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Improve Trader V4 training pipeline

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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.
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2026-06-27 19:57:29 +08:00
parent e58e4a5572
commit 9acb3460a1
27 changed files with 2059 additions and 341 deletions
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training/scripts/03_build_splits.py
+8 -8
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@@ -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()