merge: resolve CLAUDE.md conflict, mark oi-derived-features as completed

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
This commit is contained in:
21in7
2026-03-04 20:33:12 +09:00
parent b55ddd8868
commit 8a8c714a7c
3 changed files with 29 additions and 1 deletions

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@@ -5,3 +5,5 @@ LEVERAGE=10
RISK_PER_TRADE=0.02
DISCORD_WEBHOOK_URL=
ML_THRESHOLD=0.55
BINANCE_TESTNET_API_KEY=
BINANCE_TESTNET_API_SECRET=

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@@ -116,4 +116,5 @@ All design documents and implementation plans are stored in `docs/plans/` with t
| 2026-03-03 | `position-monitor-logging` | Completed |
| 2026-03-03 | `adx-ml-feature-migration` (design + plan) | Completed |
| 2026-03-03 | `optuna-precision-objective-plan` | Pending |
| 2026-03-04 | `oi-derived-features` (design + plan) | In Progress |
| 2026-03-03 | `demo-1m-125x` (design + plan) | In Progress |
| 2026-03-04 | `oi-derived-features` (design + plan) | Completed |

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@@ -451,5 +451,30 @@
"reg_lambda": 0.082872
},
"weight_scale": 1.431662
},
{
"date": "2026-03-04T02:00:20.379884",
"backend": "lgbm",
"auc": 0.9437,
"best_threshold": 0.3576,
"best_precision": 0.632,
"best_recall": 0.3,
"samples": 3228,
"features": 24,
"time_weight_decay": 2.0,
"model_path": "models/lgbm_filter.pkl",
"tuned_params_path": null,
"lgbm_params": {
"n_estimators": 221,
"learning_rate": 0.031072,
"max_depth": 5,
"num_leaves": 20,
"min_child_samples": 39,
"subsample": 0.83244,
"colsample_bytree": 0.526349,
"reg_alpha": 0.062177,
"reg_lambda": 0.082872
},
"weight_scale": 1.431662
}
]