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.
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Codex
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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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()