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.

training/scripts/03_build_splits.py

@@ -12,14 +12,14 @@ def main() -> None:
     parser = argparse.ArgumentParser()
     add_common_args(parser)
     parser.add_argument("--replay-path", type=Path)
-    parser.add_argument("--fit-inner-start", default="2025-06-20")
-    parser.add_argument("--fit-inner-end", default="2026-01-15")
-    parser.add_argument("--tune-inner-start", default="2026-01-16")
-    parser.add_argument("--tune-inner-end", default="2026-02-28")
-    parser.add_argument("--validation-locked-start", default="2026-03-01")
-    parser.add_argument("--validation-locked-end", default="2026-04-30")
-    parser.add_argument("--latest-stress-start", default="2026-05-01")
-    parser.add_argument("--latest-stress-end", default="2026-06-19")
+    parser.add_argument("--fit-inner-start", default="2025-05-01")
+    parser.add_argument("--fit-inner-end", default="2026-01-31")
+    parser.add_argument("--tune-inner-start", default="2026-02-01")
+    parser.add_argument("--tune-inner-end", default="2026-03-15")
+    parser.add_argument("--validation-locked-start", default="2026-03-16")
+    parser.add_argument("--validation-locked-end", default="2026-05-15")
+    parser.add_argument("--latest-stress-start", default="2026-05-16")
+    parser.add_argument("--latest-stress-end", default="2026-06-25")
     parser.add_argument("--gap-minutes", type=int, default=60)
     parser.add_argument("--fold-count", type=int, default=3)
     args = parser.parse_args()

training/scripts/04_build_feature_frame.py

@@ -5,7 +5,7 @@ from pathlib import Path
 
 import _bootstrap  # noqa: F401
 from trader_training.features import build_feature_frame
-from trader_training.io_utils import add_common_args, setup_logging
+from trader_training.io_utils import DEFAULT_RAW_ROOT, add_common_args, setup_logging
 
 
 def main() -> None:
@@ -13,6 +13,7 @@ def main() -> None:
     add_common_args(parser)
     parser.add_argument("--replay-path", type=Path)
     parser.add_argument("--split-manifest-path", type=Path)
+    parser.add_argument("--raw-root", type=Path, default=DEFAULT_RAW_ROOT)
     parser.add_argument("--allow-incomplete-days", action="store_true")
     args = parser.parse_args()
     setup_logging()

training/scripts/18_diagnose_training_run.py

@@ -0,0 +1,19 @@
+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.diagnostics import diagnose_training_run
+from trader_training.io_utils import add_common_args, setup_logging
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    args = parser.parse_args()
+    setup_logging()
+    diagnose_training_run(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/19_search_price_plan.py

@@ -0,0 +1,35 @@
+from __future__ import annotations
+
+import argparse
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import add_common_args, setup_logging
+from trader_training.price_plan_search import search_price_plans
+
+
+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)
+    args = parser.parse_args()
+    setup_logging()
+    search_price_plans(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/20_screen_entry_features.py

@@ -0,0 +1,20 @@
+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.entry_feature_screen import screen_entry_features
+from trader_training.io_utils import add_common_args, setup_logging
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--min-bucket-rows", type=int, default=300)
+    args = parser.parse_args()
+    setup_logging()
+    screen_entry_features(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/21_benchmark_nonlinear_models.py

@@ -0,0 +1,21 @@
+from __future__ import annotations
+
+import argparse
+import logging
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.nonlinear_benchmark import benchmark_nonlinear_models
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser(description="Run diagnostic nonlinear benchmarks for Direction and Entry.")
+    parser.add_argument("--run-id", required=True)
+    parser.add_argument("--data-root", required=True, type=Path)
+    args = parser.parse_args()
+    logging.basicConfig(level=logging.INFO, format="%(asctime)s %(levelname)s event=%(message)s")
+    benchmark_nonlinear_models(args)
+
+
+if __name__ == "__main__":
+    main()