Add dynamic ensemble weight optimisation for live predictions - #184
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ch55secake with Copilot wants to merge 4 commits into
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Add dynamic ensemble weight optimisation for live predictions#184ch55secake with Copilot wants to merge 4 commits into
ch55secake with Copilot wants to merge 4 commits into
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Agent-Logs-Url: https://github.com/ch55secake/hyperion/sessions/4976ee1a-d400-4235-a192-cb9a0ec81873 Co-authored-by: ch55secake <87881861+ch55secake@users.noreply.github.com>
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April 21, 2026 00:06
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src/model/stacker/regime.py—RegimeDetector(KMeans-based market regime clustering)src/model/stacker/weighted_ensemble.py— rolling-window weight recalibration (update,_recalibrate_from_buffer) and per-regime weight management (calibrate_regime_weights,predict_with_regime,get_weights_for_regime,set_weights_for_regime)src/model/stacker/stack.py— online meta-learner update (partial_update,partial_update_batch)src/model/stacker/__init__.pyandsrc/model/__init__.py— exportRegimeDetectortests/model/test_regime.py— full coverage ofRegimeDetectorTestRollingRecalibration) totests/model/test_weighted_ensemble.pyTestPerRegimeWeights) totests/model/test_weighted_ensemble.pyTestPartialUpdate) totests/model/test_stack.py