feat: add Algo Order API support and update ML feature handling
- Introduced support for Algo Order API, allowing automatic sending of STOP_MARKET and TAKE_PROFIT_MARKET orders. - Updated README.md to include new features related to Algo Order API and real-time handling of ML features. - Enhanced ML feature processing to fill missing OI and funding rate values with zeros for consistency in training data. - Added new training log entries for the lgbm model with updated metrics.
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@@ -127,4 +127,8 @@ def build_features(
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"xrp_eth_rs": float(_calc_rs(ret_1, eth_ret_1)),
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})
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# 실시간에서는 OI/펀딩비를 수집하지 않으므로 0으로 채워 학습 피처(23개)와 일치시킨다
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base.setdefault("oi_change", 0.0)
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base.setdefault("funding_rate", 0.0)
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return pd.Series(base)
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