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docs: add ADX ML migration design/plan and position monitor logging docs

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Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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21in7
2026-03-03 21:18:22 +09:00
parent 9c6f5dbd76
commit c39097bf70
4 changed files with 314 additions and 1 deletions
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CLAUDE.md
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@@ -47,7 +47,7 @@ bash scripts/deploy_model.sh
**5-layer data flow on each 15m candle close:**
1. `src/data_stream.py` — Combined WebSocket for XRP/BTC/ETH, deque buffers (200 candles each)
2. `src/indicators.py` — RSI, MACD, BB, EMA, StochRSI, ATR; weighted signal aggregation → LONG/SHORT/HOLD
3. `src/ml_filter.py` + `src/ml_features.py` — 23-feature extraction, ONNX priority > LightGBM fallback, threshold ≥ 0.60
3. `src/ml_filter.py` + `src/ml_features.py` — 24-feature extraction (ADX 포함), ONNX priority > LightGBM fallback, threshold ≥ 0.55
4. `src/exchange.py` + `src/risk_manager.py` — Dynamic margin, MARKET orders with SL/TP, daily loss limit (5%)
5. `src/user_data_stream.py` + `src/notifier.py` — Real-time TP/SL detection via WebSocket, Discord webhooks
@@ -113,4 +113,6 @@ All design documents and implementation plans are stored in `docs/plans/` with t
| 2026-03-02 | `user-data-stream-tp-sl-detection` (design + plan) | Completed |
| 2026-03-02 | `adx-filter-design` | Completed |
| 2026-03-02 | `hold-negative-sampling` (design + plan) | Completed |
| 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 |