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64 lines
1.9 KiB
64 lines
1.9 KiB
3 weeks ago
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"""Label blending utilities for CTA experiments."""
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from typing import Union, List
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# Predefined blend configurations
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BLEND_CONFIGS = {
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'equal': [0.25, 0.25, 0.25, 0.25],
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'zscore_heavy': [0.5, 0.2, 0.15, 0.15],
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'rolling_heavy': [0.1, 0.1, 0.3, 0.5],
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'cs_heavy': [0.2, 0.5, 0.15, 0.15],
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'short_term': [0.1, 0.1, 0.4, 0.4],
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'long_term': [0.4, 0.2, 0.2, 0.2],
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}
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DEFAULT_BLEND = [0.2, 0.1, 0.3, 0.4] # [zscore, cs_zscore, roll20, roll60]
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def get_blend_weights(weights: Union[str, List[float], None]) -> List[float]:
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"""Resolve blend weights from string name or list.
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Args:
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weights: Config name, list of 4 floats, or None for default
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Returns:
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List of 4 weights summing to 1.0
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"""
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if weights is None:
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return DEFAULT_BLEND
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if isinstance(weights, str):
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if weights not in BLEND_CONFIGS:
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raise ValueError(f"Unknown blend config: {weights}. "
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f"Available: {list(BLEND_CONFIGS.keys())}")
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return BLEND_CONFIGS[weights]
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if isinstance(weights, (list, tuple)):
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if len(weights) != 4:
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raise ValueError(f"Blend weights must have 4 values, got {len(weights)}")
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if abs(sum(weights) - 1.0) > 1e-6:
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raise ValueError(f"Blend weights must sum to 1.0, got {sum(weights)}")
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return list(weights)
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raise ValueError(f"Invalid blend weights type: {type(weights)}")
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def describe_blend_config(weights: Union[str, List[float]]) -> str:
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"""Get human-readable description of blend config.
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Args:
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weights: Config name or list of weights
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Returns:
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Description string
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"""
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names = ['zscore', 'cs_zscore', 'rolling_20', 'rolling_60']
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if isinstance(weights, str):
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w = get_blend_weights(weights)
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return f"{weights}: {dict(zip(names, w))}"
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w = weights
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return f"custom: {dict(zip(names, w))}"
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