feat: enhance data fetching and model training with OI and funding rate integration
- Updated `fetch_history.py` to collect open interest (OI) and funding rate data from Binance, improving the dataset for model training. - Modified `train_and_deploy.sh` to include options for OI and funding rate collection during data fetching. - Enhanced `dataset_builder.py` to incorporate OI change and funding rate features with rolling z-score normalization. - Updated training logs to reflect new metrics and features, ensuring comprehensive tracking of model performance. - Adjusted feature columns in `ml_features.py` to include OI and funding rate for improved model robustness.
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@@ -162,5 +162,32 @@
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"features": 21,
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"time_weight_decay": 2.0,
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"model_path": "models/lgbm_filter.pkl"
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},
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{
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"date": "2026-03-01T22:18:59.852831",
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"backend": "lgbm",
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"auc": 0.5504,
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"samples": 533,
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"features": 21,
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"time_weight_decay": 2.0,
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"model_path": "models/lgbm_filter.pkl"
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},
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{
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"date": "2026-03-01T22:19:29.532472",
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"backend": "lgbm",
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"auc": 0.5504,
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"samples": 533,
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"features": 21,
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"time_weight_decay": 2.0,
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"model_path": "models/lgbm_filter.pkl"
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},
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{
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"date": "2026-03-01T22:19:30.938005",
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"backend": "mlx",
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"auc": 0.5714,
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"samples": 533,
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"train_sec": 0.1,
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"time_weight_decay": 2.0,
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"model_path": "models/mlx_filter.weights"
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}
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]
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