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Implement Trader V4 training artifact pipeline

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2026-06-27 16:15:23 +08:00
parent dad6b831b4
commit e58e4a5572
113 changed files with 7959 additions and 477 deletions
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src/main/java/com/quantai/trader/domain/TraderPmConfig.java
+4 -4
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@@ -81,22 +81,22 @@ public record TraderPmConfig(
BigDecimal closePositionRiskProb,
BigDecimal closeMarketRiskProb,
BigDecimal closeContinueMax,
BigDecimal reduceGivebackProb,
BigDecimal reduceAdverseMoveProb,
BigDecimal reduceContinueMin,
BigDecimal reduceContinueMax,
BigDecimal minProfitForReduceBps,
BigDecimal maxExpectedShortfallBps
BigDecimal maxPositionPathRiskBps
) {
public ExitRuleConfig {
closeExitProb = probability(closeExitProb, "exit.closeExitProb");
closePositionRiskProb = probability(closePositionRiskProb, "exit.closePositionRiskProb");
closeMarketRiskProb = probability(closeMarketRiskProb, "exit.closeMarketRiskProb");
closeContinueMax = probability(closeContinueMax, "exit.closeContinueMax");
reduceGivebackProb = probability(reduceGivebackProb, "exit.reduceGivebackProb");
reduceAdverseMoveProb = probability(reduceAdverseMoveProb, "exit.reduceAdverseMoveProb");
reduceContinueMin = probability(reduceContinueMin, "exit.reduceContinueMin");
reduceContinueMax = probability(reduceContinueMax, "exit.reduceContinueMax");
minProfitForReduceBps = nonNegative(minProfitForReduceBps, "exit.minProfitForReduceBps");
maxExpectedShortfallBps = nonNegative(maxExpectedShortfallBps, "exit.maxExpectedShortfallBps");
maxPositionPathRiskBps = nonNegative(maxPositionPathRiskBps, "exit.maxPositionPathRiskBps");
}
}