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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@@ -11,10 +11,10 @@ import pandas_ta as ta
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from src.ml_features import FEATURE_COLS
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LOOKAHEAD = 90
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LOOKAHEAD = 24 # 15분봉 × 24 = 6시간 뷰
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ATR_SL_MULT = 1.5
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ATR_TP_MULT = 2.0
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WARMUP = 60 # 지표 안정화에 필요한 최소 행 수
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WARMUP = 60 # 15분봉 기준 60캔들 = 15시간 (지표 안정화 충분)
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def _calc_indicators(df: pd.DataFrame) -> pd.DataFrame:
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