Add Direction label and PM probe diagnostics

training/scripts/28_build_direction_opportunity_dataset.py

@@ -0,0 +1,28 @@
+from __future__ import annotations
+
+import argparse
+from pathlib import Path
+
+import _bootstrap  # noqa: F401
+from trader_training.direction_opportunity_dataset import build_direction_opportunity_dataset
+from trader_training.io_utils import add_common_args, setup_logging
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser()
+    add_common_args(parser)
+    parser.add_argument("--direction-dataset-path", type=Path)
+    parser.add_argument("--entry-dataset-path", type=Path)
+    parser.add_argument("--output-path", type=Path)
+    parser.add_argument("--opportunity-bps", type=float, required=True)
+    parser.add_argument("--min-advantage-bps", type=float, default=5.0)
+    parser.add_argument("--long-edge-column", default="long_max_achievable_net_edge_bps")
+    parser.add_argument("--short-edge-column", default="short_max_achievable_net_edge_bps")
+    parser.add_argument("--label-method", default="DIRECTION_OPPORTUNITY_FROM_ENTRY_MFE_V1")
+    args = parser.parse_args()
+    setup_logging()
+    build_direction_opportunity_dataset(args)
+
+
+if __name__ == "__main__":
+    main()

training/scripts/29_probe_nonlinear_pm.py

@@ -0,0 +1,19 @@
+from __future__ import annotations
+
+import argparse
+
+import _bootstrap  # noqa: F401
+from trader_training.io_utils import add_common_args, setup_logging
+from trader_training.nonlinear_pm_probe import probe_nonlinear_pm
+
+
+def main() -> None:
+    parser = argparse.ArgumentParser(description="Run diagnostic nonlinear Direction + Entry PM probe.")
+    add_common_args(parser)
+    args = parser.parse_args()
+    setup_logging()
+    probe_nonlinear_pm(args)
+
+
+if __name__ == "__main__":
+    main()