feat(ml): relax training thresholds for 5-10x more training samples
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>
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@@ -222,7 +222,7 @@ def train(data_path: str, time_weight_decay: float = 2.0, tuned_params_path: str
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dataset = generate_dataset_vectorized(
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df, btc_df=btc_df, eth_df=eth_df,
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time_weight_decay=time_weight_decay,
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negative_ratio=5,
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atr_sl_mult=atr_sl_mult,
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atr_tp_mult=atr_tp_mult,
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)
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@@ -367,7 +367,7 @@ def walk_forward_auc(
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dataset = generate_dataset_vectorized(
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df, btc_df=btc_df, eth_df=eth_df,
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time_weight_decay=time_weight_decay,
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negative_ratio=5,
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atr_sl_mult=atr_sl_mult,
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atr_tp_mult=atr_tp_mult,
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)
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@@ -459,7 +459,7 @@ def compare(data_path: str, time_weight_decay: float = 2.0, tuned_params_path: s
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dataset = generate_dataset_vectorized(
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df, btc_df=btc_df, eth_df=eth_df,
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time_weight_decay=time_weight_decay,
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negative_ratio=5,
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atr_sl_mult=atr_sl_mult,
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atr_tp_mult=atr_tp_mult,
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)
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