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feat(ml): add purged gap (embargo=24) to walk-forward + ablation CLI

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- Add LOOKAHEAD embargo between train/val splits in all 3 WF functions
  to prevent label leakage from 6h lookahead window
- Add --ablation flag to train_model.py for signal_strength/side
  dependency diagnosis (A/B/C experiment with drop analysis)
- Criteria: A→C drop ≤0.05=good, 0.05-0.10=conditional, ≥0.10=redesign

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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21in7
2026-03-21 19:42:51 +09:00
parent 30ddb2fef4
commit c29d3e0569
6 changed files with 581 additions and 11 deletions
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@@ -146,3 +146,4 @@ All design documents and implementation plans are stored in `docs/plans/` with t
| 2026-03-21 | `code-review-fixes-r2` (9 issues) | Completed |
| 2026-03-21 | `ml-pipeline-fixes` (C1,C3,I1,I3,I4,I5) | Completed |
| 2026-03-21 | `training-threshold-relaxation` (plan) | Completed |
| 2026-03-21 | `purged-gap-and-ablation` (plan) | Completed |