Improve Trader V4 training pipeline

Align entry labels with max future edge, tune direction labeling, and harden regression evaluation.

Add training diagnostics, price-plan search, feature screening, and nonlinear benchmark scripts.
This commit is contained in:
Codex
2026-06-27 19:57:29 +08:00
parent e58e4a5572
commit 9acb3460a1
27 changed files with 2059 additions and 341 deletions
@@ -29,7 +29,7 @@ import java.util.stream.StreamSupport;
public class TraderArtifactLoader {
private static final Logger log = LoggerFactory.getLogger(TraderArtifactLoader.class);
private static final Set<String> REQUIRED_MODELS = Set.of("DIRECTION", "ENTRY", "CONTINUE", "EXIT", "RISK");
private static final int REQUIRED_FEATURE_COUNT = 39;
private static final int REQUIRED_FEATURE_COUNT = 54;
private static final int REQUIRED_ONNX_OPSET_VERSION = 17;
private static final Map<String, Set<String>> REQUIRED_OUTPUT_MAPPING_KEYS = Map.of(
"DIRECTION", Set.of("long_prob", "short_prob", "neutral_prob"),
@@ -27,7 +27,7 @@ import java.util.stream.StreamSupport;
@Component
public class TraderFeatureVectorBuilder {
private static final Logger log = LoggerFactory.getLogger(TraderFeatureVectorBuilder.class);
private static final int REQUIRED_FEATURE_COUNT = 39;
private static final int REQUIRED_FEATURE_COUNT = 54;
private final TraderProperties properties;
private final ObjectMapper objectMapper;