Codex
41 lines
1.4 KiB
Python
41 lines
1.4 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.dynamic_exit_search import search_dynamic_exit_plans
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from trader_training.io_utils import add_common_args, setup_logging
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def _float_tuple(value: str) -> tuple[float, ...]:
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return tuple(float(item.strip()) for item in value.split(",") if item.strip())
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def _int_tuple(value: str) -> tuple[int, ...]:
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return tuple(int(item.strip()) for item in value.split(",") if item.strip())
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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("--feature-path", type=Path)
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parser.add_argument("--replay-path", type=Path)
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parser.add_argument("--label-config-path", type=Path)
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parser.add_argument("--cost-config-path", type=Path)
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parser.add_argument("--horizons", type=_int_tuple)
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parser.add_argument("--targets", type=_float_tuple)
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parser.add_argument("--stops", type=_float_tuple)
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parser.add_argument("--trailing-stops", type=_float_tuple)
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parser.add_argument("--second-target-multipliers", type=_float_tuple)
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parser.add_argument("--take1-ratios", type=_float_tuple)
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parser.add_argument("--take2-ratios", type=_float_tuple)
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parser.add_argument("--output-dir-name", default="dynamic-exit-search")
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args = parser.parse_args()
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setup_logging()
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search_dynamic_exit_plans(args)
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if __name__ == "__main__":
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main()
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