feat: implement ML filter with LightGBM for trading signal validation

- Added MLFilter class to load and evaluate LightGBM model for trading signals.
- Introduced retraining mechanism to update the model daily based on new data.
- Created feature engineering and label building utilities for model training.
- Updated bot logic to incorporate ML filter for signal validation.
- Added scripts for data fetching and model training.

Made-with: Cursor
This commit is contained in:
21in7
2026-03-01 17:07:18 +09:00
parent ce57479b93
commit 7e4e9315c2
24 changed files with 2916 additions and 6 deletions

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@@ -8,3 +8,7 @@ pytest-asyncio>=0.24.0
aiohttp==3.9.3
websockets==12.0
loguru==0.7.2
lightgbm>=4.3.0
scikit-learn>=1.4.0
joblib>=1.3.0
pyarrow>=15.0.0