fix: resolve ML filter dtype error and missing BTC/ETH correlation features
- 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>
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@@ -141,7 +141,8 @@ class MLFilter:
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X = features[FEATURE_COLS].values.astype(np.float32).reshape(1, -1)
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proba = float(self._onnx_session.run(None, {input_name: X})[0][0])
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else:
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X = features.to_frame().T
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available = [c for c in FEATURE_COLS if c in features.index]
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X = pd.DataFrame([features[available].values.astype(np.float64)], columns=available)
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proba = float(self._lgbm_model.predict_proba(X)[0][1])
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logger.debug(
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f"ML 필터 [{self.active_backend}] 확률: {proba:.3f} "
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