Files
quant-trader-service/training/scripts/03_build_splits.py
T
Codex 9acb3460a1 Improve Trader V4 training pipeline
Align entry labels with max future edge, tune direction labeling, and harden regression evaluation.

Add training diagnostics, price-plan search, feature screening, and nonlinear benchmark scripts.
2026-06-27 19:57:29 +08:00

32 lines
1.1 KiB
Python

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="2025-05-01")
parser.add_argument("--fit-inner-end", default="2026-01-31")
parser.add_argument("--tune-inner-start", default="2026-02-01")
parser.add_argument("--tune-inner-end", default="2026-03-15")
parser.add_argument("--validation-locked-start", default="2026-03-16")
parser.add_argument("--validation-locked-end", default="2026-05-15")
parser.add_argument("--latest-stress-start", default="2026-05-16")
parser.add_argument("--latest-stress-end", default="2026-06-25")
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()