feat: enhance data fetching and model training with OI and funding rate integration

Browse Source

- 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.

...

This commit is contained in:

21in7

2026-03-01 22:25:38 +09:00

parent 4245d7cdbf

commit 24d3ba9411

8 changed files with 232 additions and 13 deletions

Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL

Download Patch File Download Diff File Expand all files Collapse all files

BIN

models/mlx_filter.npz

Binary file not shown.