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feat(ml): relax training thresholds for 5-10x more training samples

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Add TRAIN_* constants (signal_threshold=2, adx=15, vol_mult=1.5, neg_ratio=3)
as dataset_builder defaults. Remove hardcoded negative_ratio=5 from all callers.
Bot entry conditions unchanged (config.py strict values).

WF 5-fold results (all symbols AUC 0.91+):
- XRPUSDT: 0.9216 ± 0.0052
- SOLUSDT:  0.9174 ± 0.0063
- DOGEUSDT: 0.9222 ± 0.0085

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-21 19:38:15 +09:00
parent 6830549fd6
commit 30ddb2fef4
8 changed files with 305 additions and 19 deletions
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@@ -145,3 +145,4 @@ All design documents and implementation plans are stored in `docs/plans/` with t
| 2026-03-21 | `dashboard-code-review-r2` (#14,#19) | Completed |
| 2026-03-21 | `code-review-fixes-r2` (9 issues) | Completed |
| 2026-03-21 | `ml-pipeline-fixes` (C1,C3,I1,I3,I4,I5) | Completed |
| 2026-03-21 | `training-threshold-relaxation` (plan) | Completed |