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:
@@ -5,3 +5,5 @@ LEVERAGE=10
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RISK_PER_TRADE=0.02
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RISK_PER_TRADE=0.02
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DISCORD_WEBHOOK_URL=
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DISCORD_WEBHOOK_URL=
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ML_THRESHOLD=0.55
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ML_THRESHOLD=0.55
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BINANCE_TESTNET_API_KEY=
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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
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| 2026-03-03 | `position-monitor-logging` | Completed |
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| 2026-03-03 | `position-monitor-logging` | Completed |
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| 2026-03-03 | `adx-ml-feature-migration` (design + plan) | Completed |
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| 2026-03-03 | `adx-ml-feature-migration` (design + plan) | Completed |
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| 2026-03-03 | `optuna-precision-objective-plan` | Pending |
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| 2026-03-03 | `optuna-precision-objective-plan` | Pending |
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| 2026-03-04 | `oi-derived-features` (design + plan) | In Progress |
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| 2026-03-03 | `demo-1m-125x` (design + plan) | In Progress |
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| 2026-03-04 | `oi-derived-features` (design + plan) | Completed |
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@@ -451,5 +451,30 @@
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"reg_lambda": 0.082872
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"reg_lambda": 0.082872
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},
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},
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"weight_scale": 1.431662
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"weight_scale": 1.431662
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},
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{
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"date": "2026-03-04T02:00:20.379884",
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"backend": "lgbm",
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"auc": 0.9437,
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"best_threshold": 0.3576,
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"best_precision": 0.632,
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"best_recall": 0.3,
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"samples": 3228,
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"features": 24,
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"time_weight_decay": 2.0,
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"model_path": "models/lgbm_filter.pkl",
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"tuned_params_path": null,
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"lgbm_params": {
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"n_estimators": 221,
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"learning_rate": 0.031072,
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"max_depth": 5,
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"num_leaves": 20,
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"min_child_samples": 39,
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"subsample": 0.83244,
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"colsample_bytree": 0.526349,
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"reg_alpha": 0.062177,
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"reg_lambda": 0.082872
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},
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"weight_scale": 1.431662
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}
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}
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]
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]
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