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:
@@ -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;
|
||||
|
||||
Reference in New Issue
Block a user