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