, - "folds": fold_results, + "folds": artifact_fold_results(fold_results), }, "training_info": { "n_samples": len(labeled), diff --git a/tests/test_ml_optimizer_validation.py b/tests/test_ml_optimizer_validation.py index d668616..235cc22 100644 --- a/tests/test_ml_optimizer_validation.py +++ b/tests/test_ml_optimizer_validation.py @@ -87,3 +87,21 @@ def test_classification_splits_skip_training_windows_with_one_class(): assert len(viable) == 1 assert viable[0][0].tolist() == [0, 1, 3, 4] + + +def test_artifact_folds_omit_large_internal_index_arrays(): + folds = [{ + "fold": 1, + "train_idx": [0, 1], + "val_idx": [2, 3], + "weights": {"fear_greed": 1.0}, + "date_ranges": {"validation": "2024-01-01 to 2024-01-02"}, + }] + + saved = optimizer.artifact_fold_results(folds) + + assert saved == [{ + "fold": 1, + "weights": {"fear_greed": 1.0}, + "date_ranges": {"validation": "2024-01-01 to 2024-01-02"}, + }]