quant-trader-service/training/scripts/11_train_small_models.py

from __future__ import annotations

import argparse

import _bootstrap  # noqa: F401
from trader_training.io_utils import add_common_args, setup_logging
from trader_training.training import train_small_models


def main() -> None:
    parser = argparse.ArgumentParser()
    add_common_args(parser)
    parser.add_argument("--max-rows", type=int, default=0)
    parser.add_argument(
        "--conditional-entry-source",
        choices=("none", "direction_label", "side_opportunity"),
        default="none",
        help="Entry 训练样本人群来源：不筛选、按 Direction 标签筛选、或按本方向未来机会阈值筛选。",
    )
    parser.add_argument("--conditional-entry-opportunity-bps", type=float, default=40.0)
    parser.add_argument("--conditional-entry-direction-labels", action="store_true")
    parser.add_argument("--conditional-entry-min-fit-rows", type=int, default=1000)
    args = parser.parse_args()
    setup_logging()
    train_small_models(args)


if __name__ == "__main__":
    main()