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 +1,31 @@
+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()