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fix: resolve ML filter dtype error and missing BTC/ETH correlation features

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- Fix LightGBM predict_proba ValueError by filtering FEATURE_COLS and casting to float64
- Extract BTC/ETH correlation data from embedded parquet columns instead of missing separate files
- Disable ONNX priority in ML filter tests to use mocked LightGBM correctly
- Add NO_ML_FILTER=true to .env.example (ML adds no value with current signal thresholds)

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-07 00:08:23 +09:00
parent dbc900d478
commit 89f44c96af
4 changed files with 24 additions and 7 deletions
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.env.example
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@@ -6,6 +6,7 @@ LEVERAGE=10
RISK_PER_TRADE=0.02
DISCORD_WEBHOOK_URL=
ML_THRESHOLD=0.55
NO_ML_FILTER=true
MAX_SAME_DIRECTION=2
ATR_SL_MULT=2.0
ATR_TP_MULT=2.0