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refactor: 분모 연산을 1e-8 epsilon 패턴으로 통일

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Made-with: Cursor
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21in7
2026-03-01 23:52:59 +09:00
parent 417b8e3c6a
commit 820d8e0213
2 changed files with 29 additions and 5 deletions
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10
src/dataset_builder.py
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@@ -154,7 +154,7 @@ def _calc_features_vectorized(
macd_sig = d["macd_signal"]
bb_range = bb_upper - bb_lower
bb_pct = np.where(bb_range > 0, (close - bb_lower) / bb_range, 0.5)
bb_pct = (close - bb_lower) / (bb_range + 1e-8)
ema_align = np.where(
(ema9 > ema21) & (ema21 > ema50), 1,
@@ -163,8 +163,8 @@ def _calc_features_vectorized(
)
).astype(np.float32)
atr_pct = np.where(close > 0, atr / close, 0.0)
vol_ratio = np.where(vol_ma20 > 0, volume / vol_ma20, 1.0)
atr_pct = atr / (close + 1e-8)
vol_ratio = volume / (vol_ma20 + 1e-8)
ret_1 = close.pct_change(1).fillna(0).values
ret_3 = close.pct_change(3).fillna(0).values
@@ -242,8 +242,8 @@ def _calc_features_vectorized(
eth_r5 = _align(eth_ret_5, n).astype(np.float32)
xrp_r1 = ret_1.astype(np.float32)
xrp_btc_rs_raw = np.where(btc_r1 != 0, xrp_r1 / btc_r1, 0.0).astype(np.float32)
xrp_eth_rs_raw = np.where(eth_r1 != 0, xrp_r1 / eth_r1, 0.0).astype(np.float32)
xrp_btc_rs_raw = (xrp_r1 / (btc_r1 + 1e-8)).astype(np.float32)
xrp_eth_rs_raw = (xrp_r1 / (eth_r1 + 1e-8)).astype(np.float32)
extra = pd.DataFrame({
"btc_ret_1": _rolling_zscore(btc_r1),