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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@@ -5,6 +5,8 @@ from pathlib import Path
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import numpy as np
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from trader_training.schemas import FEATURE_ORDER
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@dataclass(frozen=True)
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class LinearHead:
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@@ -23,7 +25,7 @@ def require_onnx():
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return onnx, TensorProto, helper, numpy_helper
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def export_heads(path: Path, heads: list[LinearHead], feature_count: int = 39, opset: int = 17) -> None:
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def export_heads(path: Path, heads: list[LinearHead], feature_count: int = len(FEATURE_ORDER), opset: int = 17) -> None:
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onnx, TensorProto, helper, numpy_helper = require_onnx()
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nodes = []
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initializers = []
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