INNER CODE UNIT · Python

history

initial-d/ml-quant-trading · src/mlquant/cli/main.py:322

        history = rets[t - look_back:t, idx]
        try:
            w = opt.solve(mu, history)
        except Exception as exc:                          # pragma: no cover
            click.echo(f"[warn] solver failed at t={t}: {exc}")
            continue
        weights[t, idx] = w
    torch.save({"weights": torch.from_numpy(weights)}, art / "weights.pt")
    click.echo(f"wrote weights: {weights.shape}")


@cli.command("backtest")
@click.option("--config", "config_path", required=True, type=click.Path(exists=True))
def cmd_backtest(config_path: str) -> None:
    cfg = load_config(config_path)
    art = _artifacts_dir(cfg)
    panel_blob = torch.load(art / "panel.pt", weights_only=False)
    weight_blob = torch.load(art / "weights.pt", weights_only=False)

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