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.
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

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@@ -8,6 +8,9 @@ FEATURE_COLS = [
"btc_ret_1", "btc_ret_3", "btc_ret_5",
"eth_ret_1", "eth_ret_3", "eth_ret_5",
"xrp_btc_rs", "xrp_eth_rs",
# 시장 미시구조: OI 변화율(z-score), 펀딩비(z-score)
# parquet에 oi_change/funding_rate 컬럼이 없으면 dataset_builder에서 0으로 채움
"oi_change", "funding_rate",
]