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Accept Torch candidate passing honest gate

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2026-06-25 08:13:40 +03:00
parent 4a24419a30
commit 27205af73e
9 changed files with 619752 additions and 671621 deletions
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tools/calibrate_torch_thresholds.py
+3 -3
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@@ -222,13 +222,13 @@ def _parse_args() -> argparse.Namespace:
parser.add_argument("--min-trades", type=int, default=12, help="Minimum non-overlapping trades for recommendation.")
parser.add_argument("--min-full-replay-trades", type=int, default=8, help="Prefer recommendations with at least this many full replay trades.")
parser.add_argument("--edge-grid", default="0.00,0.02,0.04,0.05,0.06,0.08,0.10", help="Percent edge thresholds.")
parser.add_argument("--probability-grid", default="0.55,0.56,0.57,0.58,0.59,0.60,0.62,0.64,0.66,0.68,0.70", help="P(up) thresholds.")
parser.add_argument("--confidence-grid", default="0.40,0.50,0.56,0.60,0.64,0.68,0.72", help="Confidence thresholds.")
parser.add_argument("--probability-grid", default="0.45,0.47,0.50,0.52,0.54,0.55,0.56,0.58,0.60,0.62,0.64,0.66,0.68,0.70", help="P(up) thresholds.")
parser.add_argument("--confidence-grid", default="0.40", help="Confidence thresholds.")
parser.add_argument("--top", type=int, default=15, help="How many top results to print and save.")
parser.add_argument("--output", default="", help="Optional JSON output path.")
parser.add_argument("--batch-size", type=int, default=256, help="Torch inference batch size.")
parser.add_argument("--threads", type=int, default=0, help="Torch CPU threads; 0 keeps torch default.")
parser.add_argument("--walk-forward-folds", type=int, default=4, help="Threshold walk-forward folds.")
parser.add_argument("--walk-forward-folds", type=int, default=8, help="Threshold walk-forward folds.")
parser.add_argument("--min-oos-trades", type=int, default=30, help="Minimum out-of-sample walk-forward trades for a valid model.")
parser.add_argument("--min-oos-symbols", type=int, default=2, help="Minimum symbols with out-of-sample trades.")
parser.add_argument("--max-oos-symbol-share", type=float, default=0.75, help="Reject if one symbol contributes more than this share of out-of-sample trades.")