Implement Trader V4 training artifact pipeline

2026-06-27 16:15:23 +08:00
parent dad6b831b4
commit e58e4a5572
113 changed files with 7959 additions and 477 deletions
@@ -0,0 +1,66 @@
+package com.quantai.trader.artifact;
+
+import java.math.BigDecimal;
+import java.util.Map;
+
+public record TraderReplayModelFixture(
+        DirectionFixture direction,
+        EntryFixture entry,
+        ContinueFixture continuation,
+        ExitFixture exit,
+        RiskFixture risk,
+        BigDecimal uncertainty,
+        BigDecimal oodScore,
+        String featureSchemaHash,
+        String featureOrderHash,
+        String outputSchemaHash
+) {
+    public record DirectionFixture(
+            BigDecimal longProbWhenMarkGteIndex,
+            BigDecimal longProbWhenMarkLtIndex,
+            BigDecimal neutralProb
+    ) {
+    }
+
+    public record EntryFixture(
+            BigDecimal longEntryProb,
+            BigDecimal shortEntryProb,
+            BigDecimal longExpectedNetEdgeBps,
+            BigDecimal shortExpectedNetEdgeBps
+    ) {
+    }
+
+    public record ContinueFixture(
+            BigDecimal longContinueProb,
+            BigDecimal shortContinueProb,
+            BigDecimal longExpectedContinueEdgeBps,
+            BigDecimal shortExpectedContinueEdgeBps
+    ) {
+    }
+
+    public record ExitFixture(
+            BigDecimal longExitProb,
+            BigDecimal shortExitProb,
+            BigDecimal longAdverseMoveBps,
+            BigDecimal shortAdverseMoveBps,
+            Map<String, BigDecimal> exitReasonScores
+    ) {
+        public ExitFixture {
+            exitReasonScores = Map.copyOf(exitReasonScores == null ? Map.of() : exitReasonScores);
+        }
+    }
+
+    public record RiskFixture(
+            BigDecimal marketRiskProb,
+            BigDecimal longPositionRiskProb,
+            BigDecimal shortPositionRiskProb,
+            BigDecimal marketPathRiskBps,
+            BigDecimal longPositionPathRiskBps,
+            BigDecimal shortPositionPathRiskBps,
+            Map<String, BigDecimal> riskReasonScores
+    ) {
+        public RiskFixture {
+            riskReasonScores = Map.copyOf(riskReasonScores == null ? Map.of() : riskReasonScores);
+        }
+    }
+}