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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@@ -64,7 +64,7 @@ def load_dataset(data_path: str, atr_sl_mult: float = 2.0, atr_tp_mult: float =
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df = df_raw[base_cols].copy()
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print("\n데이터셋 생성 중 (1회만 실행)...")
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dataset = generate_dataset_vectorized(df, btc_df=btc_df, eth_df=eth_df, time_weight_decay=0.0, negative_ratio=5,
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dataset = generate_dataset_vectorized(df, btc_df=btc_df, eth_df=eth_df, time_weight_decay=0.0,
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atr_sl_mult=atr_sl_mult, atr_tp_mult=atr_tp_mult)
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if dataset.empty or "label" not in dataset.columns:
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