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

View File

@@ -146,7 +146,7 @@ def train_mlx(data_path: str, time_weight_decay: float = 2.0) -> float:
def main():
parser = argparse.ArgumentParser()
parser.add_argument("--data", default="data/combined_1m.parquet")
parser.add_argument("--data", default="data/combined_15m.parquet")
parser.add_argument(
"--decay", type=float, default=2.0,
help="시간 가중치 감쇠 강도 (0=균등, 2.0=최신이 ~7.4배 높음)",