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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@@ -53,7 +53,7 @@ def _cgroup_cpu_count() -> int:
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return cpu_count()
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LOOKAHEAD = 60
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LOOKAHEAD = 24 # 15분봉 × 24 = 6시간 (dataset_builder.py와 동기화)
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ATR_SL_MULT = 1.5
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ATR_TP_MULT = 3.0
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MODEL_PATH = Path("models/lgbm_filter.pkl")
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@@ -357,7 +357,7 @@ def walk_forward_auc(
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def main():
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parser = argparse.ArgumentParser()
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parser.add_argument("--data", default="data/combined_1m.parquet")
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parser.add_argument("--data", default="data/combined_15m.parquet")
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parser.add_argument(
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"--decay", type=float, default=2.0,
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help="시간 가중치 감쇠 강도 (0=균등, 2.0=최신이 ~7.4배 높음)",
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