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.
This commit is contained in:
21in7
2026-03-01 22:16:15 +09:00
parent a6697e7cca
commit 4245d7cdbf
13 changed files with 435 additions and 24 deletions

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models/mlx_filter.onnx Normal file

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@@ -135,5 +135,32 @@
"features": 21,
"time_weight_decay": 3.0,
"model_path": "models/lgbm_filter.pkl"
},
{
"date": "2026-03-01T22:12:06.299119",
"backend": "mlx",
"auc": 0.5746,
"samples": 533,
"train_sec": 0.2,
"time_weight_decay": 2.0,
"model_path": "models/mlx_filter.weights"
},
{
"date": "2026-03-01T22:13:20.434893",
"backend": "mlx",
"auc": 0.5663,
"samples": 533,
"train_sec": 0.2,
"time_weight_decay": 2.0,
"model_path": "models/mlx_filter.weights"
},
{
"date": "2026-03-01T22:15:43.163315",
"backend": "lgbm",
"auc": 0.5581,
"samples": 533,
"features": 21,
"time_weight_decay": 2.0,
"model_path": "models/lgbm_filter.pkl"
}
]