feat: train forecasts on trade outcomes

This commit is contained in:
Курнат Андрей
2026-07-14 07:49:32 +03:00
parent 668e606ee2
commit 7186acb9a1
18 changed files with 867 additions and 94 deletions
+23
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from pathlib import Path
def test_retrain_runner_passes_training_horizon_to_calibrator() -> None:
runner = (
Path(__file__).resolve().parents[1] / "tools" / "run_torch_retrain.ps1"
).read_text(encoding="utf-8")
calibration_start = runner.index("$calibrationBaseArgs = @(")
calibration_end = runner.index("\n )", calibration_start)
calibration_args = runner[calibration_start:calibration_end]
assert '"--horizon", $Horizon.ToString()' in calibration_args
def test_retrain_runner_uses_a_regime_sized_validation_window() -> None:
runner = (
Path(__file__).resolve().parents[1] / "tools" / "run_torch_retrain.ps1"
).read_text(encoding="utf-8")
assert "[int]$ValidationWindow = 0" in runner
assert "else { 720 }" in runner
assert '"--validation-window", $ValidationWindow.ToString()' in runner