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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@@ -598,7 +598,7 @@ class WalkForwardConfig(BacktestConfig):
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train_months: int = 6 # 학습 윈도우 (개월)
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test_months: int = 1 # 검증 윈도우 (개월)
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time_weight_decay: float = 2.0
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negative_ratio: int = 5
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negative_ratio: int = 3
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class WalkForwardBacktester:
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