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

src/bot.py

@@ -6,6 +6,9 @@ from src.indicators import Indicators
 from src.data_stream import KlineStream
 from src.notifier import DiscordNotifier
 from src.risk_manager import RiskManager
+from src.ml_filter import MLFilter
+from src.ml_features import build_features
+from src.retrainer import Retrainer
 
 
 class TradingBot:
@@ -14,6 +17,8 @@ class TradingBot:
         self.exchange = BinanceFuturesClient(config)
         self.notifier = DiscordNotifier(config.discord_webhook_url)
         self.risk = RiskManager(config)
+        self.ml_filter = MLFilter()
+        self.retrainer = Retrainer(ml_filter=self.ml_filter)
         self.current_trade_side: str | None = None  # "LONG" | "SHORT"
         self.stream = KlineStream(
             symbol=config.symbol,
@@ -52,6 +57,13 @@ class TradingBot:
         ind = Indicators(df)
         df_with_indicators = ind.calculate_all()
         signal = ind.get_signal(df_with_indicators)
+
+        if signal != "HOLD" and self.ml_filter.is_model_loaded():
+            features = build_features(df_with_indicators, signal)
+            if not self.ml_filter.should_enter(features):
+                logger.info(f"ML 필터 차단: {signal} 신호 무시")
+                signal = "HOLD"
+
         current_price = df_with_indicators["close"].iloc[-1]
         logger.info(f"신호: {signal} | 현재가: {current_price:.4f} USDT")
 
@@ -153,6 +165,7 @@ class TradingBot:
     async def run(self):
         logger.info(f"봇 시작: {self.config.symbol}, 레버리지 {self.config.leverage}x")
         await self._recover_position()
+        asyncio.create_task(self.retrainer.schedule_daily(hour=3))
         await self.stream.start(
             api_key=self.config.api_key,
             api_secret=self.config.api_secret,