Add dynamic exit plan search diagnostics

2026-06-28 06:51:39 +08:00
parent 1fd46ff3c9
commit 340e220b28
3 changed files with 455 additions and 0 deletions
@@ -0,0 +1,39 @@
+from __future__ import annotations
+
+import argparse
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.dynamic_exit_search import search_dynamic_exit_plans
+from trader_training.io_utils import add_common_args, setup_logging
+
+
+def _float_tuple(value: str) -> tuple[float, ...]:
+    return tuple(float(item.strip()) for item in value.split(",") if item.strip())
+
+
+def _int_tuple(value: str) -> tuple[int, ...]:
+    return tuple(int(item.strip()) for item in value.split(",") if item.strip())
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--feature-path", type=Path)
+    parser.add_argument("--replay-path", type=Path)
+    parser.add_argument("--label-config-path", type=Path)
+    parser.add_argument("--cost-config-path", type=Path)
+    parser.add_argument("--horizons", type=_int_tuple)
+    parser.add_argument("--targets", type=_float_tuple)
+    parser.add_argument("--stops", type=_float_tuple)
+    parser.add_argument("--trailing-stops", type=_float_tuple)
+    parser.add_argument("--second-target-multipliers", type=_float_tuple)
+    parser.add_argument("--take1-ratios", type=_float_tuple)
+    parser.add_argument("--take2-ratios", type=_float_tuple)
+    args = parser.parse_args()
+    setup_logging()
+    search_dynamic_exit_plans(args)
+
+
+if __name__ == "__main__":
+    main()