diff --git a/.env.example b/.env.example index 45bae13..547bda4 100644 --- a/.env.example +++ b/.env.example @@ -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= \ No newline at end of file diff --git a/CLAUDE.md b/CLAUDE.md index b767dce..c14402d 100644 --- a/CLAUDE.md +++ b/CLAUDE.md @@ -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 | diff --git a/models/training_log.json b/models/training_log.json index 9336577..9600e22 100644 --- a/models/training_log.json +++ b/models/training_log.json @@ -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 } ] \ No newline at end of file