Implement Trader V4 training artifact pipeline

training/scripts/01_audit_source_data.py

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+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import add_common_args, setup_logging
+from trader_training.replay import write_audit_outputs
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--symbol", default="BTC-USDT-PERP")
+    parser.add_argument("--start-date")
+    parser.add_argument("--end-date")
+    parser.add_argument("--min-ready-days", type=int, default=250)
+    args = parser.parse_args()
+    setup_logging()
+    write_audit_outputs(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/02_build_replay_1m.py

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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.replay import build_replay_1m
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--raw-root", type=Path)
+    parser.add_argument("--symbol", default="BTC-USDT-PERP")
+    parser.add_argument("--start-date")
+    parser.add_argument("--end-date")
+    parser.add_argument("--min-minutes-per-day", type=int, default=1400)
+    parser.add_argument("--min-replay-ready-days", type=int, default=250)
+    args = parser.parse_args()
+    setup_logging()
+    build_replay_1m(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/03_build_splits.py

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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.replay import build_splits
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--replay-path", type=Path)
+    parser.add_argument("--fit-inner-start", default="2025-06-20")
+    parser.add_argument("--fit-inner-end", default="2026-01-15")
+    parser.add_argument("--tune-inner-start", default="2026-01-16")
+    parser.add_argument("--tune-inner-end", default="2026-02-28")
+    parser.add_argument("--validation-locked-start", default="2026-03-01")
+    parser.add_argument("--validation-locked-end", default="2026-04-30")
+    parser.add_argument("--latest-stress-start", default="2026-05-01")
+    parser.add_argument("--latest-stress-end", default="2026-06-19")
+    parser.add_argument("--gap-minutes", type=int, default=60)
+    parser.add_argument("--fold-count", type=int, default=3)
+    args = parser.parse_args()
+    setup_logging()
+    build_splits(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/04_build_feature_frame.py

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+from __future__ import annotations
+
+import argparse
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.features import build_feature_frame
+from trader_training.io_utils import add_common_args, setup_logging
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--replay-path", type=Path)
+    parser.add_argument("--split-manifest-path", type=Path)
+    parser.add_argument("--allow-incomplete-days", action="store_true")
+    args = parser.parse_args()
+    setup_logging()
+    build_feature_frame(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/05_build_price_plan_context.py

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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.labels import write_price_plan_context
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--label-config-path", type=Path)
+    parser.add_argument("--cost-config-path", type=Path)
+    parser.add_argument("--price-plan-id", default="btc-p0-plan-45m")
+    args = parser.parse_args()
+    setup_logging()
+    write_price_plan_context(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/06_build_direction_labels.py

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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.labels import build_direction_labels
+
+
+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)
+    args = parser.parse_args()
+    setup_logging()
+    build_direction_labels(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/07_build_entry_labels.py

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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.labels import build_entry_labels
+
+
+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("--price-plan-context-path", type=Path)
+    args = parser.parse_args()
+    setup_logging()
+    build_entry_labels(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/08_build_position_state_samples.py

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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.labels import build_position_state_samples
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--entry-label-path", type=Path)
+    args = parser.parse_args()
+    setup_logging()
+    build_position_state_samples(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/09_build_continue_exit_risk_labels.py

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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.labels import build_continue_exit_risk_labels
+
+
+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("--price-plan-context-path", type=Path)
+    args = parser.parse_args()
+    setup_logging()
+    build_continue_exit_risk_labels(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/10_build_train_datasets.py

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+from __future__ import annotations
+
+import argparse
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.datasets import build_train_datasets
+from trader_training.io_utils import add_common_args, setup_logging
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--feature-path", type=Path)
+    parser.add_argument("--direction-label-path", type=Path)
+    parser.add_argument("--entry-label-path", type=Path)
+    parser.add_argument("--continue-label-path", type=Path)
+    parser.add_argument("--exit-label-path", type=Path)
+    parser.add_argument("--risk-label-path", type=Path)
+    args = parser.parse_args()
+    setup_logging()
+    build_train_datasets(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/11_train_small_models.py

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+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import add_common_args, setup_logging
+from trader_training.training import train_small_models
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--max-rows", type=int, default=0)
+    args = parser.parse_args()
+    setup_logging()
+    train_small_models(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/12_calibrate_models.py

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+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import add_common_args, setup_logging
+from trader_training.training import build_calibrators
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    args = parser.parse_args()
+    setup_logging()
+    build_calibrators(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/13_search_pm_thresholds.py

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+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import add_common_args, setup_logging
+from trader_training.pm import search_pm_thresholds
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    args = parser.parse_args()
+    setup_logging()
+    search_pm_thresholds(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/14_integrated_backtest.py

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+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import add_common_args, setup_logging
+from trader_training.pm import integrated_backtest
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    args = parser.parse_args()
+    setup_logging()
+    integrated_backtest(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/15_export_artifact_bundle.py

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+from __future__ import annotations
+
+import argparse
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.exporter import export_artifact_bundle
+from trader_training.io_utils import add_common_args, setup_logging
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--export-root", type=Path)
+    args = parser.parse_args()
+    setup_logging()
+    export_artifact_bundle(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/16_validate_artifact_bundle.py

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+from __future__ import annotations
+
+import argparse
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import setup_logging
+from trader_training.validator import validate_artifact_bundle
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--artifact-root", type=Path, required=True)
+    parser.add_argument("--require-active", action="store_true")
+    parser.add_argument("--run-onnx", action="store_true")
+    args = parser.parse_args()
+    setup_logging()
+    validate_artifact_bundle(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/17_promote_artifact_bundle.py

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+from __future__ import annotations
+
+import argparse
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import setup_logging
+from trader_training.promote import promote_artifact_bundle
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    parser.add_argument("--artifact-root", type=Path, required=True)
+    parser.add_argument("--reason", required=True)
+    args = parser.parse_args()
+    setup_logging()
+    promote_artifact_bundle(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/_bootstrap.py

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+from __future__ import annotations
+
+import sys
+from pathlib import Path
+
+TRAINING_ROOT = Path(__file__).resolve().parents[1]
+if str(TRAINING_ROOT) not in sys.path:
+    sys.path.insert(0, str(TRAINING_ROOT))