feat: implement 15-minute timeframe upgrade for model training and data processing
- Introduced a new markdown document detailing the plan to transition the entire pipeline from a 1-minute to a 15-minute timeframe, aiming to improve model AUC from 0.49-0.50 to over 0.53. - Updated key parameters across multiple scripts, including `LOOKAHEAD` adjustments and default data paths to reflect the new 15-minute interval. - Modified data fetching and training scripts to ensure compatibility with the new timeframe, including changes in `fetch_history.py`, `train_model.py`, and `train_and_deploy.sh`. - Enhanced the bot's data stream configuration to operate on a 15-minute interval, ensuring real-time data processing aligns with the new model training strategy. - Updated training logs to capture new model performance metrics under the revised timeframe.
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@@ -135,5 +135,32 @@
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"features": 21,
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"time_weight_decay": 3.0,
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"model_path": "models/lgbm_filter.pkl"
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},
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{
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"date": "2026-03-01T22:12:06.299119",
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"backend": "mlx",
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"auc": 0.5746,
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"samples": 533,
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"train_sec": 0.2,
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"time_weight_decay": 2.0,
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"model_path": "models/mlx_filter.weights"
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},
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{
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"date": "2026-03-01T22:13:20.434893",
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"backend": "mlx",
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"auc": 0.5663,
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"samples": 533,
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"train_sec": 0.2,
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"time_weight_decay": 2.0,
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"model_path": "models/mlx_filter.weights"
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},
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{
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"date": "2026-03-01T22:15:43.163315",
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"backend": "lgbm",
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"auc": 0.5581,
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"samples": 533,
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"features": 21,
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"time_weight_decay": 2.0,
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"model_path": "models/lgbm_filter.pkl"
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}
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]
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