9acb3460a1
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.
36 lines
1.1 KiB
Python
36 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.price_plan_search import search_price_plans
|
|
|
|
|
|
def _float_tuple(value: str) -> tuple[float, ...]:
|
|
return tuple(float(item.strip()) for item in value.split(",") if item.strip())
|
|
|
|
|
|
def _int_tuple(value: str) -> tuple[int, ...]:
|
|
return tuple(int(item.strip()) for item in value.split(",") if item.strip())
|
|
|
|
|
|
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("--horizons", type=_int_tuple)
|
|
parser.add_argument("--targets", type=_float_tuple)
|
|
parser.add_argument("--stops", type=_float_tuple)
|
|
args = parser.parse_args()
|
|
setup_logging()
|
|
search_price_plans(args)
|
|
|
|
|
|
if __name__ == "__main__":
|
|
main()
|