admin/quant-trader-service
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Implement Trader V4 training artifact pipeline

Browse Source
This commit is contained in:
Codex
2026-06-27 16:15:23 +08:00
parent dad6b831b4
commit e58e4a5572
113 changed files with 7959 additions and 477 deletions
Download Patch File Download Diff File Expand all files Collapse all files
training/README.md
+33
View File
@@ -0,0 +1,33 @@
# Trader V4 Training Pipeline
This directory contains the executable training chain for Trader V4.
Large data stays under `/Users/zach/Desktop/quant-strategy-training-data`.
Run order:
```bash
PY=/Users/zach/IdeaProjects/quant-trading-ai/quant-strategy-server/.venv/bin/python
RUN_ID=btc-v4-p0-001
ROOT=/Users/zach/Desktop/quant-strategy-training-data
$PY training/scripts/01_audit_source_data.py --run-id $RUN_ID --data-root $ROOT --symbol BTC-USDT-PERP --start-date 2025-06-20 --end-date 2026-06-19
$PY training/scripts/02_build_replay_1m.py --run-id $RUN_ID --data-root $ROOT --symbol BTC-USDT-PERP --start-date 2025-06-20 --end-date 2026-06-19
$PY training/scripts/03_build_splits.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/04_build_feature_frame.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/05_build_price_plan_context.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/06_build_direction_labels.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/07_build_entry_labels.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/08_build_position_state_samples.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/09_build_continue_exit_risk_labels.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/10_build_train_datasets.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/11_train_small_models.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/12_calibrate_models.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/13_search_pm_thresholds.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/14_integrated_backtest.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/15_export_artifact_bundle.py --run-id $RUN_ID --data-root $ROOT
$PY training/scripts/16_validate_artifact_bundle.py --artifact-root $ROOT/trader-v4/runs/$RUN_ID/export/trader-model-bundle-$RUN_ID/artifact_bundle
$PY training/scripts/17_promote_artifact_bundle.py --artifact-root $ROOT/trader-v4/runs/$RUN_ID/export/trader-model-bundle-$RUN_ID/artifact_bundle --reason "validation_locked and latest_stress passed for SHADOW"
$PY training/scripts/16_validate_artifact_bundle.py --artifact-root $ROOT/trader-v4/runs/$RUN_ID/export/trader-model-bundle-$RUN_ID/artifact_bundle --require-active --run-onnx
```
Java SHADOW 只加载 `ACTIVE` 包。15 号脚本永远只生成 `CANDIDATE`，16 号校验通过且上线门槛通过后，17 号脚本才允许把包提升为 `ACTIVE`。