chore: update .gitignore, CLAUDE.md, training_log.json, and ml_filter.py
- Added .worktrees/ to .gitignore to prevent tracking of worktree files. - Marked `optuna-precision-objective-plan` as completed in CLAUDE.md. - Added new training log entry for a LightGBM model with updated parameters and performance metrics in training_log.json. - Updated error handling in ml_filter.py to return False on prediction errors instead of True, improving the robustness of the ML filter.
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.gitignore
vendored
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.gitignore
vendored
@@ -13,3 +13,5 @@ data/*.parquet
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.worktrees/
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.worktrees/
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.DS_Store
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.DS_Store
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.cursor/
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.cursor/
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.worktrees/
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@@ -115,6 +115,6 @@ All design documents and implementation plans are stored in `docs/plans/` with t
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| 2026-03-02 | `hold-negative-sampling` (design + plan) | Completed |
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| 2026-03-02 | `hold-negative-sampling` (design + plan) | Completed |
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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` | Completed |
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| 2026-03-03 | `demo-1m-125x` (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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| 2026-03-04 | `oi-derived-features` (design + plan) | Completed |
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@@ -476,5 +476,30 @@
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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": "2026-03-05T02:00:24.489871",
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"backend": "lgbm",
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"auc": 0.9448,
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"best_threshold": 0.3075,
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"best_precision": 0.452,
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"best_recall": 0.463,
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"samples": 3246,
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"features": 26,
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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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@@ -149,8 +149,8 @@ class MLFilter:
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)
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)
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return bool(proba >= self._threshold)
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return bool(proba >= self._threshold)
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except Exception as e:
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except Exception as e:
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logger.warning(f"ML 필터 예측 오류 (폴백 허용): {e}")
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logger.warning(f"ML 필터 예측 오류 (진입 차단): {e}")
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return True
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return False
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def reload_model(self):
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def reload_model(self):
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"""외부에서 강제 리로드할 때 사용 (하위 호환)."""
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"""외부에서 강제 리로드할 때 사용 (하위 호환)."""
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