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core: drop wrapper entrypoints

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This commit is contained in:
Emerson Gomes
2026-03-06 22:20:53 -06:00
parent 12a57d4860
commit c9b041fed5
32 changed files with 474 additions and 528 deletions
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docs/forecast/UNCERTAINTY.md
+10 -10
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@@ -28,7 +28,7 @@ Intervals calibrated from historical forecast errors. No distributional assumpti
Request intervals with `--ci-alpha`:
```bash
python cli.py forecast_generate EURUSD --timeframe H1 --horizon 12 \
mtdata-cli forecast_generate EURUSD --timeframe H1 --horizon 12 \
--model theta --ci-alpha 0.1 --json
```
@@ -64,7 +64,7 @@ Conformal prediction calibrates intervals from rolling backtest residuals, makin
### Usage
```bash
python cli.py forecast_conformal_intervals EURUSD --timeframe H1 \
mtdata-cli forecast_conformal_intervals EURUSD --timeframe H1 \
--method theta --horizon 12 --steps 25 --spacing 10 --alpha 0.1 --json
```
@@ -115,7 +115,7 @@ For each historical bar, ask: "Within the next N bars, did price hit the take-pr
### Usage
```bash
python cli.py labels_triple_barrier EURUSD --timeframe H1 --horizon 12 \
mtdata-cli labels_triple_barrier EURUSD --timeframe H1 --horizon 12 \
--tp-pct 0.5 --sl-pct 0.3 --output compact --json
```
@@ -154,7 +154,7 @@ Use conformal intervals instead of model CIs:
```bash
# Get conformal intervals
python cli.py forecast_conformal_intervals EURUSD --horizon 12 --alpha 0.1
mtdata-cli forecast_conformal_intervals EURUSD --horizon 12 --alpha 0.1
# Use lower_price as stop-loss floor
# Size position so max loss (if lower_price is hit) is within risk budget
@@ -166,7 +166,7 @@ Use triple-barrier labels to evaluate entry signals:
```bash
# Label historical entry points
python cli.py labels_triple_barrier EURUSD --horizon 12 --tp-pct 0.5 --sl-pct 0.3
mtdata-cli labels_triple_barrier EURUSD --horizon 12 --tp-pct 0.5 --sl-pct 0.3
# Check win rate: counts.pos / (counts.pos + counts.neg)
# If win rate < 50%, signal needs improvement
@@ -178,10 +178,10 @@ Backtest with conformal intervals to compare reliability:
```bash
# Method A
python cli.py forecast_conformal_intervals EURUSD --method theta --horizon 12 --steps 50
mtdata-cli forecast_conformal_intervals EURUSD --method theta --horizon 12 --steps 50
# Method B
python cli.py forecast_conformal_intervals EURUSD --method sf_autoarima --horizon 12 --steps 50
mtdata-cli forecast_conformal_intervals EURUSD --method sf_autoarima --horizon 12 --steps 50
# Compare interval widths—narrower = more precise (if coverage is similar)
```
@@ -192,9 +192,9 @@ python cli.py forecast_conformal_intervals EURUSD --method sf_autoarima --horizo
| Task | Command |
|------|---------|
| Model CI (90%) | `python cli.py forecast_generate EURUSD --model theta --ci-alpha 0.1` |
| Conformal intervals | `python cli.py forecast_conformal_intervals EURUSD --method theta --horizon 12` |
| Triple-barrier labels | `python cli.py labels_triple_barrier EURUSD --horizon 12 --tp-pct 0.5 --sl-pct 0.3` |
| Model CI (90%) | `mtdata-cli forecast_generate EURUSD --model theta --ci-alpha 0.1` |
| Conformal intervals | `mtdata-cli forecast_conformal_intervals EURUSD --method theta --horizon 12` |
| Triple-barrier labels | `mtdata-cli labels_triple_barrier EURUSD --horizon 12 --tp-pct 0.5 --sl-pct 0.3` |
---