Add Entry low-drawdown diagnostics

training/scripts/26_diagnose_entry_mae_labels.py

@@ -0,0 +1,33 @@
+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.entry_mae_label_diagnostic import diagnose_entry_mae_labels
+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 _str_tuple(value: str) -> tuple[str, ...]:
+    return tuple(item.strip() for item in value.split(",") if item.strip())
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--max-mae-bps", type=_float_tuple, default=(4.0, 6.0, 8.0, 12.0))
+    parser.add_argument("--min-opportunity-bps", type=_float_tuple, default=(6.0, 12.0, 20.0))
+    parser.add_argument("--model-families", type=_str_tuple, default=("linear",))
+    parser.add_argument("--top-fraction", type=float, default=0.10)
+    parser.add_argument("--top-fractions", type=_float_tuple)
+    parser.add_argument("--max-train-rows", type=int, default=0)
+    args = parser.parse_args()
+    setup_logging()
+    diagnose_entry_mae_labels(args)
+
+
+if __name__ == "__main__":
+    main()